N-CSRS 1 d356606dncsrs.htm HARTFORD MUTUAL FUNDS INC/CT HARTFORD MUTUAL FUNDS INC/CT

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number: 811-07589

THE HARTFORD MUTUAL FUNDS, INC.

(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas Phillips, Esquire

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, Pennsylvania 19087

(Name and Address of Agent for Service)

Registrant’s telephone number, including area code: (610) 386-4068

Date of fiscal year end: October 31

Date of reporting period: April 30, 2017

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

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

 


Item 1. Reports to Stockholders.

 


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing with Hartford Funds. We are pleased to present you with the Semi-Annual Report, which covers the period from November 1, 2016 through April 30, 2017.

Market Review

With the exception of a brief dip ahead of the US presidential election in

 

November, US stocks, as measured by the S&P 500 Index,1 kept an upward trajectory during the six months ended April 30, 2017. That positive momentum helped push the Index to a nearly 12% gain for 2016, and started 2017 off with just under a 7% return through April 30.

The primary driver of market progress during the period was the outcome of the presidential election. Markets viewed the incoming Trump administration as a positive for businesses and investors, and that optimism carried through past the inauguration. Positive job reports and a growing domestic economy reflected this optimism and have served as the basis of the US Federal Reserve’s continued interest-rate hike cycle that began in December 2015. At the time of this writing, consensus expectations were for a continued gradual rate-hike pace by the Federal Reserve, which should help markets better digest and account for such changes.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. Uncertainty surrounding potential policy changes by the Trump administration, other European elections, and Britain’s “Brexit” undertaking to leave the European Union could all influence markets or cause an uptick in volatility.

For this reason, we encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets with confidence. Regardless of the political environment, your advisor can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing with Hartford Funds. For the most up-to-date information on our mutual funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

 


Domestic Equity Funds

Table of Contents

 

Fund Performance and Summary

     2  

Expense Examples

     26  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Capital Appreciation Fund

     33  

Hartford Core Equity Fund

     40  

The Hartford Dividend and Growth Fund

     44  

The Hartford Equity Income Fund

     48  

The Hartford Growth Opportunities Fund

     52  

The Hartford Healthcare Fund

     57  

The Hartford MidCap Fund

     61  

The Hartford MidCap Value Fund

     65  

Hartford Small Cap Core Fund

     69  

The Hartford Small Cap Growth Fund

     75  

The Hartford Small Company Fund

     81  

The Hartford Value Opportunities Fund

     86  

Statements of Assets and Liabilities

     90  

Statements of Operations

     96  

Statements of Changes in Net Assets

     100  

Financial Highlights

     105  

Notes to Financial Statements

     122  

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records

     161  

Quarterly Portfolio Holdings Information

     161  


The Hartford Capital Appreciation Fund inception 07/22/1996

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks growth of capital.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Capital Appreciation A2

     13.24%        15.69%        13.07%        5.72%  

Capital Appreciation A3

     7.02%        9.33%        11.79%        5.13%  

Capital Appreciation B2

     12.72%        14.65%        12.09%        5.03% 4 

Capital Appreciation B3

     7.72%        9.65%        11.83%        5.03% 4 

Capital Appreciation C2

     12.81%        14.83%        12.26%        4.97%  

Capital Appreciation C3

     11.81%        13.83%        12.26%        4.97%  

Capital Appreciation I2

     13.40%        16.01%        13.42%        6.05%  

Capital Appreciation R32

     13.07%        15.32%        12.74%        5.42%  

Capital Appreciation R42

     13.21%        15.65%        13.08%        5.75%  

Capital Appreciation R52

     13.41%        16.02%        13.41%        6.06%  

Capital Appreciation R62

     13.44%        16.13%        13.51%        6.17%  

Capital Appreciation Y2

     13.44%        16.13%        13.53%        6.17%  

Capital Appreciation F2

     13.42%        16.04%        13.42%        6.05%  

Russell 3000 Index

     13.83%        18.58%        13.57%        7.23%  

S&P 500 Index

     13.32%        17.92%        13.68%        7.15%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  2  

 


The Hartford Capital Appreciation Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Capital Appreciation Class A

     1.10%        1.10%  

Capital Appreciation Class B

     1.98%        1.98%  

Capital Appreciation Class C

     1.82%        1.82%  

Capital Appreciation Class I

     0.79%        0.79%  

Capital Appreciation Class R3

     1.40%        1.41%  

Capital Appreciation Class R4

     1.10%        1.10%  

Capital Appreciation Class R5

     0.80%        0.80%  

Capital Appreciation Class R6

     0.70%        0.70%  

Capital Appreciation Class Y

     0.75%        0.75%  

Capital Appreciation Class F

     0.70%        0.70%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     15.8

Consumer Staples

     4.2  

Energy

     2.0  

Financials

     19.7  

Health Care

     13.0  

Industrials

     9.1  

Information Technology

     27.4  

Materials

     3.4  

Real Estate

     1.6  

Telecommunication Services

     0.8  

Utilities

     1.4  
  

 

 

 

Total

     98.4
  

 

 

 

Short-Term Investments

     3.8  

Other Assets & Liabilities

     (2.2
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  3  

 


Hartford Core Equity Fund inception 04/30/1998

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks growth of capital.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Core Equity A2

     11.89%        13.85%        14.22%        7.22%  

Core Equity A3

     5.74%        7.59%        12.93%        6.61%  

Core Equity B2

     11.48%        12.97%        13.35%        6.63% 4 

Core Equity B3

     6.48%        7.97%        13.11%        6.63% 4 

Core Equity C2

     11.51%        13.00%        13.41%        6.43%  

Core Equity C3

     10.51%        12.00%        13.41%        6.43%  

Core Equity I2

     12.07%        14.13%        14.35%        7.28%  

Core Equity R32

     11.76%        13.49%        13.96%        6.99%  

Core Equity R42

     11.89%        13.79%        14.31%        7.29%  

Core Equity R52

     12.06%        14.14%        14.63%        7.62%  

Core Equity R62

     12.11%        14.24%        14.68%        7.68%  

Core Equity Y2

     12.11%        14.28%        14.69%        7.69%  

Core Equity F2

     12.07%        14.13%        14.35%        7.28%  

S&P 500 Index

     13.32%        17.92%        13.68%        7.15%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 3/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 3/31/15 and performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  4  

 


Hartford Core Equity Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Core Equity Class A

     0.80%        0.80%  

Core Equity Class B

     1.55%        1.96%  

Core Equity Class C

     1.55%        1.55%  

Core Equity Class I

     0.55%        0.55%  

Core Equity Class R3

     1.10%        1.14%  

Core Equity Class R4

     0.80%        0.83%  

Core Equity Class R5

     0.50%        0.53%  

Core Equity Class R6

     0.43%        0.43%  

Core Equity Class Y

     0.48%        0.48%  

Core Equity Class F

     0.43%        0.43%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”).

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     12.2

Consumer Staples

     12.1  

Energy

     2.8  

Financials

     14.9  

Health Care

     14.0  

Industrials

     10.9  

Information Technology

     21.4  

Materials

     3.6  

Utilities

     4.8  
  

 

 

 

Total

     96.7
  

 

 

 

Short-Term Investments

     3.5  

Other Assets & Liabilities

     (0.2
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  5  

 


The Hartford Dividend and Growth Fund inception 07/22/1996

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks a high level of current income consistent with growth of capital.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Dividend and Growth A2

     12.88%        16.55%        12.42%        6.67%  

Dividend and Growth A3

     6.67%        10.14%        11.15%        6.07%  

Dividend and Growth B2

     12.44%        15.50%        11.41%        5.92% 4 

Dividend and Growth B3

     7.44%        10.50%        11.15%        5.92% 4 

Dividend and Growth C2

     12.52%        15.71%        11.59%        5.89%  

Dividend and Growth C3

     11.52%        14.71%        11.59%        5.89%  

Dividend and Growth I2

     13.01%        16.77%        12.66%        6.95%  

Dividend and Growth R32

     12.71%        16.18%        12.06%        6.34%  

Dividend and Growth R42

     12.89%        16.53%        12.40%        6.69%  

Dividend and Growth R52

     13.06%        16.88%        12.75%        7.01%  

Dividend and Growth R62

     13.11%        16.98%        12.83%        7.10%  

Dividend and Growth Y2

     13.15%        17.02%        12.86%        7.11%  

Dividend and Growth F2

     13.10%        16.86%        12.68%        6.96%  

S&P 500 Index

     13.32%        17.92%        13.68%        7.15%  

Russell 1000 Value Index

     11.69%        16.55%        13.32%        5.53%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  6  

 


The Hartford Dividend and Growth Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Dividend and Growth Class A

     1.03%        1.03%  

Dividend and Growth Class B

     1.96%        2.01%  

Dividend and Growth Class C

     1.77%        1.77%  

Dividend and Growth Class I

     0.83%        0.83%  

Dividend and Growth Class R3

     1.36%        1.36%  

Dividend and Growth Class R4

     1.06%        1.06%  

Dividend and Growth Class R5

     0.76%        0.76%  

Dividend and Growth Class R6

     0.66%        0.66%  

Dividend and Growth Class Y

     0.71%        0.71%  

Dividend and Growth Class F

     0.66%        0.66%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”).

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     7.3

Consumer Staples

     6.6  

Energy

     9.0  

Financials

     23.2  

Health Care

     14.5  

Industrials

     9.7  

Information Technology

     15.8  

Materials

     3.2  

Real Estate

     1.0  

Telecommunication Services

     1.7  

Utilities

     4.9  
  

 

 

 

Total

     96.9
  

 

 

 

Short-Term Investments

     3.1  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

* Percentage rounds to zero.
 

 

 

  7  

 


The Hartford Equity Income Fund inception 08/28/2003

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks a high level of current income consistent with growth of capital.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Equity Income A2

     11.74%        15.51%        11.92%        7.11%  

Equity Income A3

     5.59%        9.16%        10.67%        6.51%  

Equity Income B2

     11.57%        15.36%        11.60%        6.56% 4 

Equity Income B3

     6.57%        10.36%        11.34%        6.56% 4 

Equity Income C2

     11.28%        14.70%        11.11%        6.34%  

Equity Income C3

     10.28%        13.70%        11.11%        6.34%  

Equity Income I2

     11.81%        15.76%        12.21%        7.40%  

Equity Income R32

     11.53%        15.10%        11.55%        6.77%  

Equity Income R42

     11.62%        15.42%        11.87%        7.09%  

Equity Income R52

     11.85%        15.82%        12.23%        7.43%  

Equity Income R62

     11.88%        15.90%        12.32%        7.54%  

Equity Income Y2

     11.94%        15.96%        12.33%        7.54%  

Equity Income F2

     11.84%        15.79%        12.22%        7.41%  

Russell 1000 Value Index

     11.69%        16.55%        13.32%        5.53%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  8  

 


The Hartford Equity Income Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Equity Income Class A

     1.02%        1.02%  

Equity Income Class B

     1.92%        1.92%  

Equity Income Class C

     1.75%        1.75%  

Equity Income Class I

     0.77%        0.77%  

Equity Income Class R3

     1.36%        1.36%  

Equity Income Class R4

     1.06%        1.06%  

Equity Income Class R5

     0.76%        0.76%  

Equity Income Class R6

     0.66%        0.66%  

Equity Income Class Y

     0.71%        0.71%  

Equity Income Class F

     0.66%        0.66%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     4.7

Consumer Staples

     9.8  

Energy

     11.1  

Financials

     24.8  

Health Care

     14.1  

Industrials

     11.5  

Information Technology

     11.0  

Materials

     2.5  

Telecommunication Services

     2.1  

Utilities

     6.3  
  

 

 

 

Total

     97.9
  

 

 

 

Short-Term Investments

     2.0  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  9  

 


The Hartford Growth Opportunities Fund inception 03/31/1963

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Growth Opportunities A2

     11.21%        15.92%        14.58%        7.75%  

Growth Opportunities A3

     5.09%        9.54%        13.29%        7.14%  

Growth Opportunities B2

     10.69%        14.80%        13.59%        7.08% 4 

Growth Opportunities B3

     5.69%        9.80%        13.35%        7.08% 4 

Growth Opportunities C2

     10.79%        15.03%        13.76%        6.99%  

Growth Opportunities C3

     9.79%        14.03%        13.76%        6.99%  

Growth Opportunities I2

     11.31%        16.14%        14.86%        8.07%  

Growth Opportunities R32

     11.01%        15.51%        14.25%        7.46%  

Growth Opportunities R42

     11.17%        15.86%        14.58%        7.81%  

Growth Opportunities R52

     11.36%        16.20%        14.93%        8.12%  

Growth Opportunities R62

     11.41%        16.33%        15.02%        8.22%  

Growth Opportunities Y2

     11.41%        16.32%        15.03%        8.23%  

Growth Opportunities F2

     11.34%        16.17%        14.86%        8.07%  

Russell 3000 Growth Index

     15.47%        19.83%        13.79%        8.80%  

Russell 1000 Growth Index

     15.23%        19.50%        13.87%        8.88%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 3000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 3000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  10  

 


The Hartford Growth Opportunities Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Growth Opportunities Class A

     1.13%        1.13%  

Growth Opportunities Class B

     2.05%        2.08%  

Growth Opportunities Class C

     1.88%        1.88%  

Growth Opportunities Class I

     0.92%        0.92%  

Growth Opportunities Class R3

     1.45%        1.46%  

Growth Opportunities Class R4

     1.15%        1.15%  

Growth Opportunities Class R5

     0.85%        0.85%  

Growth Opportunities Class R6

     0.75%        0.76%  

Growth Opportunities Class Y

     0.80%        0.80%  

Growth Opportunities Class F

     0.75%        0.76%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Mid-cap securities can have greater risk and volatility than large-cap securities. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     16.8

Consumer Staples

     1.4  

Energy

     3.8  

Financials

     10.2  

Health Care

     14.2  

Industrials

     12.0  

Information Technology

     37.5  

Materials

     3.2  
  

 

 

 

Total

     99.1
  

 

 

 

Short-Term Investments

     0.6  

Other Assets & Liabilities

     0.3  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  11  

 


The Hartford Healthcare Fund inception 05/01/2000

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Healthcare A2

     18.37%        16.00%        18.47%        10.57%  

Healthcare A3

     11.86%        9.62%        17.13%        9.95%  

Healthcare B2

     17.83%        14.98%        17.43%        9.87% 4 

Healthcare B3

     12.83%        9.98%        17.22%        9.87% 4 

Healthcare C2

     17.91%        15.15%        17.61%        9.78%  

Healthcare C3

     16.91%        14.15%        17.61%        9.78%  

Healthcare I2

     18.51%        16.33%        18.81%        10.89%  

Healthcare R32

     18.17%        15.67%        18.13%        10.27%  

Healthcare R42

     18.33%        16.01%        18.48%        10.64%  

Healthcare R52

     18.52%        16.38%        18.84%        10.98%  

Healthcare Y2

     18.59%        16.50%        18.96%        11.07%  

Healthcare F2

     18.54%        16.37%        18.82%        10.89%  

S&P Composite 1500 Health Care Index

     13.65%        10.88%        17.37%        10.18%  

S&P 500 Index

     13.32%        17.92%        13.68%        7.15%  

Spliced Index

     13.65%        10.88%        17.04%        10.44%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Effective April 1, 2016, the Fund changed its benchmark to the S&P Composite 1500 Health Care Index due to S&P announcing that the S&P North American Health Care Sector Index would be discontinued. The S&P North American Health Care Sector Index was subsequently discontinued.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

S&P Composite 1500 Health Care Index (reflects no deduction for fees, expenses or taxes) is an unmanaged capitalization-weighted index comprised of those companies included in the S&P Composite 1500 that are classified as members of the Global Industry Classification Standard (GICS®) health care sector.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

Spliced Index (reflects no deduction for fees, expenses or taxes) is calculated by Hartford Funds Management Company, LLC (HFMC) and returns from 4/1/16 to 4/30/17 represent the S&P Composite 1500 Health Care Index and returns prior to 4/1/16 represent the S&P North American Health Care Sector Index.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  12  

 


The Hartford Healthcare Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Healthcare Class A

     1.32%        1.32%  

Healthcare Class B

     2.20%        2.22%  

Healthcare Class C

     2.05%        2.05%  

Healthcare Class I

     1.05%        1.05%  

Healthcare Class R3

     1.61%        1.61%  

Healthcare Class R4

     1.31%        1.31%  

Healthcare Class R5

     1.01%        1.01%  

Healthcare Class Y

     0.96%        0.96%  

Healthcare Class F

     0.91%        0.91%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Risks of focusing investments on the healthcare-related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Biotechnology

     23.4

Food & Staples Retailing

     1.5  

Health Care Equipment & Supplies

     23.7  

Health Care Providers & Services

     18.9  

Healthcare Technology

     1.8  

Life Sciences Tools & Services

     4.4  

Pharmaceuticals

     23.8  
  

 

 

 

Total

     97.5

Short-Term Investments

     2.3  

Other Assets & Liabilities

     0.2  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  13  

 


The Hartford MidCap Fund inception 12/31/1997

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term growth of capital.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

MidCap A2

     15.55%        18.03%        13.86%        8.05%  

MidCap A3

     9.19%        11.54%        12.58%        7.44%  

MidCap B2

     14.98%        16.95%        12.83%        7.33% 4 

MidCap B3

     9.98%        11.95%        12.59%        7.33% 4 

MidCap C2

     15.13%        17.17%        13.04%        7.29%  

MidCap C3

     14.13%        16.17%        13.04%        7.29%  

MidCap I2

     15.66%        18.23%        14.13%        8.28%  

MidCap R32

     15.32%        17.64%        13.50%        7.91%  

MidCap R42

     15.49%        18.01%        13.86%        8.17%  

MidCap R52

     15.65%        18.38%        14.20%        8.43%  

MidCap R62

     15.72%        18.46%        14.31%        8.52%  

MidCap Y2

     15.72%        18.47%        14.31%        8.52%  

MidCap F2

     15.66%        18.23%        14.13%        8.28%  

S&P MidCap 400 Index

     15.68%        20.45%        13.56%        8.73%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held.

Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 2/27/09. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 5/29/09. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 2/27/09 through 2/27/17 and Class A shares (excluding sales charges) prior to 2/27/09.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of common stocks of companies chosen by S&P designed to represent price movements in the mid-cap U.S. equity market.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  14  

 


The Hartford MidCap Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

MidCap Class A

     1.16%        1.16%  

MidCap Class B

     2.05%        2.05%  

MidCap Class C

     1.88%        1.88%  

MidCap Class I

     0.87%        1.01%  

MidCap Class R3

     1.47%        1.47%  

MidCap Class R4

     1.17%        1.17%  

MidCap Class R5

     0.86%        0.86%  

MidCap Class R6

     0.76%        0.76%  

MidCap Class Y

     0.81%        0.81%  

MidCap Class F

     0.76%        0.76%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for Class I on operating expenses and contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     7.4

Consumer Staples

     0.7  

Energy

     3.2  

Financials

     15.8  

Health Care

     16.0  

Industrials

     22.9  

Information Technology

     27.5  

Materials

     3.6  

Utilities

     2.3  
  

 

 

 

Total

     99.4
  

 

 

 

Short-Term Investments

     0.5  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  15  

 


The Hartford MidCap Value Fund inception 04/30/2001

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

MidCap Value A2

     12.09%        14.88%        11.67%        6.01%  

MidCap Value A3

     5.92%        8.57%        10.41%        5.41%  

MidCap Value B2

     11.60%        13.99%        10.77%        5.38% 4 

MidCap Value B3

     6.60%        8.99%        10.50%        5.38% 4 

MidCap Value C2

     11.64%        14.14%        10.88%        5.23%  

MidCap Value C3

     10.64%        13.14%        10.88%        5.23%  

MidCap Value I2

     12.19%        15.13%        12.02%        6.26%  

MidCap Value R32

     11.91%        14.56%        11.38%        5.96%  

MidCap Value R42

     12.05%        14.99%        11.73%        6.19%  

MidCap Value R52

     12.31%        15.38%        12.07%        6.41%  

MidCap Value Y2

     12.36%        15.43%        12.18%        6.47%  

MidCap Value F2

     12.27%        15.21%        12.03%        6.26%  

Russell 2500 Value Index

     14.43%        20.66%        13.03%        6.56%  

Russell MidCap Value Index

     12.42%        17.52%        14.26%        7.16%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00%

on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 5/28/10 through 2/27/17 and Class A shares (excluding sales charges) prior to 5/28/10.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 2500 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 2500 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 2500 Index is an unmanaged index that measures the performance of the 2,500 smallest U.S. companies based on total market capitalization.

Russell MidCap Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of the mid-cap value segment of the U.S. equity universe. It includes those Russell MidCap Index companies with lower price-to-book ratios and lower forecasted growth values.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  16  

 


The Hartford MidCap Value Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

MidCap Value Class A

     1.28%        1.28%  

MidCap Value Class B

     2.10%        2.40%  

MidCap Value Class C

     2.00%        2.00%  

MidCap Value Class I

     1.04%        1.04%  

MidCap Value Class R3

     1.54%        1.54%  

MidCap Value Class R4

     1.24%        1.24%  

MidCap Value Class R5

     0.94%        0.94%  

MidCap Value Class Y

     0.88%        0.88%  

MidCap Value Class F

     0.83%        0.83%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     9.2

Consumer Staples

     2.3  

Energy

     6.7  

Financials

     22.4  

Health Care

     5.1  

Industrials

     12.8  

Information Technology

     16.8  

Materials

     8.6  

Real Estate

     7.8  

Telecommunication Services

     1.0  

Utilities

     5.3  
  

 

 

 

Total

     98.0
  

 

 

 

Short-Term Investments

     1.9  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  17  

 


Hartford Small Cap Core Fund inception 01/01/2005

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Small Cap Core A2

     17.09%        20.10%        11.16%        5.98%  

Small Cap Core A3

     10.65%        13.49%        9.91%        5.39%  

Small Cap Core B2

     16.59%        19.14%        10.32%        5.44% 4 

Small Cap Core B3

     11.59%        14.14%        10.05%        5.44% 4 

Small Cap Core C2

     16.65%        19.24%        10.33%        5.23%  

Small Cap Core C3

     15.65%        18.24%        10.33%        5.23%  

Small Cap Core I2

     17.25%        20.47%        11.30%        6.05%  

Small Cap Core R32

     16.86%        19.79%        10.91%        6.05%  

Small Cap Core R42

     17.05%        20.17%        11.26%        6.23%  

Small Cap Core R52

     17.29%        20.52%        11.58%        6.40%  

Small Cap Core Y2

     17.26%        20.57%        11.63%        6.43%  

Small Cap Core F2

     17.25%        20.47%        11.30%        6.05%  

Russell 2000 Index

     18.37%        25.63%        12.95%        7.05%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class I shares commenced operations on 03/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes the Fund’s performance when it invested, prior to 2/1/10, at least 80% of its assets in common stocks of mid-capitalization companies and prior to 7/10/15, at least 80% of its assets in common stocks of small-capitalization and mid-capitalization companies.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 6/4/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Russell 2000 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the small-cap segment of the U.S. equity universe.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/ reimbursements, please see the prospectus.

 

 

 

  18  

 


Hartford Small Cap Core Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Small Cap Core Class A

     1.40%        1.44%  

Small Cap Core Class B

     2.15%        2.35%  

Small Cap Core Class C

     2.15%        2.17%  

Small Cap Core Class I

     1.10%        1.10%  

Small Cap Core Class R3

     1.60%        1.70%  

Small Cap Core Class R4

     1.30%        1.39%  

Small Cap Core Class R5

     1.00%        1.09%  

Small Cap Core Class Y

     0.95%        1.02%  

Small Cap Core Class F

     0.95%        0.97%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Small-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     13.1

Consumer Staples

     4.2  

Energy

     3.5  

Financials

     18.9  

Health Care

     14.9  

Industrials

     13.4  

Information Technology

     15.0  

Materials

     5.7  

Real Estate

     8.4  

Telecommunication Services

     0.9  

Utilities

     1.4  
  

 

 

 

Total

     99.4
  

 

 

 

Short-Term Investments

     0.8  

Other Assets & Liabilities

     (0.2
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  19  

 


The Hartford Small Cap Growth Fund inception 01/04/1988

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Small Cap Growth A2

     18.69%        24.80%        13.34%        8.00%  

Small Cap Growth A3

     12.16%        17.93%        12.06%        7.39%  

Small Cap Growth B2

     18.20%        23.74%        12.43%        7.39% 4 

Small Cap Growth B3

     13.20%        18.74%        12.18%        7.39% 4 

Small Cap Growth C2

     18.27%        23.94%        12.55%        7.19%  

Small Cap Growth C3

     17.27%        22.94%        12.55%        7.19%  

Small Cap Growth I2

     18.82%        25.10%        13.68%        8.24%  

Small Cap Growth R32

     18.52%        24.46%        13.07%        7.72%  

Small Cap Growth R42

     18.69%        24.83%        13.42%        8.02%  

Small Cap Growth R52

     18.87%        25.22%        13.77%        8.34%  

Small Cap Growth R62

     18.91%        25.32%        13.84%        8.42%  

Small Cap Growth Y2

     18.93%        25.33%        13.87%        8.44%  

Small Cap Growth F2

     18.88%        25.17%        13.69%        8.25%  

Russell 2000 Growth Index

     18.48%        24.06%        12.89%        7.97%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s pervious additional sub-adviser, Hartford Investment Management Company. As of 7/21/10, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Effective 3/6/15, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

 

 

 

  20  

 


The Hartford Small Cap Growth Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Small Cap Growth Class A

     1.24%        1.24%  

Small Cap Growth Class B

     2.08%        2.34%  

Small Cap Growth Class C

     1.93%        1.93%  

Small Cap Growth Class I

     0.98%        0.98%  

Small Cap Growth Class R3

     1.50%        1.50%  

Small Cap Growth Class R4

     1.18%        1.18%  

Small Cap Growth Class R5

     0.88%        0.88%  

Small Cap Growth Class R6

     0.78%        0.78%  

Small Cap Growth Class Y

     0.83%        0.83%  

Small Cap Growth Class F

     0.78%        0.78%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Small-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     15.3

Consumer Staples

     3.5  

Energy

     1.8  

Financials

     7.9  

Health Care

     20.7  

Industrials

     17.0  

Information Technology

     24.1  

Materials

     4.3  

Real Estate

     3.4  

Telecommunication Services

     0.6  

Utilities

     0.1  
  

 

 

 

Total

     98.7
  

 

 

 

Short-Term Investments

     1.3  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

* Percentage rounds to zero.
 

 

 

  21  

 


The Hartford Small Company Fund inception 07/22/1996

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks growth of capital.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Small Company A2

     17.15%        21.56%        8.96%        5.20%  

Small Company A3

     10.71%        14.87%        7.73%        4.60%  

Small Company B2

     16.70%        20.64%        8.12%        4.61% 4 

Small Company B3

     11.70%        15.64%        7.90%        4.61% 4 

Small Company C2

     16.72%        20.68%        8.18%        4.44%  

Small Company C3

     15.72%        19.68%        8.18%        4.44%  

Small Company I2

     17.29%        21.88%        9.23%        5.46%  

Small Company R32

     17.07%        21.41%        8.76%        4.99%  

Small Company R42

     17.22%        21.71%        9.09%        5.32%  

Small Company R52

     17.41%        22.12%        9.42%        5.62%  

Small Company R62

     17.43%        22.19%        9.52%        5.73%  

Small Company Y2

     17.38%        22.14%        9.51%        5.73%  

Small Company F2

     17.29%        21.88%        9.23%        5.46%  

Russell 2000 Growth Index

     18.48%        24.06%        12.89%        7.97%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s pervious additional sub-adviser, Hartford Investment Management Company. As of 7/21/10, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is a broad-based unmanaged index comprised of 2,000 of the smallest U.S.-domiciled company common stocks (on the basis of capitalization) that are traded in the United States on the New York Stock Exchange, NYSE MKT LLC and Nasdaq.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  22  

 


The Hartford Small Company Fund

Fund Summary

Date (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Small Company Class A

     1.41%        1.43%  

Small Company Class B

     2.16%        2.45%  

Small Company Class C

     2.13%        2.13%  

Small Company Class I

     1.16%        1.23%  

Small Company Class R3

     1.56%        1.60%  

Small Company Class R4

     1.26%        1.29%  

Small Company Class R5

     0.96%        0.99%  

Small Company Class R6

     0.89%        0.89%  

Small Company Class Y

     0.91%        0.94%  

Small Company Class F

     0.89%        0.89%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Small-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     12.2

Consumer Staples

     0.2  

Energy

     1.7  

Financials

     9.7  

Health Care

     18.2  

Industrials

     17.6  

Information Technology

     30.6  

Materials

     4.0  

Real Estate

     4.2  
  

 

 

 

Total

     98.4
  

 

 

 

Short-Term Investments

     1.5  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  23  

 


The Hartford Value Opportunities Fund inception 01/02/1996

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Value Opportunities A2

     11.03%        16.00%        11.50%        4.64%  

Value Opportunities A3

     4.92%        9.62%        10.25%        4.04%  

Value Opportunities B2

     10.55%        14.95%        10.62%        4.08% 4 

Value Opportunities B3

     5.55%        9.95%        10.35%        4.08% 4 

Value Opportunities C2

     10.62%        15.15%        10.68%        3.86%  

Value Opportunities C3

     9.62%        14.15%        10.68%        3.86%  

Value Opportunities I2

     11.14%        16.31%        11.85%        4.94%  

Value Opportunities R32

     10.85%        15.64%        11.20%        4.36%  

Value Opportunities R42

     11.00%        16.00%        11.56%        4.69%  

Value Opportunities R52

     11.19%        16.35%        11.88%        5.00%  

Value Opportunities Y2

     11.27%        16.48%        11.93%        5.05%  

Value Opportunities F2

     11.20%        16.37%        11.86%        4.95%  

Russell 3000 Value Index

     12.18%        17.33%        13.28%        5.57%  

Russell 1000 Value Index

     11.69%        16.55%        13.32%        5.53%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

 

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 3000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 3000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 3000 Index is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the 1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  24  

 


The Hartford Value Opportunities Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Value Opportunities Class A

     1.23%        1.23%  

Value Opportunities Class B

     2.10%        2.40%  

Value Opportunities Class C

     1.95%        1.95%  

Value Opportunities Class I

     0.90%        0.90%  

Value Opportunities Class R3

     1.53%        1.53%  

Value Opportunities Class R4

     1.20%        1.20%  

Value Opportunities Class R5

     0.90%        0.90%  

Value Opportunities Class Y

     0.85%        0.85%  

Value Opportunities Class F

     0.80%        0.80%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     9.0

Consumer Staples

     3.7  

Energy

     9.0  

Financials

     22.2  

Health Care

     12.4  

Industrials

     7.5  

Information Technology

     12.7  

Materials

     5.5  

Real Estate

     8.0  

Telecommunication Services

     2.2  

Utilities

     6.8  
  

 

 

 

Total

     99.0
  

 

 

 

Short-Term Investments

     1.2  

Other Assets & Liabilities

     (0.2
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  25  

 


Domestic Equity Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2016 through April 30, 2017, except as indicated below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

The Hartford Capital Appreciation Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,132.40     $ 5.76     $     1,000.00     $     1,019.39     $     5.46       1.09     181       365  

Class B

  $ 1,000.00     $ 1,127.20     $     10.60     $ 1,000.00     $ 1,014.83     $ 10.04       2.01     181       365  

Class C

  $ 1,000.00     $ 1,128.10     $ 9.60     $ 1,000.00     $ 1,015.77     $ 9.10       1.82     181       365  

Class I

  $ 1,000.00     $ 1,134.00     $ 4.29     $ 1,000.00     $ 1,020.78     $ 4.06       0.81     181       365  

Class R3

  $ 1,000.00     $ 1,130.70     $ 7.40     $ 1,000.00     $ 1,017.85     $ 7.00       1.40     181       365  

Class R4

  $ 1,000.00     $ 1,132.10     $ 5.82     $ 1,000.00     $ 1,019.34     $ 5.51       1.10     181       365  

Class R5

  $ 1,000.00     $ 1,134.10     $ 4.23     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R6

  $ 1,000.00     $ 1,134.40     $ 3.76     $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

Class Y

  $ 1,000.00     $ 1,134.40     $ 3.76     $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

Class F(1)

  $ 1,000.00     $ 1,022.80     $ 1.20 (2)    $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2) Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  26  

 


Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Core Equity Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,118.90     $     3.99     $     1,000.00     $     1,021.03     $     3.81       0.76     181       365  

Class B

  $ 1,000.00     $ 1,114.80     $ 8.08     $ 1,000.00     $ 1,017.16     $ 7.70       1.54     181       365  

Class C

  $ 1,000.00     $ 1,115.10     $ 7.87     $ 1,000.00     $ 1,017.36     $ 7.50       1.50     181       365  

Class I

  $ 1,000.00     $ 1,120.70     $ 2.73     $ 1,000.00     $ 1,022.22     $ 2.61       0.52     181       365  

Class R3

  $ 1,000.00     $ 1,117.60     $ 5.72     $ 1,000.00     $ 1,019.39     $ 5.46       1.09     181       365  

Class R4

  $ 1,000.00     $ 1,118.90     $ 4.15     $ 1,000.00     $ 1,020.88     $ 3.96       0.79     181       365  

Class R5

  $ 1,000.00     $ 1,120.60     $ 2.58     $ 1,000.00     $ 1,022.37     $ 2.46       0.49     181       365  

Class R6

  $ 1,000.00     $ 1,121.10     $ 2.16     $ 1,000.00     $ 1,022.76     $ 2.06       0.41     181       365  

Class Y

  $ 1,000.00     $ 1,121.10     $ 2.10     $ 1,000.00     $ 1,022.81     $ 2.01       0.40     181       365  

Class F(2)

  $ 1,000.00     $ 1,013.80     $ 0.69 (3)    $ 1,000.00     $ 1,022.76     $ 2.06       0.41     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1) Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3) Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford Dividend and Growth Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,128.80     $ 5.28     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class B

  $ 1,000.00     $ 1,124.40     $     10.22     $     1,000.00     $     1,015.17     $     9.69       1.94     181       365  

Class C

  $ 1,000.00     $ 1,125.20     $ 9.17     $ 1,000.00     $ 1,016.17     $ 8.70       1.74     181       365  

Class I

  $ 1,000.00     $ 1,130.10     $ 4.23     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 1,127.10     $ 7.12     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,128.90     $ 5.54     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 1,130.60     $ 3.91     $ 1,000.00     $ 1,021.13     $ 3.71       0.74     181       365  

Class R6

  $ 1,000.00     $ 1,131.10     $ 3.43     $ 1,000.00     $ 1,021.57     $ 3.26       0.65     181       365  

Class Y

  $ 1,000.00     $ 1,131.50     $ 3.44     $ 1,000.00     $ 1,021.57     $ 3.26       0.65     181       365  

Class F(2)

  $ 1,000.00     $ 999.10     $ 1.07 (3)    $ 1,000.00     $ 1,021.62     $ 3.21       0.64     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3) Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  27  

 


Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Equity Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,117.40     $     5.30     $     1,000.00     $     1,019.79     $     5.06       1.01     181       365  

Class B

  $ 1,000.00     $ 1,115.70     $ 6.29     $ 1,000.00     $ 1,018.84     $ 6.01       1.20     181       365  

Class C

  $ 1,000.00     $ 1,112.80     $ 9.12     $ 1,000.00     $ 1,016.17     $ 8.70       1.74     181       365  

Class I

  $ 1,000.00     $ 1,118.10     $ 4.04     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class R3

  $ 1,000.00     $ 1,115.30     $ 7.19     $ 1,000.00     $ 1,018.00     $ 6.85       1.37     181       365  

Class R4

  $ 1,000.00     $ 1,116.20     $ 5.56     $ 1,000.00     $ 1,019.54     $ 5.31       1.06     181       365  

Class R5

  $ 1,000.00     $ 1,118.50     $ 3.99     $ 1,000.00     $ 1,021.03     $ 3.81       0.76     181       365  

Class R6

  $ 1,000.00     $ 1,118.80     $ 3.47     $ 1,000.00     $ 1,021.52     $ 3.31       0.66     181       365  

Class Y

  $ 1,000.00     $ 1,119.40     $ 3.47     $ 1,000.00     $ 1,021.52     $ 3.31       0.66     181       365  

Class F(1)

  $ 1,000.00     $ 1,003.40     $ 1.10 (2)    $ 1,000.00     $ 1,021.52     $ 3.31       0.66     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2) Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford Growth Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,112.10     $ 5.87     $     1,000.00     $     1,019.24     $ 5.61       1.12     181       365  

Class B

  $ 1,000.00     $ 1,106.90     $     10.71     $ 1,000.00     $ 1,014.63     $     10.24       2.05     181       365  

Class C

  $ 1,000.00     $ 1,107.90     $ 9.77     $ 1,000.00     $ 1,015.52     $ 9.35       1.87     181       365  

Class I

  $ 1,000.00     $ 1,113.10     $ 4.82     $ 1,000.00     $ 1,020.23     $ 4.61       0.92     181       365  

Class R3

  $ 1,000.00     $ 1,110.10     $ 7.59     $ 1,000.00     $ 1,017.60     $ 7.25       1.45     181       365  

Class R4

  $ 1,000.00     $ 1,111.70     $ 6.02     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class R5

  $ 1,000.00     $ 1,113.60     $ 4.45     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R6

  $ 1,000.00     $ 1,114.10     $ 3.98     $ 1,000.00     $ 1,021.03     $ 3.81       0.76     181       365  

Class Y

  $ 1,000.00     $ 1,114.10     $ 3.98     $ 1,000.00     $ 1,021.03     $ 3.81       0.76     181       365  

Class F(1)

  $ 1,000.00     $ 1,044.90     $ 1.28 (2)    $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2) Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  28  

 


Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Healthcare Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,183.70     $ 7.09     $     1,000.00     $     1,018.30     $ 6.56       1.31     181       365  

Class B

  $ 1,000.00     $ 1,178.30     $     11.94     $ 1,000.00     $ 1,013.84     $     11.04       2.21     181       365  

Class C

  $ 1,000.00     $ 1,179.10     $ 11.08     $ 1,000.00     $ 1,014.63     $ 10.24       2.05     181       365  

Class I

  $ 1,000.00     $ 1,185.10     $ 5.63     $ 1,000.00     $ 1,019.64     $ 5.21       1.04     181       365  

Class R3

  $ 1,000.00     $ 1,181.70     $ 8.76     $ 1,000.00     $ 1,016.76     $ 8.10       1.62     181       365  

Class R4

  $ 1,000.00     $ 1,183.30     $ 7.09     $ 1,000.00     $ 1,018.30     $ 6.56       1.31     181       365  

Class R5

  $ 1,000.00     $ 1,185.20     $ 5.53     $ 1,000.00     $ 1,019.74     $ 5.11       1.02     181       365  

Class Y

  $ 1,000.00     $ 1,185.90     $ 4.93     $ 1,000.00     $ 1,020.28     $ 4.56       0.91     181       365  

Class F(1)

  $ 1,000.00     $ 1,020.60     $ 1.54 (2)    $ 1,000.00     $ 1,020.28     $ 4.56       0.91     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2) Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford MidCap Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,155.50     $ 6.04     $     1,000.00     $     1,019.19     $ 5.66       1.13     181       365  

Class B

  $ 1,000.00     $ 1,149.80     $     10.93     $ 1,000.00     $ 1,014.63     $     10.24       2.05     181       365  

Class C

  $ 1,000.00     $ 1,151.30     $ 9.97     $ 1,000.00     $ 1,015.52     $ 9.35       1.87     181       365  

Class I

  $ 1,000.00     $ 1,156.60     $ 4.87     $ 1,000.00     $ 1,020.28     $ 4.56       0.91     181       365  

Class R3

  $ 1,000.00     $ 1,153.20     $ 7.79     $ 1,000.00     $ 1,017.56     $ 7.30       1.46     181       365  

Class R4

  $ 1,000.00     $ 1,154.90     $ 6.20     $ 1,000.00     $ 1,019.04     $ 5.81       1.16     181       365  

Class R5

  $ 1,000.00     $ 1,156.50     $ 4.54     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R6

  $ 1,000.00     $ 1,157.20     $ 4.01     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,157.20     $ 4.01     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class F(1)

  $ 1,000.00     $ 1,011.60     $ 1.28 (2)    $ 1,000.00     $ 1,021.03     $ 3.81       0.76     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  29  

 


Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford MidCap Value Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,120.90     $ 6.42     $     1,000.00     $     1,018.75     $ 6.11       1.22     181       365  

Class B

  $ 1,000.00     $ 1,116.00     $     11.02     $ 1,000.00     $ 1,014.38     $     10.49       2.10     181       365  

Class C

  $ 1,000.00     $ 1,116.40     $ 10.29     $ 1,000.00     $ 1,015.08     $ 9.79       1.96     181       365  

Class I

  $ 1,000.00     $ 1,121.90     $ 5.79     $ 1,000.00     $ 1,019.34     $ 5.51       1.10     181       365  

Class R3

  $ 1,000.00     $ 1,119.10     $ 7.99     $ 1,000.00     $ 1,017.26     $ 7.60       1.52     181       365  

Class R4

  $ 1,000.00     $ 1,120.50     $ 6.36     $ 1,000.00     $ 1,018.79     $ 6.06       1.21     181       365  

Class R5

  $ 1,000.00     $ 1,123.10     $ 4.79     $ 1,000.00     $ 1,020.28     $ 4.56       0.91     181       365  

Class Y

  $ 1,000.00     $ 1,123.60     $ 4.26     $ 1,000.00     $ 1,020.78     $ 4.06       0.81     181       365  

Class F(1)

  $ 1,000.00     $ 984.00     $ 1.33 (2)    $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2) Expenses paid during the period February 28, 2017 through April 30, 2017.

Hartford Small Cap Core Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,170.90     $ 6.84     $     1,000.00     $     1,018.50     $ 6.36       1.27     181       365  

Class B

  $ 1,000.00     $ 1,165.90     $     11.01     $ 1,000.00     $ 1,014.63     $     10.24       2.05     181       365  

Class C

  $ 1,000.00     $ 1,166.50     $ 10.80     $ 1,000.00     $ 1,014.83     $ 10.04       2.01     181       365  

Class I

  $ 1,000.00     $ 1,172.50     $ 5.28     $ 1,000.00     $ 1,019.94     $ 4.91       0.98     181       365  

Class R3

  $ 1,000.00     $ 1,168.60     $ 8.07     $ 1,000.00     $ 1,017.36     $ 7.50       1.50     181       365  

Class R4

  $ 1,000.00     $ 1,170.50     $ 6.46     $ 1,000.00     $ 1,018.84     $ 6.01       1.20     181       365  

Class R5

  $ 1,000.00     $ 1,172.90     $ 4.85     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class Y

  $ 1,000.00     $ 1,172.60     $ 4.58     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class F(2)

  $ 1,000.00     $ 1,015.90     $ 1.43 (3)    $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1) Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  30  

 


Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Small Cap Growth Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
   

Annualized

expense
ratio

    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,186.90     $ 6.45     $     1,000.00     $     1,018.89     $ 5.96       1.19     181       365  

Class B

  $ 1,000.00     $ 1,182.00     $     11.14     $ 1,000.00     $ 1,014.58     $     10.29       2.06     181       365  

Class C

  $ 1,000.00     $ 1,182.70     $ 10.28     $ 1,000.00     $ 1,015.37     $ 9.49       1.90     181       365  

Class I

  $ 1,000.00     $ 1,188.20     $ 5.10     $ 1,000.00     $ 1,020.13     $ 4.71       0.94     181       365  

Class R3

  $ 1,000.00     $ 1,185.20     $ 8.07     $ 1,000.00     $ 1,017.41     $ 7.45       1.49     181       365  

Class R4

  $ 1,000.00     $ 1,186.90     $ 6.34     $ 1,000.00     $ 1,018.99     $ 5.86       1.17     181       365  

Class R5

  $ 1,000.00     $ 1,188.70     $ 4.72     $ 1,000.00     $ 1,020.48     $ 4.36       0.87     181       365  

Class R6

  $ 1,000.00     $ 1,189.10     $ 4.18     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class Y

  $ 1,000.00     $ 1,189.30     $ 4.18     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class F(1)

  $ 1,000.00     $ 1,028.30     $ 1.31 (2)    $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2)  Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford Small Company Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,171.50     $ 7.54     $     1,000.00     $     1,017.85     $ 7.00       1.40     181       365  

Class B

  $ 1,000.00     $ 1,167.00     $     11.55     $ 1,000.00     $ 1,014.13     $     10.74       2.15     181       365  

Class C

  $ 1,000.00     $ 1,167.20     $ 11.39     $ 1,000.00     $ 1,014.28     $ 10.59       2.12     181       365  

Class I

  $ 1,000.00     $ 1,172.90     $ 6.20     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class R3

  $ 1,000.00     $ 1,170.70     $ 8.34     $ 1,000.00     $ 1,017.11     $ 7.75       1.55     181       365  

Class R4

  $ 1,000.00     $ 1,172.20     $ 6.73     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R5

  $ 1,000.00     $ 1,174.10     $ 5.12     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class R6

  $ 1,000.00     $ 1,174.30     $ 4.80     $ 1,000.00     $ 1,020.38     $ 4.46       0.89     181       365  

Class Y

  $ 1,000.00     $ 1,173.80     $ 4.85     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class F(2)

  $ 1,000.00     $ 1,027.20     $ 1.52 (3)    $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1) Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  31  

 


Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Value Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,110.30     $ 6.28     $     1,000.00     $     1,018.84     $ 6.01       1.20     181       365  

Class B

  $ 1,000.00     $ 1,105.50     $     10.91     $ 1,000.00     $ 1,014.43     $     10.44       2.09     181       365  

Class C

  $ 1,000.00     $ 1,106.20     $ 10.08     $ 1,000.00     $ 1,015.22     $ 9.64       1.93     181       365  

Class I

  $ 1,000.00     $ 1,111.40     $ 4.87     $ 1,000.00     $ 1,020.18     $ 4.66       0.93     181       365  

Class R3

  $ 1,000.00     $ 1,108.50     $ 7.95     $ 1,000.00     $ 1,017.26     $ 7.60       1.52     181       365  

Class R4

  $ 1,000.00     $ 1,110.00     $ 6.28     $ 1,000.00     $ 1,018.84     $ 6.01       1.20     181       365  

Class R5

  $ 1,000.00     $ 1,111.90     $ 4.77     $ 1,000.00     $ 1,020.28     $ 4.56       0.91     181       365  

Class Y

  $ 1,000.00     $ 1,112.70     $ 4.19     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class F(1)

  $ 1,000.00     $ 989.80     $ 1.33 (2)    $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  32  

 


The Hartford Capital Appreciation Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 95.3%  
      Automobiles & Components - 2.9%  
  761,539    

Delphi Automotive plc

  $ 61,227,736  
  2,957,787    

Goodyear Tire & Rubber Co.

    107,160,623  
  280,990    

Magna International, Inc.

    11,737,335  
  1,743,700    

Tata Motors Ltd. ADR

    62,197,779  
   

 

 

 
      242,323,473  
   

 

 

 
      Banks - 11.2%  
  18,147,456    

Banco Santander S.A.

    118,265,550  
  8,886,629    

Bank of America Corp.

    207,413,921  
  1,356,541    

CaixaBank S.A.

    6,159,294  
  1,802,195    

Citigroup, Inc.

    106,545,768  
  175,567    

Comerica, Inc.

    12,412,587  
  1,883,594    

FinecoBank Banca Fineco S.p.A.

    13,418,232  
  3,127,956    

ICICI Bank Ltd.

    13,487,952  
  6,451,700    

ICICI Bank Ltd. ADR

    55,291,069  
  6,213,170    

Itau Unibanco Holding S.A. ADR

    76,421,991  
  1,427,765    

JP Morgan Chase & Co.

    124,215,555  
  930,904    

PNC Financial Services Group, Inc.

    111,475,754  
  257,010    

Sumitomo Mitsui Financial Group, Inc.

    9,542,939  
  827,043    

UniCredit S.p.A.*

    13,466,316  
  434,073    

US Bancorp

    22,259,264  
  1,020,363    

Wells Fargo & Co.

    54,936,344  
   

 

 

 
      945,312,536  
   

 

 

 
      Capital Goods - 3.5%  
  1,504,703    

AerCap Holdings N.V.*

    69,231,385  
  199,414    

Airbus SE

    16,131,116  
  605,523    

AMETEK, Inc.

    34,635,916  
  232,247    

Cie de Saint-Gobain

    12,531,311  
  166,900    

Eaton Corp. plc

    12,624,316  
  1,396,268    

Fastenal Co.

    62,385,254  
  38,277    

General Dynamics Corp.

    7,417,700  
  806,800    

Harry’s, Inc.*(1)(2)(3)

    11,351,676  
  46,125    

Honeywell International, Inc.

    6,048,833  
  2,187,000    

Kawasaki Heavy Industries Ltd.

    6,621,383  
  82,745    

Lockheed Martin Corp.

    22,295,640  
  237,849    

Middleby Corp.*

    32,378,384  
  23,037    

Siemens AG

    3,304,493  
   

 

 

 
      296,957,407  
   

 

 

 
      Commercial & Professional Services - 0.9%  
  118,126    

Equifax, Inc.

    15,983,629  
  267,710    

IHS Markit Ltd.*

    11,618,614  
  4,595    

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

    499,524  
  256,260    

Nielsen Holdings plc

    10,539,974  
  918,064    

TransUnion*

    36,750,102  
   

 

 

 
      75,391,843  
   

 

 

 
      Consumer Durables & Apparel - 2.5%  
  1,436,572    

Crocs, Inc.*

    8,949,844  
  1,792,275    

NIKE, Inc. Class B

    99,309,958  
  2,951,300    

Sony Corp.

    101,271,843  
   

 

 

 
      209,531,645  
   

 

 

 
      Consumer Services - 2.5%  
  56,092    

Chipotle Mexican Grill, Inc.*

    26,613,971  
  62,646    

Churchill Downs, Inc.

    10,449,353  
  1,215,380    

Hilton Worldwide Holdings, Inc.

    71,670,959  
  521,256    

Las Vegas Sands Corp.

    30,748,892  
  221,953    

McDonald’s Corp.

    31,057,883  
  327,927    

Wynn Resorts Ltd.

    40,338,300  
   

 

 

 
      210,879,358  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 95.3% - (continued)  
      Diversified Financials - 4.2%  
  480,697    

American Express Co.

  $ 38,095,237  
  64,538    

BlackRock, Inc.

    24,819,379  
  2,649,952    

Blackstone Group L.P.

    81,724,520  
  2,151,487    

Deutsche Bank AG*

    38,801,000  
  369,092    

Goldman Sachs Group, Inc.

    82,602,789  
  214,907    

Intercontinental Exchange, Inc.

    12,937,401  
  408,983    

Ocelot Partners Ltd.*(1)

    4,089,830  
  573,440    

OneMain Holdings, Inc.*

    13,372,621  
  1,545,957    

Saban Capital Acquisition Corp. UNIT*

    16,495,361  
  950,644    

Synchrony Financial

    26,427,903  
  290,284    

TD Ameritrade Holding Corp.

    11,109,169  
   

 

 

 
      350,475,210  
   

 

 

 
      Energy - 2.0%  
  315,526    

Anadarko Petroleum Corp.

    17,991,292  
  513,086    

Baker Hughes, Inc.

    30,461,916  
  12,662    

Centennial Resource Development, Inc. Class A*

    208,796  
  208,206    

Diamondback Energy, Inc.*

    20,787,287  
  858,589    

Kinder Morgan, Inc.

    17,712,691  
  648,753    

Newfield Exploration Co.*

    22,459,829  
  63,341    

Pioneer Natural Resources Co.

    10,957,360  
  285,143    

WPX Energy, Inc.*

    3,401,756  
  1,760,104    

YPF S.A. ADR

    45,463,486  
   

 

 

 
      169,444,413  
   

 

 

 
      Food & Staples Retailing - 0.7%  
  291,119    

Costco Wholesale Corp.

    51,679,445  
  290,830    

Seven & I Holdings Co., Ltd.

    12,282,904  
   

 

 

 
      63,962,349  
   

 

 

 
      Food, Beverage & Tobacco - 2.2%  
  269,825    

Altria Group, Inc.

    19,368,039  
  647,989    

Coca-Cola Co.

    27,960,725  
  84,940    

JM Smucker Co.

    10,763,597  
  516,960    

Molson Coors Brewing Co. Class B

    49,571,295  
  294,745    

Mondelez International, Inc. Class A

    13,272,367  
  1,171,051    

Monster Beverage Corp.*

    53,142,294  
  128,900    

Post Holdings, Inc.*

    10,852,091  
   

 

 

 
      184,930,408  
   

 

 

 
      Health Care Equipment & Services - 5.1%  
  212,998    

ABIOMED, Inc.*

    27,757,899  
  207,388    

Align Technology, Inc.*

    27,918,573  
  1,010,200    

Boston Scientific Corp.*

    26,649,076  
  611,637    

Cardinal Health, Inc.

    44,398,730  
  327,050    

Edwards Lifesciences Corp.*

    35,867,573  
  1,226,467    

HCA Holdings, Inc.*

    103,280,786  
  810,172    

Hologic, Inc.*

    36,579,266  
  81,022    

Laboratory Corp. of America Holdings*

    11,355,233  
  241,579    

McKesson Corp.

    33,407,960  
  523,176    

Medtronic plc

    43,470,694  
  114,410    

Quest Diagnostics, Inc.

    12,071,399  
  140,093    

UnitedHealth Group, Inc.

    24,499,464  
   

 

 

 
      427,256,653  
   

 

 

 
      Household & Personal Products - 1.3%  
  113,513    

Beiersdorf AG

    11,289,011  
  471,098    

Colgate-Palmolive Co.

    33,937,900  
  1,704,594    

Coty, Inc. Class A

    30,427,003  
  369,270    

Estee Lauder Cos., Inc. Class A

    32,178,188  
   

 

 

 
      107,832,102  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  33  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 95.3% - (continued)  
      Insurance - 4.4%  
  219,423    

Aflac, Inc.

  $ 16,430,394  
  208,039    

Allstate Corp.

    16,911,490  
  254,662    

American International Group, Inc.

    15,511,462  
  136,659    

Aon plc

    16,377,215  
  172,297    

Arthur J Gallagher & Co.

    9,615,896  
  418,294    

Assicurazioni Generali S.p.A.

    6,625,782  
  551,264    

AXA S.A.

    14,707,793  
  106,948    

Axis Capital Holdings Ltd.

    7,047,873  
  956,118    

Chubb Ltd.

    131,227,196  
  39,850    

Everest Re Group Ltd.

    10,030,644  
  229,192    

Loews Corp.

    10,684,931  
  414,340    

Marsh & McLennan Cos., Inc.

    30,715,024  
  65,508    

Reinsurance Group of America, Inc.

    8,191,120  
  52,056    

RenaissanceRe Holdings Ltd.

    7,400,802  
  463,500    

Sony Financial Holdings, Inc.

    7,709,262  
  112,684    

Torchmark Corp.

    8,643,990  
  142,214    

Travelers Cos., Inc.

    17,301,755  
  256,595    

Willis Towers Watson plc

    34,029,629  
   

 

 

 
      369,162,258  
   

 

 

 
      Materials - 3.4%  
  209,300    

Dow Chemical Co.

    13,144,040  
  484,855    

Freeport-McMoRan, Inc.*

    6,181,901  
  26,198,644    

Glencore plc*

    102,964,293  
  674,205    

International Paper Co.

    36,386,844  
  6,999,147    

Ivanhoe Mines Ltd. Class A*

    24,560,210  
  401,249    

KapStone Paper & Packaging Corp.

    8,462,342  
  162,974    

LafargeHolcim Ltd.

    9,241,997  
  89,180    

Packaging Corp. of America

    8,809,200  
  2,140,713    

Platform Specialty Products Corp.*

    30,333,903  
  148,935    

Praxair, Inc.

    18,613,896  
  780,962    

Steel Dynamics, Inc.

    28,223,967  
   

 

 

 
      286,922,593  
   

 

 

 
      Media - 1.9%  
  119,040    

DISH Network Corp. Class A*

    7,670,938  
  123,992    

Time Warner, Inc.

    12,308,686  
  2,572,895    

Viacom, Inc. Class B

    109,502,411  
  206,819    

Walt Disney Co.

    23,908,276  
  25,200    

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

     
  376,703    

WPP plc

    8,066,528  
   

 

 

 
      161,456,839  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 7.8%  
  310,554    

Alkermes plc*

    18,089,771  
  221,798    

Allergan plc

    54,087,660  
  2,460,800    

AstraZeneca plc ADR

    74,439,200  
  4,573,271    

Bristol-Myers Squibb Co.

    256,331,840  
  436,200    

Celgene Corp.*

    54,110,610  
  111,944    

Incyte Corp.*

    13,912,400  
  406,342    

Ionis Pharmaceuticals, Inc.*

    19,581,621  
  298,296    

Merck & Co., Inc.

    18,592,790  
  33,810    

Mettler-Toledo International, Inc.*

    17,358,730  
  166,995    

Mylan N.V.*

    6,237,263  
  196,903    

Novartis AG

    15,158,590  
  726,837    

Pfizer, Inc.

    24,654,311  
  66,646    

Regeneron Pharmaceuticals, Inc.*

    25,891,305  
  121,938    

TESARO, Inc.*

    17,996,829  
  255,300    

Thermo Fisher Scientific, Inc.

    42,208,749  
   

 

 

 
      658,651,669  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 95.3% - (continued)  
      Real Estate - 1.7%  
  47,272    

American Tower Corp. REIT

  $ 5,953,436  
  785,402    

LaSalle Hotel Properties REIT

    22,431,081  
  352,987    

Public Storage REIT

    73,908,418  
  800,565    

Realogy Holdings Corp.

    24,457,261  
  294,162    

Vonovia SE

    10,649,893  
  153,417    

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

    7,948,535  
   

 

 

 
      145,348,624  
   

 

 

 
      Retailing - 5.7%  
  200,292    

Advance Auto Parts, Inc.

    28,469,505  
  57,510    

Amazon.com, Inc.*

    53,196,175  
  264,514    

CarMax, Inc.*

    15,474,069  
  124,308    

Expedia, Inc.

    16,622,466  
  12,011    

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

    384,592  
  10,615    

JAND, Inc. Class A*(1)(2)(3)

    81,735  
  832,151    

L Brands, Inc.

    43,945,894  
  875,278    

Lowe’s Cos., Inc.

    74,293,597  
  868,138    

Netflix, Inc.*

    132,130,604  
  31,359    

Priceline Group, Inc.*

    57,914,428  
  341,180    

TJX Cos., Inc.

    26,830,395  
  770,636    

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

    31,149,091  
   

 

 

 
      480,492,551  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 5.0%  
  3,792,051    

Advanced Micro Devices, Inc.*

    50,434,278  
  200,694    

Analog Devices, Inc.

    15,292,883  
  345,175    

Broadcom Ltd.

    76,218,092  
  331,757    

Intel Corp.

    11,993,015  
  644,686    

Microchip Technology, Inc.

    48,725,368  
  885,080    

Micron Technology, Inc.*

    24,490,164  
  431,500    

NVIDIA Corp.

    45,005,450  
  1,334,170    

QUALCOMM, Inc.

    71,698,296  
  3,085,490    

Taiwan Semiconductor Manufacturing Co., Ltd.

    19,876,401  
  1,664,600    

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

    55,048,322  
   

 

 

 
      418,782,269  
   

 

 

 
      Software & Services - 17.9%  
  293,813    

Accenture plc Class A

    35,639,517  
  699,023    

Activision Blizzard, Inc.

    36,523,952  
  481,631    

Adobe Systems, Inc.*

    64,413,330  
  246,141    

Akamai Technologies, Inc.*

    14,999,833  
  1,132,087    

Alibaba Group Holding Ltd. ADR*

    130,756,048  
  166,091    

Alliance Data Systems Corp.

    41,461,296  
  145,315    

Alphabet, Inc. Class C*

    131,649,577  
  338,509    

Autodesk, Inc.*

    30,489,506  
  251,623    

Automatic Data Processing, Inc.

    26,292,087  
  2,609,879    

Cadence Design Systems, Inc.*

    85,003,759  
  129,031    

Cap Gemini S.A.

    12,918,836  
  150,650    

CoStar Group, Inc.*

    36,290,079  
  1,820,500    

eBay, Inc.*

    60,822,905  
  1,103,297    

Facebook, Inc. Class A*

    165,770,374  
  98,358    

FleetCor Technologies, Inc.*

    13,882,248  
  675,943    

Genpact Ltd.

    16,506,528  
  1,385,777    

Global Payments, Inc.

    113,301,128  
  132,073    

IBM Corp.

    21,169,981  
  2,579,508    

Just Eat plc*

    19,282,851  
  730,687    

Microsoft Corp.

    50,022,832  
  33,626    

NetEase, Inc. ADR

    8,924,004  
  12,564    

Netmarble Games Corp.*(1)

    1,750,834  
  577,785    

Oracle Corp.

    25,977,214  
  271,374    

Salesforce.com, Inc.*

    23,370,729  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  34  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 95.3% - (continued)  
      Software & Services - 17.9% - (continued)  
  763,241    

ServiceNow, Inc.*

  $ 72,111,010  
  556,332    

SS&C Technologies Holdings, Inc.

    20,439,638  
  35,735    

Trade Desk, Inc. Class A*

    1,334,702  
  132,739    

Ultimate Software Group, Inc.*

    26,902,213  
  58,205    

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

    236,894  
  543,883    

Verint Systems, Inc.*

    21,374,602  
  225,747    

VeriSign, Inc.*

    20,073,423  
  340,124    

Visa, Inc. Class A

    31,026,111  
  944,038    

Workday, Inc. Class A*

    82,508,921  
  696,550    

Zillow Group, Inc. Class A*

    26,810,210  
  929,472    

Zillow Group, Inc. Class C*

    36,249,408  
   

 

 

 
      1,506,286,580  
   

 

 

 
      Technology Hardware & Equipment - 2.6%  
  228,232    

Apple, Inc.

    32,785,527  
  754,719    

Cisco Systems, Inc.

    25,713,276  
  5,242,200    

Flex Ltd.*

    81,044,412  
  28,863    

Samsung Electronics Co., Ltd.

    56,583,813  
  549,709    

Trimble, Inc.*

    19,476,190  
   

 

 

 
      215,603,218  
   

 

 

 
      Telecommunication Services - 0.8%  
  547,288    

AT&T, Inc.

    21,689,023  
  149,200    

SoftBank Group Corp.

    11,317,218  
  1,210,121    

Sprint Corp.*

    10,927,393  
  475,696    

Verizon Communications, Inc.

    21,839,203  
   

 

 

 
      65,772,837  
   

 

 

 
      Transportation - 3.7%  
  199,016    

Alaska Air Group, Inc.

    16,934,271  
  4,382,400    

Azul S.A. (Preference Shares)*

    33,081,490  
  420,015    

Canadian National Railway Co.

    30,359,972  
  1,291,133    

CSX Corp.

    65,641,202  
  312,700    

FedEx Corp.

    59,319,190  
  97,800    

Knight Transportation, Inc.

    3,354,540  
  228,851    

Southwest Airlines Co.

    12,866,003  
  818,925    

Swift Transportation Co.*

    20,129,176  
  293,533    

Union Pacific Corp.

    32,863,955  
  337,184    

United Parcel Service, Inc. Class B

    36,233,793  
   

 

 

 
      310,783,592  
   

 

 

 
      Utilities - 1.4%  
  255,400    

American Electric Power Co., Inc.

    17,323,782  
  273,751    

Duke Energy Corp.

    22,584,458  
  143,217    

Entergy Corp.

    10,921,728  
  264,628    

PG&E Corp.

    17,743,307  
  408,347    

PPL Corp.

    15,562,104  
  307,838    

Public Service Enterprise Group, Inc.

    13,560,264  
  407,750    

Southern Co.

    20,305,950  
   

 

 

 
      118,001,593  
   

 

 

 
 

Total Common Stocks
(cost $7,090,383,839)

  $ 8,021,562,020  
   

 

 

 
PREFERRED STOCKS - 3.1%  
      Capital Goods - 0.0%  
  372,334    

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

  $ 1,943,584  
   

 

 

 
      Commercial & Professional Services - 0.0%  
  33,739    

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

    898,460  
   

 

 

 
      Consumer Durables & Apparel - 0.0%  
  83,332    

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

    86,665  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
PREFERRED STOCKS - 3.1% - (continued)  
      Consumer Services - 0.1%  
  10,074    

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

  $ 1,057,770  
  244,180    

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

    534,754  
  952,691    

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

    2,572,266  
  1,939,742    

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

    6,304,161  
  106,461    

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

    210,793  
   

 

 

 
      10,679,744  
   

 

 

 
      Diversified Financials - 0.1%  
  348,919    

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

    5,840,904  
   

 

 

 
      Health Care Equipment & Services - 0.1%  
  956,830    

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

    8,400,968  
   

 

 

 
      Real Estate - 0.9%  
  245,862    

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

    1,099,003  
  762,484    

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

    39,504,296  
  599,094    

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

    31,039,060  
   

 

 

 
      71,642,359  
   

 

 

 
      Retailing - 0.1%  
  448,670    

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

    2,041,448  
  278,194    

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

    9,586,565  
  23,702    

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

    220,192  
   

 

 

 
      11,848,205  
   

 

 

 
      Software & Services - 1.6%  
  143,626    

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

    264,272  
  25,867    

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

    421,373  
  18,389    

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

    314,084  
  566,622    

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

    1,263,567  
  52,337    

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

    592,978  
  12,426    

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

    609,134  
  77,707    

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

    608,446  
  95,031    

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

    992,124  
  2,286,050    

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

    16,002,350  
  47,064    

Sharecare*(1)(2)(3)

    14,119,200  
  2,000,820    

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

    97,584,449  
  306,876    

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

    1,390,148  
   

 

 

 
      134,162,125  
   

 

 

 
      Technology Hardware & Equipment - 0.2%  
  5,362,869    

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

    18,524,422  
   

 

 

 
 

Total Preferred Stocks
(cost $154,019,588)

  $ 264,027,436  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.0%  
      Retailing - 0.0%  
  28,025    

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

  $ 902,685  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $758,281)

  $ 902,685  
   

 

 

 
WARRANTS - 0.0%  
      Diversified Financials - 0.0%  
  408,983    

Ocelot Partners Ltd. Expires 4/1/20*

  $ 184,042  
   

 

 

 
 

Total Warrants
(cost $4,090)

  $ 184,042  
   

 

 

 
 

Total Long-Term Investments
(cost $7,245,165,798)

  $ 8,286,676,183  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  35  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 3.8%  
      Other Investment Pools & Funds - 3.8%  
  316,402,493    

Fidelity Institutional Government Fund, Institutional Class

  $ 316,402,493  
   

 

 

 
 

Total Short-Term Investments
(cost $316,402,493)

  $ 316,402,493  
   

 

 

 
 

Total Investments
(cost $7,561,568,291)^

    102.2    $ 8,603,078,676  
 

Other Assets and Liabilities

    (2.2 )%       (181,484,880
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 8,421,593,796  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  36  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 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.

 

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

 

     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

   $     1,191,501,340  

Unrealized Depreciation

     (149,990,955
  

 

 

 

Net Unrealized Appreciation

   $ 1,041,510,385  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $322,422,832, which represented 3.8% 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 April 30, 2017, the aggregate fair value of these securities was $316,582,168, which represented 3.8% 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  
  07/2015        10,074     

Airbnb, Inc. Series E Preferred

   $ 937,833  
  03/2015        143,626     

Birst, Inc. Series F Preferred

     838,905  
  02/2014        25,867     

Cloudera, Inc. Preferred

     376,623  
  11/2014        448,670     

Coupang LLC Preferred

     1,396,764  
  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  
  02/2014        106,461     

DraftKings, Inc. Series E Preferred

     157,087  
  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  
  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

     121,916  
  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  
  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 Series C Preferred

     673,447  

 

The accompanying notes are an integral part of these financial statements.

 

 

  37  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Period
Acquired
     Shares/Par     

Security

   Cost  
  03/2015        47,064     

Sharecare Preferred

   $ 11,759,882  
  09/2015        348,919     

Social Finance, Inc. Preferred

     5,504,651  
  11/2013        770,636     

Tory Burch LLC

     60,399,725  
  06/2014        2,000,820     

Uber Technologies, Inc. Preferred

     31,038,821  
  04/2017        58,205     

Veracode, Inc.

      
  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  
        

 

 

 
         $     253,166,370  
        

 

 

 

 

     At April 30, 2017, the aggregate value of these securities was $316,582,168, which represented 3.8% of total net assets.

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EUR

   Buy      07/14/17      CBK    $     62,870,845      $     63,122,138      $ 251,293  

EUR

   Sell      06/21/17      CBK      64,447,142        66,321,791            (1,874,649

EUR

   Sell      07/14/17      GSC      61,993,267        63,122,138        (1,128,871

JPY

   Sell      06/21/17      BNP      95,236,037        97,176,603        (1,940,566
                 

 

 

 

Total

 

   $ (4,692,793
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

BNP

   BNP Paribas Securities Services

CBK

   Citibank NA

GSC

   Goldman Sachs & Co.
Currency Abbreviations:

EUR

   Euro

JPY

   Japanese Yen
Other Abbreviations:

ADR

   American Depositary Receipt

CMO

   Collateralized Mortgage Obligation

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  38  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

         

Common Stocks

         

Automobiles & Components

   $ 242,323,473     $ 242,323,473      $     $  

Banks

     945,312,536       770,972,253        174,340,283        

Capital Goods

     296,957,407       247,017,428        38,588,303       11,351,676  

Commercial & Professional Services

     75,391,843       74,892,319              499,524  

Consumer Durables & Apparel

     209,531,645       108,259,802        101,271,843        

Consumer Services

     210,879,358       210,879,358               

Diversified Financials

     350,475,210       335,079,450        15,395,760        

Energy

     169,444,413       169,444,413               

Food & Staples Retailing

     63,962,349       51,679,445        12,282,904        

Food, Beverage & Tobacco

     184,930,408       184,930,408               

Health Care Equipment & Services

     427,256,653       427,256,653               

Household & Personal Products

     107,832,102       96,543,091        11,289,011        

Insurance

     369,162,258       340,119,421        29,042,837        

Materials

     286,922,593       174,716,303        112,206,290        

Media

     161,456,839       153,390,311        8,066,528        

Pharmaceuticals, Biotechnology & Life Sciences

     658,651,669       643,493,079        15,158,590        

Real Estate

     145,348,624       126,750,196        10,649,893       7,948,535  

Retailing

     480,492,551       448,877,133              31,615,418  

Semiconductors & Semiconductor Equipment

     418,782,269       398,905,868        19,876,401        

Software & Services

     1,506,286,580       1,472,097,165        33,952,521       236,894  

Technology Hardware & Equipment

     215,603,218       159,019,405        56,583,813        

Telecommunication Services

     65,772,837       54,455,619        11,317,218        

Transportation

     310,783,592       310,783,592               

Utilities

     118,001,593       118,001,593               

Preferred Stocks

     264,027,436                    264,027,436  

Convertible Preferred Stocks

     902,685                    902,685  

Warrants

     184,042       184,042               

Short-Term Investments

     316,402,493       316,402,493               

Foreign Currency Contracts(2)

     251,293              251,293        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     8,603,329,969     $     7,636,474,313      $     650,273,488     $     316,582,168  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (4,944,086   $      $ (4,944,086   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (4,944,086   $      $ (4,944,086   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $2,654,161 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions and there were no transfers between Level 1 and Level 2.

 

(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 six-month period ended April 30, 2017:

 

     Common
Stocks
    Corporate
Bonds
    Preferred
Stocks
    Convertible
Preferred Stocks
    Total  

Beginning balance

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

Conversions*

               (157,087     157,087              

Purchases

                              

Sales

                 (16,215,008           (16,215,008

Accrued discounts/(premiums)

                              

Total realized gain/(loss)

                 1,357,783             1,357,783  

Net change in unrealized appreciation/(depreciation)

     (6,470,203           (9,269,695     (148,533     (15,888,431

Transfers into Level 3

                              

Transfers out of Level 3

                 (2,654,161           (2,654,161
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Ending balance

   $     51,652,047     $     $     264,027,436     $ 902,685     $     316,582,168  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2017 was $(15,676,104).

 

* Private Equity security that was a convertible note is now trading as a preferred stock.

 

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 accompanying notes are an integral part of these financial statements.

 

 

  39  

 


Hartford Core Equity Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.7%  
      Banks - 8.7%  
  3,122,257    

Bank of America Corp.

  $ 72,873,479  
  979,583    

JP Morgan Chase & Co.

    85,223,721  
  107,502    

M&T Bank Corp.

    16,706,886  
  517,871    

PNC Financial Services Group, Inc.

    62,015,052  
  91,394    

SVB Financial Group*

    16,079,860  
   

 

 

 
      252,898,998  
   

 

 

 
      Capital Goods - 7.0%  
  757,856    

AMETEK, Inc.

    43,349,363  
  368,375    

Fortune Brands Home & Security, Inc.

    23,480,223  
  99,879    

General Dynamics Corp.

    19,355,551  
  408,468    

Honeywell International, Inc.

    53,566,494  
  233,682    

Illinois Tool Works, Inc.

    32,269,147  
  185,880    

Snap-on, Inc.

    31,140,476  
   

 

 

 
      203,161,254  
   

 

 

 
      Commercial & Professional Services - 2.7%  
  245,587    

Equifax, Inc.

    33,230,377  
  407,312    

IHS Markit Ltd.*

    17,677,341  
  456,768    

Republic Services, Inc.

    28,771,816  
   

 

 

 
      79,679,534  
   

 

 

 
      Consumer Durables & Apparel - 2.6%  
  709,303    

NIKE, Inc. Class B

    39,302,479  
  653,258    

VF Corp.

    35,687,485  
   

 

 

 
      74,989,964  
   

 

 

 
      Consumer Services - 2.4%  
  860,868    

Aramark

    31,438,899  
  647,067    

Starbucks Corp.

    38,862,844  
   

 

 

 
      70,301,743  
   

 

 

 
      Diversified Financials - 2.0%  
  406,078    

Capital One Financial Corp.

    32,640,549  
  878,231    

Synchrony Financial

    24,414,822  
   

 

 

 
      57,055,371  
   

 

 

 
      Energy - 2.8%  
  320,734    

Baker Hughes, Inc.

    19,041,977  
  213,883    

Concho Resources, Inc.*

    27,090,421  
  383,416    

EOG Resources, Inc.

    35,465,980  
   

 

 

 
      81,598,378  
   

 

 

 
      Food & Staples Retailing - 3.3%  
  368,225    

Costco Wholesale Corp.

    65,367,302  
  1,021,720    

Kroger Co.

    30,293,998  
   

 

 

 
      95,661,300  
   

 

 

 
      Food, Beverage & Tobacco - 5.5%  
  766,501    

Altria Group, Inc.

    55,019,442  
  329,900    

Molson Coors Brewing Co. Class B

    31,634,111  
  996,161    

Mondelez International, Inc. Class A

    44,857,130  
  621,126    

Monster Beverage Corp.*

    28,186,698  
   

 

 

 
      159,697,381  
   

 

 

 
      Health Care Equipment & Services - 7.3%  
  194,427    

Aetna, Inc.

    26,261,255  
  301,410    

Danaher Corp.

    25,116,495  
  503,351    

HCA Holdings, Inc.*

    42,387,188  
  536,877    

Hologic, Inc.*

    24,239,996  
  513,440    

Medtronic plc

    42,661,730  
  281,987    

UnitedHealth Group, Inc.

    49,313,887  
   

 

 

 
      209,980,551  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.7% - (continued)  
      Household & Personal Products - 3.3%  
  682,479    

Colgate-Palmolive Co.

  $ 49,165,787  
  522,393    

Estee Lauder Cos., Inc. Class A

    45,521,326  
   

 

 

 
      94,687,113  
   

 

 

 
      Insurance - 4.2%  
  361,170    

Allstate Corp.

    29,359,509  
  414,382    

Chubb Ltd.

    56,873,930  
  834,545    

XL Group Ltd.

    34,925,708  
   

 

 

 
      121,159,147  
   

 

 

 
      Materials - 3.6%  
  620,824    

Crown Holdings, Inc.*

    34,822,018  
  452,396    

Dow Chemical Co.

    28,410,469  
  312,917    

Ecolab, Inc.

    40,394,456  
   

 

 

 
      103,626,943  
   

 

 

 
      Media - 2.3%  
  1,732,064    

Comcast Corp. Class A

    67,879,588  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 6.7%  
  169,517    

Allergan plc

    41,338,416  
  713,336    

Bristol-Myers Squibb Co.

    39,982,483  
  454,447    

Eli Lilly & Co.

    37,291,921  
  679,832    

Merck & Co., Inc.

    42,373,928  
  196,392    

Thermo Fisher Scientific, Inc.

    32,469,489  
   

 

 

 
      193,456,237  
   

 

 

 
      Retailing - 4.9%  
  396,031    

Dollar Tree, Inc.*

    32,779,486  
  300,688    

Lowe’s Cos., Inc.

    25,522,398  
  21,139    

Priceline Group, Inc.*

    39,039,928  
  553,805    

TJX Cos., Inc.

    43,551,225  
   

 

 

 
      140,893,037  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 2.3%  
  355,741    

Analog Devices, Inc.

    27,107,464  
  180,682    

Broadcom Ltd.

    39,896,393  
   

 

 

 
      67,003,857  
   

 

 

 
      Software & Services - 14.0%  
  168,195    

Accenture plc Class A

    20,402,053  
  78,572    

Alphabet, Inc. Class A*

    72,641,385  
  18,178    

Alphabet, Inc. Class C*

    16,468,541  
  417,140    

Automatic Data Processing, Inc.

    43,586,959  
  825,316    

eBay, Inc.*

    27,573,808  
  242,648    

Electronic Arts, Inc.*

    23,007,883  
  374,805    

Facebook, Inc. Class A*

    56,314,451  
  557,656    

GoDaddy, Inc. Class A*

    21,703,972  
  451,161    

Mastercard, Inc. Class A

    52,479,048  
  431,816    

Microsoft Corp.

    29,562,123  
  536,793    

PayPal Holdings, Inc.*

    25,615,762  
  174,788    

Workday, Inc. Class A*

    15,276,471  
   

 

 

 
      404,632,456  
   

 

 

 
      Technology Hardware & Equipment - 5.1%  
  695,509    

Apple, Inc.

    99,909,868  
  539,415    

Keysight Technologies, Inc.*

    20,190,303  
  321,581    

Motorola Solutions, Inc.

    27,646,319  
   

 

 

 
      147,746,490  
   

 

 

 
      Transportation - 1.2%  
  184,203    

FedEx Corp.

    34,943,309  
   

 

 

 
      Utilities - 4.8%  
  692,573    

American Electric Power Co., Inc.

    46,977,227  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  40  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.7% - (continued)  
      Utilities - 4.8% - (continued)  
  414,063    

NextEra Energy, Inc.

  $ 55,302,254  
  441,687    

Pinnacle West Capital Corp.

    37,583,147  
   

 

 

 
      139,862,628  
   

 

 

 
 

Total Common Stocks
(cost $2,487,947,177)

  $ 2,800,915,279  
   

 

 

 
 

Total Long-Term Investments
(cost $2,487,947,177)

  $ 2,800,915,279  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.5%  
      Other Investment Pools & Funds - 3.5%  
  101,661,026    

Fidelity Institutional Government Fund, Institutional Class

  $ 101,661,026  
   

 

 

 
 

Total Short-Term Investments
(cost $101,661,026)

  $ 101,661,026  
   

 

 

 
 

Total Investments
(cost $2,589,608,203)^

    100.2    $ 2,902,576,305  
 

Other Assets and Liabilities

    (0.2 )%       (7,032,019
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 2,895,544,286  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  41  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

   $ 342,295,795  

Unrealized Depreciation

         (29,327,693
  

 

 

 

Net Unrealized Appreciation

   $ 312,968,102  
  

 

 

 

 

* Non-income producing.

Futures Contracts Outstanding at April 30, 2017

 

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

S&P 500 (E-Mini) Future

     584        06/16/2017      $     69,029,387      $     69,510,600      $     481,213  
              

 

 

 

Total futures contracts

               $ 481,213  
              

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Index Abbreviations:

S&P

   Standard & Poor’s

 

The accompanying notes are an integral part of these financial statements.

 

 

  42  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Banks

   $ 252,898,998      $ 252,898,998      $     —      $     —  

Capital Goods

     203,161,254        203,161,254                

Commercial & Professional Services

     79,679,534        79,679,534                

Consumer Durables & Apparel

     74,989,964        74,989,964                

Consumer Services

     70,301,743        70,301,743                

Diversified Financials

     57,055,371        57,055,371                

Energy

     81,598,378        81,598,378                

Food & Staples Retailing

     95,661,300        95,661,300                

Food, Beverage & Tobacco

     159,697,381        159,697,381                

Health Care Equipment & Services

     209,980,551        209,980,551                

Household & Personal Products

     94,687,113        94,687,113                

Insurance

     121,159,147        121,159,147                

Materials

     103,626,943        103,626,943                

Media

     67,879,588        67,879,588                

Pharmaceuticals, Biotechnology & Life Sciences

     193,456,237        193,456,237                

Retailing

     140,893,037        140,893,037                

Semiconductors & Semiconductor Equipment

     67,003,857        67,003,857                

Software & Services

     404,632,456        404,632,456                

Technology Hardware & Equipment

     147,746,490        147,746,490                

Transportation

     34,943,309        34,943,309                

Utilities

     139,862,628        139,862,628                

Short-Term Investments

     101,661,026        101,661,026                

Futures Contracts(2)

     481,213        481,213                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,903,057,518      $     2,903,057,518      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  43  

 


The Hartford Dividend and Growth Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.9%  
      Automobiles & Components - 1.0%  
  7,287,990    

Ford Motor Co.

  $ 83,593,245  
   

 

 

 
      Banks - 10.9%      
  9,696,645    

Bank of America Corp.

    226,319,694  
  908,960    

Bank of Nova Scotia

    50,565,445  
  2,771,700    

JP Morgan Chase & Co.

    241,137,900  
  1,354,591    

PNC Financial Services Group, Inc.

    162,212,272  
  3,667,845    

Wells Fargo & Co.

    197,476,775  
   

 

 

 
      877,712,086  
   

 

 

 
      Capital Goods - 5.2%  
  841,700    

ABB Ltd. ADR

    20,705,820  
  381,430    

Boeing Co.

    70,499,707  
  624,685    

Caterpillar, Inc.

    63,880,288  
  1,125,160    

Eaton Corp. plc

    85,107,102  
  772,444    

Honeywell International, Inc.

    101,298,306  
  250,180    

Lockheed Martin Corp.

    67,411,001  
  68,880    

WW Grainger, Inc.

    13,273,176  
   

 

 

 
      422,175,400  
   

 

 

 
      Commercial & Professional Services - 0.5%  
  275,860    

Equifax, Inc.

    37,326,617  
   

 

 

 
      Consumer Durables & Apparel - 0.2%  
  311,540    

VF Corp.

    17,019,430  
   

 

 

 
      Consumer Services - 0.5%  
  714,061    

Hilton Worldwide Holdings, Inc.

    42,108,177  
   

 

 

 
      Diversified Financials - 4.3%  
  176,948    

BlackRock, Inc.

    68,048,893  
  375,690    

Capital One Financial Corp.

    30,197,962  
  221,270    

Goldman Sachs Group, Inc.

    49,520,226  
  1,153,790    

Intercontinental Exchange, Inc.

    69,458,158  
  803,980    

Northern Trust Corp.

    72,358,200  
  2,132,920    

Synchrony Financial

    59,295,176  
   

 

 

 
      348,878,615  
   

 

 

 
      Energy - 9.0%  
  962,735    

Anadarko Petroleum Corp.

    54,895,150  
  1,894,605    

Chevron Corp.

    202,154,353  
  867,505    

ConocoPhillips

    41,562,164  
  1,516,746    

Exxon Mobil Corp.

    123,842,311  
  392,020    

Halliburton Co.

    17,985,878  
  2,011,290    

Hess Corp.

    98,211,291  
  2,902,820    

Suncor Energy, Inc.

    91,032,435  
  1,857,899    

Total S.A. ADR

    95,068,692  
   

 

 

 
      724,752,274  
   

 

 

 
      Food & Staples Retailing - 2.3%  
  358,780    

Costco Wholesale Corp.

    63,690,625  
  654,240    

CVS Health Corp.

    53,935,546  
  757,117    

Walgreens Boots Alliance, Inc.

    65,520,905  
   

 

 

 
      183,147,076  
   

 

 

 
      Food, Beverage & Tobacco - 3.4%  
  1,190,340    

Mondelez International, Inc. Class A

    53,601,010  
  1,137,970    

PepsiCo, Inc.

    128,909,242  
  839,995    

Philip Morris International, Inc.

    93,105,046  
   

 

 

 
      275,615,298  
   

 

 

 
      Health Care Equipment & Services - 4.3%  
  732,736    

Abbott Laboratories

    31,976,599  
  1,098,090    

Cardinal Health, Inc.

    79,710,353  
  208,430    

McKesson Corp.

    28,823,785  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.9% - (continued)  
      Health Care Equipment & Services - 4.3% - (continued)  
  1,491,700    

Medtronic plc

  $ 123,945,353  
  457,011    

UnitedHealth Group, Inc.

    79,922,083  
   

 

 

 
      344,378,173  
   

 

 

 
      Household & Personal Products - 0.9%  
  1,337,505    

Unilever N.V.

    69,871,261  
   

 

 

 
      Insurance - 8.0%  
  1,424,333    

Chubb Ltd.

    195,489,704  
  1,388,510    

Marsh & McLennan Cos., Inc.

    102,930,246  
  1,239,975    

MetLife, Inc.

    64,243,105  
  1,668,400    

Principal Financial Group, Inc.

    108,662,892  
  1,598,840    

Prudential Financial, Inc.

    171,123,845  
   

 

 

 
      642,449,792  
   

 

 

 
      Materials - 3.2%  
  427,280    

Ball Corp.

    32,853,559  
  416,920    

BHP Billiton plc ADR

    12,811,952  
  786,490    

Celanese Corp. Series A

    68,456,090  
  1,111,420    

Dow Chemical Co.

    69,797,176  
  1,359,520    

International Paper Co.

    73,373,294  
   

 

 

 
      257,292,071  
   

 

 

 
      Media - 3.6%  
  5,713,304    

Comcast Corp. Class A

    223,904,384  
  2,068,246    

Twenty-First Century Fox, Inc. Class A

    63,164,233  
   

 

 

 
      287,068,617  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 10.2%  
  4,164,720    

AstraZeneca plc ADR

    125,982,780  
  2,851,270    

Bristol-Myers Squibb Co.

    159,813,683  
  1,127,453    

Eli Lilly & Co.

    92,518,793  
  1,048,557    

Johnson & Johnson

    129,465,333  
  3,187,993    

Merck & Co., Inc.

    198,707,604  
  3,272,598    

Pfizer, Inc.

    111,006,524  
   

 

 

 
      817,494,717  
   

 

 

 
      Real Estate - 1.0%  
  507,890    

American Tower Corp. REIT

    63,963,667  
  117,560    

Boston Properties, Inc. REIT

    14,883,096  
   

 

 

 
      78,846,763  
   

 

 

 
      Retailing - 2.0%  
  548,295    

Expedia, Inc.

    73,318,008  
  531,320    

L Brands, Inc.

    28,059,009  
  720,205    

Lowe’s Cos., Inc.

    61,131,000  
   

 

 

 
      162,508,017  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.0%  
  5,534,560    

Intel Corp.

    200,074,344  
  550,570    

Texas Instruments, Inc.

    43,594,133  
   

 

 

 
      243,668,477  
   

 

 

 
      Software & Services - 8.4%  
  771,150    

Accenture plc Class A

    93,540,495  
  220,877    

Alphabet, Inc. Class A*

    204,205,204  
  1,970,985    

eBay, Inc.*

    65,850,609  
  187,603    

IBM Corp.

    30,070,885  
  4,175,033    

Microsoft Corp.

    285,822,759  
   

 

 

 
      679,489,952  
   

 

 

 
      Technology Hardware & Equipment - 4.4%  
  1,265,615    

Apple, Inc.

    181,805,595  
  3,085,505    

Cisco Systems, Inc.

    105,123,155  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  44  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.9% - (continued)  
      Technology Hardware & Equipment - 4.4% - (continued)  
  793,310    

Motorola Solutions, Inc.

  $ 68,200,861  
   

 

 

 
      355,129,611  
   

 

 

 
      Telecommunication Services - 1.7%  
  3,041,045    

BCE, Inc.

    138,580,421  
   

 

 

 
      Transportation - 4.0%  
  653,291    

Canadian National Railway Co.

    47,226,406  
  812,546    

CSX Corp.

    41,309,839  
  888,520    

Delta Air Lines, Inc.

    40,374,349  
  282,261    

FedEx Corp.

    53,544,912  
  1,309,868    

United Parcel Service, Inc. Class B

    140,758,415  
   

 

 

 
      323,213,921  
   

 

 

 
      Utilities - 4.9%  
  1,291,415    

Dominion Resources, Inc.

    99,994,263  
  1,182,950    

Edison International

    94,600,512  
  1,862,175    

Exelon Corp.

    64,487,120  
  988,545    

NextEra Energy, Inc.

    132,030,070  
   

 

 

 
      391,111,965  
   

 

 

 
 

Total Common Stocks
(cost $5,571,655,206)

  $ 7,803,431,976  
   

 

 

 
 

Total Long-Term Investments
(cost $5,571,655,206)

  $ 7,803,431,976  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.1%      
      Other Investment Pools & Funds - 3.1%  
  247,777,625    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 247,777,625  
   

 

 

 
 

Total Short-Term Investments
(cost $247,777,625)

  $ 247,777,625  
   

 

 

 
 

Total Investments
(cost $5,819,432,831)^

    100.0    $ 8,051,209,601  
 

Other Assets and Liabilities

    0.0      2,622,726  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 8,053,832,327  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  45  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

   $     2,309,610,300  

Unrealized Depreciation

     (77,833,530
  

 

 

 

Net Unrealized Appreciation

   $ 2,231,776,770  
  

 

 

 

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 83,593,245      $ 83,593,245      $      $  

Banks

     877,712,086        877,712,086                

Capital Goods

     422,175,400        422,175,400                

Commercial & Professional Services

     37,326,617        37,326,617                

Consumer Durables & Apparel

     17,019,430        17,019,430                

Consumer Services

     42,108,177        42,108,177                

Diversified Financials

     348,878,615        348,878,615                

Energy

     724,752,274        724,752,274                

Food & Staples Retailing

     183,147,076        183,147,076                

Food, Beverage & Tobacco

     275,615,298        275,615,298                

Health Care Equipment & Services

     344,378,173        344,378,173                

Household & Personal Products

     69,871,261        69,871,261                

Insurance

     642,449,792        642,449,792                

Materials

     257,292,071        257,292,071                

Media

     287,068,617        287,068,617                

Pharmaceuticals, Biotechnology & Life Sciences

     817,494,717        817,494,717                

Real Estate

     78,846,763        78,846,763                

Retailing

     162,508,017        162,508,017                

Semiconductors & Semiconductor Equipment

     243,668,477        243,668,477                

Software & Services

     679,489,952        679,489,952                

Technology Hardware & Equipment

     355,129,611        355,129,611                

Telecommunication Services

     138,580,421        138,580,421                

Transportation

     323,213,921        323,213,921                

Utilities

     391,111,965        391,111,965                

Short-Term Investments

     247,777,625        247,777,625                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     8,051,209,601      $     8,051,209,601      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  47  

 


The Hartford Equity Income Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.9%  
      Banks - 13.6%  
  934,630    

BB&T Corp.

  $ 40,357,325  
  1,735,320    

JP Morgan Chase & Co.

    150,972,840  
  468,105    

M&T Bank Corp.

    72,748,198  
  914,995    

PNC Financial Services Group, Inc.

    109,570,651  
  893,440    

US Bancorp

    45,815,603  
  2,585,550    

Wells Fargo & Co.

    139,206,012  
   

 

 

 
      558,670,629  
   

 

 

 
      Capital Goods - 9.3%  
  290,145    

3M Co.

    56,819,095  
  304,590    

Caterpillar, Inc.

    31,147,373  
  1,011,685    

Eaton Corp. plc

    76,523,854  
  2,539,220    

General Electric Co.

    73,611,988  
  468,350    

Honeywell International, Inc.

    61,419,419  
  251,300    

Raytheon Co.

    39,004,273  
  355,830    

United Technologies Corp.

    42,340,212  
   

 

 

 
      380,866,214  
   

 

 

 
      Consumer Durables & Apparel - 1.1%  
  841,700    

VF Corp.

    45,982,071  
   

 

 

 
      Consumer Services - 0.9%  
  252,100    

McDonald’s Corp.

    35,276,353  
   

 

 

 
      Diversified Financials - 3.5%  
  152,335    

BlackRock, Inc.

    58,583,471  
  1,376,120    

Invesco Ltd.

    45,329,393  
  854,215    

Thomson Reuters Corp.

    38,806,987  
   

 

 

 
      142,719,851  
   

 

 

 
      Energy - 11.1%  
  1,708,700    

Canadian Natural Resources Ltd.

    54,456,269  
  925,950    

Chevron Corp.

    98,798,865  
  310,220    

Enbridge, Inc.

    12,858,619  
  801,080    

Exxon Mobil Corp.

    65,408,182  
  739,855    

Occidental Petroleum Corp.

    45,530,677  
  569,980    

Phillips 66

    45,347,609  
  2,607,390    

Suncor Energy, Inc.

    81,767,750  
  1,101,220    

TransCanada Corp.

    51,130,232  
   

 

 

 
      455,298,203  
   

 

 

 
      Food & Staples Retailing - 0.6%  
  307,300    

Wal-Mart Stores, Inc.

    23,102,814  
   

 

 

 
      Food, Beverage & Tobacco - 7.1%  
  864,302    

British American Tobacco plc

    58,395,079  
  246,740    

Diageo plc ADR

    28,974,678  
  532,405    

Kraft Heinz Co.

    48,124,088  
  326,300    

PepsiCo, Inc.

    36,963,264  
  1,050,055    

Philip Morris International, Inc.

    116,388,096  
   

 

 

 
      288,845,205  
   

 

 

 
      Health Care Equipment & Services - 1.8%  
  650,000    

Abbott Laboratories

    28,366,000  
  609,800    

Cardinal Health, Inc.

    44,265,382  
   

 

 

 
      72,631,382  
   

 

 

 
      Household & Personal Products - 2.1%  
  1,637,900    

Unilever N.V.

    85,563,896  
   

 

 

 
      Insurance - 7.7%  
  622,700    

Chubb Ltd.

    85,465,575  
  1,503,650    

Marsh & McLennan Cos., Inc.

    111,465,575  
  1,172,120    

MetLife, Inc.

    60,727,537  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.9% - (continued)  
      Insurance - 7.7% - (continued)  
  895,300    

Principal Financial Group, Inc.

  $ 58,310,889  
   

 

 

 
      315,969,576  
   

 

 

 
      Materials - 2.5%  
  917,370    

Dow Chemical Co.

    57,610,836  
  851,200    

International Paper Co.

    45,939,264  
   

 

 

 
      103,550,100  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.3%  
  133,400    

Amgen, Inc.

    21,786,888  
  774,110    

Bristol-Myers Squibb Co.

    43,388,866  
  574,700    

Eli Lilly & Co.

    47,159,882  
  968,850    

Johnson & Johnson

    119,623,909  
  1,395,905    

Merck & Co., Inc.

    87,006,759  
  646,375    

Novartis AG

    49,761,222  
  2,653,846    

Pfizer, Inc.

    90,018,456  
  175,303    

Roche Holding AG

    45,870,534  
   

 

 

 
      504,616,516  
   

 

 

 
      Retailing - 2.7%  
  587,220    

Home Depot, Inc.

    91,665,042  
  367,400    

L Brands, Inc.

    19,402,394  
   

 

 

 
      111,067,436  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 5.5%  
  931,190    

Analog Devices, Inc.

    70,956,678  
  2,322,440    

Intel Corp.

    83,956,206  
  832,736    

Maxim Integrated Products, Inc.

    36,765,294  
  587,900    

QUALCOMM, Inc.

    31,593,746  
   

 

 

 
      223,271,924  
   

 

 

 
      Software & Services - 2.6%  
  1,537,405    

Microsoft Corp.

    105,250,746  
   

 

 

 
      Technology Hardware & Equipment - 2.9%  
  3,496,650    

Cisco Systems, Inc.

    119,130,866  
   

 

 

 
      Telecommunication Services - 2.1%  
  1,035,740    

BCE, Inc.

    47,156,691  
  889,274    

Verizon Communications, Inc.

    40,826,569  
   

 

 

 
      87,983,260  
   

 

 

 
      Transportation - 2.2%  
  681,410    

Union Pacific Corp.

    76,290,663  
  126,160    

United Parcel Service, Inc. Class B

    13,557,154  
   

 

 

 
      89,847,817  
   

 

 

 
      Utilities - 6.3%  
  752,810    

Dominion Resources, Inc.

    58,290,078  
  205,230    

Duke Energy Corp.

    16,931,475  
  791,340    

Eversource Energy

    47,005,596  
  318,540    

NextEra Energy, Inc.

    42,544,203  
  427,500    

Sempra Energy

    48,316,050  
  192,290    

UGI Corp.

    9,645,266  
  762,240    

Xcel Energy, Inc.

    34,338,912  
   

 

 

 
      257,071,580  
   

 

 

 
 

Total Common Stocks
(cost $3,098,276,187)

  $ 4,006,716,439  
   

 

 

 
 

Total Long-Term Investments
(cost $3,098,276,187)

  $ 4,006,716,439  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 2.0%  
      Other Investment Pools & Funds - 2.0%  
  80,357,160    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 80,357,160  
   

 

 

 
 

Total Short-Term Investments
(cost $80,357,160)

  $ 80,357,160  
   

 

 

 
 

Total Investments
(cost $3,178,633,347)^

    99.9    $ 4,087,073,599  
 

Other Assets and Liabilities

    0.1      4,952,992  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,092,026,591  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 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

   $ 953,660,267  

Unrealized Depreciation

     (45,220,015
  

 

 

 

Net Unrealized Appreciation

   $     908,440,252  
  

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

 

The accompanying notes are an integral part of these financial statements.

 

 

  50  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Banks

   $ 558,670,629      $ 558,670,629      $      $     —  

Capital Goods

     380,866,214        380,866,214                

Consumer Durables & Apparel

     45,982,071        45,982,071                

Consumer Services

     35,276,353        35,276,353                

Diversified Financials

     142,719,851        142,719,851                

Energy

     455,298,203        455,298,203                

Food & Staples Retailing

     23,102,814        23,102,814                

Food, Beverage & Tobacco

     288,845,205        230,450,126        58,395,079         

Health Care Equipment & Services

     72,631,382        72,631,382                

Household & Personal Products

     85,563,896        85,563,896                

Insurance

     315,969,576        315,969,576                

Materials

     103,550,100        103,550,100                

Pharmaceuticals, Biotechnology & Life Sciences

     504,616,516        408,984,760        95,631,756         

Retailing

     111,067,436        111,067,436                

Semiconductors & Semiconductor Equipment

     223,271,924        223,271,924                

Software & Services

     105,250,746        105,250,746                

Technology Hardware & Equipment

     119,130,866        119,130,866                

Telecommunication Services

     87,983,260        87,983,260                

Transportation

     89,847,817        89,847,817                

Utilities

     257,071,580        257,071,580                

Short-Term Investments

     80,357,160        80,357,160                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,087,073,599      $     3,933,046,764      $     154,026,835      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


The Hartford Growth Opportunities Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 91.7%  
      Automobiles & Components - 1.2%  
  166,863    

Tesla, Inc.*

  $ 52,406,662  
   

 

 

 
      Banks - 5.8%  
  1,832,516    

Bank of America Corp.

    42,770,924  
  833,938    

Bank of the Ozarks, Inc.

    39,587,037  
  702,384    

Citigroup, Inc.

    41,524,942  
  3,302,892    

Huntington Bancshares, Inc.

    42,475,191  
  341,844    

PNC Financial Services Group, Inc.

    40,935,819  
  750,325    

Wells Fargo & Co.

    40,397,498  
   

 

 

 
      247,691,411  
   

 

 

 
      Capital Goods - 5.9%  
  543,700    

AMETEK, Inc.

    31,099,640  
  439,039    

Deere & Co.

    49,001,143  
  1,484,037    

Fastenal Co.

    66,306,773  
  411,836    

Middleby Corp.*

    56,063,235  
  301,901    

Rockwell Automation, Inc.

    47,504,122  
   

 

 

 
      249,974,913  
   

 

 

 
      Commercial & Professional Services - 1.2%  
  63,425    

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

    6,894,953  
  1,061,503    

TransUnion*

    42,491,965  
   

 

 

 
      49,386,918  
   

 

 

 
      Consumer Services - 3.6%  
  913,350    

Hilton Worldwide Holdings, Inc.

    53,860,249  
  2,156,965    

Kroton Educacional S.A.

    10,159,458  
  568,641    

Marriott International, Inc. Class A

    53,691,083  
  1,523,324    

Melco Crown Entertainment Ltd. ADR

    33,436,962  
   

 

 

 
      151,147,752  
   

 

 

 
      Diversified Financials - 4.2%  
  2,291,399    

Deutsche Bank AG*

    41,405,580  
  1,928,514    

Double Eagle Acquisition Corp.*

    20,287,967  
  1,547,699    

Ocelot Partners Ltd.*(1)

    15,476,990  
  918,202    

Synchrony Financial

    25,526,016  
  1,142,668    

TD Ameritrade Holding Corp.

    43,729,904  
  846,524    

Voya Financial, Inc.

    31,643,067  
   

 

 

 
      178,069,524  
   

 

 

 
      Energy - 3.8%  
  720,214    

Baker Hughes, Inc.

    42,759,105  
  14,348    

Centennial Resource Development, Inc. Class A*

    236,599  
  196,622    

Cimarex Energy Co.

    22,941,855  
  196,547    

Diamondback Energy, Inc.*

    19,623,252  
  956,722    

Newfield Exploration Co.*

    33,121,716  
  126,662    

Pioneer Natural Resources Co.

    21,911,259  
  1,889,331    

WPX Energy, Inc.*

    22,539,719  
   

 

 

 
      163,133,505  
   

 

 

 
      Food, Beverage & Tobacco - 1.4%  
  1,360,645    

Monster Beverage Corp.*

    61,746,070  
   

 

 

 
      Health Care Equipment & Services - 9.2%  
  389,189    

Align Technology, Inc.*

    52,392,623  
  277,045    

Cigna Corp.

    43,321,527  
  471,708    

DexCom, Inc.*

    36,774,356  
  503,786    

Edwards Lifesciences Corp.*

    55,250,211  
  1,430,856    

Hologic, Inc.*

    64,603,148  
  68,034    

Intuitive Surgical, Inc.*

    56,867,580  
  249,830    

UnitedHealth Group, Inc.

    43,690,270  
  731,465    

Veeva Systems, Inc. Class A*

    39,221,153  
   

 

 

 
      392,120,868  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 91.7% - (continued)  
      Materials - 3.2%  
  854,773    

International Paper Co.

  $ 46,132,099  
  3,643,958    

Platform Specialty Products Corp.*

    51,634,885  
  692,994    

WestRock Co.

    37,116,758  
   

 

 

 
      134,883,742  
   

 

 

 
      Media - 1.3%  
  1,296,074    

Viacom, Inc. Class B

    55,160,910  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.0%  
  1,571,059    

Bristol-Myers Squibb Co.

    88,057,857  
  521,606    

Celgene Corp.*

    64,705,224  
  413,416    

Ionis Pharmaceuticals, Inc.*

    19,922,517  
  80,825    

TESARO, Inc.*

    11,928,962  
  225,769    

Vertex Pharmaceuticals, Inc.*

    26,708,473  
   

 

 

 
      211,323,033  
   

 

 

 
      Real Estate - 0.1%  
  81,341    

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

    4,214,277  
   

 

 

 
      Retailing - 9.7%  
  166,263    

Amazon.com, Inc.*

    153,791,612  
  116,585    

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

    3,733,052  
  123,196    

JAND, Inc. Class A*(1)(2)(3)

    948,609  
  663,965    

Netflix, Inc.*

    101,055,473  
  52,107    

Priceline Group, Inc.*

    96,232,250  
  418,006    

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

    16,895,796  
  139,383    

Ulta Salon Cosmetics & Fragrance, Inc.*

    39,227,952  
   

 

 

 
      411,884,744  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 6.4%  
  4,906,888    

Advanced Micro Devices, Inc.*

    65,261,610  
  498,780    

Analog Devices, Inc.

    38,007,036  
  582,929    

Cavium, Inc.*

    40,134,662  
  836,699    

Microchip Technology, Inc.

    63,237,711  
  644,244    

NVIDIA Corp.

    67,194,649  
   

 

 

 
      273,835,668  
   

 

 

 
      Software & Services - 24.9%  
  497,347    

Adobe Systems, Inc.*

    66,515,188  
  501,350    

Alibaba Group Holding Ltd. ADR*

    57,905,925  
  1,455,225    

Atlassian Corp. plc Class A*

    50,176,158  
  492,517    

Autodesk, Inc.*

    44,361,006  
  965,209    

Cadence Design Systems, Inc.*

    31,436,857  
  274,878    

CoStar Group, Inc.*

    66,215,361  
  1,203,502    

Facebook, Inc. Class A*

    180,826,175  
  750,519    

Global Payments, Inc.

    61,362,433  
  30,319    

Netmarble Games Corp.*(1)

    4,225,050  
  1,257,521    

PayPal Holdings, Inc.*

    60,008,902  
  827,747    

Salesforce.com, Inc.*

    71,285,572  
  888,944    

ServiceNow, Inc.*

    83,987,429  
  1,223,305    

SS&C Technologies Holdings, Inc.

    44,944,226  
  802,493    

Trade Desk, Inc. Class A*

    29,973,114  
  237,848    

Ultimate Software Group, Inc.*

    48,204,654  
  566,228    

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

    2,304,548  
  951,113    

Workday, Inc. Class A*

    83,127,276  
  1,838,057    

Zillow Group, Inc. Class C*

    71,684,223  
   

 

 

 
      1,058,544,097  
   

 

 

 
      Technology Hardware & Equipment - 1.2%  
  374,608    

Arista Networks, Inc.*

    52,310,261  
   

 

 

 
      Transportation - 3.6%  
  1,234,546    

CSX Corp.

    62,764,319  
  526,884    

J.B. Hunt Transport Services, Inc.

    47,240,419  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  52  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 91.7% - (continued)  
      Transportation - 3.6% - (continued)  
  1,687,364    

Swift Transportation Co.*

  $ 41,475,407  
   

 

 

 
      151,480,145  
   

 

 

 
 

Total Common Stocks
(cost $3,395,702,186)

  $ 3,899,314,500  
   

 

 

 
PREFERRED STOCKS - 7.2%  
      Capital Goods - 0.5%  
  4,106,956    

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

  $ 21,438,311  
   

 

 

 
      Commercial & Professional Services - 0.3%  
  470,535    

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

    12,530,206  
   

 

 

 
      Consumer Durables & Apparel - 0.0%  
  923,832    

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

    960,785  
   

 

 

 
      Consumer Services - 0.2%  
  2,428,921    

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

    5,319,337  
  1,806,593    

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

    3,577,054  
   

 

 

 
      8,896,391  
   

 

 

 
      Real Estate - 1.1%  
  2,437,006    

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

    10,893,417  
  404,267    

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

    20,945,073  
  317,638    

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

    16,456,825  
   

 

 

 
      48,295,315  
   

 

 

 
      Retailing - 0.5%  
  4,434,460    

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

    20,176,793  
  275,096    

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

    2,555,642  
   

 

 

 
      22,732,435  
   

 

 

 
      Software & Services - 4.6%  
  1,526,069    

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

    2,807,967  
  387,642    

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

    6,314,688  
  5,668,755    

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

    12,641,324  
  879,475    

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

    9,964,452  
  169,309    

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

    8,299,680  
  743,470    

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

    5,821,370  
  1,078,374    

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

    11,258,224  
  1,410,890    

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

    9,876,230  
  2,311,920    

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

    112,757,489  
  3,194,823    

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

    14,472,548  
   

 

 

 
      194,213,972  
   

 

 

 
 

Total Preferred Stocks
(cost $209,121,832)

  $ 309,067,415  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.2%  
      Retailing - 0.2%  
  272,032    

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

  $ 8,762,151  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $7,360,451)

  $ 8,762,151  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
WARRANTS - 0.0%  
      Diversified Financials - 0.0%  
  1,547,699    

Ocelot Partners Ltd. Expires 4/1/20*

  $ 696,464  
   

 

 

 
 

Total Warrants
(cost $15,477)

  $ 696,464  
   

 

 

 
 

Total Long-Term Investments
(cost $3,612,199,946)

  $ 4,217,840,530  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.6%  
      Other Investment Pools & Funds - 0.6%  
  24,374,949    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 24,374,949  
   

 

 

 
 

Total Short-Term Investments
(cost $24,374,949)

  $ 24,374,949  
   

 

 

 
 

Total Investments
(cost $3,636,574,895)^

    99.7    $ 4,242,215,479  
 

Other Assets and Liabilities

    0.3      11,579,938  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,253,795,417  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 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

   $ 693,748,711  

Unrealized Depreciation

     (88,108,127
  

 

 

 

Net Unrealized Appreciation

   $     605,640,584  
  

 

 

 

 

* Non-income producing.

 

(1)  Securities issued within terms of a private placement memorandum, 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 April 30, 2017, the aggregate value of these securities was $372,522,841, which represented 8.8% 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.

 

Period
Acquired
     Shares/Par     

Security

   Cost  
  03/2015        1,526,069     

Birst, Inc. Series F Preferred

   $ 8,913,616  
  02/2014        387,642     

Cloudera, Inc. Preferred

     5,644,068  
  11/2014        4,434,460     

Coupang LLC Preferred

     13,805,011  
  02/2014        2,428,921     

DraftKings, Inc. Preferred

     4,375,172  
  12/2015        1,806,593     

DraftKings, Inc. Series E Preferred

     2,665,674  
  05/2014        5,668,755     

Essence Group Holdings Corp. Preferred

     8,964,002  
  11/2015        879,475     

ForeScout Technologies, Inc. Preferred

     10,436,730  
  07/2015        169,309     

General Assembly Space, Inc. Preferred

     8,299,680  
  08/2014        116,585     

Honest Co.

     3,154,475  
  08/2014        272,032     

Honest Co. Series C Convertible Preferred

     7,360,451  
  04/2015        123,196     

JAND, Inc. Class A

     1,414,943  
  04/2015        275,096     

JAND, Inc. Series D Preferred

     3,159,560  
  08/2015        63,425     

Klarna Holding AB

     6,956,488  
  08/2015        4,106,956     

Lithium Technology Corp. Preferred

     20,017,303  
  03/2016        743,470     

Lookout, Inc. Series F Preferred

     8,492,732  
  04/2015        1,078,374     

MarkLogic Corp. Series F Preferred

     12,524,451  
  01/2014        923,832     

One Kings Lane, Inc. Preferred

     14,242,718  
  03/2015        1,410,890     

Pinterest, Inc. Series G Preferred

     10,128,909  
  12/2014        2,437,006     

Redfin Corp. Series G Preferred

     8,036,515  
  09/2015        470,535     

Rubicon Global Holdings LLC Series C Preferred

     9,392,114  
  11/2013        418,006     

Tory Burch LLC

     32,761,838  
  06/2014        2,311,920     

Uber Technologies, Inc. Preferred

     35,864,931  
  04/2017        566,228     

Veracode, Inc.

      
  12/2014        81,341     

WeWork Companies, Inc. Class A, REIT

     1,354,422  
  12/2014        404,267     

WeWork Companies, Inc. Class D-1 Preferred

     6,731,514  
  12/2014        317,638     

WeWork Companies, Inc. Class D-2 Preferred

     5,289,041  
  01/2015        3,194,823     

Zuora, Inc. Series F Preferred

     12,138,091  
        

 

 

 
         $     262,124,449  
        

 

 

 

 

     At April 30, 2017, the aggregate value of these securities was $352,820,801, which represented 8.3% 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 April 30, 2017, the aggregate fair value of these securities was $352,820,801, which represented 8.3% 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.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  55  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 52,406,662      $ 52,406,662      $      $  

Banks

     247,691,411        247,691,411                

Capital Goods

     249,974,913        249,974,913                

Commercial & Professional Services

     49,386,918        42,491,965               6,894,953  

Consumer Services

     151,147,752        151,147,752                

Diversified Financials

     178,069,524        178,069,524                

Energy

     163,133,505        163,133,505                

Food, Beverage & Tobacco

     61,746,070        61,746,070                

Health Care Equipment & Services

     392,120,868        392,120,868                

Materials

     134,883,742        134,883,742                

Media

     55,160,910        55,160,910                

Pharmaceuticals, Biotechnology & Life Sciences

     211,323,033        211,323,033                

Real Estate

     4,214,277                      4,214,277  

Retailing

     411,884,744        390,307,287               21,577,457  

Semiconductors & Semiconductor Equipment

     273,835,668        273,835,668                

Software & Services

     1,058,544,097        1,052,014,499        4,225,050        2,304,548  

Technology Hardware & Equipment

     52,310,261        52,310,261                

Transportation

     151,480,145        151,480,145                

Preferred Stocks

     309,067,415                      309,067,415  

Convertible Preferred Stocks

     8,762,151                      8,762,151  

Warrants

     696,464        696,464                

Short-Term Investments

     24,374,949        24,374,949                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,242,215,479      $     3,885,169,628      $     4,225,050      $     352,820,801  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $13,711,818 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions and there were no transfers between Level 1 and Level 2.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2017:

 

     Common
Stocks
    Convertible
Preferred Stocks
    Preferred
Stocks
    Corporate
Bonds
    Total  

Beginning balance

   $ 36,637,334     $     10,203,920     $ 347,869,870     $ 2,665,674     $ 397,376,798  

Conversions*

                 2,665,674           (2,665,674      

Purchases

                              

Sales

                 (34,976,177           (34,976,177

Accrued discounts/(premiums)

                              

Total realized gain/(loss)

                 10,919,441             10,919,441  

Net change in unrealized appreciation/depreciation

     (1,646,099     (1,441,769     (3,699,575           (6,787,443

Transfers into Level 3

                              

Transfers out of Level 3

                 (13,711,818           (13,711,818
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Ending balance

   $     34,991,235     $ 8,762,151     $     309,067,415     $     $     352,820,801  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2017 was $2,854,172.

 

* Private Equity security that was a convertible note is now trading as a preferred stock.

 

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 accompanying notes are an integral part of these financial statements.

 

 

  56  

 


The Hartford Healthcare Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.5%  
      Biotechnology - 23.4%  
  842,240    

Aduro Biotech, Inc.*

  $ 8,127,616  
  157,517    

Alder Biopharmaceuticals, Inc.*

    3,158,216  
  590,816    

Alkermes plc*

    34,415,032  
  165,110    

Alnylam Pharmaceuticals, Inc.*

    8,849,896  
  1,845,645    

Arena Pharmaceuticals, Inc.*

    2,473,164  
  52,510    

Biogen, Inc.*

    14,241,237  
  140,815    

Bluebird Bio, Inc.*

    12,525,494  
  250,845    

Calithera Biosciences, Inc.*

    2,721,668  
  455,770    

Celgene Corp.*

    56,538,268  
  826,470    

Cytokinetics, Inc.*

    13,554,108  
  95,551    

Galapagos N.V.*

    8,371,080  
  85,310    

Genmab A/S*

    16,974,533  
  368,178    

GlycoMimetics, Inc.*

    1,583,165  
  153,878    

Incyte Corp.*

    19,123,958  
  104,241    

Innate Pharma S.A.*

    1,287,678  
  460,233    

Ironwood Pharmaceuticals, Inc.*

    7,511,003  
  412,035    

Karyopharm Therapeutics, Inc.*

    4,210,998  
  370,660    

Loxo Oncology, Inc.*

    17,072,600  
  600,385    

Portola Pharmaceuticals, Inc.*

    24,009,396  
  46,342    

Regeneron Pharmaceuticals, Inc.*

    18,003,404  
  1,627,100    

Rigel Pharmaceuticals, Inc.*

    4,865,029  
  575,409    

Syndax Pharmaceuticals, Inc.*

    5,460,631  
  152,560    

T2 Biosystems, Inc.*

    733,814  
  79,163    

TESARO, Inc.*

    11,683,667  
  818,152    

Trevena, Inc.*

    2,675,357  
  125,135    

Ultragenyx Pharmaceutical, Inc.*

    8,057,443  
  208,670    

Vertex Pharmaceuticals, Inc.*

    24,685,661  
   

 

 

 
      332,914,116  
   

 

 

 
      Drug Retail - 1.5%  
  248,723    

Walgreens Boots Alliance, Inc.

    21,524,488  
   

 

 

 
      Health Care Distributors - 2.9%  
  286,660    

Cardinal Health, Inc.

    20,808,649  
  149,605    

McKesson Corp.

    20,688,876  
   

 

 

 
      41,497,525  
   

 

 

 
      Health Care Equipment - 22.6%  
  1,184,389    

Abbott Laboratories

    51,686,736  
  106,930    

ABIOMED, Inc.*

    13,935,118  
  427,555    

AtriCure, Inc.*

    8,764,878  
  130,605    

Baxter International, Inc.

    7,272,086  
  131,736    

Becton Dickinson and Co.

    24,630,680  
  1,644,005    

Boston Scientific Corp.*

    43,368,852  
  640,820    

ConforMIS, Inc.*

    3,601,408  
  65,090    

Edwards Lifesciences Corp.*

    7,138,420  
  668,630    

Globus Medical, Inc. Class A*

    20,279,548  
  100,960    

Invuity, Inc.*

    908,640  
  601,315    

K2M Group Holdings, Inc.*

    13,319,127  
  886,603    

Medtronic plc

    73,667,843  
  282,115    

Stryker Corp.

    38,472,023  
  70,447    

Teleflex, Inc.

    14,574,780  
   

 

 

 
      321,620,139  
   

 

 

 
      Health Care Facilities - 2.8%  
  134,016    

Acadia Healthcare Co., Inc.*

    5,840,417  
  749,710    

Georgia Healthcare Group plc*(1)

    3,447,135  
  203,300    

HCA Holdings, Inc.*

    17,119,893  
  114,690    

LifePoint Health, Inc.*

    7,127,983  
  51,405    

Universal Health Services, Inc. Class B

    6,207,668  
   

 

 

 
      39,743,096  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.5% - (continued)  
      Health Care Services - 1.2%  
  157,007    

Envision Healthcare Corp.*

  $ 8,797,102  
  309,164    

Teladoc, Inc.*

    7,667,267  
   

 

 

 
      16,464,369  
   

 

 

 
      Health Care Supplies - 1.1%  
  1,081,425    

ConvaTec Group plc*(1)

    4,301,430  
  120,071    

DENTSPLY SIRONA, Inc.

    7,593,290  
  483,435    

Endologix, Inc.*

    3,620,928  
   

 

 

 
      15,515,648  
   

 

 

 
      Health Care Technology - 1.8%  
  116,575    

athenahealth, Inc.*

    11,425,516  
  216,393    

Cerner Corp.*

    14,011,447  
   

 

 

 
      25,436,963  
   

 

 

 
      Life Sciences Tools & Services - 4.4%  
  78,200    

ICON plc*

    6,607,118  
  79,865    

Illumina, Inc.*

    14,763,844  
  265,850    

Patheon N.V.*

    7,154,023  
  207,860    

Thermo Fisher Scientific, Inc.

    34,365,494  
   

 

 

 
      62,890,479  
   

 

 

 
      Managed Health Care - 12.0%  
  174,065    

Aetna, Inc.

    23,510,960  
  131,415    

Anthem, Inc.

    23,377,415  
  148,143    

Cigna Corp.

    23,165,121  
  32,090    

Humana, Inc.

    7,123,338  
  477,540    

UnitedHealth Group, Inc.

    83,512,195  
  70,035    

WellCare Health Plans, Inc.*

    10,744,069  
   

 

 

 
      171,433,098  
   

 

 

 
      Pharmaceuticals - 23.8%  
  279,198    

Allergan plc

    68,085,224  
  1,085,810    

AstraZeneca plc ADR

    32,845,752  
  1,068,965    

Bristol-Myers Squibb Co.

    59,915,488  
  140,990    

Chugai Pharmaceutical Co., Ltd.

    5,009,951  
  229,970    

Eisai Co., Ltd.

    12,091,730  
  519,575    

Eli Lilly & Co.

    42,636,324  
  40,400    

Galenica Sante Ltd.*(1)

    1,766,231  
  77,818    

Hikma Pharmaceuticals plc

    1,952,549  
  200,570    

Intersect ENT, Inc.*

    3,810,830  
  65,240    

Johnson & Johnson

    8,055,183  
  413,857    

Medicines Co.*

    20,411,427  
  666,205    

MediWound Ltd.*

    3,997,230  
  579,675    

Mylan N.V.*

    21,650,861  
  434,440    

MyoKardia, Inc.*

    5,669,442  
  592,550    

Nabriva Therapeutics AG ADR*

    6,358,062  
  449,160    

Ono Pharmaceutical Co., Ltd.

    9,264,707  
  281,898    

Revance Therapeutics, Inc.*

    6,131,282  
  176,710    

Shionogi & Co., Ltd.

    9,100,184  
  4,050,100    

Sino Biopharmaceutical Ltd.

    3,328,310  
  86,950    

Takeda Pharmaceutical Co., Ltd.

    4,171,303  
  169,613    

UCB S.A.

    13,238,120  
   

 

 

 
      339,490,190  
   

 

 

 
 

Total Common Stocks
(cost $1,233,264,853)

  $ 1,388,530,111  
   

 

 

 
 

Total Long-Term Investments
(cost $1,233,264,853)

  $ 1,388,530,111  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  57  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 2.3%  
      Other Investment Pools & Funds - 2.3%  
  33,503,783    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 33,503,783  
   

 

 

 
 

Total Short-Term Investments
(cost $33,503,783)

  $ 33,503,783  
   

 

 

 
 

Total Investments
(cost $1,266,768,636)^

    99.8    $ 1,422,033,894  
 

Other Assets and Liabilities

    0.2      2,784,706  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,424,818,600  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  58  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 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

   $     234,013,688  

Unrealized Depreciation

     (78,748,430
  

 

 

 

Net Unrealized Appreciation

   $ 155,265,258  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $9,514,796, which represented 0.7% of total net assets.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

 

The accompanying notes are an integral part of these financial statements.

 

 

  59  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Biotechnology

   $ 332,914,116      $ 306,280,825      $ 26,633,291      $  

Drug Retail

     21,524,488        21,524,488                

Health Care Distributors

     41,497,525        41,497,525                

Health Care Equipment

     321,620,139        321,620,139                

Health Care Facilities

     39,743,096        39,743,096                

Health Care Services

     16,464,369        16,464,369                

Health Care Supplies

     15,515,648        15,515,648                

Health Care Technology

     25,436,963        25,436,963                

Life Sciences Tools & Services

     62,890,479        62,890,479                

Managed Health Care

     171,433,098        171,433,098                

Pharmaceuticals

     339,490,190        281,333,336        58,156,854         

Short-Term Investments

     33,503,783        33,503,783                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,422,033,894      $     1,337,243,749      $     84,790,145      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $3,673,076 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 there were no transfers in or out of Level 3.

 

The accompanying notes are an integral part of these financial statements.

 

 

  60  

 


The Hartford MidCap Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.4%  
      Automobiles & Components - 1.4%  
  1,992,537    

Harley-Davidson, Inc.

  $ 113,196,027  
   

 

 

 
      Banks - 5.0%  
  388,359    

Cullen/Frost Bankers, Inc.

    36,657,206  
  565,372    

East West Bancorp, Inc.

    30,682,738  
  123,395    

First Citizens BancShares, Inc. Class A

    42,948,864  
  1,269,609    

First Republic Bank

    117,388,048  
  963,934    

M&T Bank Corp.

    149,804,983  
  279,253    

Prosperity Bancshares, Inc.

    18,765,802  
  222,630    

South State Corp.

    19,624,834  
   

 

 

 
      415,872,475  
   

 

 

 
      Capital Goods - 9.5%  
  2,732,778    

Allison Transmission Holdings, Inc.

    105,703,853  
  1,338,854    

Fastenal Co.

    59,819,997  
  995,683    

Heico Corp. Class A

    61,035,337  
  1,546,074    

IDEX Corp.

    161,966,712  
  978,524    

Lennox International, Inc.

    161,838,085  
  391,548    

Middleby Corp.*

    53,301,429  
  733,047    

MSC Industrial Direct Co., Inc. Class A

    65,629,698  
  1,157,214    

PACCAR, Inc.

    77,220,890  
  939,263    

Sensata Technologies Holding N.V.*

    38,678,850  
   

 

 

 
      785,194,851  
   

 

 

 
      Commercial & Professional Services - 7.6%  
  559,533    

Cintas Corp.

    68,526,007  
  490,284    

Dun & Bradstreet Corp.

    53,740,029  
  810,427    

Equifax, Inc.

    109,658,877  
  1,840,445    

Robert Half International, Inc.

    84,752,492  
  4,430,426    

TransUnion*

    177,349,953  
  278,117    

UniFirst Corp.

    38,713,887  
  1,039,460    

Waste Connections, Inc.

    95,651,109  
   

 

 

 
      628,392,354  
   

 

 

 
      Consumer Durables & Apparel - 2.0%  
  70,142    

NVR, Inc.*

    148,087,298  
  686,242    

Under Armour, Inc. Class C*

    13,319,957  
   

 

 

 
      161,407,255  
   

 

 

 
      Consumer Services - 1.2%  
  1,451,718    

Choice Hotels International, Inc.

    91,022,719  
  33,221    

Wynn Resorts Ltd.

    4,086,515  
   

 

 

 
      95,109,234  
   

 

 

 
      Diversified Financials - 5.0%  
  104,133    

Credit Acceptance Corp.*

    21,165,032  
  621,758    

Factset Research Systems, Inc.

    101,508,211  
  1,043,825    

Financial Engines, Inc.

    44,362,562  
  501,993    

Moody’s Corp.

    59,395,812  
  932,811    

MSCI, Inc.

    93,579,600  
  1,027,703    

Northern Trust Corp.

    92,493,270  
   

 

 

 
      412,504,487  
   

 

 

 
      Energy - 3.2%  
  488,050    

Diamondback Energy, Inc.*

    48,726,912  
  1,409,443    

Newfield Exploration Co.*

    48,794,917  
  2,014,352    

Parsley Energy, Inc. Class A*

    60,007,546  
  1,871,814    

Patterson-UTI Energy, Inc.

    40,515,414  
  283,751    

World Fuel Services Corp.

    10,450,549  
  4,843,838    

WPX Energy, Inc.*

    57,786,987  
   

 

 

 
      266,282,325  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.4% - (continued)  
      Food & Staples Retailing - 0.7%  
  710,391    

PriceSmart, Inc.

  $ 61,768,498  
   

 

 

 
      Health Care Equipment & Services - 4.0%  
  1,429,291    

Patterson Cos., Inc.

    63,589,156  
  1,215,307    

STERIS plc

    89,689,657  
  287,385    

Teleflex, Inc.

    59,457,083  
  883,050    

Varian Medical Systems, Inc.*

    80,127,957  
  709,978    

Veeva Systems, Inc. Class A*

    38,069,020  
   

 

 

 
      330,932,873  
   

 

 

 
      Insurance - 5.8%  
  127,041    

Alleghany Corp.*

    77,583,939  
  171,246    

Fairfax Financial Holdings Ltd.

    78,281,018  
  1,337,063    

FNF Group

    54,752,730  
  165,211    

Markel Corp.*

    160,188,586  
  62,838    

White Mountains Insurance Group Ltd.

    53,974,072  
  843,685    

WR Berkley Corp.

    57,353,706  
   

 

 

 
      482,134,051  
   

 

 

 
      Materials - 3.6%  
  1,155,793    

Ball Corp.

    88,868,924  
  1,200,197    

Packaging Corp. of America

    118,555,459  
  131,666    

Sherwin-Williams Co.

    44,065,977  
  777,024    

Silgan Holdings, Inc.

    47,103,195  
   

 

 

 
      298,593,555  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.0%  
  1,092,448    

Agios Pharmaceuticals, Inc.*

    54,305,590  
  2,035,574    

Alkermes plc*

    118,572,185  
  705,381    

Alnylam Pharmaceuticals, Inc.*

    37,808,422  
  755,218    

Bluebird Bio, Inc.*

    67,176,641  
  577,040    

Clovis Oncology, Inc.*

    33,404,846  
  2,144,878    

Ionis Pharmaceuticals, Inc.*

    103,361,671  
  3,521,157    

Ironwood Pharmaceuticals, Inc.*

    57,465,282  
  224,031    

Mettler-Toledo International, Inc.*

    115,021,996  
  1,258,150    

Neurocrine Biosciences, Inc.*

    67,185,210  
  1,526,495    

Puma Biotechnology, Inc.*

    61,975,697  
  355,158    

Sage Therapeutics, Inc.*

    25,216,218  
  779,709    

TESARO, Inc.*

    115,077,251  
  918,768    

Ultragenyx Pharmaceutical, Inc.*

    59,159,472  
  489,603    

Waters Corp.*

    83,178,654  
   

 

 

 
      998,909,135  
   

 

 

 
      Retailing - 2.8%  
  916,831    

Advance Auto Parts, Inc.

    130,318,358  
  1,720,576    

CarMax, Inc.*

    100,653,696  
   

 

 

 
      230,972,054  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 1.6%  
  1,260,167    

MKS Instruments, Inc.

    98,608,068  
  493,324    

Silicon Laboratories, Inc.*

    35,100,002  
   

 

 

 
      133,708,070  
   

 

 

 
      Software & Services - 18.3%  
  1,808,302    

Akamai Technologies, Inc.*

    110,197,924  
  1,135,539    

Blackbaud, Inc.

    91,308,691  
  3,046,189    

Cadence Design Systems, Inc.*

    99,214,376  
  310,846    

CoStar Group, Inc.*

    74,879,693  
  6,801,330    

Genpact Ltd.

    166,088,479  
  2,010,757    

Global Payments, Inc.

    164,399,492  
  1,689,529    

Guidewire Software, Inc.*

    103,889,138  
  813,739    

ServiceNow, Inc.*

    76,882,061  
  1,095,181    

Teradata Corp.*

    31,957,382  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  61  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.4% - (continued)  
      Software & Services - 18.3% - (continued)  
  1,901,619    

Total System Services, Inc.

  $ 108,981,785  
  1,485,038    

Vantiv, Inc. Class A*

    92,131,757  
  1,848,363    

VeriSign, Inc.*

    164,356,438  
  1,121,140    

WEX, Inc.*

    113,750,864  
  1,052,623    

Zillow Group, Inc. Class A*

    40,515,459  
  2,084,806    

Zillow Group, Inc. Class C*

    81,307,434  
   

 

 

 
      1,519,860,973  
   

 

 

 
      Technology Hardware & Equipment - 7.6%  
  2,139,653    

CDW Corp. of Delaware

    126,432,096  
  1,760,733    

CommScope Holding Co., Inc.*

    74,021,215  
  1,579,407    

Finisar Corp.*

    36,073,656  
  1,105,527    

II-VI, Inc.*

    36,648,220  
  1,290,052    

Keysight Technologies, Inc.*

    48,286,646  
  4,004,648    

National Instruments Corp.

    139,802,262  
  4,824,191    

Trimble, Inc.*

    170,921,087  
   

 

 

 
      632,185,182  
   

 

 

 
      Transportation - 5.8%  
  1,107,181    

Alaska Air Group, Inc.

    94,210,031  
  184,408    

AMERCO

    69,053,420  
  1,476,467    

Genesee & Wyoming, Inc. Class A*

    100,045,404  
  499,801    

J.B. Hunt Transport Services, Inc.

    44,812,158  
  4,420,791    

JetBlue Airways Corp.*

    96,505,868  
  1,370,431    

Spirit Airlines, Inc.*

    78,484,583  
   

 

 

 
      483,111,464  
   

 

 

 
      Utilities - 2.3%  
  552,822    

Black Hills Corp.

    37,602,953  
  997,901    

NiSource, Inc.

    24,199,099  
  2,537,576    

UGI Corp.

    127,284,812  
   

 

 

 
      189,086,864  
   

 

 

 
 

Total Common Stocks
(cost $6,548,333,351)

  $ 8,239,221,727  
   

 

 

 
 

Total Long-Term Investments
(cost $6,548,333,351)

  $ 8,239,221,727  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.5%  
      Other Investment Pools & Funds - 0.5%  
  41,347,458    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 41,347,458  
   

 

 

 
 

Total Short-Term Investments
(cost $41,347,458)

  $ 41,347,458  
   

 

 

 
 

Total Investments
(cost $6,589,680,809)^

    99.9    $ 8,280,569,185  
 

Other Assets and Liabilities

    0.1      12,357,720  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 8,292,926,905  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  62  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 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

   $ 1,785,158,358  

Unrealized Depreciation

     (94,269,982
  

 

 

 

Net Unrealized Appreciation

   $     1,690,888,376  
  

 

 

 

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

MSCI

   Morgan Stanley Capital International

 

The accompanying notes are an integral part of these financial statements.

 

 

  63  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 113,196,027      $ 113,196,027      $      $  

Banks

     415,872,475        415,872,475                

Capital Goods

     785,194,851        785,194,851                

Commercial & Professional Services

     628,392,354        628,392,354                

Consumer Durables & Apparel

     161,407,255        161,407,255                

Consumer Services

     95,109,234        95,109,234                

Diversified Financials

     412,504,487        412,504,487                

Energy

     266,282,325        266,282,325                

Food & Staples Retailing

     61,768,498        61,768,498                

Health Care Equipment & Services

     330,932,873        330,932,873                

Insurance

     482,134,051        482,134,051                

Materials

     298,593,555        298,593,555                

Pharmaceuticals, Biotechnology & Life Sciences

     998,909,135        998,909,135                

Retailing

     230,972,054        230,972,054                

Semiconductors & Semiconductor Equipment

     133,708,070        133,708,070                

Software & Services

     1,519,860,973        1,519,860,973                

Technology Hardware & Equipment

     632,185,182        632,185,182                

Transportation

     483,111,464        483,111,464                

Utilities

     189,086,864        189,086,864                

Short-Term Investments

     41,347,458        41,347,458                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     8,280,569,185      $     8,280,569,185      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  64  

 


The Hartford MidCap Value Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 98.0%  
      Automobiles & Components - 1.9%  
  310,977    

Goodyear Tire & Rubber Co.

  $ 11,266,697  
   

 

 

 
      Banks - 12.8%  
  135,471    

Bank of the Ozarks, Inc.

    6,430,809  
  105,477    

BankUnited, Inc.

    3,722,283  
  263,649    

Comerica, Inc.

    18,639,984  
  103,995    

IBERIABANK Corp.

    8,252,003  
  159,031    

MB Financial, Inc.

    6,760,408  
  149,215    

Provident Financial Services, Inc.

    3,833,333  
  77,500    

South State Corp.

    6,831,625  
  179,574    

Sterling Bancorp

    4,175,096  
  65,653    

Western Alliance Bancorp*

    3,144,779  
  382,842    

Zions Bancorp

    15,325,165  
   

 

 

 
      77,115,485  
   

 

 

 
      Capital Goods - 7.4%  
  110,992    

Generac Holdings, Inc.*

    3,903,589  
  63,251    

Hubbell, Inc. Class B

    7,155,586  
  211,975    

Milacron Holdings Corp.*

    3,989,369  
  127,045    

Moog, Inc. Class A*

    8,721,639  
  840,946    

Sanwa Holdings Corp.

    8,476,873  
  148,368    

Sensata Technologies Holding N.V.*

    6,109,794  
  103,013    

WESCO International, Inc.*

    6,278,642  
   

 

 

 
      44,635,492  
   

 

 

 
      Commercial & Professional Services - 1.5%  
  141,024    

Clean Harbors, Inc.*

    8,194,905  
  21,009    

IHS Markit Ltd.*

    911,790  
   

 

 

 
      9,106,695  
   

 

 

 
      Consumer Durables & Apparel - 4.1%  
  171,354    

D.R. Horton, Inc.

    5,635,833  
  55,129,591    

Global Brands Group Holding Ltd.*

    6,508,309  
  155,803    

Lennar Corp. Class A

    7,868,052  
  122,903    

Toll Brothers, Inc.

    4,423,279  
   

 

 

 
      24,435,473  
   

 

 

 
      Consumer Services - 1.8%  
  195,667    

Norwegian Cruise Line Holdings Ltd.*

    10,552,321  
   

 

 

 
      Diversified Financials - 0.5%  
  42,772    

Raymond James Financial, Inc.

    3,187,369  
   

 

 

 
      Energy - 6.7%  
  31,137    

Delek US Holdings, Inc.

    749,468  
  170,648    

Diamondback Energy, Inc.*

    17,037,496  
  69,142    

Energen Corp.*

    3,594,693  
  52,399    

HollyFrontier Corp.

    1,474,508  
  303,762    

Newfield Exploration Co.*

    10,516,240  
  509,136    

QEP Resources, Inc.*

    6,012,896  
  451,631    

Trican Well Service Ltd.*

    1,240,699  
   

 

 

 
      40,626,000  
   

 

 

 
      Food, Beverage & Tobacco - 2.3%  
  38,004    

Ingredion, Inc.

    4,705,655  
  107,847    

Post Holdings, Inc.*

    9,079,639  
   

 

 

 
      13,785,294  
   

 

 

 
      Health Care Equipment & Services - 5.1%  
  200,471    

Acadia Healthcare Co., Inc.*

    8,736,526  
  379,531    

Brookdale Senior Living, Inc.*

    4,930,108  
  138,890    

Envision Healthcare Corp.*

    7,782,007  
  122,057    

STERIS plc

    9,007,806  
   

 

 

 
      30,456,447  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 98.0% - (continued)  
      Insurance - 9.1%  
  58,572    

Assurant, Inc.

  $ 5,636,969  
  342,867    

CNO Financial Group, Inc.

    7,224,208  
  64,510    

Hanover Insurance Group, Inc.

    5,694,298  
  111,976    

Reinsurance Group of America, Inc.

    14,001,479  
  213,923    

Unum Group

    9,911,053  
  301,599    

XL Group Ltd.

    12,621,918  
   

 

 

 
      55,089,925  
   

 

 

 
      Materials - 8.6%  
  120,158    

Bemis Co., Inc.

    5,398,699  
  99,940    

Cabot Corp.

    6,015,388  
  119,402    

Celanese Corp. Series A

    10,392,750  
  71,054    

Crown Holdings, Inc.*

    3,985,419  
  195,381    

Louisiana-Pacific Corp.*

    5,029,107  
  138,259    

Methanex Corp.

    6,346,088  
  81,928    

Reliance Steel & Aluminum Co.

    6,457,565  
  135,511    

Westlake Chemical Corp.

    8,435,560  
   

 

 

 
      52,060,576  
   

 

 

 
      Media - 1.4%  
  18,882    

Interpublic Group of Cos., Inc.

    445,049  
  135,117    

John Wiley & Sons, Inc. Class A

    7,120,666  
  34,278    

Quebecor, Inc. Class B

    1,046,382  
   

 

 

 
      8,612,097  
   

 

 

 
      Real Estate - 7.8%  
  93,412    

American Assets Trust, Inc. REIT

    4,000,836  
  107,981    

Equity LifeStyle Properties, Inc. REIT

    8,736,743  
  61,111    

Extra Space Storage, Inc. REIT

    4,615,714  
  115,983    

Forest City Realty Trust, Inc. Class A REIT

    2,621,216  
  24,536    

LaSalle Hotel Properties REIT

    700,748  
  56,130    

Life Storage, Inc. REIT

    4,400,031  
  88,704    

PS Business Parks, Inc. REIT

    10,781,084  
  471,851    

STORE Capital Corp. REIT

    11,319,705  
   

 

 

 
      47,176,077  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.4%  
  281,427    

Microsemi Corp.*

    13,210,184  
  28,910    

Qorvo, Inc.*

    1,966,747  
  230,937    

Silicon Motion Technology Corp. ADR

    11,211,991  
   

 

 

 
      26,388,922  
   

 

 

 
      Software & Services - 4.0%      
  237,422    

Booz Allen Hamilton Holding Corp.

    8,530,572  
  248,751    

SS&C Technologies Holdings, Inc.

    9,139,112  
  74,994    

VeriSign, Inc.*

    6,668,467  
   

 

 

 
      24,338,151  
   

 

 

 
      Technology Hardware & Equipment - 8.4%      
  133,487    

Acacia Communications, Inc.*

    6,119,044  
  223,990    

Arrow Electronics, Inc.*

    15,791,295  
  252,806    

CommScope Holding Co., Inc.*

    10,627,964  
  85,536    

Harris Corp.

    9,570,623  
  229,376    

Keysight Technologies, Inc.*

    8,585,544  
   

 

 

 
      50,694,470  
   

 

 

 
      Telecommunication Services - 1.0%      
  110,404    

Millicom International Cellular S.A.

    6,049,289  
   

 

 

 
      Transportation - 3.9%      
  148,281    

Genesee & Wyoming, Inc. Class A*

    10,047,521  
  294,261    

Knight Transportation, Inc.

    10,093,152  
  127,826    

Schneider National, Inc. Class B*

    2,426,137  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  65  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 98.0% - (continued)  
      Transportation - 3.9% - (continued)      
  37,800    

Swift Transportation Co.*

  $ 929,124  
   

 

 

 
      23,495,934  
   

 

 

 
      Utilities - 5.3%      
  265,623    

Alliant Energy Corp.

    10,444,296  
  203,506    

Great Plains Energy, Inc.

    6,021,743  
  303,275    

UGI Corp.

    15,212,274  
   

 

 

 
      31,678,313  
   

 

 

 
 

Total Common Stocks
(cost $514,328,659)

  $ 590,751,027  
   

 

 

 
 

Total Long-Term Investments
(cost $514,328,659)

  $ 590,751,027  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.9%      
      Other Investment Pools & Funds - 1.9%  
  11,203,076    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 11,203,076  
   

 

 

 
 

Total Short-Term Investments
(cost $11,203,076)

  $ 11,203,076  
   

 

 

 
 

Total Investments
(cost $525,531,735)^

    99.9    $ 601,954,103  
 

Other Assets and Liabilities

    0.1      486,939  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 602,441,042  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  66  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 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

   $ 94,280,417  

Unrealized Depreciation

         (17,858,049
  

 

 

 

Net Unrealized Appreciation

   $ 76,422,368  
  

 

 

 

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  67  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 11,266,697      $ 11,266,697      $      $  

Banks

     77,115,485        77,115,485                

Capital Goods

     44,635,492        36,158,619        8,476,873         

Commercial & Professional Services

     9,106,695        9,106,695                

Consumer Durables & Apparel

     24,435,473        17,927,164        6,508,309         

Consumer Services

     10,552,321        10,552,321                

Diversified Financials

     3,187,369        3,187,369                

Energy

     40,626,000        40,626,000                

Food, Beverage & Tobacco

     13,785,294        13,785,294                

Health Care Equipment & Services

     30,456,447        30,456,447                

Insurance

     55,089,925        55,089,925                

Materials

     52,060,576        52,060,576                

Media

     8,612,097        8,612,097                

Real Estate

     47,176,077        47,176,077                

Semiconductors & Semiconductor Equipment

     26,388,922        26,388,922                

Software & Services

     24,338,151        24,338,151                

Technology Hardware & Equipment

     50,694,470        50,694,470                

Telecommunication Services

     6,049,289               6,049,289         

Transportation

     23,495,934        23,495,934                

Utilities

     31,678,313        31,678,313                

Short-Term Investments

     11,203,076        11,203,076                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     601,954,103      $   580,919,632      $     21,034,471      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  68  

 


Hartford Small Cap Core Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.4%  
      Automobiles & Components - 1.4%  
  28,688    

Cooper Tire & Rubber Co.

  $ 1,098,750  
  4,386    

Cooper-Standard Holding, Inc.*

    495,925  
  4,534    

LCI Industries

    458,614  
  15,766    

Superior Industries International, Inc.

    342,911  
   

 

 

 
      2,396,200  
   

 

 

 
      Banks - 9.7%  
  52,763    

Banco Latinoamericano de Comercio Exterior S.A. ADR

    1,513,243  
  29,887    

Berkshire Hills Bancorp, Inc.

    1,120,763  
  15,858    

BofI Holding, Inc.*

    378,848  
  15,529    

Customers Bancorp, Inc.*

    480,312  
  16,920    

Essent Group Ltd.*

    626,209  
  29,697    

Fidelity Southern Corp.

    668,776  
  270,364    

First BanCorp*

    1,589,740  
  8,391    

First Merchants Corp.

    347,220  
  104,015    

First NBC Bank Holding Co.*

    275,640  
  21,481    

Flagstar Bancorp, Inc.*

    628,104  
  16,855    

Hancock Holding Co.

    787,129  
  21,872    

Hilltop Holdings, Inc.

    608,260  
  25,471    

HomeStreet, Inc.*

    662,246  
  9,600    

Hope Bancorp, Inc.

    175,776  
  10,742    

LegacyTexas Financial Group, Inc.

    406,155  
  9,971    

MainSource Financial Group, Inc.

    341,008  
  51,293    

MGIC Investment Corp.*

    540,628  
  28,228    

Nationstar Mortgage Holdings, Inc.*

    454,753  
  64,979    

Ocwen Financial Corp.*

    148,802  
  26,545    

Old National Bancorp

    445,956  
  6,615    

Pacific Premier Bancorp, Inc.*

    241,778  
  48,007    

Popular, Inc.

    2,011,973  
  19,643    

Radian Group, Inc.

    331,574  
  23,556    

Sterling Bancorp

    547,677  
  5,358    

Texas Capital Bancshares, Inc.*

    407,744  
  18,831    

Umpqua Holdings Corp.

    332,744  
  18,593    

Walker & Dunlop, Inc.*

    833,896  
   

 

 

 
      16,906,954  
   

 

 

 
      Capital Goods - 7.6%  
  10,860    

American Railcar Industries, Inc.

    455,577  
  5,457    

American Woodmark Corp.*

    501,498  
  6,188    

Applied Industrial Technologies, Inc.

    396,032  
  7,967    

Argan, Inc.

    532,594  
  3,600    

Astec Industries, Inc.

    228,060  
  9,800    

Briggs & Stratton Corp.

    244,902  
  20,881    

Chart Industries, Inc.*

    762,365  
  4,900    

Comfort Systems USA, Inc.

    179,830  
  21,877    

Continental Building Products, Inc.*

    532,705  
  8,765    

Encore Wire Corp.

    387,413  
  6,296    

EnerSys

    523,260  
  8,659    

Generac Holdings, Inc.*

    304,537  
  12,584    

Gibraltar Industries, Inc.*

    493,922  
  14,953    

Greenbrier Cos., Inc.

    649,708  
  6,375    

Insteel Industries, Inc.

    221,914  
  10,144    

LB Foster Co. Class A

    144,045  
  3,287    

Lydall, Inc.*

    172,239  
  13,678    

MasTec, Inc.*

    603,884  
  28,854    

Meritor, Inc.*

    513,890  
  39,970    

MRC Global, Inc.*

    728,653  
  20,981    

Navistar International Corp.*

    564,599  
  10,695    

NOW, Inc.*

    181,922  
  5,713    

Patrick Industries, Inc.*

    405,909  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.4% - (continued)  
      Capital Goods - 7.6% - (continued)  
  15,783    

Rush Enterprises, Inc. Class A*

  $ 595,808  
  18,990    

Supreme Industries, Inc. Class A

    380,559  
  4,200    

Timken Co.

    202,650  
  18,629    

Trex Co., Inc.*

    1,363,456  
  4,004    

Universal Forest Products, Inc.

    381,541  
  21,415    

Wabash National Corp.

    487,834  
   

 

 

 
      13,141,306  
   

 

 

 
      Commercial & Professional Services - 4.1%  
  55,649    

ACCO Brands Corp.*

    792,998  
  6,931    

Brink’s Co.

    425,563  
  3,200    

Deluxe Corp.

    230,112  
  23,189    

Ennis, Inc.

    408,126  
  30,199    

Essendant, Inc.

    504,323  
  6,608    

HNI Corp.

    308,990  
  2,223    

Insperity, Inc.

    203,071  
  46,869    

Quad/Graphics, Inc.

    1,230,780  
  47,566    

RPX Corp.*

    610,748  
  22,815    

Steelcase, Inc. Class A

    388,996  
  23,642    

TriNet Group, Inc.*

    695,075  
  21,132    

TrueBlue, Inc.*

    577,960  
  9,598    

WageWorks, Inc.*

    708,333  
   

 

 

 
      7,085,075  
   

 

 

 
      Consumer Durables & Apparel - 1.6%  
  35,850    

Beazer Homes USA, Inc.*

    444,898  
  6,034    

CSS Industries, Inc.

    159,056  
  163,446    

Hovnanian Enterprises, Inc. Class A*

    382,464  
  11,985    

iRobot Corp.*

    955,684  
  7,900    

La-Z-Boy, Inc.

    220,410  
  11,769    

Movado Group, Inc.

    275,395  
  6,926    

Sturm Ruger & Co., Inc.

    418,677  
   

 

 

 
      2,856,584  
   

 

 

 
      Consumer Services - 5.2%  
  19,512    

American Public Education, Inc.*

    431,215  
  9,785    

BJ’s Restaurants, Inc.*

    441,303  
  2,700    

Bob Evans Farms, Inc.

    180,198  
  3,004    

Buffalo Wild Wings, Inc.*

    473,280  
  17,500    

Caesars Entertainment Corp.*

    194,250  
  19,459    

Capella Education Co.

    1,854,443  
  7,996    

Cheesecake Factory, Inc.

    513,023  
  7,994    

Dave & Buster’s Entertainment, Inc.*

    511,696  
  10,749    

DeVry Education Group, Inc.

    406,850  
  10,285    

Grand Canyon Education, Inc.*

    773,021  
  22,549    

International Speedway Corp. Class A

    836,568  
  5,006    

Papa John’s International, Inc.

    395,774  
  59,765    

Scientific Games Corp. Class A*

    1,419,419  
  14,395    

Sotheby’s*

    681,747  
   

 

 

 
      9,112,787  
   

 

 

 
      Diversified Financials - 6.1%  
  27,536    

AG Mortgage Investment Trust, Inc. REIT

    521,807  
  47,074    

Apollo Commercial Real Estate Finance, Inc. REIT

    908,057  
  31,113    

Arlington Asset Investment Corp. Class A

    453,005  
  20,572    

ARMOUR Residential, Inc. REIT

    495,168  
  23,635    

Chimera Investment Corp. REIT

    481,209  
  51,205    

CYS Investments, Inc. REIT

    436,779  
  3,000    

Evercore Partners, Inc. Class A

    221,250  
  40,728    

Invesco Mortgage Capital, Inc. REIT

    664,274  
  20,714    

Ladder Capital Corp. REIT

    303,046  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  69  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.4% - (continued)  
      Diversified Financials - 6.1% - (continued)  
  55,548    

MFA Financial, Inc. REIT

  $ 461,604  
  21,722    

MTGE Investment Corp. REIT

    390,996  
  22,212    

Nelnet, Inc. Class A

    999,762  
  67,065    

New York Mortgage Trust, Inc. REIT

    429,887  
  68,241    

PennyMac Mortgage Investment Trust REIT

    1,220,149  
  9,102    

Piper Jaffray Cos.

    569,785  
  28,139    

Redwood Trust, Inc. REIT

    480,333  
  90,555    

Two Harbors Investment Corp. REIT

    904,644  
  29,307    

Western Asset Mortgage Capital Corp. REIT

    308,603  
  6,699    

World Acceptance Corp.*

    354,377  
   

 

 

 
      10,604,735  
   

 

 

 
      Energy - 3.5%      
  53,502    

Archrock, Inc.

    631,324  
  21,429    

CVR Energy, Inc.

    469,081  
  18,246    

Delek US Holdings, Inc.

    439,181  
  15,286    

Exterran Corp.*

    418,378  
  64,736    

McDermott International, Inc.*

    423,373  
  164,525    

Northern Oil and Gas, Inc.*

    370,181  
  15,196    

Patterson-UTI Energy, Inc.

    328,917  
  63,050    

Pioneer Energy Services Corp.*

    192,303  
  10,775    

REX American Resources Corp.*

    1,020,177  
  59,280    

Sanchez Energy Corp.*

    458,827  
  18,300    

Ship Finance International Ltd.

    257,115  
  34,837    

Unit Corp.*

    748,647  
  33,198    

Westmoreland Coal Co.*

    353,891  
   

 

 

 
      6,111,395  
   

 

 

 
      Food & Staples Retailing - 0.7%  
  2,900    

Ingles Markets, Inc. Class A

    135,430  
  21,821    

SpartanNash Co.

    803,013  
  7,471    

United Natural Foods, Inc.*

    310,270  
   

 

 

 
      1,248,713  
   

 

 

 
      Food, Beverage & Tobacco - 2.6%  
  12,070    

Fresh Del Monte Produce, Inc.

    739,891  
  11,377    

John B Sanfilippo & Son, Inc.

    836,209  
  7,137    

National Beverage Corp.

    632,267  
  24,797    

Omega Protein Corp.

    499,659  
  6,838    

Sanderson Farms, Inc.

    791,704  
  13,086    

Universal Corp.

    961,167  
   

 

 

 
      4,460,897  
   

 

 

 
      Health Care Equipment & Services - 6.0%  
  37,815    

AngioDynamics, Inc.*

    586,889  
  25,907    

Cardiovascular Systems, Inc.*

    773,842  
  3,703    

Chemed Corp.

    745,710  
  9,879    

Glaukos Corp.*

    469,549  
  14,702    

Globus Medical, Inc. Class A*

    445,912  
  10,929    

Haemonetics Corp.*

    457,706  
  15,962    

HealthEquity, Inc.*

    726,590  
  4,900    

Integer Holdings Corp.*

    180,075  
  26,027    

Masimo Corp.*

    2,674,014  
  82,329    

OraSure Technologies, Inc.*

    1,079,333  
  13,798    

Tivity Health, Inc.*

    463,613  
  39,396    

Triple-S Management Corp. Class B*

    713,068  
  7,592    

WellCare Health Plans, Inc.*

    1,164,689  
   

 

 

 
      10,480,990  
   

 

 

 
      Household & Personal Products - 0.9%  
  9,272    

Medifast, Inc.

    429,479  
  11,618    

Nu Skin Enterprises, Inc. Class A

    641,662  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.4% - (continued)  
      Household & Personal Products - 0.9% - (continued)  
  9,710    

Usana Health Sciences, Inc.*

  $ 552,014  
   

 

 

 
      1,623,155  
   

 

 

 
      Insurance - 3.1%  
  50,924    

Ambac Financial Group, Inc.*

    989,453  
  19,995    

American Equity Investment Life Holding Co.

    474,282  
  6,294    

Aspen Insurance Holdings Ltd.

    329,491  
  39,387    

Assured Guaranty Ltd.

    1,501,826  
  22,420    

CNO Financial Group, Inc.

    472,389  
  8,500    

Fidelity & Guaranty Life

    241,825  
  36,775    

Greenlight Capital Re Ltd. Class A*

    792,501  
  32,525    

Maiden Holdings Ltd.

    401,684  
  32,237    

MBIA, Inc.*

    270,791  
   

 

 

 
      5,474,242  
   

 

 

 
      Materials - 5.7%  
  10,339    

A Schulman, Inc.

    327,229  
  6,199    

Cabot Corp.

    373,118  
  44,843    

Chemours Co.

    1,806,725  
  4,700    

Clearwater Paper Corp.*

    228,420  
  57,577    

Cliffs Natural Resources, Inc.*

    386,917  
  41,210    

Domtar Corp.

    1,633,977  
  15,238    

Innophos Holdings, Inc.

    730,510  
  18,230    

KapStone Paper & Packaging Corp.

    384,471  
  13,903    

Koppers Holdings, Inc.*

    590,182  
  17,761    

Louisiana-Pacific Corp.*

    457,168  
  24,235    

Mercer International, Inc.

    295,667  
  6,935    

Stepan Co.

    588,088  
  39,601    

SunCoke Energy, Inc.*

    363,141  
  12,586    

Trinseo S.A.

    835,710  
  39,144    

Tronox Ltd. Class A

    646,267  
  5,967    

Worthington Industries, Inc.

    259,565  
   

 

 

 
      9,907,155  
   

 

 

 
      Media - 0.5%  
  90,775    

Gannett Co., Inc.

    758,879  
  13,900    

New Media Investment Group, Inc.

    182,924  
   

 

 

 
      941,803  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 8.9%  
  15,686    

AMAG Pharmaceuticals, Inc.*

    382,738  
  12,724    

Amphastar Pharmaceuticals, Inc.*

    192,132  
  70,411    

Array BioPharma, Inc.*

    610,463  
  10,212    

BioSpecifics Technologies Corp.*

    579,327  
  19,140    

Blueprint Medicines Corp.*

    891,541  
  6,578    

Cambrex Corp.*

    390,404  
  94,688    

Corcept Therapeutics, Inc.*

    903,324  
  6,292    

Eagle Pharmaceuticals, Inc.*

    569,992  
  12,504    

Enanta Pharmaceuticals, Inc.*

    397,002  
  5,000    

Esperion Therapeutics, Inc.*

    178,750  
  95,001    

Exelixis, Inc.*

    2,128,023  
  34,629    

FibroGen, Inc.*

    969,612  
  12,800    

Halozyme Therapeutics, Inc.*

    178,432  
  30,900    

Immunomedics, Inc.*

    177,057  
  52,700    

Innoviva, Inc.*

    621,070  
  18,746    

Luminex Corp.

    352,987  
  279,167    

PDL BioPharma, Inc.

    628,126  
  12,252    

PRA Health Sciences, Inc.*

    783,638  
  10,043    

Prestige Brands Holdings, Inc.*

    576,569  
  85,513    

Progenics Pharmaceuticals, Inc.*

    677,263  
  16,000    

PTC Therapeutics, Inc.*

    194,400  
  42,076    

Seres Therapeutics, Inc.*

    413,607  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  70  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.4% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 8.9% -
(continued)
 
  31,814    

Supernus Pharmaceuticals, Inc.*

  $ 1,037,136  
  27,917    

Versartis, Inc.*

    513,673  
  41,699    

Xencor, Inc.*

    1,070,413  
   

 

 

 
      15,417,679  
   

 

 

 
      Real Estate - 8.4%  
  12,100    

Altisource Residential Corp. REIT

    173,998  
  130,426    

Brandywine Realty Trust REIT

    2,213,329  
  10,300    

CareTrust, Inc. REIT

    175,306  
  108,077    

CBL & Associates Properties, Inc. REIT

    999,712  
  39,502    

DiamondRock Hospitality Co. REIT

    434,917  
  18,861    

Franklin Street Properties Corp. REIT

    228,784  
  5,300    

Geo Group, Inc. REIT

    176,596  
  29,366    

Global Net Lease, Inc. REIT

    693,919  
  23,691    

Government Properties Income Trust REIT

    505,092  
  9,900    

Hospitality Properties Trust REIT

    315,117  
  57,060    

Lexington Realty Trust REIT

    580,300  
  83,010    

Mack-Cali Realty Corp. REIT

    2,245,421  
  10,438    

Physicians Realty Trust REIT

    205,002  
  22,844    

Piedmont Office Realty Trust, Inc. Class A, REIT

    499,141  
  21,415    

Ramco-Gershenson Properties Trust REIT

    285,462  
  19,584    

RLJ Lodging Trust REIT

    420,860  
  88,041    

Select Income REIT

    2,206,307  
  39,009    

Summit Hotel Properties, Inc. REIT

    644,819  
  118,431    

Washington Prime Group, Inc. REIT

    1,042,193  
  30,095    

Xenia Hotels & Resorts, Inc. REIT

    525,459  
   

 

 

 
      14,571,734  
   

 

 

 
      Retailing - 4.4%  
  17,724    

Aaron’s, Inc.

    637,001  
  25,122    

Barnes & Noble, Inc.

    214,793  
  23,379    

Big 5 Sporting Goods Corp.

    360,037  
  7,796    

Big Lots, Inc.

    393,620  
  8,000    

Buckle, Inc.

    149,600  
  31,682    

Chico’s FAS, Inc.

    437,845  
  7,200    

Children’s Place, Inc.

    826,560  
  1,945    

Dillard’s, Inc. Class A

    107,695  
  16,487    

Finish Line, Inc. Class A

    260,659  
  66,705    

Francescas Holding Corp.*

    1,052,605  
  14,276    

Nutrisystem, Inc.

    763,052  
  26,344    

PetMed Express, Inc.

    608,546  
  65,721    

Pier 1 Imports, Inc.

    442,960  
  24,430    

Select Comfort Corp.*

    754,887  
  8,727    

Shutterfly, Inc.*

    452,931  
  21,880    

Tailored Brands, Inc.

    269,780  
   

 

 

 
      7,732,571  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 5.1%  
  19,647    

Advanced Energy Industries, Inc.*

    1,449,949  
  31,634    

Advanced Micro Devices, Inc.*

    420,732  
  8,001    

Ambarella, Inc.*

    449,816  
  73,936    

Amkor Technology, Inc.*

    870,966  
  20,080    

Brooks Automation, Inc.

    507,221  
  7,156    

Entegris, Inc.*

    177,469  
  15,501    

MaxLinear, Inc. Class A*

    431,393  
  106,646    

Photronics, Inc.*

    1,226,429  
  26,255    

Rudolph Technologies, Inc.*

    643,248  
  61,631    

Teradyne, Inc.

    2,173,725  
  27,176    

Ultra Clean Holdings, Inc.*

    522,866  
   

 

 

 
      8,873,814  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.4% - (continued)  
      Software & Services - 4.2%  
  13,235    

Barracuda Networks, Inc.*

  $ 269,068  
  33,776    

Blucora, Inc.*

    623,167  
  20,477    

Carbonite, Inc.*

    442,303  
  13,909    

Cardtronics plc Class A*

    578,336  
  24,794    

CommVault Systems, Inc.*

    1,250,857  
  18,618    

Convergys Corp.

    419,091  
  11,268    

LogMeIn, Inc.

    1,273,284  
  2,900    

MAXIMUS, Inc.

    176,871  
  39,917    

Net 1 UEPS Technologies, Inc.*

    432,301  
  15,455    

Progress Software Corp.

    459,323  
  24,091    

Sykes Enterprises, Inc.*

    718,153  
  54,582    

Unisys Corp.*

    616,777  
   

 

 

 
      7,259,531  
   

 

 

 
      Technology Hardware & Equipment - 5.7%  
  2,700    

Anixter International, Inc.*

    220,185  
  9,532    

Applied Optoelectronics, Inc.*

    470,785  
  23,162    

Benchmark Electronics, Inc.*

    734,235  
  72,878    

Extreme Networks, Inc.*

    569,542  
  5,000    

Insight Enterprises, Inc.*

    210,500  
  2,325    

InterDigital, Inc.

    209,017  
  9,496    

Methode Electronics, Inc.

    423,047  
  11,354    

NetScout Systems, Inc.*

    427,478  
  4,058    

Rogers Corp.*

    417,731  
  58,998    

Sanmina Corp.*

    2,197,675  
  5,842    

SYNNEX Corp.

    633,448  
  6,615    

Tech Data Corp.*

    632,725  
  38,018    

TTM Technologies, Inc.*

    636,041  
  22,882    

Ubiquiti Networks, Inc.*

    1,178,881  
  40,234    

Viavi Solutions, Inc.*

    402,340  
  38,296    

Vishay Intertechnology, Inc.

    626,140  
   

 

 

 
      9,989,770  
   

 

 

 
      Telecommunication Services - 0.9%  
  10,526    

ATN International, Inc.

    728,294  
  27,281    

Telephone & Data Systems, Inc.

    749,136  
   

 

 

 
      1,477,430  
   

 

 

 
      Transportation - 1.7%  
  1,481    

Allegiant Travel Co.

    215,337  
  41,460    

Hawaiian Holdings, Inc.*

    2,251,278  
  9,134    

Saia, Inc.*

    439,802  
   

 

 

 
      2,906,417  
   

 

 

 
      Utilities - 1.4%  
  24,758    

ONE Gas, Inc.

    1,704,093  
  8,252    

Southwest Gas Holdings, Inc.

    691,188  
   

 

 

 
      2,395,281  
   

 

 

 
 

Total Common Stocks
(cost $146,896,350)

  $ 172,976,218  
   

 

 

 
 

Total Long-Term Investments
(cost $146,896,350)

  $ 172,976,218  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  71  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 0.8%  
      Other Investment Pools & Funds - 0.8%  
  1,400,816    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 1,400,816  
   

 

 

 
 

Total Short-Term Investments
(cost $1,400,816)

  $ 1,400,816  
   

 

 

 
 

Total Investments
(cost $148,297,166)^

    100.2    $ 174,377,034  
 

Other Assets and Liabilities

    (0.2 )%       (355,407
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     174,021,627  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  72  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

   $ 33,627,900  

Unrealized Depreciation

     (7,548,032
  

 

 

 

Net Unrealized Appreciation

   $     26,079,868  
  

 

 

 

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  73  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 2,396,200      $ 2,396,200      $      $  

Banks

     16,906,954        16,906,954                

Capital Goods

     13,141,306        13,141,306                

Commercial & Professional Services

     7,085,075        7,085,075                

Consumer Durables & Apparel

     2,856,584        2,856,584                

Consumer Services

     9,112,787        9,112,787                

Diversified Financials

     10,604,735        10,604,735                

Energy

     6,111,395        6,111,395                

Food & Staples Retailing

     1,248,713        1,248,713                

Food, Beverage & Tobacco

     4,460,897        4,460,897                

Health Care Equipment & Services

     10,480,990        10,480,990                

Household & Personal Products

     1,623,155        1,623,155                

Insurance

     5,474,242        5,474,242                

Materials

     9,907,155        9,907,155                

Media

     941,803        941,803                

Pharmaceuticals, Biotechnology & Life Sciences

     15,417,679        15,417,679                

Real Estate

     14,571,734        14,571,734                

Retailing

     7,732,571        7,732,571                

Semiconductors & Semiconductor Equipment

     8,873,814        8,873,814                

Software & Services

     7,259,531        7,259,531                

Technology Hardware & Equipment

     9,989,770        9,989,770                

Telecommunication Services

     1,477,430        1,477,430                

Transportation

     2,906,417        2,906,417                

Utilities

     2,395,281        2,395,281                

Short-Term Investments

     1,400,816        1,400,816                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     174,377,034      $     174,377,034      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  74  

 


The Hartford Small Cap Growth Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.9%  
      Automobiles & Components - 1.8%  
  36,088    

American Axle & Manufacturing Holdings, Inc.*

  $ 634,788  
  6,958    

Cooper Tire & Rubber Co.

    266,492  
  8,454    

Cooper-Standard Holding, Inc.*

    955,894  
  5,706    

LCI Industries

    577,162  
  165,076    

Tenneco, Inc.

    10,404,740  
  47,414    

Visteon Corp.*

    4,881,271  
   

 

 

 
      17,720,347  
   

 

 

 
      Banks - 4.0%  
  12,827    

BofI Holding, Inc.*

    306,437  
  33,383    

Essent Group Ltd.*

    1,235,505  
  79,242    

FCB Financial Holdings, Inc. Class A*

    3,744,185  
  91,774    

First Hawaiian, Inc.

    2,732,112  
  171,725    

First Merchants Corp.

    7,105,980  
  97,352    

Great Western Bancorp, Inc.

    4,010,902  
  72,988    

IBERIABANK Corp.

    5,791,598  
  372,658    

MGIC Investment Corp.*

    3,927,815  
  94,010    

Sandy Spring Bancorp, Inc.

    4,065,933  
  240,742    

Sterling Bancorp

    5,597,251  
   

 

 

 
      38,517,718  
   

 

 

 
      Capital Goods - 10.5%  
  163,651    

AAON, Inc.

    5,997,809  
  12,478    

Aegion Corp.*

    284,748  
  159,138    

Altra Industrial Motion Corp.

    7,025,943  
  76,441    

American Woodmark Corp.*

    7,024,928  
  11,348    

Argan, Inc.

    758,614  
  104,060    

Armstrong World Industries, Inc.*

    4,864,805  
  99,918    

Astronics Corp.*

    3,248,334  
  11,963    

Axon Enterprise, Inc.*

    294,050  
  99,742    

AZZ, Inc.

    5,889,765  
  8,800    

Caesarstone Ltd.*

    349,360  
  49,625    

Continental Building Products, Inc.*

    1,208,369  
  7,434    

Encore Wire Corp.

    328,583  
  9,243    

EnerSys

    768,186  
  55,766    

Esterline Technologies Corp.*

    5,099,801  
  169,651    

Generac Holdings, Inc.*

    5,966,626  
  20,906    

Gibraltar Industries, Inc.*

    820,560  
  25,974    

Global Brass & Copper Holdings, Inc.

    925,973  
  12,100    

Greenbrier Cos., Inc.

    525,745  
  82,041    

Heico Corp. Class A

    5,029,129  
  13,136    

Hyster-Yale Materials Handling, Inc.

    789,605  
  18,065    

Insteel Industries, Inc.

    628,843  
  103,990    

ITT, Inc.

    4,381,099  
  44,800    

JELD-WEN Holding, Inc.*

    1,479,744  
  13,348    

Lennox International, Inc.

    2,207,626  
  5,443    

Lydall, Inc.*

    285,213  
  38,229    

MasTec, Inc.*

    1,687,810  
  106,966    

Meritor, Inc.*

    1,905,064  
  142,579    

Milacron Holdings Corp.*

    2,683,337  
  51,275    

MRC Global, Inc.*

    934,743  
  35,185    

Navistar International Corp.*

    946,828  
  186,476    

Rexnord Corp.*

    4,550,014  
  99,886    

SiteOne Landscape Supply, Inc.*

    4,775,550  
  56,040    

Teledyne Technologies, Inc.*

    7,555,873  
  55,593    

Toro Co.

    3,609,097  
  35,711    

Trex Co., Inc.*

    2,613,688  
  11,669    

Univar, Inc.*

    348,320  
  11,296    

Universal Forest Products, Inc.

    1,076,396  
  35,746    

Wabash National Corp.

    814,294  
  146,013    

Welbilt, Inc.*

    2,993,266  
   

 

 

 
      102,677,738  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.9% - (continued)  
      Commercial & Professional Services - 4.6%  
  78,045    

Brink’s Co.

  $ 4,791,963  
  100,428    

Deluxe Corp.

    7,221,777  
  103,463    

Exponent, Inc.

    6,326,762  
  65,346    

GP Strategies Corp.*

    1,770,877  
  29,730    

Herman Miller, Inc.

    984,063  
  6,768    

HNI Corp.

    316,472  
  92,053    

Huron Consulting Group, Inc.*

    4,096,359  
  9,203    

Insperity, Inc.

    840,694  
  147,859    

On Assignment, Inc.*

    7,654,660  
  31,731    

Quad/Graphics, Inc.

    833,256  
  71,975    

RPX Corp.*

    924,159  
  21,970    

Steelcase, Inc. Class A

    374,589  
  47,664    

TriNet Group, Inc.*

    1,401,322  
  104,383    

WageWorks, Inc.*

    7,703,465  
   

 

 

 
      45,240,418  
   

 

 

 
      Consumer Durables & Apparel - 4.0%  
  67,307    

Carter’s, Inc.

    6,194,936  
  2,921    

Helen of Troy Ltd.*

    274,574  
  13,630    

iRobot Corp.*

    1,086,856  
  231,972    

Kate Spade & Co.*

    4,036,313  
  23,858    

La-Z-Boy, Inc.

    665,638  
  68,405    

Oxford Industries, Inc.

    3,966,122  
  197,080    

Steven Madden Ltd.*

    7,498,894  
  9,234    

Sturm Ruger & Co., Inc.

    558,196  
  170,622    

TopBuild Corp.*

    8,734,140  
  238,633    

Wolverine World Wide, Inc.

    5,753,442  
   

 

 

 
      38,769,111  
   

 

 

 
      Consumer Services - 5.1%  
  23,700    

American Public Education, Inc.*

    523,770  
  6,236    

BJ’s Restaurants, Inc.*

    281,244  
  331,269    

Bloomin’ Brands, Inc.

    7,185,225  
  5,880    

Buffalo Wild Wings, Inc.*

    926,394  
  21,391    

Capella Education Co.

    2,038,562  
  22,652    

Cheesecake Factory, Inc.

    1,453,352  
  7,363    

Dave & Buster’s Entertainment, Inc.*

    471,306  
  15,532    

DeVry Education Group, Inc.

    587,886  
  12,054    

Domino’s Pizza, Inc.

    2,186,475  
  119,332    

Dunkin’ Brands Group, Inc.

    6,665,885  
  15,815    

Grand Canyon Education, Inc.*

    1,188,655  
  350,509    

La Quinta Holdings, Inc.*

    4,945,682  
  73,654    

Marriott Vacations Worldwide Corp.

    8,115,198  
  51,984    

Papa John’s International, Inc.

    4,109,855  
  61,112    

Scientific Games Corp. Class A*

    1,451,410  
  23,364    

Sotheby’s*

    1,106,519  
  8,003    

Strayer Education, Inc.

    693,940  
  6,079    

Texas Roadhouse, Inc.

    284,984  
  189,051    

Wingstop, Inc.

    5,563,771  
   

 

 

 
      49,780,113  
   

 

 

 
      Diversified Financials - 1.7%  
  27,700    

BGC Partners, Inc. Class A

    315,226  
  119,829    

Evercore Partners, Inc. Class A

    8,837,389  
  119,987    

Financial Engines, Inc.

    5,099,448  
  10,890    

Green Dot Corp. Class A*

    373,418  
  68,954    

OneMain Holdings, Inc.*

    1,608,007  
   

 

 

 
      16,233,488  
   

 

 

 
      Energy - 1.8%  
  10,166    

Carrizo Oil & Gas, Inc.*

    255,675  
  17,742    

CVR Energy, Inc.

    388,372  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  75  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.9% - (continued)  
      Energy - 1.8% - (continued)  
  61,750    

PDC Energy, Inc.*

  $ 3,410,453  
  62,277    

Pioneer Energy Services Corp.*

    189,945  
  214,900    

ProPetro Holding Corp.*

    2,911,895  
  83,800    

Resolute Energy Corp.*

    3,138,310  
  15,558    

REX American Resources Corp.*

    1,473,031  
  76,563    

RSP Permian, Inc.*

    2,913,222  
  93,000    

Sanchez Energy Corp.*

    719,820  
  216,900    

WildHorse Resource Development Corp.*

    2,366,379  
   

 

 

 
      17,767,102  
   

 

 

 
      Food & Staples Retailing - 1.3%  
  52,013    

Casey’s General Stores, Inc.

    5,829,097  
  6,470    

Ingles Markets, Inc. Class A

    302,149  
  72,810    

PriceSmart, Inc.

    6,330,829  
   

 

 

 
      12,462,075  
   

 

 

 
      Food, Beverage & Tobacco - 2.0%  
  16,136    

Fresh Del Monte Produce, Inc.

    989,137  
  324,088    

Hostess Brands, Inc.*

    5,554,868  
  15,191    

National Beverage Corp.

    1,345,771  
  53,528    

Pilgrim’s Pride Corp.

    1,389,587  
  39,863    

Post Holdings, Inc.*

    3,356,066  
  8,073    

Sanderson Farms, Inc.

    934,692  
  63,692    

TreeHouse Foods, Inc.*

    5,579,419  
   

 

 

 
      19,149,540  
   

 

 

 
      Health Care Equipment & Services - 8.8%  
  133,899    

Acadia Healthcare Co., Inc.*

    5,835,318  
  120,773    

Anika Therapeutics, Inc.*

    5,571,258  
  11,731    

Atrion Corp.

    6,066,100  
  160,692    

Cardiovascular Systems, Inc.*

    4,799,870  
  3,255    

Chemed Corp.

    655,492  
  16,133    

Glaukos Corp.*

    766,801  
  231,722    

Globus Medical, Inc. Class A*

    7,028,128  
  30,012    

HealthEquity, Inc.*

    1,366,146  
  63,370    

HMS Holdings Corp.*

    1,297,184  
  45,011    

ICU Medical, Inc.*

    6,922,692  
  6,400    

Inogen, Inc.*

    530,496  
  113,297    

Integra LifeSciences Holdings Corp.*

    5,208,263  
  6,234    

Magellan Health, Inc.*

    428,899  
  31,559    

Masimo Corp.*

    3,242,372  
  11,170    

Medidata Solutions, Inc.*

    730,853  
  225,561    

Natus Medical, Inc.*

    7,894,635  
  61,128    

NuVasive, Inc.*

    4,432,391  
  152,149    

Omnicell, Inc.*

    6,298,969  
  33,388    

OraSure Technologies, Inc.*

    437,717  
  121,130    

Orthofix International N.V.*

    4,790,692  
  48,600    

Triple-S Management Corp. Class B*

    879,660  
  57,540    

U.S. Physical Therapy, Inc.

    3,774,624  
  42,665    

WellCare Health Plans, Inc.*

    6,545,238  
   

 

 

 
      85,503,798  
   

 

 

 
      Household & Personal Products - 0.2%  
  15,413    

Medifast, Inc.

    713,930  
  15,360    

Usana Health Sciences, Inc.*

    873,216  
   

 

 

 
      1,587,146  
   

 

 

 
      Insurance - 1.4%  
  59,533    

Ambac Financial Group, Inc.*

    1,156,726  
  65,490    

AMERISAFE, Inc.

    3,768,950  
  47,625    

Greenlight Capital Re Ltd. Class A*

    1,026,319  
  115,229    

James River Group Holdings Ltd.

    5,019,375  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.9% - (continued)  
      Insurance - 1.4% - (continued)  
  91,927    

Maiden Holdings Ltd.

  $ 1,135,298  
  24,935    

MBIA, Inc.*

    209,454  
  3,760    

Primerica, Inc.

    315,088  
  38,171    

Universal Insurance Holdings, Inc.

    994,355  
   

 

 

 
      13,625,565  
   

 

 

 
      Materials - 4.3%  
  149,387    

Boise Cascade Co.*

    4,556,303  
  59,899    

Chemours Co.

    2,413,331  
  20,066    

Clearwater Paper Corp.*

    975,208  
  65,300    

Cliffs Natural Resources, Inc.*

    438,816  
  461,127    

Graphic Packaging Holding Co.

    6,262,105  
  6,215    

Ingevity Corp.*

    392,974  
  4,042    

Innospec, Inc.

    266,772  
  18,643    

KapStone Paper & Packaging Corp.

    393,181  
  23,600    

Koppers Holdings, Inc.*

    1,001,820  
  225,531    

Louisiana-Pacific Corp.*

    5,805,168  
  421,637    

OMNOVA Solutions, Inc.*

    4,005,551  
  199,004    

PolyOne Corp.

    7,802,947  
  28,800    

Rayonier Advanced Materials, Inc.

    381,600  
  17,873    

Stepan Co.

    1,515,630  
  148,586    

Summit Materials, Inc. Class A*

    3,812,717  
  22,806    

Trinseo S.A.

    1,514,318  
  16,993    

Worthington Industries, Inc.

    739,196  
   

 

 

 
      42,277,637  
   

 

 

 
      Media - 0.1%  
  13,162    

MSG Networks, Inc. Class A*

    328,392  
  26,460    

New Media Investment Group, Inc.

    348,214  
   

 

 

 
      676,606  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 11.9%  
  115,956    

Aerie Pharmaceuticals, Inc.*

    5,107,862  
  39,193    

Agios Pharmaceuticals, Inc.*

    1,948,284  
  48,476    

Aimmune Therapeutics, Inc.*

    942,373  
  162,084    

Alder Biopharmaceuticals, Inc.*

    3,249,784  
  76,636    

AMAG Pharmaceuticals, Inc.*

    1,869,918  
  415,270    

Amicus Therapeutics, Inc.*

    3,189,274  
  275,049    

Aratana Therapeutics, Inc.*

    1,705,304  
  146,037    

Array BioPharma, Inc.*

    1,266,141  
  40,260    

BioCryst Pharmaceuticals, Inc.*

    255,248  
  27,192    

BioSpecifics Technologies Corp.*

    1,542,602  
  52,950    

Bluebird Bio, Inc.*

    4,709,903  
  99,899    

Blueprint Medicines Corp.*

    4,653,295  
  106,168    

Calithera Biosciences, Inc.*

    1,151,923  
  15,027    

Cambrex Corp.*

    891,852  
  204,865    

Catalent, Inc.*

    5,998,447  
  131,775    

Coherus Biosciences, Inc.*

    2,530,080  
  54,320    

Cytokinetics, Inc.*

    890,848  
  21,516    

Depomed, Inc.*

    257,977  
  6,539    

Eagle Pharmaceuticals, Inc.*

    592,368  
  9,539    

Emergent Biosolutions, Inc.*

    285,311  
  117,528    

Exelixis, Inc.*

    2,632,627  
  23,868    

FibroGen, Inc.*

    668,304  
  97,664    

Five Prime Therapeutics, Inc.*

    3,404,567  
  133,281    

Flexion Therapeutics, Inc.*

    2,720,265  
  123,760    

GlycoMimetics, Inc.*

    532,168  
  110,077    

INC Research Holdings, Inc. Class A*

    4,953,465  
  115,281    

Innoviva, Inc.*

    1,358,587  
  196,789    

Intersect ENT, Inc.*

    3,738,991  
  90,471    

Ionis Pharmaceuticals, Inc.*

    4,359,798  
  147,290    

Ironwood Pharmaceuticals, Inc.*

    2,403,773  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  76  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.9% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 11.9% -
(continued)
 
  27,600    

Jounce Therapeutics, Inc.*

  $ 781,632  
  71,460    

Lexicon Pharmaceuticals, Inc.*

    1,115,491  
  69,126    

Loxo Oncology, Inc.*

    3,183,944  
  46,671    

Luminex Corp.

    878,815  
  125,768    

Medicines Co.*

    6,202,878  
  19,924    

Myriad Genetics, Inc.*

    366,402  
  83,184    

Neurocrine Biosciences, Inc.*

    4,442,026  
  192,569    

Otonomy, Inc.*

    2,570,796  
  7,185    

Pacira Pharmaceuticals, Inc.*

    348,832  
  10,988    

PAREXEL International Corp.*

    701,364  
  525,265    

PDL BioPharma, Inc.

    1,181,846  
  122,584    

Portola Pharmaceuticals, Inc.*

    4,902,134  
  33,489    

PRA Health Sciences, Inc.*

    2,141,956  
  39,480    

Prestige Brands Holdings, Inc.*

    2,266,547  
  145,301    

Progenics Pharmaceuticals, Inc.*

    1,150,784  
  61,600    

Seres Therapeutics, Inc.*

    605,528  
  34,434    

Sucampo Pharmaceuticals, Inc. Class A*

    349,505  
  63,895    

Supernus Pharmaceuticals, Inc.*

    2,082,977  
  34,512    

TESARO, Inc.*

    5,093,626  
  20,844    

Trevena, Inc.*

    68,160  
  72,737    

Ultragenyx Pharmaceutical, Inc.*

    4,683,535  
  47,883    

Vanda Pharmaceuticals, Inc.*

    730,216  
   

 

 

 
      115,660,333  
   

 

 

 
      Real Estate - 3.4%  
  80,560    

CareTrust, Inc. REIT

    1,371,131  
  102,962    

Coresite Realty Corp. REIT

    10,074,832  
  11,543    

Geo Group, Inc. REIT

    384,596  
  12,333    

Gramercy Property Trust REIT

    342,734  
  181,953    

HFF, Inc. Class A REIT

    5,713,324  
  169,011    

LaSalle Hotel Properties REIT

    4,826,954  
  18,231    

Pennsylvania REIT

    252,500  
  15,880    

Physicians Realty Trust REIT

    311,883  
  7,841    

Potlatch Corp. REIT

    353,237  
  70,317    

RLJ Lodging Trust REIT

    1,511,112  
  14,100    

Sabra Healthcare, Inc. REIT

    383,379  
  14,503    

STAG Industrial, Inc. REIT

    382,299  
  329,871    

Sunstone Hotel Investors, Inc. REIT

    4,911,779  
  9,407    

Urban Edge Properties REIT

    239,879  
  208,152    

Washington Prime Group, Inc. REIT

    1,831,738  
   

 

 

 
      32,891,377  
   

 

 

 
      Retailing - 4.3%  
  14,009    

Big Lots, Inc.

    707,314  
  20,884    

Buckle, Inc.

    390,531  
  49,936    

Burlington Stores, Inc.*

    4,939,669  
  7,741    

Cato Corp. Class A

    174,637  
  63,023    

Chico’s FAS, Inc.

    870,978  
  15,800    

Children’s Place, Inc.

    1,813,840  
  146,082    

Core-Mark Holding Co., Inc.

    5,115,792  
  19,017    

Finish Line, Inc. Class A

    300,659  
  125,856    

Five Below, Inc.*

    6,182,047  
  55,346    

Francescas Holding Corp.*

    873,360  
  5,343    

Group 1 Automotive, Inc.

    368,400  
  170,855    

Michaels Cos., Inc.*

    3,991,173  
  100,344    

Monro Muffler Brake, Inc.

    5,202,836  
  20,535    

Nutrisystem, Inc.

    1,097,596  
  23,518    

Overstock.com, Inc.*

    408,037  
  16,993    

PetMed Express, Inc.

    392,538  
  57,421    

Pier 1 Imports, Inc.

    387,017  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.9% - (continued)  
      Retailing - 4.3% - (continued)  
  47,800    

Select Comfort Corp.*

  $ 1,477,020  
  17,753    

Shutterfly, Inc.*

    921,381  
  31,121    

Tailored Brands, Inc.

    383,722  
  20,475    

Tile Shop Holdings, Inc.

    437,141  
  129,527    

Wayfair, Inc. Class A*

    5,920,679  
   

 

 

 
      42,356,367  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.7%  
  40,926    

Advanced Energy Industries, Inc.*

    3,020,339  
  54,090    

Advanced Micro Devices, Inc.*

    719,397  
  21,357    

Ambarella, Inc.*

    1,200,690  
  152,839    

Amkor Technology, Inc.*

    1,800,443  
  88,911    

Cirrus Logic, Inc.*

    5,721,423  
  21,281    

Entegris, Inc.*

    527,769  
  261,095    

Integrated Device Technology, Inc.*

    6,263,669  
  101,364    

Kulicke & Soffa Industries, Inc.*

    2,262,444  
  122,734    

MACOM Technology Solutions Holdings, Inc.*

    5,999,238  
  269,837    

MaxLinear, Inc. Class A*

    7,509,564  
  129,075    

MKS Instruments, Inc.

    10,100,119  
  12,919    

Semtech Corp.*

    441,184  
  4,934    

Synaptics, Inc.*

    270,235  
   

 

 

 
      45,836,514  
   

 

 

 
      Software & Services - 15.2%  
  84,789    

Aspen Technology, Inc.*

    5,213,676  
  55,618    

Barracuda Networks, Inc.*

    1,130,714  
  83,528    

Blackbaud, Inc.

    6,716,486  
  196,971    

Blackhawk Network Holdings, Inc.*

    7,967,477  
  90,268    

BroadSoft, Inc.*

    3,466,291  
  41,006    

CACI International, Inc. Class A*

    4,838,708  
  219,532    

Cardtronics plc Class A*

    9,128,141  
  52,943    

Cass Information Systems, Inc.

    3,519,121  
  21,755    

CommVault Systems, Inc.*

    1,097,540  
  55,885    

Convergys Corp.

    1,257,971  
  29,315    

CSG Systems International, Inc.

    1,099,606  
  75,560    

EPAM Systems, Inc.*

    5,818,120  
  69,367    

Exlservice Holdings, Inc.*

    3,309,500  
  53,750    

Fair Isaac Corp.

    7,282,050  
  244,052    

Five9, Inc.*

    4,452,729  
  163,765    

GrubHub, Inc.*

    7,038,620  
  93,925    

Guidewire Software, Inc.*

    5,775,448  
  91,994    

HubSpot, Inc.*

    6,168,198  
  97,513    

j2 Global, Inc.

    8,799,573  
  82,395    

LogMeIn, Inc.

    9,310,635  
  17,559    

Manhattan Associates, Inc.*

    819,830  
  79,319    

MAXIMUS, Inc.

    4,837,666  
  7,390    

New Relic, Inc. PIPE*

    295,452  
  11,765    

NIC, Inc.

    251,183  
  11,406    

Paycom Software, Inc.*

    687,211  
  124,917    

Pegasystems, Inc.

    5,689,969  
  13,258    

Progress Software Corp.

    394,028  
  59,608    

PTC, Inc.*

    3,221,812  
  65,795    

Q2 Holdings, Inc.*

    2,510,079  
  34,091    

Science Applications International Corp.

    2,488,302  
  16,006    

Shutterstock, Inc.*

    691,939  
  6,811    

Stamps.com, Inc.*

    722,988  
  57,955    

Sykes Enterprises, Inc.*

    1,727,639  
  108,919    

Take-Two Interactive Software, Inc.*

    6,845,559  
  21,538    

Tyler Technologies, Inc.*

    3,523,401  
  50,378    

WEX, Inc.*

    5,111,352  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  77  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.9% - (continued)  
      Software & Services - 15.2% - (continued)  
  9,977    

Wix.com Ltd.*

  $ 822,604  
  139,166    

Zendesk, Inc.*

    4,001,022  
   

 

 

 
      148,032,640  
   

 

 

 
      Technology Hardware & Equipment - 4.2%  
  58,356    

Acacia Communications, Inc.*

    2,675,039  
  5,464    

Belden, Inc.

    380,841  
  199,672    

Ciena Corp.*

    4,574,485  
  89,130    

ePlus, Inc.*

    6,350,512  
  13,585    

InterDigital, Inc.

    1,221,291  
  103,516    

Itron, Inc.*

    6,713,013  
  21,637    

Lumentum Holdings, Inc.*

    924,982  
  21,724    

NETGEAR, Inc.*

    1,024,287  
  91,797    

NetScout Systems, Inc.*

    3,456,157  
  5,140    

Plantronics, Inc.

    280,644  
  71,476    

Rogers Corp.*

    7,357,739  
  46,155    

Sanmina Corp.*

    1,719,274  
  42,651    

Ubiquiti Networks, Inc.*

    2,197,380  
  114,691    

Vishay Intertechnology, Inc.

    1,875,198  
   

 

 

 
      40,750,842  
   

 

 

 
      Telecommunication Services - 0.6%  
  39,027    

IDT Corp. Class B

    592,820  
  306,631    

ORBCOMM, Inc.*

    2,955,923  
  404,954    

Vonage Holdings Corp.*

    2,717,241  
   

 

 

 
      6,265,984  
   

 

 

 
      Transportation - 1.9%  
  3,679    

Allegiant Travel Co.

    534,927  
  161,806    

Celadon Group, Inc.

    639,134  
  65,448    

Genesee & Wyoming, Inc. Class A*

    4,434,756  
  43,000    

Hawaiian Holdings, Inc.*

    2,334,900  
  228,645    

Knight Transportation, Inc.

    7,842,523  
  128,577    

Marten Transport Ltd.

    3,188,710  
   

 

 

 
      18,974,950  
   

 

 

 
      Utilities - 0.1%  
  6,000    

Southwest Gas Holdings, Inc.

    502,560  
   

 

 

 
 

Total Common Stocks
(cost $783,917,956)

  $ 953,259,969  
   

 

 

 
EXCHANGE TRADED FUNDS - 0.8%  
      Other Investment Pools & Funds - 0.8%  
  48,034    

iShares Russell 2000 Growth ETF

  $ 7,911,680  
   

 

 

 
 

Total Exchange Traded Funds
(cost $7,569,529)

  $ 7,911,680  
   

 

 

 
WARRANTS - 0.0%  
      Diversified Financials - 0.0%  
  1,613    

Emergent Capital, Inc. Expires 4/11/19*

  $  
   

 

 

 
 

Total Warrants
(cost $—)

  $  
   

 

 

 
 

Total Long-Term Investments
(cost $791,487,485)

  $ 961,171,649  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 1.3%  
      Other Investment Pools & Funds - 1.3%  
  1,356,149    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 1,356,149  
  11,943,351    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

    11,943,351  
   

 

 

 
      13,299,500  
   

 

 

 
 

Total Short-Term Investments
(cost $13,299,500)

  $ 13,299,500  
   

 

 

 
 

Total Investments
(cost $804,786,985)^

    100.0    $ 974,471,149  
 

Other Assets and Liabilities

    0.0      (424,531
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 974,046,618  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  78  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

     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

   $ 210,665,725  

Unrealized Depreciation

     (40,981,561
  

 

 

 

Net Unrealized Appreciation

   $     169,684,164  
  

 

 

 

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ETF

   Exchange Traded Fund

PIPE

   Private Investment in Public Equity

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  79  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 17,720,347      $ 17,720,347      $      $  

Banks

     38,517,718        38,517,718                

Capital Goods

     102,677,738        102,677,738                

Commercial & Professional Services

     45,240,418        45,240,418                

Consumer Durables & Apparel

     38,769,111        38,769,111                

Consumer Services

     49,780,113        49,780,113                

Diversified Financials

     16,233,488        16,233,488                

Energy

     17,767,102        17,767,102                

Food & Staples Retailing

     12,462,075        12,462,075                

Food, Beverage & Tobacco

     19,149,540        19,149,540                

Health Care Equipment & Services

     85,503,798        85,503,798                

Household & Personal Products

     1,587,146        1,587,146                

Insurance

     13,625,565        13,625,565                

Materials

     42,277,637        42,277,637                

Media

     676,606        676,606                

Pharmaceuticals, Biotechnology & Life Sciences

     115,660,333        115,660,333                

Real Estate

     32,891,377        32,891,377                

Retailing

     42,356,367        42,356,367                

Semiconductors & Semiconductor Equipment

     45,836,514        45,836,514                

Software & Services

     148,032,640        148,032,640                

Technology Hardware & Equipment

     40,750,842        40,750,842                

Telecommunication Services

     6,265,984        6,265,984                

Transportation

     18,974,950        18,974,950                

Utilities

     502,560        502,560                

Exchange Traded Funds

     7,911,680        7,911,680                

Warrants

                           

Short-Term Investments

     13,299,500        13,299,500                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     974,471,149      $     974,471,149      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  80  

 


The Hartford Small Company Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 90.7%  
      Automobiles & Components - 0.4%  
  55,849    

Fox Factory Holding Corp.*

  $ 1,678,262  
  3,999    

Tenneco, Inc.

    252,057  
  1,325    

Visteon Corp.*

    136,409  
   

 

 

 
      2,066,728  
   

 

 

 
      Banks - 4.9%  
  2,322    

FCB Financial Holdings, Inc. Class A*

    109,715  
  2,709    

First Hawaiian, Inc.

    80,647  
  4,820    

First Merchants Corp.

    199,452  
  223,481    

FNB Corp.

    3,182,370  
  2,806    

Great Western Bancorp, Inc.

    115,607  
  2,032    

IBERIABANK Corp.

    161,239  
  154,837    

MB Financial, Inc.

    6,582,121  
  11,074    

MGIC Investment Corp.*

    116,720  
  2,833    

Sandy Spring Bancorp, Inc.

    122,527  
  315,713    

Sterling Bancorp

    7,340,327  
  103,558    

Western Alliance Bancorp*

    4,960,428  
   

 

 

 
      22,971,153  
   

 

 

 
      Capital Goods - 11.4%  
  4,597    

AAON, Inc.

    168,480  
  276,596    

Advanced Drainage Systems, Inc.

    6,375,538  
  195,048    

Altra Industrial Motion Corp.

    8,611,369  
  1,869    

American Woodmark Corp.*

    171,761  
  77,481    

Applied Industrial Technologies, Inc.

    4,958,784  
  2,927    

Armstrong World Industries, Inc.*

    136,837  
  2,807    

Astronics Corp.*

    91,256  
  2,771    

AZZ, Inc.

    163,628  
  1,562    

Esterline Technologies Corp.*

    142,845  
  4,267    

Generac Holdings, Inc.*

    150,070  
  2,333    

Heico Corp. Class A

    142,982  
  2,920    

ITT, Inc.

    123,020  
  1,300    

JELD-WEN Holding, Inc.*

    42,939  
  375    

Lennox International, Inc.

    62,021  
  104,841    

Masonite International Corp.*

    8,722,771  
  55,875    

Middleby Corp.*

    7,606,264  
  221,461    

Milacron Holdings Corp.*

    4,167,896  
  53,077    

Regal-Beloit Corp.

    4,185,122  
  139,985    

Rexnord Corp.*

    3,415,634  
  2,773    

SiteOne Landscape Supply, Inc.*

    132,577  
  1,633    

Teledyne Technologies, Inc.*

    220,177  
  1,629    

Toro Co.

    105,755  
  4,156    

Welbilt, Inc.*

    85,198  
  57,955    

WESCO International, Inc.*

    3,532,357  
   

 

 

 
      53,515,281  
   

 

 

 
      Commercial & Professional Services - 1.7%  
  1,398    

Brink’s Co.

    85,837  
  68,576    

Clean Harbors, Inc.*

    3,984,951  
  2,522    

Deluxe Corp.

    181,357  
  2,938    

Exponent, Inc.

    179,659  
  2,008    

GP Strategies Corp.*

    54,417  
  2,422    

Huron Consulting Group, Inc.*

    107,779  
  4,232    

On Assignment, Inc.*

    219,091  
  41,773    

WageWorks, Inc.*

    3,082,847  
   

 

 

 
      7,895,938  
   

 

 

 
      Consumer Durables & Apparel - 3.6%  
  1,949    

Carter’s, Inc.

    179,386  
  52,873    

iRobot Corp.*

    4,216,093  
  106,315    

Kate Spade & Co.*

    1,849,881  
  50,093    

Oxford Industries, Inc.

    2,904,392  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 90.7% - (continued)  
      Consumer Durables & Apparel - 3.6% - (continued)  
  86,798    

Steven Madden Ltd.*

  $ 3,302,664  
  4,884    

TopBuild Corp.*

    250,012  
  181,809    

Wolverine World Wide, Inc.

    4,383,415  
   

 

 

 
      17,085,843  
   

 

 

 
      Consumer Services - 6.3%  
  9,008    

Bloomin’ Brands, Inc.

    195,384  
  136,058    

ClubCorp Holdings, Inc.

    1,829,980  
  3,489    

Dunkin’ Brands Group, Inc.

    194,896  
  98,120    

Hyatt Hotels Corp. Class A*

    5,445,660  
  10,096    

La Quinta Holdings, Inc.*

    142,455  
  71,608    

Marriott Vacations Worldwide Corp.

    7,889,769  
  1,406    

Papa John’s International, Inc.

    111,158  
  383,648    

Planet Fitness, Inc. Class A

    7,979,878  
  195,300    

Wingstop, Inc.

    5,747,679  
   

 

 

 
      29,536,859  
   

 

 

 
      Diversified Financials - 0.1%  
  3,219    

Evercore Partners, Inc. Class A

    237,401  
  3,339    

Financial Engines, Inc.

    141,907  
  1,930    

OneMain Holdings, Inc.*

    45,008  
  10,017    

WisdomTree Investments, Inc.

    83,642  
   

 

 

 
      507,958  
   

 

 

 
      Energy - 1.7%  
  182,472    

Centennial Resource Development, Inc. Class A*

    3,008,963  
  1,768    

PDC Energy, Inc.*

    97,647  
  6,100    

ProPetro Holding Corp.*

    82,655  
  2,622    

Resolute Energy Corp.*

    98,194  
  2,246    

RSP Permian, Inc.*

    85,460  
  6,179    

WildHorse Resource Development Corp.*

    67,413  
  382,781    

WPX Energy, Inc.*

    4,566,577  
   

 

 

 
      8,006,909  
   

 

 

 
      Food & Staples Retailing - 0.1%  
  1,481    

Casey’s General Stores, Inc.

    165,976  
  2,084    

PriceSmart, Inc.

    181,204  
   

 

 

 
      347,180  
   

 

 

 
      Food, Beverage & Tobacco - 0.1%  
  9,455    

Hostess Brands, Inc.*

    162,058  
  1,183    

Post Holdings, Inc.*

    99,597  
  1,818    

TreeHouse Foods, Inc.*

    159,257  
   

 

 

 
      420,912  
   

 

 

 
      Health Care Equipment & Services - 9.2%  
  20,743    

ABIOMED, Inc.*

    2,703,228  
  127,052    

Acadia Healthcare Co., Inc.*

    5,536,926  
  71,578    

Align Technology, Inc.*

    9,635,830  
  3,084    

Anika Therapeutics, Inc.*

    142,265  
  334    

Atrion Corp.

    172,711  
  4,562    

Cardiovascular Systems, Inc.*

    136,267  
  6,245    

Globus Medical, Inc. Class A*

    189,411  
  1,300    

ICU Medical, Inc.*

    199,940  
  225,989    

Insulet Corp.*

    9,810,183  
  3,187    

Integra LifeSciences Holdings Corp.*

    146,506  
  5,766    

Natus Medical, Inc.*

    201,810  
  74,370    

Nevro Corp.*

    7,007,141  
  1,751    

NuVasive, Inc.*

    126,965  
  4,371    

Omnicell, Inc.*

    180,959  
  3,460    

Orthofix International N.V.*

    136,843  
  1,666    

U.S. Physical Therapy, Inc.

    109,290  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  81  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 90.7% - (continued)  
      Health Care Equipment & Services - 9.2% - (continued)  
  126,832    

Veeva Systems, Inc. Class A*

  $ 6,800,732  
  921    

WellCare Health Plans, Inc.*

    141,291  
   

 

 

 
      43,378,298  
   

 

 

 
      Insurance - 0.1%  
  1,840    

AMERISAFE, Inc.

    105,892  
  3,241    

James River Group Holdings Ltd.

    141,178  
   

 

 

 
      247,070  
   

 

 

 
      Materials - 4.0%  
  4,210    

Boise Cascade Co.*

    128,405  
  12,952    

Graphic Packaging Holding Co.

    175,888  
  81,302    

Ingevity Corp.*

    5,140,726  
  162,182    

KapStone Paper & Packaging Corp.

    3,420,418  
  4,954    

Louisiana-Pacific Corp.*

    127,516  
  12,001    

OMNOVA Solutions, Inc.*

    114,010  
  669,495    

Platform Specialty Products Corp.*

    9,486,744  
  5,696    

PolyOne Corp.

    223,340  
  4,173    

Summit Materials, Inc. Class A*

    107,079  
   

 

 

 
      18,924,126  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 8.9%  
  111,401    

Aerie Pharmaceuticals, Inc.*

    4,907,214  
  1,177    

Agios Pharmaceuticals, Inc.*

    58,509  
  8,400    

Aimmune Therapeutics, Inc.*

    163,296  
  110,251    

Alder Biopharmaceuticals, Inc.*

    2,210,532  
  11,770    

Amicus Therapeutics, Inc.*

    90,394  
  8,258    

Aratana Therapeutics, Inc.*

    51,200  
  43,244    

Bluebird Bio, Inc.*

    3,846,554  
  52,758    

Blueprint Medicines Corp.*

    2,457,468  
  3,800    

Calithera Biosciences, Inc.*

    41,230  
  5,882    

Catalent, Inc.*

    172,225  
  3,765    

Coherus Biosciences, Inc.*

    72,288  
  78,249    

Five Prime Therapeutics, Inc.*

    2,727,760  
  3,692    

Flexion Therapeutics, Inc.*

    75,354  
  51,743    

Galapagos N.V. ADR*

    4,494,397  
  120,176    

Global Blood Therapeutics, Inc.*

    3,479,095  
  4,030    

GlycoMimetics, Inc.*

    17,329  
  3,009    

INC Research Holdings, Inc. Class A*

    135,405  
  5,843    

Intersect ENT, Inc.*

    111,017  
  74,562    

Ionis Pharmaceuticals, Inc.*

    3,593,143  
  172,740    

Ironwood Pharmaceuticals, Inc.*

    2,819,117  
  500    

Jounce Therapeutics, Inc.*

    14,160  
  1,989    

Loxo Oncology, Inc.*

    91,613  
  3,582    

Medicines Co.*

    176,664  
  2,331    

Neurocrine Biosciences, Inc.*

    124,475  
  138,272    

Otonomy, Inc.*

    1,845,931  
  3,509    

Portola Pharmaceuticals, Inc.*

    140,325  
  33,413    

TESARO, Inc.*

    4,931,425  
  61    

Trevena, Inc.*

    199  
  49,068    

Ultragenyx Pharmaceutical, Inc.*

    3,159,488  
   

 

 

 
      42,007,807  
   

 

 

 
      Real Estate - 4.2%  
  79,901    

Coresite Realty Corp. REIT

    7,818,313  
  5,182    

HFF, Inc. Class A REIT

    162,715  
  334,661    

Kennedy-Wilson Holdings, Inc. REIT

    6,827,084  
  167,877    

LaSalle Hotel Properties REIT

    4,794,567  
  9,280    

Sunstone Hotel Investors, Inc. REIT

    138,179  
   

 

 

 
      19,740,858  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 90.7% - (continued)  
      Retailing - 1.5%  
  3,136,600    

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

  $ 627,320  
  1,155    

Burlington Stores, Inc.*

    114,253  
  4,160    

Core-Mark Holding Co., Inc.

    145,683  
  3,627    

Five Below, Inc.*

    178,158  
  5,062    

Michaels Cos., Inc.*

    118,248  
  60,494    

Monro Muffler Brake, Inc.

    3,136,614  
  65,552    

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

    2,649,611  
  3,723    

Wayfair, Inc. Class A*

    170,178  
   

 

 

 
      7,140,065  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 7.2%  
  211,928    

Advanced Micro Devices, Inc.*

    2,818,642  
  96,283    

Cavium, Inc.*

    6,629,085  
  2,157    

Cirrus Logic, Inc.*

    138,803  
  113,443    

Impinj, Inc.*

    4,251,844  
  7,335    

Integrated Device Technology, Inc.*

    175,967  
  119,584    

MACOM Technology Solutions Holdings, Inc.*

    5,845,266  
  165,197    

MaxLinear, Inc. Class A*

    4,597,432  
  3,475    

MKS Instruments, Inc.

    271,919  
  415,843    

Tower Semiconductor Ltd.*

    8,948,941  
   

 

 

 
      33,677,899  
   

 

 

 
      Software & Services - 16.0%  
  109,130    

2U, Inc.*

    4,954,502  
  2,431    

Aspen Technology, Inc.*

    149,482  
  2,379    

Blackbaud, Inc.

    191,295  
  83,583    

Blackhawk Network Holdings, Inc.*

    3,380,932  
  47,618    

BroadSoft, Inc.*

    1,828,531  
  1,154    

CACI International, Inc. Class A*

    136,172  
  5,064    

Cardtronics plc Class A*

    210,561  
  1,532    

Cass Information Systems, Inc.

    101,832  
  32,108    

CoStar Group, Inc.*

    7,734,496  
  41,900    

Coupa Software, Inc.*

    1,162,725  
  2,137    

EPAM Systems, Inc.*

    164,549  
  1,947    

Exlservice Holdings, Inc.*

    92,891  
  61,954    

Fair Isaac Corp.

    8,393,528  
  7,004    

Five9, Inc.*

    127,788  
  4,609    

GrubHub, Inc.*

    198,095  
  2,771    

Guidewire Software, Inc.*

    170,389  
  122,833    

HubSpot, Inc.*

    8,235,953  
  2,377    

j2 Global, Inc.

    214,501  
  1,982    

LogMeIn, Inc.

    223,966  
  1,936    

MAXIMUS, Inc.

    118,077  
  188,582    

Mimecast Ltd.*

    4,558,027  
  3,557    

Pegasystems, Inc.

    162,021  
  38,927    

Proofpoint, Inc.*

    2,933,928  
  1,678    

PTC, Inc.*

    90,696  
  1,842    

Q2 Holdings, Inc.*

    70,272  
  22,393    

Stamps.com, Inc.*

    2,377,017  
  2,870    

Take-Two Interactive Software, Inc.*

    180,380  
  667,714    

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

    2,123,331  
  63,932    

Trade Desk, Inc. Class A*

    2,387,860  
  627    

Tyler Technologies, Inc.*

    102,571  
  30,066    

Ultimate Software Group, Inc.*

    6,093,476  
  98,033    

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

    398,994  
  46,594    

WEX, Inc.*

    4,727,427  
  72,585    

Wix.com Ltd.*

    5,984,633  
  3,994    

Zendesk, Inc.*

    114,828  
  132,053    

Zillow Group, Inc. Class C*

    5,150,067  
   

 

 

 
      75,245,793  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  82  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 90.7% - (continued)  
      Technology Hardware & Equipment - 4.8%  
  1,675    

Acacia Communications, Inc.*

  $ 76,782  
  52,941    

Arista Networks, Inc.*

    7,392,681  
  5,594    

Ciena Corp.*

    128,159  
  15,987    

Coherent, Inc.*

    3,446,797  
  2,538    

ePlus, Inc.*

    180,833  
  99,119    

II-VI, Inc.*

    3,285,795  
  2,708    

Itron, Inc.*

    175,614  
  2,721    

NetScout Systems, Inc.*

    102,446  
  331,840    

Oclaro, Inc.*

    2,658,038  
  1,893    

Rogers Corp.*

    194,865  
  51,727    

Zebra Technologies Corp. Class A*

    4,876,304  
   

 

 

 
      22,518,314  
   

 

 

 
      Telecommunication Services - 0.0%  
  8,627    

ORBCOMM, Inc.*

    83,164  
  11,394    

Vonage Holdings Corp.*

    76,454  
   

 

 

 
      159,618  
   

 

 

 
      Transportation - 4.5%  
  4,695    

Celadon Group, Inc.

    18,545  
  1,941    

Genesee & Wyoming, Inc. Class A*

    131,522  
  288,646    

Knight Transportation, Inc.

    9,900,558  
  3,618    

Marten Transport Ltd.

    89,727  
  83,717    

Spirit Airlines, Inc.*

    4,794,473  
  254,442    

Swift Transportation Co.*

    6,254,184  
   

 

 

 
      21,189,009  
   

 

 

 
 

Total Common Stocks
(cost $358,773,465)

  $ 426,583,618  
   

 

 

 
EXCHANGE TRADED FUNDS - 4.6%  
      Other Investment Pools & Funds - 4.6%  
  131,871    

iShares Russell 2000 Growth ETF

  $ 21,720,472  
   

 

 

 
 

Total Exchange Traded Funds
(cost $21,174,047)

  $ 21,720,472  
   

 

 

 
PREFERRED STOCKS - 3.1%  
      Consumer Services - 0.2%  
  177,795    

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

  $ 480,046  
  160,456    

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

    521,482  
   

 

 

 
      1,001,528  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 0.1%  
  92,973    

Sancilio & Co., Inc.*(1)(2)(3)

    533,665  
   

 

 

 
      Retailing - 0.4%  
  47,489    

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

    1,636,471  
   

 

 

 
      Software & Services - 2.4%  
  106,123    

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

    1,728,744  
  263,189    

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

    2,747,693  
  909,316    

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

    4,003,173  
  658,164    

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

    2,981,483  
   

 

 

 
      11,461,093  
   

 

 

 
 

Total Preferred Stocks
(cost $13,756,373)

  $ 14,632,757  
   

 

 

 
 

Total Long-Term Investments
(cost $393,703,885)

  $ 462,936,847  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 1.5%  
      Other Investment Pools & Funds - 1.5%  
  6,886,051    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 6,886,051  
   

 

 

 
 

Total Short-Term Investments
(cost $6,886,051)

  $ 6,886,051  
   

 

 

 
 

Total Investments
(cost $400,589,936)^

    99.9    $ 469,822,898  
 

Other Assets and Liabilities

    0.1      528,793  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 470,351,691  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  83  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 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.

 

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

 

     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

   $ 85,563,457  

Unrealized Depreciation

         (16,330,495
  

 

 

 

Net Unrealized Appreciation

   $ 69,232,962  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $20,432,013, which represented 4.3% 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 April 30, 2017, the aggregate fair value of these securities was $20,432,013, which represented 4.3% 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.

 

(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  
  02/2014        106,123     

Cloudera, Inc. Preferred

     1,545,151  
  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  
  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  
  04/2017        98,033     

Veracode, Inc.

      
  01/2015        658,164     

Zuora, Inc. Series F Preferred

     2,500,562  
        

 

 

 
         $     21,581,394  
        

 

 

 

 

     At April 30, 2017, the aggregate value of these securities was $20,432,013, which represented 4.3% of total net assets.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

ETF

   Exchange Traded Fund

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  84  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 2,066,728      $ 2,066,728      $      $  

Banks

     22,971,153        22,971,153                

Capital Goods

     53,515,281        53,515,281                

Commercial & Professional Services

     7,895,938        7,895,938                

Consumer Durables & Apparel

     17,085,843        17,085,843                

Consumer Services

     29,536,859        29,536,859                

Diversified Financials

     507,958        507,958                

Energy

     8,006,909        8,006,909                

Food & Staples Retailing

     347,180        347,180                

Food, Beverage & Tobacco

     420,912        420,912                

Health Care Equipment & Services

     43,378,298        43,378,298                

Insurance

     247,070        247,070                

Materials

     18,924,126        18,924,126                

Pharmaceuticals, Biotechnology & Life Sciences

     42,007,807        42,007,807                

Real Estate

     19,740,858        19,740,858                

Retailing

     7,140,065        3,863,134               3,276,931  

Semiconductors & Semiconductor Equipment

     33,677,899        33,677,899                

Software & Services

     75,245,793        72,723,468               2,522,325  

Technology Hardware & Equipment

     22,518,314        22,518,314                

Telecommunication Services

     159,618        159,618                

Transportation

     21,189,009        21,189,009                

Exchange Traded Funds

     21,720,472        21,720,472                

Preferred Stocks

     14,632,757                      14,632,757  

Short-Term Investments

     6,886,051        6,886,051                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     469,822,898      $     449,390,885      $     —      $     20,432,013  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $2,902,521 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions and there were no transfers between Level 1 and Level 2.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2017:

 

     Common
Stocks
    Preferred
Stocks
    Total  

Beginning balance

   $ 8,251,997     $ 21,156,370     $ 29,408,367  

Purchases

                  

Sales

           (4,696,137     (4,696,137

Accrued discounts/(premiums)

                  

Total realized gain/(loss)

           1,893,081       1,893,081  

Net change in unrealized appreciation/depreciation

         (2,452,741     (818,036     (3,270,777

Transfers into Level 3

                  

Transfers out of Level 3

           (2,902,521      
  

 

 

   

 

 

   

 

 

 

Ending balance

   $ 5,799,256     $     14,632,757     $     20,432,013  
  

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2017 was $(2,289,828).

 

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 accompanying notes are an integral part of these financial statements.

 

 

  85  

 


The Hartford Value Opportunities Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.0%  
      Automobiles & Components - 1.8%  
  25,531    

Delphi Automotive plc

  $ 2,052,693  
  72,830    

General Motors Co.

    2,522,831  
   

 

 

 
      4,575,524  
   

 

 

 
      Banks - 10.6%  
  147,575    

Citigroup, Inc.

    8,724,634  
  16,237    

M&T Bank Corp.

    2,523,392  
  56,936    

PNC Financial Services Group, Inc.

    6,818,086  
  158,519    

Wells Fargo & Co.

    8,534,663  
   

 

 

 
      26,600,775  
   

 

 

 
      Capital Goods - 1.9%  
  30,968    

Eaton Corp. plc

    2,342,419  
  231,600    

Sanwa Holdings Corp.

    2,334,566  
   

 

 

 
      4,676,985  
   

 

 

 
      Commercial & Professional Services - 3.5%  
  23,900    

Clean Harbors, Inc.*

    1,388,829  
  71,726    

Herman Miller, Inc.

    2,374,131  
  61,196    

IHS Markit Ltd.*

    2,655,906  
  146,036    

Steelcase, Inc. Class A

    2,489,914  
   

 

 

 
      8,908,780  
   

 

 

 
      Consumer Durables & Apparel - 2.6%  
  11,328,000    

Global Brands Group Holding Ltd.*

    1,337,324  
  52,111    

Toll Brothers, Inc.

    1,875,475  
  61,352    

VF Corp.

    3,351,660  
   

 

 

 
      6,564,459  
   

 

 

 
      Consumer Services - 1.4%  
  61,013    

Las Vegas Sands Corp.

    3,599,157  
   

 

 

 
      Diversified Financials - 1.2%  
  141,700    

Conyers Park Acquisition Corp.*

    1,679,145  
  16,883    

Raymond James Financial, Inc.

    1,258,121  
   

 

 

 
      2,937,266  
   

 

 

 
      Energy - 9.0%  
  53,206    

Anadarko Petroleum Corp.

    3,033,806  
  109,179    

Cabot Oil & Gas Corp.

    2,537,320  
  68,312    

Canadian Natural Resources Ltd.

    2,177,103  
  11,226    

Diamondback Energy, Inc.*

    1,120,804  
  75,752    

Halliburton Co.

    3,475,502  
  23,609    

Helmerich & Payne, Inc.

    1,431,650  
  21,000    

Hess Corp.

    1,025,430  
  83,924    

HollyFrontier Corp.

    2,361,621  
  67,172    

Marathon Oil Corp.

    998,848  
  11,813    

Pioneer Natural Resources Co.

    2,043,531  
  60,685    

QEP Resources, Inc.*

    716,690  
  129,418    

Southwestern Energy Co.*

    971,929  
  282,688    

Trican Well Service Ltd.*

    776,587  
   

 

 

 
      22,670,821  
   

 

 

 
      Food, Beverage & Tobacco - 2.6%  
  74,326    

British American Tobacco plc

    5,021,708  
  93,100    

Hostess Brands, Inc.*

    1,595,734  
   

 

 

 
      6,617,442  
   

 

 

 
      Health Care Equipment & Services - 3.6%  
  50,513    

Envision Healthcare Corp.*

    2,830,243  
  28,376    

McKesson Corp.

    3,924,117  
  30,797    

STERIS plc

    2,272,819  
   

 

 

 
      9,027,179  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.0% - (continued)  
      Household & Personal Products - 1.1%  
  157,928    

Coty, Inc. Class A

  $ 2,819,015  
   

 

 

 
      Insurance - 10.4%  
  68,013    

American International Group, Inc.

    4,142,672  
  80,189    

Arthur J Gallagher & Co.

    4,475,348  
  183,926    

MetLife, Inc.

    9,529,206  
  34,580    

Principal Financial Group, Inc.

    2,252,195  
  55,011    

Unum Group

    2,548,660  
  79,160    

XL Group Ltd.

    3,312,846  
   

 

 

 
      26,260,927  
   

 

 

 
      Materials - 5.5%  
  20,400    

Bemis Co., Inc.

    916,572  
  45,944    

Celanese Corp. Series A

    3,998,966  
  83,180    

Constellium N.V. Class A*

    578,101  
  57,039    

CRH plc

    2,079,696  
  19,471    

PPG Industries, Inc.

    2,138,695  
  51,569    

Reliance Steel & Aluminum Co.

    4,064,668  
   

 

 

 
      13,776,698  
   

 

 

 
      Media - 2.3%  
  45,102    

John Wiley & Sons, Inc. Class A

    2,376,875  
  156,666    

SES S.A.

    3,424,187  
   

 

 

 
      5,801,062  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 8.8%  
  39,000    

Alder Biopharmaceuticals, Inc.*

    781,950  
  16,571    

Allergan plc

    4,041,004  
  7,599    

Biogen, Inc.*

    2,060,925  
  71,683    

Bristol-Myers Squibb Co.

    4,017,832  
  18,279    

Eli Lilly & Co.

    1,499,975  
  116,314    

Mylan N.V.*

    4,344,328  
  5,528    

Regeneron Pharmaceuticals, Inc.*

    2,147,572  
  56,924    

Teva Pharmaceutical Industries Ltd. ADR

    1,797,660  
  11,383    

Vertex Pharmaceuticals, Inc.*

    1,346,609  
   

 

 

 
      22,037,855  
   

 

 

 
      Real Estate - 8.0%  
  46,004    

American Tower Corp. REIT

    5,793,744  
  124,045    

Columbia Property Trust, Inc. REIT

    2,791,013  
  198,304    

Host Hotels & Resorts, Inc. REIT

    3,559,557  
  12,816    

Simon Property Group, Inc. REIT

    2,117,972  
  183,759    

STORE Capital Corp. REIT

    4,408,378  
  21,000    

Taubman Centers, Inc. REIT

    1,313,550  
   

 

 

 
      19,984,214  
   

 

 

 
      Retailing - 0.9%  
  571,800    

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

    114,360  
  15,100    

Expedia, Inc.

    2,019,172  
   

 

 

 
      2,133,532  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.8%  
  126,317    

QUALCOMM, Inc.

    6,788,275  
  44,435    

Silicon Motion Technology Corp. ADR

    2,157,319  
  29,986    

Skyworks Solutions, Inc.

    2,990,804  
   

 

 

 
      11,936,398  
   

 

 

 
      Software & Services - 2.5%  
  1,911    

Alphabet, Inc. Class A*

    1,766,758  
  28,500    

Amdocs Ltd.

    1,745,340  
  88,615    

Genpact Ltd.

    2,163,978  
  17,680    

GoDaddy, Inc. Class A*

    688,106  
   

 

 

 
      6,364,182  
   

 

 

 
 

 

 

  86  

 


The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.0% - (continued)  
      Technology Hardware & Equipment - 5.4%  
  38,500    

Acacia Communications, Inc.*

  $ 1,764,840  
  53,815    

ARRIS International plc*

    1,398,652  
  133,158    

Cisco Systems, Inc.

    4,536,693  
  1,108    

Samsung Electronics Co., Ltd.

    2,172,153  
  42,437    

Western Digital Corp.

    3,779,864  
   

 

 

 
      13,652,202  
   

 

 

 
      Telecommunication Services - 2.2%  
  48,800    

Nippon Telegraph & Telephone Corp.

    2,091,355  
  76,487    

Verizon Communications, Inc.

    3,511,518  
   

 

 

 
      5,602,873  
   

 

 

 
      Transportation - 2.1%  
  47,979    

Genesee & Wyoming, Inc. Class A*

    3,251,057  
  22,934    

J.B. Hunt Transport Services, Inc.

    2,056,262  
   

 

 

 
      5,307,319  
   

 

 

 
      Utilities - 6.8%  
  122,944    

Exelon Corp.

    4,257,551  
  282,159    

Iberdrola S.A.

    2,028,375  
  93,152    

OGE Energy Corp.

    3,239,826  
  74,267    

PG&E Corp.

    4,979,602  
  23,649    

Sempra Energy

    2,672,810  
   

 

 

 
      17,178,164  
   

 

 

 
 

Total Common Stocks
(cost $237,665,656)

  $ 249,032,829  
   

 

 

 
 

Total Long-Term Investments
(cost $237,665,656)

  $ 249,032,829  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.2%  
      Other Investment Pools & Funds - 1.2%  
  2,922,571    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 2,922,571  
   

 

 

 
 

Total Short-Term Investments
(cost $2,922,571)

  $ 2,922,571  
   

 

 

 
 

Total Investments
(cost $240,588,227)^

    100.2    $ 251,955,400  
 

Other Assets and Liabilities

    (0.2 )%       (543,642
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 251,411,758  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  87  

 


The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

April 30, 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

   $ 28,242,834  

Unrealized Depreciation

     (16,875,661
  

 

 

 

Net Unrealized Appreciation

   $     11,367,173  
  

 

 

 

 

* 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, this holding is determined to be liquid. At April 30, 2017, the value of this security was $114,360, which represented 0.0% of total net assets.

 

(2)  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  
  08/2011        571,800     

Allstar Co.

   $     248,744  
        

 

 

 

 

     At April 30, 2017, the value of this security was $114,360, which represented 0.0% of total net assets.

 

(3)  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 April 30, 2017, the aggregate fair value of this security was $114,360, which represented 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.

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EUR

   Sell      06/21/17      CBK    $     2,410,280      $     2,480,391      $ (70,111

JPY

   Sell      06/21/17      BNP      1,907,065        1,945,924        (38,859
                 

 

 

 

Total

 

   $     (108,970
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

BNP

   BNP Paribas Securities Services

CBK

   Citibank NA
Currency Abbreviations:

EUR

   Euro

JPY

   Japanese Yen
Other Abbreviations:

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  88  

 


The Hartford Value Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

         

Common Stocks

         

Automobiles & Components

   $ 4,575,524     $ 4,575,524      $     $  

Banks

     26,600,775       26,600,775               

Capital Goods

     4,676,985       2,342,419        2,334,566        

Commercial & Professional Services

     8,908,780       8,908,780               

Consumer Durables & Apparel

     6,564,459       5,227,135        1,337,324        

Consumer Services

     3,599,157       3,599,157               

Diversified Financials

     2,937,266       2,937,266               

Energy

     22,670,821       22,670,821               

Food, Beverage & Tobacco

     6,617,442       1,595,734        5,021,708        

Health Care Equipment & Services

     9,027,179       9,027,179               

Household & Personal Products

     2,819,015       2,819,015               

Insurance

     26,260,927       26,260,927               

Materials

     13,776,698       11,697,002        2,079,696        

Media

     5,801,062       2,376,875        3,424,187        

Pharmaceuticals, Biotechnology & Life Sciences

     22,037,855       22,037,855               

Real Estate

     19,984,214       19,984,214               

Retailing

     2,133,532       2,019,172              114,360  

Semiconductors & Semiconductor Equipment

     11,936,398       11,936,398               

Software & Services

     6,364,182       6,364,182               

Technology Hardware & Equipment

     13,652,202       11,480,049        2,172,153        

Telecommunication Services

     5,602,873       3,511,518        2,091,355        

Transportation

     5,307,319       5,307,319               

Utilities

     17,178,164       15,149,789        2,028,375        

Short-Term Investments

     2,922,571       2,922,571               
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     251,955,400     $     231,351,676      $     20,489,364     $     114,360  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (108,970   $      $ (108,970   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (108,970   $      $ (108,970   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 six-month period ended April 30, 2017 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  89  

 


Domestic Equity Funds

Statements of Assets and Liabilities

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
    Hartford Core
Equity Fund
     The Hartford
Dividend and
Growth Fund
 

Assets:

       

Investments in securities, at market value

   $ 8,603,078,676     $ 2,902,576,305      $ 8,051,209,601  

Foreign currency

     140               

Unrealized appreciation on foreign currency contracts

     251,293               

Receivables:

       

Investment securities sold

     181,868,416       7,395,803        136,493,336  

Fund shares sold

     5,084,696       8,341,708        9,167,112  

Dividends and interest

     15,927,749       2,160,746        10,788,392  

Variation margin on financial derivative instruments

           2,756,494         

Other assets

     115,946       158,534        148,992  
  

 

 

   

 

 

    

 

 

 

Total assets

     8,806,326,916       2,923,389,590        8,207,807,433  
  

 

 

   

 

 

    

 

 

 

Liabilities:

       

Unrealized depreciation on foreign currency contracts

     4,944,086               

Bank overdraft - foreign cash

                   

Payables:

       

Investment securities purchased

     355,337,156       22,148,595        137,550,339  

Fund shares redeemed

     16,064,551       4,218,600        10,087,915  

Investment management fees

     4,541,417       828,155        4,000,510  

Transfer agent fees

     834,488       150,987        612,006  

Accounting services fees

     131,832       42,111        100,410  

Board of Directors’ fees

     35,148       1,938        24,250  

Distribution fees

     2,122,359       447,893        1,180,347  

Accrued expenses

     722,083       7,025        419,329  
  

 

 

   

 

 

    

 

 

 

Total liabilities

     384,733,120       27,845,304        153,975,106  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 8,421,593,796     $ 2,895,544,286      $ 8,053,832,327  
  

 

 

   

 

 

    

 

 

 

Summary of Net Assets:

       

Capital stock and paid-in-capital

   $ 7,126,366,121     $ 2,542,602,261      $ 5,445,160,161  

Undistributed (distributions in excess of) net investment income

     (12,240,409     6,619,216        10,313,806  

Accumulated net realized gain (loss)

     271,106,296       32,873,494        366,581,590  

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated
in foreign currency

     1,036,361,788       313,449,315        2,231,776,770  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 8,421,593,796     $ 2,895,544,286      $ 8,053,832,327  
  

 

 

   

 

 

    

 

 

 

Shares authorized

     1,765,000,000       750,000,000        1,150,000,000  
  

 

 

   

 

 

    

 

 

 

Par value

   $ 0.0010     $ 0.0010      $ 0.0010  
  

 

 

   

 

 

    

 

 

 

Class A:     Net asset value per share

   $ 38.91     $ 26.37      $ 25.50  
  

 

 

   

 

 

    

 

 

 

                 Maximum offering price per share

   $ 41.17     $ 27.90      $ 26.98  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     118,964,484       24,868,333        141,287,145  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $ 4,628,743,173     $ 655,830,380      $ 3,602,162,925  
  

 

 

   

 

 

    

 

 

 

Class B:     Net asset value per share

   $ 30.75     $ 24.31      $ 25.04  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     821,924       11,417        331,117  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $ 25,277,030     $ 277,525      $ 8,289,769  
  

 

 

   

 

 

    

 

 

 

Class C:     Net asset value per share

   $ 31.37     $ 24.24      $ 24.72  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     43,063,608       13,249,286        18,539,948  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $ 1,350,838,043     $ 321,180,924      $ 458,360,145  
  

 

 

   

 

 

    

 

 

 

Class I:      Net asset value per share

   $ 39.02     $ 26.41      $ 25.37  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     32,831,360       39,907,165        82,646,013  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $     1,281,043,509     $     1,053,789,616      $     2,097,070,781  
  

 

 

   

 

 

    

 

 

 

Class R3:   Net asset value per share

   $ 42.26     $ 26.71      $ 25.79  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     2,384,206       1,775,187        3,127,340  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $ 100,757,913     $ 47,412,803      $ 80,656,959  
  

 

 

   

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  90  

 


Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

The Hartford
Equity Income
Fund
    The Hartford
Growth
Opportunities
Fund
    The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value
Fund
    Hartford Small
Cap Core Fund
    The Hartford
Small Cap
Growth Fund
 
           
$ 4,087,073,599     $ 4,242,215,479     $ 1,422,033,894     $ 8,280,569,185     $ 601,954,103     $ 174,377,034     $ 974,471,149  
  428,573       20       5       1,829       8              
                                       
           
        108,623,036       8,201,609       31,728,385       3,735,690       5,340,541       3,362,873  
  8,608,267       8,053,121       3,333,495       37,077,065       2,844,376       218,409       1,086,691  
  6,796,973       2,291,016       1,372,678       1,302,163       324,426       96,781       82,531  
                                       
  147,299       133,242       101,958       674,027       118,495       69,199       86,934  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  4,103,054,711       4,361,315,914       1,435,043,639       8,351,352,654       608,977,098       180,101,964       979,090,178  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
                                       
                                      372,244  
           
        96,103,192       4,753,768       40,997,454       4,506,754       5,564,440       2,569,482  
  7,687,729       7,410,750       3,782,222       10,801,238       1,489,428       360,564       1,290,967  
  2,067,410       2,414,821       983,841       4,702,762       361,761       106,412       554,127  
  254,083       499,731       177,202       531,527       17,744       9,806       59,949  
  58,370       73,074       20,749       100,618       8,880       2,554       13,979  
  10,460       16,913       5,864       10,301       1,112       741       2,977  
  767,557       703,424       387,871       1,092,016       96,053       20,841       94,689  
  182,511       298,592       113,522       189,833       54,324       14,979       85,146  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  11,028,120       107,520,497       10,225,039       58,425,749       6,536,056       6,080,337       5,043,560  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 4,092,026,591     $ 4,253,795,417     $ 1,424,818,600     $ 8,292,926,905     $ 602,441,042     $ 174,021,627     $ 974,046,618  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
$ 3,093,428,412     $ 3,512,608,670     $ 1,233,446,098     $ 6,393,803,369     $ 523,202,558     $ 145,114,569     $ 780,375,847  
  2,849,838       (42,008,208     (9,592,348     (23,003,894     (96,863     552,768       (2,890,272
  87,326,546       177,583,050       45,705,670       231,239,067       2,916,684       2,274,422       26,876,879  
 
    
908,421,795

 
    605,611,905       155,259,180       1,690,888,363       76,418,663       26,079,868       169,684,164  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     4,092,026,591     $     4,253,795,417     $     1,424,818,600     $     8,292,926,905     $     602,441,042     $     174,021,627     $     974,046,618  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  750,000,000       23,900,000,000       610,000,000       1,110,000,000       610,000,000       1,110,000,000       27,150,000,000  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0001     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0001  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.28     $ 40.33     $ 33.20     $ 27.19     $ 14.63     $ 13.43     $ 52.55  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 20.40     $ 42.68     $ 35.13     $ 28.77     $ 15.48     $ 14.21     $ 55.61  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  87,746,846       43,391,332       23,157,036       83,992,233       18,917,682       4,004,482       4,116,577  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,691,617,332     $ 1,749,963,727     $ 768,812,937     $ 2,283,511,657     $ 276,799,950     $ 53,780,817     $ 216,340,313  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.31     $ 26.89     $ 27.46     $ 19.64     $ 12.29     $ 12.51     $ 41.09  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  168,637       55,991       29,585       426,396       22,555       29,396       6,255  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 3,256,826     $ 1,505,725     $ 812,516     $ 8,376,432     $ 277,107     $ 367,846     $ 257,011  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.18     $ 27.29     $ 27.62     $ 20.38     $ 12.25     $ 12.32     $ 40.81  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  24,189,668       14,561,879       9,209,042       33,865,351       3,119,494       981,484       954,868  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 463,909,560     $ 397,429,767     $ 254,384,801     $ 690,078,151     $ 38,208,528     $ 12,087,715     $ 38,965,615  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.18     $ 41.87     $ 34.65     $ 27.84     $ 14.72     $ 13.43     $ 54.09  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  66,274,014       41,237,401       7,379,222       101,595,135       11,507,046       308,715       3,208,008  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,271,354,684     $ 1,726,406,620     $ 255,694,967     $ 2,827,921,171     $ 169,374,022     $ 4,145,593     $ 173,507,997  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.30     $ 40.60     $ 34.22     $ 30.17     $ 15.38     $ 13.80     $ 52.32  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,892,551       1,233,130       1,326,448       2,692,287       792,564       52,674       267,250  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 55,822,875     $ 50,070,776     $ 45,393,297     $ 81,231,894     $ 12,192,083     $ 727,090     $ 13,981,783  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  91  

 


Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
     Hartford Core
Equity Fund
     The Hartford
Dividend and
Growth Fund
 

Class R4:   Net asset value per share

   $ 43.40      $ 27.10      $ 25.95  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     2,180,286        6,391,704        5,646,335  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 94,628,010      $ 173,232,833      $ 146,507,883  
  

 

 

    

 

 

    

 

 

 

Class R5:   Net asset value per share

   $ 44.13      $ 26.60      $ 26.04  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     1,125,532        5,974,082        4,764,641  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 49,666,380      $ 158,880,919      $ 124,072,853  
  

 

 

    

 

 

    

 

 

 

Class R6:   Net asset value per share

   $ 44.34      $ 26.69      $ 26.04  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     1,444,146        2,332,874        172,346  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 64,040,506      $ 62,262,650      $ 4,488,173  
  

 

 

    

 

 

    

 

 

 

Class Y:     Net asset value per share

   $ 44.34      $ 26.70      $ 26.05  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     4,121,564        4,935,528        21,250,854  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 182,745,158      $ 131,764,927      $ 553,492,792  
  

 

 

    

 

 

    

 

 

 

Class F:     Net asset value per share

   $ 39.02      $ 26.41      $ 25.38  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     16,498,610        11,013,724        38,569,242  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 643,854,074      $ 290,911,709      $ 978,730,047  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     7,561,568,291      $     2,589,608,203      $     5,819,432,831  

Cost of foreign currency

   $ 140      $      $  

Cost of bank overdraft - foreign cash

   $      $      $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  92  

 


Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

The Hartford
Equity Income
Fund
    The Hartford
Growth
Opportunities
Fund
    The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value
Fund
    Hartford Small
Cap Core Fund
    The Hartford
Small Cap
Growth Fund
 
$ 19.32     $ 42.37     $ 35.72     $ 31.15     $ 15.62     $ 13.89     $ 54.15  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  4,224,556       1,718,924       1,030,657       6,387,167       733,925       9,229       1,389,159  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 81,637,658     $ 72,827,783     $ 36,817,801     $ 198,937,125     $ 11,464,897     $ 128,157     $ 75,224,301  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.41     $ 43.87     $ 37.12     $ 31.83     $ 15.79     $ 13.88     $ 56.16  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  3,863,868       272,153       148,326       7,726,288       757,134       3,033       2,113,960  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 75,003,562     $ 11,939,004     $ 5,506,100     $ 245,931,012     $ 11,951,771     $ 42,092     $ 118,717,004  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.45     $ 44.36     $     $ 32.09     $     $     $ 56.69  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,140,324       49,797             2,175,725                   109,140  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 22,184,500     $ 2,209,122     $     $ 69,819,875     $     $     $ 6,186,649  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.46     $ 44.39     $ 37.51     $ 32.08     $ 15.83     $ 13.91     $ 56.76  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  6,621,498       2,038,170       1,529,991       51,947,270       1,469,120       86,120       5,076,247  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 128,839,136     $ 90,470,386     $ 57,385,975     $ 1,666,465,527     $ 23,252,662     $ 1,197,671     $ 288,125,191  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.18     $ 41.88     $ 34.66     $ 27.84     $ 14.73     $ 13.43     $ 54.11  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  15,557,089       3,605,295       294       7,925,280       4,000,371       7,561,005       789,884  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 298,400,458     $ 150,972,507     $ 10,206     $ 220,654,061     $ 58,920,022     $ 101,544,646     $ 42,740,754  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     3,178,633,347     $     3,636,574,895     $     1,266,768,636     $     6,589,680,809     $     525,531,735     $     148,297,166     $     804,786,985  
$ 429,454     $ 19     $ 5     $ 1,842     $ 8     $     $  
$     $     $     $     $     $     $ 372,244  

 

The accompanying notes are an integral part of these financial statements.

 

 

  93  

 


Domestic Equity Funds

Statements of Assets and Liabilities

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Small Company
Fund
    The Hartford
Value
Opportunities
Fund
 

Assets:

    

Investments in securities, at market value

   $ 469,822,898     $ 251,955,400  

Cash

     179,105        

Foreign currency

     5       1,258  

Receivables:

    

Investment securities sold

     5,561,336       2,370,284  

Fund shares sold

     1,157,957       233,099  

Dividends and interest

     14,097       498,559  

Other assets

     88,216       83,341  
  

 

 

   

 

 

 

Total assets

     476,823,614       255,141,941  
  

 

 

   

 

 

 

Liabilities:

    

Unrealized depreciation on foreign currency contracts

           108,970  

Payables:

    

Investment securities purchased

     4,908,820       2,914,057  

Fund shares redeemed

     1,014,446       429,435  

Investment management fees

     312,361       145,679  

Transfer agent fees

     60,290       31,899  

Accounting services fees

     8,307       3,746  

Board of Directors’ fees

     3,054       988  

Distribution fees

     87,138       60,265  

Accrued expenses

     77,507       35,144  
  

 

 

   

 

 

 

Total liabilities

     6,471,923       3,730,183  
  

 

 

   

 

 

 

Net assets

   $     470,351,691     $ 251,411,758  
  

 

 

   

 

 

 

Summary of Net Assets:

    

Capital stock and paid-in-capital

   $ 452,859,420     $ 233,626,216  

Undistributed (distributions in excess of) net investment income

     (5,208,592     1,370,284  

Accumulated net realized gain (loss)

     (46,532,099     5,159,500  

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     69,232,962       11,255,758  
  

 

 

   

 

 

 

Net assets

   $ 470,351,691     $ 251,411,758  
  

 

 

   

 

 

 

Shares authorized

     650,000,000           27,110,000,000  
  

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0001  
  

 

 

   

 

 

 

Class A:     Net asset value per share

   $ 18.44     $ 19.63  
  

 

 

   

 

 

 

                 Maximum offering price per share

   $ 19.51     $ 20.77  
  

 

 

   

 

 

 

                 Shares outstanding

     12,986,057       9,645,454  
  

 

 

   

 

 

 

                 Net Assets

   $ 239,495,035     $ 189,387,554  
  

 

 

   

 

 

 

Class B:     Net asset value per share

   $ 13.56     $ 17.21  
  

 

 

   

 

 

 

                 Shares outstanding

     21,617       11,716  
  

 

 

   

 

 

 

                 Net Assets

   $ 293,131     $ 201,654  
  

 

 

   

 

 

 

Class C:     Net asset value per share

   $ 13.54     $ 17.00  
  

 

 

   

 

 

 

                 Shares outstanding

     1,981,852       1,327,106  
  

 

 

   

 

 

 

                 Net Assets

   $ 26,836,477     $ 22,556,415  
  

 

 

   

 

 

 

Class I:      Net asset value per share

   $ 19.27     $ 19.38  
  

 

 

   

 

 

 

                 Shares outstanding

     3,816,885       1,328,289  
  

 

 

   

 

 

 

                 Net Assets

   $ 73,540,333     $ 25,738,790  
  

 

 

   

 

 

 

Class R3:   Net asset value per share

   $ 19.96     $ 19.87  
  

 

 

   

 

 

 

                 Shares outstanding

     1,542,591       92,506  
  

 

 

   

 

 

 

                 Net Assets

   $ 30,788,653     $ 1,838,371  
  

 

 

   

 

 

 

Class R4:   Net asset value per share

   $ 20.97     $ 20.08  
  

 

 

   

 

 

 

                 Shares outstanding

     1,302,204       512,323  
  

 

 

   

 

 

 

                 Net Assets

   $ 27,313,113     $ 10,285,505  
  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  94  

 


Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Small Company
Fund
     The Hartford
Value
Opportunities
Fund
 

Class R5:   Net asset value per share

   $ 21.92      $ 20.22  
  

 

 

    

 

 

 

                 Shares outstanding

     246,067        22,161  
  

 

 

    

 

 

 

                 Net Assets

   $ 5,393,524      $ 447,997  
  

 

 

    

 

 

 

Class R6:   Net asset value per share

   $ 22.28      $  
  

 

 

    

 

 

 

                 Shares outstanding

     472         
  

 

 

    

 

 

 

                 Net Assets

   $ 10,516      $  
  

 

 

    

 

 

 

Class Y:     Net asset value per share

   $ 22.29      $ 20.27  
  

 

 

    

 

 

 

                 Shares outstanding

     2,591,155        46,648  
  

 

 

    

 

 

 

                 Net Assets

   $ 57,769,761      $ 945,574  
  

 

 

    

 

 

 

Class F:     Net asset value per share

   $ 19.27      $ 19.38  
  

 

 

    

 

 

 

                 Shares outstanding

     462,386        511  
  

 

 

    

 

 

 

                 Net Assets

   $ 8,911,148      $ 9,898  
  

 

 

    

 

 

 

Cost of investments

   $     400,589,936      $     240,588,227  

Cost of foreign currency

   $ 5      $ 1,238  

 

The accompanying notes are an integral part of these financial statements.

 

 

  95  

 


Domestic Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
    Hartford
Core Equity
Fund
    The Hartford
Dividend and
Growth Fund
 

Investment Income:

      

Dividends

   $ 61,982,715     $ 20,012,901     $ 100,124,005  

Interest

     326,203       206,113       503,084  

Other income

     3,221       587       541  

Less: Foreign tax withheld

     (1,660,997           (867,305
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     60,651,142       20,219,601       99,760,325  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     27,962,095       4,636,902       23,941,617  

Administrative services fees

      

Class R3

     102,461       42,852       81,236  

Class R4

     73,179       118,025       108,162  

Class R5

     23,841       67,848       57,918  

Transfer agent fees

      

Class A

     3,141,457       365,918       1,970,694  

Class B

     84,040       1,755       32,934  

Class C

     804,150       152,771       230,908  

Class I

     612,643       541,328       1,553,436  

Class R3

     6,328       1,564       3,408  

Class R4

     1,793       1,451       1,319  

Class R5

     462       1,177       453  

Class R6

     29       1,604       63  

Class Y

     6,555       2,030       10,373  

Class F

                  

Distribution fees

      

Class A

     5,749,837       844,122       4,515,152  

Class B

     219,214       2,978       76,862  

Class C

     6,914,789       1,521,251       2,278,700  

Class R3

     256,152       107,130       203,091  

Class R4

     121,965       196,708       180,270  

Custodian fees

     181,936       6,005       19,517  

Registration and filing fees

     118,884       175,403       136,128  

Accounting services fees

     808,408       234,184       602,507  

Board of Directors’ fees

     131,315       33,307       114,149  

Audit fees

     19,546       10,558       9,943  

Other expenses

     670,471       138,320       548,380  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     48,011,550       9,205,191       36,677,220  

Expense waivers

     (16,377     (25,421     (620

Transfer agent fee waivers

     (18,287     (1,838     (9,907

Distribution fee reimbursements

     (42,869     (2,579     (18,564

Commission recapture

     (146,990     (5,091     (42,440
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (224,523     (34,929     (71,531
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     47,787,027       9,170,262       36,605,689  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     12,864,115       11,049,339       63,154,636  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

 

Net realized gain (loss) on investments

     436,141,337       26,505,851       375,132,213  

Net realized gain (loss) on futures contracts

           7,383,050        

Net realized gain (loss) on foreign currency contracts

     7,057,367              

Net realized gain (loss) on other foreign currency transactions

     (955,720           (19,127
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     442,242,984       33,888,901       375,113,086  
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

     615,536,664       243,791,086       516,652,731  

Net unrealized appreciation (depreciation) of futures contracts

           1,329,362        

Net unrealized appreciation (depreciation) of foreign currency contracts

     (6,517,291            

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     89,731              
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     609,109,104       245,120,448       516,652,731  
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,051,352,088       279,009,349       891,765,817  
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     1,064,216,203     $     290,058,688     $     954,920,453  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  96  

 


Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

The Hartford
Equity Income
Fund
    The Hartford
Growth
Opportunities
Fund
    The Hartford
Healthcare
Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value
Fund
    Hartford
Small Cap
Core Fund
    The Hartford
Small Cap
Growth Fund
 
           
$ 58,327,916     $ 11,738,569     $ 6,979,312     $ 30,594,199     $ 3,549,623     $ 1,670,661     $ 3,815,262  
  205,517       9,308       61,676       92,096       24,717       3,522       22,168  
  572       784       924       648       867       614       1,003  
  (1,273,379     (29,062     (73,767     (297,224     (26,654     (2,021      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  57,260,626       11,719,599       6,968,145       30,389,719       3,548,553       1,672,776       3,838,433  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
  12,192,800       14,645,069       5,854,194       26,577,578       2,063,295       659,888       3,287,649  
           
  56,437       47,412       45,041       78,001       12,097       854       13,603  
  61,117       52,159       27,500       138,119       9,281       141       54,093  
  36,611       5,470       2,622       112,426       5,692       22       55,032  
           
  842,493       998,105       581,586       1,400,032       230,551       44,360       184,472  
  7,920       7,970       3,455       21,236       1,807       1,432       1,478  
  199,537       230,237       180,897       374,415       30,265       10,114       26,591  
  647,831       1,393,919       155,445       2,961,807       237,664       2,151       130,271  
  1,916       2,557       1,340       4,297       918       215       1,579  
  1,002       1,118       424       9,041       399       58       1,521  
  931       320       277       1,219       267             858  
  63       51             521                   62  
  2,726       1,640       367       11,146       567       767       2,171  
                                       
           
  2,122,942       2,122,647       934,161       2,746,638       336,350       65,419       264,155  
  6,727       14,343       7,723       71,147       2,680       3,136       2,407  
  2,328,451       1,981,934       1,256,630       3,300,258       193,549       59,036       193,717  
  141,092       118,531       112,602       195,003       30,242       2,134       34,007  
  101,862       86,931       45,834       230,199       15,468       235       90,155  
  11,298       23,992       9,222       24,221       4,350       698       2,678  
  129,947       112,037       79,056       245,075       68,386       52,673       65,475  
  345,508       442,824       123,351       580,440       50,288       15,837       82,803  
  55,620       64,470       21,834       95,360       7,281       2,677       13,395  
  9,685       12,701       13,849       11,213       10,712       9,752       11,767  
  255,989       337,837       133,219       528,421       38,455       13,162       67,712  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  19,560,505       22,704,274       9,590,629       39,717,813       3,350,564       944,761       4,587,651  
        (6,383           (1,123,875     (1,154     (7,837      
  (32     (3,705     (1,138     (262     (39,511     (491     (780
  (2,984     (23,897     (6,662     (15,159     (1,676     (1,634     (3,456
  (8,175     (93,542     (1,801     (62,852     (5,687           (6,057

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (11,191     (127,527     (9,601     (1,202,148     (48,028     (9,962     (10,293

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  19,549,314       22,576,747       9,581,028       38,515,665       3,302,536       934,799       4,577,358  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  37,711,312       (10,857,148     (2,612,883     (8,125,946     246,017       737,977       (738,925

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
  91,201,403       219,809,871       69,259,194       238,982,154       6,324,732       10,114,196       28,698,138  
                                       
                                       
  17,998       (266,578     (35,068     (1,216     (5,918            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  91,219,401       219,543,293       69,224,126       238,980,938       6,318,814       10,114,196       28,698,138  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
  303,348,411       236,411,073       163,473,691       805,803,222       52,127,564       17,739,808       129,010,275  
                                       
                                       
  56,573       41,641       15,183       (200     2,700              

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
 
    
303,404,984

 
    236,452,714       163,488,874       805,803,022       52,130,264       17,739,808       129,010,275  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  394,624,385       455,996,007       232,713,000       1,044,783,960       58,449,078       27,854,004       157,708,413  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     432,335,697     $     445,138,859     $     230,100,117     $     1,036,658,014     $     58,695,095     $     28,591,981     $     156,969,488  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  97  

 


Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Small
Company
Fund
    The Hartford
Value
Opportunities
Fund
 

Investment Income:

    

Dividends

   $ 2,258,999     $ 3,012,994  

Interest

     11,553       5,303  

Other income

     1,446       681  

Less: Foreign tax withheld

           (57,519
  

 

 

   

 

 

 

Total investment income, net

     2,271,998       2,961,459  
  

 

 

   

 

 

 

Expenses:

    

Investment management fees

     1,959,458       896,114  

Administrative services fees

    

Class R3

     30,521       2,501  

Class R4

     20,985       7,225  

Class R5

     2,784       693  

Transfer agent fees

    

Class A

     314,457       155,292  

Class B

     2,288       1,820  

Class C

     29,302       15,987  

Class I

     141,768       15,537  

Class R3

     1,440       515  

Class R4

     754       290  

Class R5

     1,001       92  

Class R6

     10        

Class Y

     617       7  

Class F

            

Distribution fees

    

Class A

     311,066       242,881  

Class B

     3,075       2,701  

Class C

     132,314       116,098  

Class R3

     76,303       6,253  

Class R4

     34,975       12,042  

Custodian fees

     4,043       2,859  

Registration and filing fees

     68,298       54,900  

Accounting services fees

     52,204       23,043  

Board of Directors’ fees

     8,106       3,790  

Audit fees

     13,912       11,654  

Other expenses

     70,048       24,843  
  

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     3,279,729       1,597,137  

Expense waivers

     (74,585      

Transfer agent fee waivers

     (58,725     (1,010

Distribution fee reimbursements

     (3,959     (2,677

Commission recapture

     (13,407     (3,005
  

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (150,676     (6,692
  

 

 

   

 

 

 

Total expenses, net

     3,129,053       1,590,445  
  

 

 

   

 

 

 

Net Investment Income (Loss)

     (857,055     1,371,014  
  

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:

    

Net realized gain (loss) on investments

     16,111,085       5,508,882  

Net realized gain (loss) on foreign currency contracts

           232,936  

Net realized gain (loss) on other foreign currency transactions

     (8,410     (18,223
  

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

     16,102,675       5,723,595  
  

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:

    

Net unrealized appreciation (depreciation) of investments

     61,709,549       19,882,942  

Net unrealized appreciation (depreciation) of foreign currency contracts

           (298,786

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

           8,977  
  

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions

     61,709,549       19,593,133  
  

 

 

   

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     77,812,224       25,316,728  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     76,955,169     $     26,687,742  
  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  98  

 


[This page is intentionally left blank]

 

 

  99  

 


Domestic Equity Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford Capital
Appreciation Fund
    Hartford Core
Equity Fund
 
     For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 

Operations:

        

Net investment income (loss)

   $ 12,864,115     $ 32,887,230     $ 11,049,339     $ 11,373,168  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     442,242,984       (112,115,333     33,888,901       18,812,999  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     609,109,104       (53,023,087     245,120,448       24,304,185  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     1,064,216,203       (132,251,190     290,058,688       54,490,352  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (18,554,632     (18,675,755     (3,527,526     (465,251

Class B

                        

Class C

                 (235,322      

Class I

     (8,757,228     (10,761,362     (6,401,540     (589,851

Class R3

     (35,341           (165,123     (15,841

Class R4

     (166,664     (463,066     (849,831     (59,578

Class R5

     (296,900     (294,849     (990,163     (96,862

Class R6

     (420,762     (63     (366,134     (3,976

Class Y

     (6,768,545     (7,115,563     (2,413,822     (816,185

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (35,000,072     (37,310,658     (14,949,461     (2,047,544
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

           (438,417,793     (5,505,415     (5,468,834

Class B

           (15,070,351     (6,015     (30,265

Class C

           (173,932,156     (2,521,876     (1,792,561

Class I

           (136,773,878     (6,453,928     (3,041,432

Class R3

           (9,354,336     (317,464     (146,771

Class R4

           (12,873,643     (1,152,776     (457,276

Class R5

           (3,831,005     (983,894     (502,307

Class R6

           (750     (310,597     (19,284

Class Y

           (80,511,075     (2,232,680     (532,867

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

           (870,764,987     (19,484,645     (11,991,597
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (35,000,072     (908,075,645     (34,434,106     (14,039,141
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     1,002,351,559       758,948,093       1,152,142,744       2,290,819,807  

Issued on reinvestment of distributions

     31,116,677       816,781,443       32,030,351       12,844,503  

Redeemed

     (2,200,855,083     (2,734,197,695     (896,247,182     (544,161,945
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (1,167,386,847     (1,158,468,159     287,925,913       1,759,502,365  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (138,170,716     (2,198,794,994     543,550,495       1,799,953,576  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     8,559,764,512       10,758,559,506       2,351,993,791       552,040,215  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     8,421,593,796     $     8,559,764,512     $     2,895,544,286     $     2,351,993,791  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (12,240,409   $ 9,895,548     $ 6,619,216     $ 10,519,338  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  100  

 


Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Dividend and
Growth Fund
    The Hartford Equity
Income Fund
    The Hartford Growth
Opportunities Fund
 
For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 
         
$ 63,154,636     $ 125,452,780     $ 37,711,312     $ 72,554,333     $ (10,857,148   $ (23,390,845
 
    
375,113,086

 
    262,070,527       91,219,401       121,534,796       219,543,293       121,026,008  
 
    
516,652,731

 
    (75,928,077     303,404,984       21,268,855       236,452,714       (108,303,374

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  954,920,453       311,595,230       432,335,697       215,357,984       445,138,859       (10,668,211

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (30,230,890     (53,356,089     (15,779,687     (32,476,063            
  (38,321     (168,802     (40,810     (176,732            
  (2,284,439     (3,516,421     (2,655,347     (5,227,247            
  (18,514,632     (28,868,542     (12,311,408     (18,011,247           (3,669,652
  (526,339     (914,285     (425,381     (824,896            
  (1,148,553     (1,989,241     (729,762     (1,341,395            
  (1,096,226     (2,893,253     (766,791     (1,457,618           (207,916
  (33,851     (23,179     (218,235     (312,125           (1,839
  (15,005,851     (25,402,486     (4,440,349     (8,468,043           (916,456
  (42           (55                  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (68,879,144     (117,132,298     (37,367,825     (68,295,366           (4,795,863

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (113,791,698     (300,651,553     (53,965,806     (130,263,232     (63,089,307     (154,534,005
  (614,270     (3,520,351     (210,931     (973,250     (198,896     (1,648,838
  (14,797,009     (38,621,958     (14,894,522     (34,385,190     (21,586,491     (48,077,854
  (59,660,200     (139,270,997     (34,072,575     (60,953,369     (60,579,338     (196,267,084
  (2,521,369     (6,738,972     (1,833,700     (4,055,582     (1,730,026     (3,695,112
  (4,411,249     (11,790,425     (2,505,879     (5,435,111     (2,508,474     (5,130,996
  (3,430,344     (18,209,560     (2,278,275     (5,497,821     (290,570     (9,535,593
  (99,464     (810     (480,971     (1,013,726     (44,153     (55,369
  (46,293,833     (113,864,478     (12,244,468     (17,993,623     (8,011,998     (15,044,007
                                 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (245,619,436     (632,669,104     (122,487,127     (260,570,904     (158,039,253     (433,988,858

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (314,498,580     (749,801,402     (159,854,952     (328,866,270     (158,039,253     (438,784,721

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  1,647,264,409       1,153,934,103       914,451,624       936,673,775       701,381,557       1,436,602,077  
  305,293,926       728,372,425       152,595,130       313,715,774       140,743,496       394,546,441  
  (2,061,708,502     (1,662,415,361     (947,564,098     (971,932,216     (1,140,267,603     (2,238,189,742

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (109,150,167     219,891,167       119,482,656       278,457,333       (298,142,550     (407,041,224

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  531,271,706       (218,315,005     391,963,401       164,949,047       (11,042,944     (856,494,156

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  7,522,560,621       7,740,875,626       3,700,063,190       3,535,114,143       4,264,838,361       5,121,332,517  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     8,053,832,327     $     7,522,560,621     $     4,092,026,591     $     3,700,063,190     $     4,253,795,417     $     4,264,838,361  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10,313,806     $ 16,038,314     $ 2,849,838     $ 2,506,351     $ (42,008,208   $ (31,151,060

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  101  

 


Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
 
     For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 

Operations:

        

Net investment income (loss)

   $ (2,612,883   $ (7,144,550   $ (8,125,946   $ (13,654,178

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     69,224,126       133,738,464       238,980,938       207,994,145  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     163,488,874       (255,970,606     805,803,022       (183,373,927
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     230,100,117       (129,376,692     1,036,658,014       10,966,040  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

           (14,774,170            

Class B

           (25,242            

Class C

           (4,082,717            

Class I

           (5,005,081            

Class R3

           (769,269            

Class R4

           (750,074            

Class R5

           (91,495            

Class R6

                        

Class Y

           (201,575            

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

           (25,699,623            
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

     (69,928,950     (107,831,184     (64,829,502     (151,263,105

Class B

     (212,371     (805,010     (713,744     (2,305,048

Class C

     (27,701,127     (42,275,066     (25,554,276     (59,112,629

Class I

     (19,440,293     (31,312,364     (63,591,553     (52,220,276

Class R3

     (4,038,027     (6,983,832     (2,100,323     (5,048,697

Class R4

     (3,354,329     (5,716,159     (4,670,316     (9,199,730

Class R5

     (447,294     (587,165     (5,615,946     (10,739,665

Class R6

                 (763,492     (457,136

Class Y

     (4,374,439     (1,204,668     (41,187,648     (76,830,945

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

     (129,496,830     (196,715,448     (209,026,800     (367,177,231
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

         (129,496,830)           (222,415,071)       (209,026,800     (367,177,231
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     163,249,261       493,312,793       2,051,890,084       2,650,865,717  

Issued on reinvestment of distributions

     123,834,078       212,237,633       201,230,769       354,262,220  

Redeemed

     (343,166,964     (595,881,708     (1,131,202,939     (1,288,292,852
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (56,083,625     109,668,718       1,121,917,914       1,716,835,085  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     44,519,662       (242,123,045     1,949,549,128       1,360,623,894  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     1,380,298,938       1,622,421,983       6,343,377,777       4,982,753,883  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $ 1,424,818,600     $ 1,380,298,938     $     8,292,926,905     $     6,343,377,777  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (9,592,348   $ (6,979,465   $ (23,003,894   $ (14,877,948
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  102  

 


Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford MidCap
Value Fund
    Hartford Small Cap
Core Fund
    The Hartford Small Cap
Growth Fund
 
For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 
         
$ 246,017     $ 1,004,976     $ 737,977     $ 1,861,275     $ (738,925   $ (2,131,806
 
    
6,318,814

 
    34,651,046       10,114,196       (4,108,084     28,698,138       7,265,224  
 
    
52,130,264

 
    (36,819,846     17,739,808       7,401,701       129,010,275       (11,905,883

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  58,695,095       (1,163,824     28,591,981       5,154,892       156,969,488       (6,772,465

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (40,847     (275,050     (418,020     (70,735            
                                 
              (21,501                  
  (389,629     (127,915     (35,368     (11,508            
              (4,536                  
  (3,233     (22,762     (1,224     (746            
  (34,448     (32,762     (538     (332            
                                 
  (323,233     (412,075     (1,227,713     (629,357            
                                 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (791,390     (870,564     (1,708,900     (712,678            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (17,858,964     (17,289,556           (2,941,872     (1,339,812     (19,573,523
  (52,454     (115,604           (103,364     (4,904     (143,328
  (3,017,301     (3,418,231           (800,241     (315,082     (4,915,440
  (7,495,690     (2,257,530           (146,403     (905,289     (16,064,845
  (766,406     (739,923           (47,729     (86,418     (1,308,316
  (865,144     (968,135           (33,653     (438,392     (5,735,269
  (677,060     (552,521           (12,234     (655,380     (8,824,997
                          (26,101     (1,036
  (5,047,633     (10,454,900           (80,943     (1,848,510     (23,851,463
                                 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (35,780,652     (35,796,400           (4,166,439     (5,619,888     (80,418,217

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (36,572,042     (36,666,964     (1,708,900     (4,879,117     (5,619,888     (80,418,217

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  207,384,940       181,911,321       110,962,449       134,821,557       144,029,124       187,622,376  
  35,808,806       35,755,123       1,700,741       4,755,718       5,330,601       75,835,823  
  (143,321,323     (190,066,099     (136,658,084     (40,062,147     (176,039,296     (351,220,720

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  99,872,423       27,600,345       (23,994,894     99,515,128       (26,679,571     (87,762,521

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  121,995,476       (10,230,443     2,888,187       99,790,903       124,670,029       (174,953,203

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  480,445,566       490,676,009       171,133,440       71,342,537       849,376,589       1,024,329,792  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     602,441,042     $     480,445,566     $     174,021,627     $     171,133,440     $     974,046,618     $     849,376,589  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ (96,863   $ 448,510     $ 552,768     $ 1,523,691     $ (2,890,272   $ (2,151,347

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  103  

 


Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Small Company Fund
    The Hartford
Value Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
 

Operations:

        

Net investment income (loss)

   $ (857,055   $ (4,519,278   $ 1,371,014     $ 2,216,898  

Net realized gain (loss) on investments and foreign currency transactions

     16,102,675       (54,777,352     5,723,595       1,400,711  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     61,709,549       15,918,264       19,593,133       6,510,233  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     76,955,169       (43,378,366     26,687,742       10,127,842  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

                 (1,408,024     (2,456,428

Class B

                       (1,491

Class C

                 (44,777     (175,129

Class I

                 (246,529     (303,751

Class R3

                 (11,182     (28,706

Class R4

                 (66,121     (135,738

Class R5

                 (20,935     (38,022

Class R6

                        

Class Y

                 (10,432     (26,215

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

                 (1,808,000     (3,165,480
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

           (42,671,700     (1,476,132     (13,581,630

Class B

           (411,283     (5,882     (135,988

Class C

           (5,940,781     (204,689     (1,994,652

Class I

           (8,856,960     (167,555     (1,450,185

Class R3

           (4,392,173     (20,360     (234,307

Class R4

           (4,976,118     (69,171     (770,995

Class R5

           (3,452,139     (15,279     (162,116

Class R6

           (1,073            

Class Y

           (30,836,502     (6,912     (104,674

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

           (101,538,729     (1,965,980     (18,434,547
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

           (101,538,729     (3,773,980     (21,600,027
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     81,308,875       126,281,674       27,172,445       31,296,189  

Issued on reinvestment of distributions

           100,404,598       3,602,922       20,417,747  

Redeemed

     (180,267,589     (411,920,528     (46,184,113     (79,219,286
  

 

 

   

 

 

   

 

 

   

 

 

 

Net (decrease) from capital share transactions

     (98,958,714     (185,234,256     (15,408,746     (27,505,350
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (22,003,545     (330,151,351     7,505,016       (38,977,535
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     492,355,236       822,506,587       243,906,742       282,884,277  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     470,351,691     $     492,355,236     $     251,411,758     $     243,906,742  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (5,208,592   $ (4,351,537   $ 1,370,284     $ 1,807,270  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  104  

 


Domestic Equity Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Capital Appreciation Fund                      

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

               

A

  $   34.49     $ 0.06     $ 4.51     $ 4.57     $ (0.15   $     $ (0.15   $ 38.91       13.24 %(4)    $ 4,628,743       1.09 %(5)      1.09 %(5)      0.35 %(5)      60

B

    27.28         (0.09     3.56       3.47                         30.75       12.72 (4)      25,277       2.09 (5)      2.01 (5)      (0.59 )(5)      60  

C

    27.80       (0.06     3.63       3.57                         31.37       12.81 (4)      1,350,838       1.82 (5)      1.82 (5)      (0.39 )(5)      60  

I

    34.65       0.12       4.51       4.63       (0.26           (0.26     39.02       13.40 (4)      1,281,044       0.81 (5)      0.81 (5)      0.63 (5)      60  

R3

    37.38       0.01       4.88       4.89       (0.01           (0.01     42.26       13.07 (4)      100,758       1.42 (5)      1.40 (5)      0.04 (5)      60  

R4

    38.39       0.07       5.01       5.08       (0.07           (0.07     43.40       13.21 (4)      94,628       1.11 (5)      1.10 (5)      0.34 (5)      60  

R5

    39.15       0.13       5.11       5.24       (0.26           (0.26     44.13       13.41 (4)      49,666       0.81 (5)      0.80 (5)      0.64 (5)      60  

R6

    39.36       0.15       5.12       5.27       (0.29           (0.29     44.34       13.44 (4)      64,041       0.71 (5)      0.71 (5)      0.73 (5)      60  

Y

    39.36       0.15       5.12       5.27       (0.29           (0.29     44.34       13.44 (4)      182,745       0.71 (5)      0.71 (5)      0.71 (5)      60  

F(6)

    38.15       0.06       0.81       0.87                         39.02       2.28 (4)      643,854       0.71 (5)      0.71 (5)      0.87 (5)      60  

For the Year Ended October 31, 2016

 

                   

A

  $ 38.15     $ 0.13     $   (0.57   $   (0.44   $   (0.12   $ (3.10   $ (3.22   $ 34.49       (0.97 )%    $ 4,609,594       1.11     1.11 %(7)      0.39     88

B

    31.00       (0.13     (0.49     (0.62           (3.10     (3.10     27.28       (1.82     58,647       2.00       2.00 (7)      (0.49     88  

C

    31.48       (0.09     (0.49     (0.58           (3.10     (3.10     27.80       (1.65     1,420,171       1.83       1.83 (7)      (0.33     88  

I

    38.31       0.24       (0.57     (0.33     (0.23     (3.10     (3.33     34.65       (0.65     1,225,026       0.81       0.81 (7)      0.70       88  

R3

    41.06       0.03       (0.61     (0.58           (3.10     (3.10     37.38       (1.26     103,526       1.43       1.42 (7)      0.09       88  

R4

    42.07       0.15       (0.63     (0.48     (0.10     (3.10     (3.20     38.39       (0.95     100,426       1.12       1.12 (7)      0.39       88  

R5

    42.84       0.27       (0.64     (0.37     (0.22     (3.10     (3.32     39.15       (0.65     45,643       0.82       0.82 (7)      0.69       88  

R6

    43.03       0.33       (0.66     (0.33     (0.24     (3.10     (3.34     39.36       (0.56     57,432       0.72       0.72 (7)      0.85       88  

Y

    43.05       0.30       (0.63     (0.33     (0.26     (3.10     (3.36     39.36       (0.55     939,300       0.72       0.72 (7)      0.78       88  

For the Year Ended October 31, 2015

 

                   

A

  $ 49.44     $ 0.13     $ 1.27     $ 1.40     $ (0.13   $   (12.56   $   (12.69   $   38.15       4.20   $   5,453,502       1.09     1.09     0.34     79

B

    42.72       (0.17     1.01       0.84             (12.56     (12.56     31.00       3.30       158,610       1.97       1.97       (0.53     79  

C

    43.13       (0.12     1.03       0.91             (12.56     (12.56     31.48       3.47       1,799,846       1.81       1.81       (0.38     79  

I

    49.60       0.26       1.26       1.52       (0.25     (12.56     (12.81     38.31       4.53       1,736,395       0.78       0.78       0.66       79  

R3

    52.24       0.01       1.37       1.38             (12.56     (12.56     41.06       3.87       124,072       1.40       1.40       0.03       79  

R4

    53.19       0.14       1.41       1.55       (0.11     (12.56     (12.67     42.07       4.18       179,454       1.10       1.10       0.33       79  

R5

    53.92       0.28       1.43       1.71       (0.23     (12.56     (12.79     42.84       4.49       53,292       0.80       0.80       0.63       79  

R6(8)

    54.32       0.30       1.25       1.55       (0.28     (12.56     (12.84     43.03       4.16 (4)      10       0.76 (5)      0.75 (5)      0.70 (5)      79  

Y

    54.12       0.32       1.45       1.77       (0.28     (12.56     (12.84     43.05       4.60       1,253,378       0.70       0.70       0.73       79  

For the Year Ended October 31, 2014

 

                   

A

  $ 45.91     $ 0.22     $ 5.31     $ 5.53     $ (0.12   $ (1.88   $ (2.00   $ 49.44       12.49   $ 5,789,682       1.10     1.10     0.46     111

B

    40.14       (0.16     4.62       4.46             (1.88     (1.88     42.72       11.55       270,227       1.95       1.95       (0.39     111  

C

    40.46       (0.11     4.66       4.55             (1.88     (1.88     43.13       11.69       1,992,142       1.81       1.81       (0.26     111  

I

    46.01       0.37       5.34       5.71       (0.24     (1.88     (2.12     49.60       12.87       2,194,464       0.76       0.76       0.79       111  

R3

    48.42       0.08       5.62       5.70             (1.88     (1.88     52.24       12.16       136,576       1.40       1.40       0.16       111  

R4

    49.24       0.23       5.72       5.95       (0.12     (1.88     (2.00     53.19       12.50       191,319       1.10       1.10       0.46       111  

R5

    49.80       0.37       5.81       6.18       (0.18     (1.88     (2.06     53.92       12.82       59,285       0.80       0.80       0.72       111  

Y

    50.05       0.46       5.79       6.25       (0.30     (1.88     (2.18     54.12       12.94       1,284,539       0.70       0.70       0.88       111  

 

The accompanying notes are an integral part of these financial statements.

 

 

  105  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Capital Appreciation Fund - (continued)                      

For the Year Ended October 31, 2013

 

                   

A

  $   32.65     $ 0.18     $   13.31     $   13.49     $   (0.23   $   —     $   (0.23   $   45.91       41.56   $   5,796,609       1.14     1.14     0.46     91

B

    28.60         (0.13     11.67       11.54                         40.14       40.35       381,022       1.99       1.99       (0.37     91  

C

    28.80       (0.09     11.76       11.67       (0.01           (0.01     40.46       40.55       1,940,617       1.85       1.85       (0.25     91  

I

    32.72       0.31       13.33       13.64       (0.35           (0.35     46.01       42.02       2,019,281       0.84       0.84       0.82       91  

R3

    34.41       0.08       14.06       14.14       (0.13           (0.13     48.42       41.20       134,084       1.41       1.40       0.21       91  

R4

    34.98       0.21       14.28       14.49       (0.23           (0.23     49.24       41.63       184,618       1.10       1.10       0.51       91  

R5

    35.40       0.35       14.41       14.76       (0.36           (0.36     49.80       42.04       142,768       0.80       0.80       0.84       91  

Y

    35.58       0.39       14.48       14.87       (0.40           (0.40     50.05       42.17       1,348,160       0.70       0.70       0.91       91  

For the Year Ended October 31, 2012(9)

 

                   

A

  $ 30.55     $ 0.25     $ 2.38     $ 2.63     $ (0.53   $     $ (0.53   $ 32.65       8.84   $ 4,859,760       1.16     1.16     0.63     74

B

    26.76       (0.31     2.40       2.09       (0.25           (0.25     28.60       7.93       391,388       2.01       2.00       (0.23     74  

C

    26.94       (0.16     2.31       2.15       (0.29           (0.29     28.80       8.11       1,642,578       1.87       1.87       (0.09     74  

I

    30.61       0.36       2.37       2.73       (0.62           (0.62     32.72       9.19       3,024,465       0.86       0.86       0.93       74  

R3

    32.17       0.10       2.61       2.71       (0.47           (0.47     34.41       8.59       122,235       1.41       1.40       0.39       74  

R4

    32.68       0.28       2.57       2.85       (0.55           (0.55     34.98       8.92       168,689       1.11       1.10       0.68       74  

R5

    33.09       0.40       2.58       2.98       (0.67           (0.67     35.40       9.25       185,705       0.80       0.80       1.00       74  

Y

    33.26       0.55       2.47       3.02       (0.70           (0.70     35.58       9.36       1,304,963       0.70       0.70       1.09       74  
Hartford Core Equity Fund                    

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

             

A

  $   23.87     $   0.10     $   2.71     $   2.81     $   (0.12   $   (0.19   $   (0.31   $   26.37       11.89 %(4)    $ 655,830       0.76 %(5)      0.76 %(5)      0.80 %(5)      19

B

    21.99       0.01       2.50       2.51             (0.19     (0.19     24.31       11.48 (4)      278       1.99 (5)      1.54 (5)      0.05 (5)      19  

C

    21.94       0.01       2.50       2.51       (0.02     (0.19     (0.21     24.24       11.51 (4)      321,181       1.50 (5)      1.50 (5)      0.05 (5)      19  

I

    23.93       0.13       2.73       2.86       (0.19     (0.19     (0.38     26.41       12.07 (4)      1,053,790       0.52 (5)      0.52 (5)      1.03 (5)      19  

R3

    24.18       0.06       2.76       2.82       (0.10     (0.19     (0.29     26.71       11.76 (4)      47,413       1.11 (5)      1.09 (5)      0.46 (5)      19  

R4

    24.54       0.10       2.79       2.89       (0.14     (0.19     (0.33     27.10       11.89 (4)      173,233       0.80 (5)      0.79 (5)      0.76 (5)      19  

R5

    24.10       0.13       2.76       2.89       (0.20     (0.19     (0.39     26.60       12.06 (4)      158,881       0.50 (5)      0.49 (5)      1.06 (5)      19  

R6

    24.19       0.14       2.76       2.90       (0.21     (0.19     (0.40     26.69       12.11 (4)      62,263       0.41 (5)      0.41 (5)      1.12 (5)      19  

Y

    24.20       0.16       2.74       2.90       (0.21     (0.19     (0.40     26.70       12.11 (4)      131,765       0.40 (5)      0.40 (5)      1.23 (5)      19  

F(6)

    26.05       0.02       0.34       0.36                         26.41       1.38 (4)      290,912       0.41 (5)      0.41 (5)      0.43 (5)      19  

For the Year Ended October 31, 2016

 

                   

A

  $ 24.05     $ 0.15     $ 0.13     $ 0.28     $ (0.03   $ (0.43   $ (0.46   $ 23.87       1.21   $ 703,896       0.80     0.80 %(10)      0.64     29

B

    22.33       (0.02     0.11       0.09             (0.43     (0.43     21.99       0.43       766       1.96       1.55 (10)      (0.10     29  

C

    22.27       (0.03     0.13       0.10             (0.43     (0.43     21.94       0.47       281,383       1.55       1.55 (10)      (0.12     29  

I

    24.09       0.21       0.13       0.34       (0.07     (0.43     (0.50     23.93       1.47       749,824       0.55       0.55 (10)      0.88       29  

R3

    24.44       0.08       0.13       0.21       (0.04     (0.43     (0.47     24.18       0.89       36,012       1.14       1.10 (10)      0.33       29  

R4

    24.73       0.15       0.14       0.29       (0.05     (0.43     (0.48     24.54       1.21       144,490       0.83       0.80 (10)      0.63       29  

R5

    24.25       0.22       0.14       0.36       (0.08     (0.43     (0.51     24.10       1.52       121,871       0.53       0.50 (10)      0.93       29  

R6

    24.33       0.24       0.13       0.37       (0.08     (0.43     (0.51     24.19       1.55       32,059       0.43       0.43 (10)      1.00       29  

Y

    24.33       0.24       0.13       0.37       (0.07     (0.43     (0.50     24.20       1.58       281,692       0.43       0.43 (10)      0.99       29  

 

The accompanying notes are an integral part of these financial statements.

 

 

  106  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Core Equity Fund - (continued)                    

For the Year Ended October 31, 2015

 

                   

A

  $ 22.00     $ 0.13     $ 2.21     $ 2.34     $     $ (0.29   $ (0.29   $ 24.05       10.75   $ 267,237       1.03     0.92     0.55     33

B

    20.60       (0.05     2.07       2.02             (0.29     (0.29     22.33       9.92       1,614       2.18       1.74       (0.23     33  

C

    20.54       (0.04     2.06       2.02             (0.29     (0.29     22.27       9.95       73,070       1.73       1.62       (0.17     33  

I(11)

    23.30       0.12       0.67       0.79                         24.09       3.39 (4)      136,641       0.66 (5)      0.50 (5)      0.85 (5)      33  

R3

    22.41       0.06       2.26       2.32             (0.29     (0.29     24.44       10.46       5,081       1.34       1.16       0.27       33  

R4

    22.60       0.13       2.29       2.42             (0.29     (0.29     24.73       10.82       22,020       0.98       0.82       0.54       33  

R5

    22.72       0.20       2.26       2.46       (0.64     (0.29     (0.93     24.25       11.10       26,977       0.64       0.49       0.84       33  

R6(11)

    23.53       0.11       0.69       0.80                         24.33       3.40 (4)      597       0.57 (5)      0.45 (5)      0.78 (5)      33  

Y

    22.79       0.21       2.27       2.48       (0.65     (0.29     (0.94     24.33       11.15       18,802       0.57       0.50       0.90       33  

For the Year Ended October 31, 2014

 

                   

A

  $ 18.77     $ 0.03     $ 3.26     $ 3.29     $ (0.06   $     $ (0.06   $ 22.00       17.56   $ 126,308       1.37     1.31     0.16     60

B

    17.66       (0.12     3.06       2.94                         20.60       16.65       1,898       2.49       2.10       (0.62     60  

C

    17.59       (0.10     3.05       2.95                         20.54       16.77       19,798       2.06       2.00       (0.53     60  

R3

    19.14       (0.01     3.32       3.31       (0.04           (0.04     22.41       17.30       481       1.70       1.50       (0.05     60  

R4

    19.20       0.05       3.35       3.40                         22.60       17.71       889       1.34       1.20       0.21       60  

R5

    19.38       0.12       3.36       3.48       (0.14           (0.14     22.72       18.03       374       1.04       0.90       0.56       60  

Y

    19.44       0.13       3.37       3.50       (0.15           (0.15     22.79       18.07       2,486       0.91       0.85       0.62       60  

For the Year Ended October 31, 2013

 

                   

A

  $ 14.57     $ 0.11     $ 4.24     $ 4.35     $ (0.15   $     $ (0.15   $ 18.77       30.12   $ 103,104       1.40     1.35     0.68     28

B

    13.70       (0.01     3.99       3.98       (0.02           (0.02     17.66       29.10       2,480       2.50       2.10       (0.04     28  

C

    13.66             3.98       3.98       (0.05           (0.05     17.59       29.19       15,324       2.07       2.04       (0.01     28  

R3

    14.86       0.09       4.32       4.41       (0.13           (0.13     19.14       29.88       330       1.69       1.50       0.51       28  

R4

    14.91       0.12       4.34       4.46       (0.17           (0.17     19.20       30.24       1,227       1.29       1.20       0.69       28  

R5

    15.04       0.19       4.37       4.56       (0.22           (0.22     19.38       30.68       204       1.00       0.90       1.12       28  

Y

    15.05       0.20       4.38       4.58       (0.19           (0.19     19.44       30.73       1,963       0.88       0.85       1.19       28  

For the Year Ended October 31, 2012

 

                   

A

  $ 12.77     $ 0.09     $ 1.74     $ 1.83     $ (0.03   $     $ (0.03   $ 14.57       14.39   $ 83,534       1.44     1.35     0.69     46

B

    12.07       (0.01     1.64       1.63                         13.70       13.50       2,761       2.50       2.10       (0.08     46  

C

    12.03         (0.01     1.64       1.63                         13.66       13.55       11,913       2.09       2.09       (0.06     46  

R3

    13.05       0.08       1.77       1.85       (0.04           (0.04     14.86       14.22       209       1.70       1.50       0.53       46  

R4

    13.07       0.12       1.78       1.90       (0.06           (0.06     14.91       14.57       167       1.31       1.20       0.85       46  

R5

    13.18       0.16       1.79       1.95       (0.09           (0.09     15.04       14.93       144       1.01       0.90       1.14       46  

Y

    13.20       0.15       1.80       1.95       (0.10           (0.10     15.05       14.90       1,594       0.85       0.85       1.04       46  
The Hartford Dividend and Growth Fund                    

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

             

A

  $   23.49     $ 0.19     $ 2.82     $ 3.01     $   (0.21   $   (0.79   $   (1.00   $   25.50       12.88 %(4)    $   3,602,163       1.00 %(5)      1.00 %(5)      1.53 %(5)      12

B

    23.04       0.08       2.76       2.84       (0.05     (0.79     (0.84     25.04       12.44 (4)      8,290       2.07 (5)      1.94 (5)      0.70 (5)      12  

C

    22.80       0.09       2.74       2.83       (0.12     (0.79     (0.91     24.72       12.52 (4)      458,360       1.74 (5)      1.74 (5)      0.79 (5)      12  

I

    23.38       0.21       2.80       3.01       (0.23     (0.79     (1.02     25.37       13.01 (4)      2,097,071       0.80 (5)      0.80 (5)      1.72 (5)      12  

R3

    23.75       0.15       2.84       2.99       (0.16     (0.79     (0.95     25.79       12.71 (4)      80,657       1.35 (5)      1.35 (5)      1.19 (5)      12  

R4

    23.89       0.19       2.86       3.05       (0.20     (0.79     (0.99     25.95       12.89 (4)      146,508       1.05 (5)      1.05 (5)      1.48 (5)      12  

R5

    23.97       0.22       2.88       3.10       (0.24     (0.79     (1.03     26.04       13.06 (4)      124,073       0.74 (5)      0.74 (5)      1.78 (5)      12  

R6

    23.97       0.23       2.88       3.11       (0.25     (0.79     (1.04     26.04       13.11 (4)      4,488       0.65 (5)      0.65 (5)      1.84 (5)      12  

Y

    23.97       0.25       2.87       3.12       (0.25     (0.79     (1.04     26.05       13.15 (4)      553,493       0.65 (5)      0.65 (5)      2.00 (5)      12  

F(6)

    25.51       0.02         (0.04       (0.02     (0.11           (0.11     25.38       13.10 (4)      978,730       0.64 (5)      0.64 (5)      0.55 (5)      12  

 

The accompanying notes are an integral part of these financial statements.

 

 

  107  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Dividend and Growth Fund - (continued)                    

For the Year Ended October 31, 2016

 

                   

A

  $ 24.99     $ 0.37     $ 0.50     $ 0.87     $ (0.34   $ (2.03   $ (2.37   $ 23.49       4.12   $ 3,501,684       1.03     1.03 %(12)      1.59     22

B

    24.55       0.16       0.47       0.63       (0.11     (2.03     (2.14     23.04       3.12       19,716       2.01       1.96 (12)      0.71       22  

C

    24.34       0.19       0.47       0.66       (0.17     (2.03     (2.20     22.80       3.31       437,961       1.77       1.77 (12)      0.85       22  

I

    24.89       0.41       0.50       0.91       (0.39     (2.03     (2.42     23.38       4.31       1,779,168       0.83       0.83 (12)      1.78       22  

R3

    25.24       0.29       0.51       0.80       (0.26     (2.03     (2.29     23.75       3.78       79,400       1.36       1.36 (12)      1.26       22  

R4

    25.37       0.37       0.51       0.88       (0.33     (2.03     (2.36     23.89       4.10       136,673       1.06       1.06 (12)      1.56       22  

R5

    25.44       0.44       0.51       0.95       (0.39     (2.03     (2.42     23.97       4.41       104,487       0.76       0.76 (12)      1.89       22  

R6

    25.44       0.42       0.55       0.97       (0.41     (2.03     (2.44     23.97       4.48       2,964       0.66       0.66 (12)      1.76       22  

Y

    25.45       0.46       0.51       0.97       (0.42     (2.03     (2.45     23.97       4.50       1,460,506       0.66       0.66 (12)      1.95       22  

For the Year Ended October 31, 2015

 

                   

A

  $ 27.05     $ 0.36     $ 0.23     $ 0.59     $ (0.35   $ (2.30   $ (2.65   $ 24.99       2.46   $ 3,724,804       1.02     1.02     1.43     23

B

    26.59       0.14       0.22       0.36       (0.10     (2.30     (2.40     24.55       1.54       44,909       1.97       1.92       0.54       23  

C

    26.42       0.17       0.23       0.40       (0.18     (2.30     (2.48     24.34       1.70       467,006       1.76       1.76       0.69       23  

I

    26.95       0.41       0.23       0.64       (0.40     (2.30     (2.70     24.89       2.67       1,715,056       0.81       0.81       1.64       23  

R3

    27.29       0.28       0.24       0.52       (0.27     (2.30     (2.57     25.24       2.12       85,736       1.35       1.35       1.10       23  

R4

    27.42       0.36       0.23       0.59       (0.34     (2.30     (2.64     25.37       2.42       150,367       1.04       1.04       1.41       23  

R5

    27.49       0.44       0.23       0.67       (0.42     (2.30     (2.72     25.44       2.73       229,206       0.74       0.74       1.70       23  

R6

    27.81       0.43       (0.05     0.38       (0.45     (2.30     (2.75     25.44       1.64 (4)      10       0.71 (5)      0.70 (5)      1.71 (5)      23  

Y

    27.50       0.46       0.24       0.70       (0.45     (2.30     (2.75     25.45       2.83       1,323,782       0.64       0.64       1.80       23  

For the Year Ended October 31, 2014

 

                   

A

  $   25.28     $   0.36     $   3.43     $   3.79     $   (0.36   $   (1.66   $   (2.02   $   27.05       16.01   $   3,780,786       1.02     1.02     1.40     23

B

    24.88       0.13       3.35       3.48       (0.11     (1.66     (1.77     26.59       14.91       74,126       1.96       1.94       0.50       23  

C

    24.75       0.16       3.35       3.51       (0.18     (1.66     (1.84     26.42       15.12       467,932       1.77       1.77       0.65       23  

I

    25.20       0.41       3.42       3.83       (0.42     (1.66     (2.08     26.95       16.22       1,883,434       0.81       0.81       1.60       23  

R3

    25.49       0.28       3.45       3.73       (0.27     (1.66     (1.93     27.29       15.61       91,839       1.35       1.35       1.07       23  

R4

    25.60       0.36       3.47       3.83       (0.35     (1.66     (2.01     27.42       15.98       159,018       1.04       1.04       1.37       23  

R5

    25.66       0.44       3.48       3.92       (0.43     (1.66     (2.09     27.49       16.32       226,236       0.74       0.74       1.68       23  

Y

    25.67       0.47       3.48       3.95       (0.46     (1.66     (2.12     27.50       16.42       1,340,941       0.64       0.64       1.81       23  

For the Year Ended October 31, 2013

 

                   

A

  $ 20.87     $ 0.36     $ 4.75     $ 5.11     $ (0.35   $ (0.35   $ (0.70   $ 25.28       25.17   $ 3,454,165       1.05     1.05     1.57     30

B

    20.54       0.16       4.68       4.84       (0.15     (0.35     (0.50     24.88       24.08       98,179       2.00       1.95       0.71       30  

C

    20.45       0.19       4.65       4.84       (0.19     (0.35     (0.54     24.75       24.26       411,405       1.79       1.79       0.83       30  

I

    20.80       0.41       4.74       5.15       (0.40     (0.35     (0.75     25.20       25.48       1,581,081       0.83       0.83       1.79       30  

R3

    21.04       0.29       4.80       5.09       (0.29     (0.35     (0.64     25.49       24.79       87,399       1.35       1.35       1.27       30  

R4

    21.12       0.37       4.82       5.19       (0.36     (0.35     (0.71     25.60       25.21       139,811       1.05       1.05       1.58       30  

R5

    21.17       0.43       4.83       5.26       (0.42     (0.35     (0.77     25.66       25.57       199,409       0.75       0.75       1.85       30  

Y

    21.18       0.46       4.83       5.29       (0.45     (0.35     (0.80     25.67       25.68       1,596,519       0.65       0.65       1.99       30  

For the Year Ended October 31, 2012(9)

 

                   

A

  $ 18.61     $ 0.34     $ 2.26     $ 2.60     $ (0.34   $     $ (0.34   $ 20.87       14.07   $ 2,942,844       1.08     1.08     1.69     28

B

    18.32       0.17       2.21       2.38       (0.16           (0.16     20.54       13.03       108,710       2.02       1.95       0.84       28  

C

    18.25       0.18       2.22       2.40       (0.20           (0.20     20.45       13.20       340,069       1.82       1.82       0.94       28  

I

    18.56       0.40       2.23       2.63       (0.39           (0.39     20.80       14.30       1,341,707       0.81       0.81       1.96       28  

R3

    18.76       0.28       2.29       2.57       (0.29           (0.29     21.04       13.77       72,926       1.36       1.35       1.40       28  

R4

    18.84       0.34       2.29       2.63       (0.35           (0.35     21.12       14.04       122,160       1.05       1.05       1.68       28  

R5

    18.88       0.39       2.30       2.69       (0.40           (0.40     21.17       14.39       142,940       0.75       0.75       1.99       28  

Y

    18.88       0.41       2.31       2.72       (0.42           (0.42     21.18       14.55       1,556,898       0.65       0.65       2.08       28  

 

The accompanying notes are an integral part of these financial statements.

 

 

  108  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Equity Income Fund                        

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

                 

A

  $ 17.97     $ 0.18     $ 1.90     $ 2.08     $ (0.17   $ (0.60   $ (0.77   $ 19.28       11.74 %(4)    $ 1,691,617       1.01 %(5)      1.01 %(5)      1.90 %(5)      9

B

    18.00       0.17       1.89       2.06       (0.15     (0.60     (0.75     19.31       11.57 (4)      3,257       1.20 (5)      1.20 (5)      1.80 (5)      9  

C

    17.89       0.11       1.89       2.00       (0.11     (0.60     (0.71     19.18       11.28 (4)      463,910       1.74 (5)      1.74 (5)      1.17 (5)      9  

I

    17.89       0.20       1.89       2.09       (0.20     (0.60     (0.80     19.18       11.81 (4)      1,271,355       0.77 (5)      0.77 (5)      2.11 (5)      9  

R3

    17.99       0.14       1.91       2.05       (0.14     (0.60     (0.74     19.30       11.53 (4)      55,823       1.37 (5)      1.37 (5)      1.54 (5)      9  

R4

    18.02       0.17       1.90       2.07       (0.17     (0.60     (0.77     19.32       11.62 (4)      81,638       1.06 (5)      1.06 (5)      1.84 (5)      9  

R5

    18.09       0.20       1.92       2.12       (0.20     (0.60     (0.80     19.41       11.85 (4)      75,004       0.76 (5)      0.76 (5)      2.15 (5)      9  

R6

    18.13       0.21       1.92       2.13       (0.21     (0.60     (0.81     19.45       11.88 (4)      22,185       0.66 (5)      0.66 (5)      2.19 (5)      9  

Y

    18.13       0.23       1.91       2.14       (0.21     (0.60     (0.81     19.46       11.94 (4)      128,839       0.66 (5)      0.66 (5)      2.48 (5)      9  

F(6)

    19.22         (0.01     0.08       0.07       (0.11           (0.11     19.18       0.34 (4)      298,400       0.66 (5)      0.66 (5)      (0.19 )(5)      9  

For the Year Ended October 31, 2016

 

                   

A

  $   18.70     $ 0.36     $ 0.64     $ 1.00     $ (0.33   $ (1.40   $ (1.73   $ 17.97       6.13   $ 1,676,572       1.04     1.04     2.03     14

B

    18.72       0.34       0.64       0.98       (0.30     (1.40     (1.70     18.00       6.01       6,930       1.18       1.18       1.95       14  

C

    18.61       0.23       0.65       0.88       (0.20     (1.40     (1.60     17.89       5.45       452,909       1.76       1.76       1.30       14  

I

    18.62       0.39       0.66       1.05       (0.38     (1.40     (1.78     17.89       6.45       966,338       0.78       0.78       2.25       14  

R3

    18.72       0.30       0.64       0.94       (0.27     (1.40     (1.67     17.99       5.77       54,732       1.38       1.38       1.68       14  

R4

    18.74       0.35       0.65       1.00       (0.32     (1.40     (1.72     18.02       6.14       76,745       1.07       1.07       1.98       14  

R5

    18.81       0.41       0.64       1.05       (0.37     (1.40     (1.77     18.09       6.42       65,276       0.77       0.77       2.31       14  

R6

    18.84       0.42       0.66       1.08       (0.39     (1.40     (1.79     18.13       6.57       14,551       0.67       0.67       2.38       14  

Y

    18.84       0.41       0.67       1.08       (0.39     (1.40     (1.79     18.13       6.57       386,011       0.67       0.67       2.35       14  

For the Year Ended October 31, 2015

 

                   

A

  $ 19.04     $ 0.35     $   0.18     $   0.53     $   (0.35   $   (0.52   $   (0.87   $   18.70       2.95   $   1,757,486       1.02     1.02     1.87     20

B

    19.05       0.33       0.18       0.51       (0.32     (0.52     (0.84     18.72       2.82       13,915       1.16       1.16       1.75       20  

C

    18.96       0.21       0.18       0.39       (0.22     (0.52     (0.74     18.61       2.18       461,099       1.76       1.76       1.12       20  

I

    18.97       0.40       0.17       0.57       (0.40     (0.52     (0.92     18.62       3.18       835,297       0.76       0.76       2.13       20  

R3

    19.06       0.29       0.18       0.47       (0.29     (0.52     (0.81     18.72       2.61       56,026       1.36       1.36       1.52       20  

R4

    19.08       0.34       0.18       0.52       (0.34     (0.52     (0.86     18.74       2.92       74,473       1.06       1.06       1.82       20  

R5

    19.15       0.40       0.18       0.58       (0.40     (0.52     (0.92     18.81       3.22       76,741       0.76       0.76       2.15       20  

R6(8)

    19.39       0.35       0.04       0.39       (0.42     (0.52     (0.94     18.84       2.20 (4)      13,902       0.69 (5)      0.69 (5)      1.93 (5)      20  

Y

    19.19       0.42       0.17       0.59       (0.42     (0.52     (0.94     18.84       3.26       246,177       0.66       0.66       2.22       20  

For the Year Ended October 31, 2014

 

                   

A

  $ 17.83     $ 0.34     $ 1.76     $ 2.10     $ (0.33   $ (0.56   $ (0.89   $ 19.04       12.19   $ 1,951,760       1.03     1.03     1.83     13

B

    17.82       0.32       1.77       2.09       (0.30     (0.56     (0.86     19.05       12.15       21,619       1.16       1.16       1.72       13  

C

    17.77       0.20       1.75       1.95       (0.20     (0.56     (0.76     18.96       11.36       458,695       1.76       1.76       1.08       13  

I

    17.76       0.38       1.77       2.15       (0.38     (0.56     (0.94     18.97       12.54       903,048       0.76       0.76       2.07       13  

R3

    17.85       0.27       1.77       2.04       (0.27     (0.56     (0.83     19.06       11.81       58,349       1.37       1.37       1.47       13  

R4

    17.87       0.33       1.76       2.09       (0.32     (0.56     (0.88     19.08       12.13       76,746       1.06       1.06       1.78       13  

R5

    17.93       0.38       1.78       2.16       (0.38     (0.56     (0.94     19.15       12.47       91,827       0.76       0.76       2.08       13  

Y

    17.96       0.40       1.79       2.19       (0.40     (0.56     (0.96     19.19       12.61       236,502       0.66       0.66       2.17       13  

 

The accompanying notes are an integral part of these financial statements.

 

 

  109  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Equity Income Fund - (continued)                      

For the Year Ended October 31, 2013

 

                   

A

  $ 14.81     $ 0.32     $ 3.23     $ 3.55     $ (0.31   $ (0.22   $ (0.53   $ 17.83       24.56   $ 1,746,629       1.06     1.06     1.98     17

B

    14.78       0.23       3.22       3.45       (0.19     (0.22     (0.41     17.82       23.87       27,131       1.65       1.65       1.44       17  

C

    14.77       0.20       3.22       3.42       (0.20     (0.22     (0.42     17.77       23.67       336,264       1.79       1.79       1.20       17  

I

    14.75       0.36       3.22       3.58       (0.35     (0.22     (0.57     17.76       24.93       648,568       0.78       0.78       2.18       17  

R3

    14.83       0.27       3.23       3.50       (0.26     (0.22     (0.48     17.85       24.17       47,928       1.38       1.38       1.62       17  

R4

    14.84       0.31       3.25       3.56       (0.31     (0.22     (0.53     17.87       24.58       65,286       1.08       1.08       1.89       17  

R5

    14.88       0.35       3.27       3.62       (0.35     (0.22     (0.57     17.93       24.99       72,270       0.77       0.77       2.06       17  

Y

    14.90       0.39       3.26       3.65       (0.37     (0.22     (0.59     17.96       25.13       167,906       0.67       0.67       2.35       17  

For the Year Ended October 31, 2012(9)

 

                   

A

  $ 12.93     $ 0.29     $ 1.89     $ 2.18     $ (0.30   $     $ (0.30   $ 14.81       17.00   $ 1,195,106       1.11     1.11     2.12     27

B

    12.91       0.18       1.86       2.04       (0.14           (0.14     14.78       15.90       27,731       2.00       2.00       1.27       27  

C

    12.91       0.19       1.88       2.07       (0.21           (0.21     14.77       16.13       160,153       1.84       1.84       1.35       27  

I

    12.89       0.31       1.89       2.20       (0.34           (0.34     14.75       17.25       244,794       0.81       0.81       2.31       27  

R3

    12.96       0.24       1.90       2.14       (0.27           (0.27     14.83       16.63       23,077       1.42       1.42       1.72       27  

R4

    12.97       0.28       1.89       2.17       (0.30           (0.30     14.84       16.90       24,672       1.11       1.11       2.01       27  

R5

    12.99       0.32       1.91       2.23       (0.34           (0.34     14.88       17.33       8,931       0.82       0.82       2.48       27  

Y

    13.01       0.55       1.69       2.24       (0.35           (0.35     14.90       17.41       74,613       0.72       0.72       2.68       27  
The Hartford Growth Opportunities Fund                      

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

                 

A

  $ 37.66     $ (0.10   $ 4.17     $ 4.07     $     $ (1.40   $ (1.40   $   40.33       11.21 %(4)    $   1,749,964       1.12 %(5)      1.12 %(5)      (0.55 )%(5)      70

B

    25.69       (0.19     2.79       2.60             (1.40     (1.40     26.89       10.69 (4)      1,506       2.31 (5)      2.05 (5)      (1.48 )(5)      70  

C

    26.03       (0.17     2.83       2.66             (1.40     (1.40     27.29       10.79 (4)      397,430       1.87 (5)      1.87 (5)      (1.30 )(5)      70  

I

    39.00       (0.07     4.34       4.27             (1.40     (1.40     41.87       11.31 (4)      1,726,407       0.92 (5)      0.92 (5)      (0.35 )(5)      70  

R3

    37.96       (0.17     4.21       4.04             (1.40     (1.40     40.60       11.01 (4)      50,071       1.46 (5)      1.45 (5)      (0.88 )(5)      70  

R4

    39.50       (0.12     4.39       4.27             (1.40     (1.40     42.37       11.17 (4)      72,828       1.16 (5)      1.15 (5)      (0.58 )(5)      70  

R5

    40.78       (0.05     4.54       4.49             (1.40     (1.40     43.87       11.36 (4)      11,939       0.86 (5)      0.85 (5)      (0.27 )(5)      70  

R6

    41.21       (0.04     4.59       4.55             (1.40     (1.40     44.36       11.41 (4)      2,209       0.76 (5)      0.76 (5)      (0.20 )(5)      70  

Y

    41.23       (0.04     4.60       4.56             (1.40     (1.40     44.39       11.41 (4)      90,470       0.76 (5)      0.76 (5)      (0.18 )(5)      70  

F(6)

    40.07       (0.02     1.83       1.81                         41.88       4.49 (4)      150,973       0.75 (5)      0.75 (5)      (0.22 )(5)      70  

For the Year Ended October 31, 2016

 

                   

A

  $   40.68     $   (0.20   $   0.55     $ 0.35     $     $   (3.37   $   (3.37   $ 37.66       1.04   $ 1,747,532       1.14     1.14 %(13)      (0.55 )%      117

B

    29.08       (0.37     0.35         (0.02           (3.37     (3.37     25.69       0.09       4,249       2.09       2.06 (13)      (1.45     117  

C

    29.37       (0.33     0.36       0.03             (3.37     (3.37     26.03       0.28       420,107       1.89       1.89 (13)      (1.29     117  

I

    41.98       (0.12     0.57       0.45         (0.06     (3.37     (3.43     39.00       1.25       1,726,408       0.93       0.93 (13)      (0.32     117  

R3

    41.11       (0.33     0.55       0.22             (3.37     (3.37     37.96       0.71       47,559       1.47       1.47 (13)      (0.87     117  

R4

    42.51       (0.22     0.58       0.36             (3.37     (3.37     39.50       1.02       72,213       1.17       1.17 (13)      (0.57     117  

R5

    43.73       (0.08     0.57       0.49       (0.07     (3.37     (3.44     40.78       1.30       14,791       0.87       0.86 (13)      (0.20     117  

R6

    44.15       (0.07     0.61       0.54       (0.11     (3.37     (3.48     41.21       1.40       942       0.77       0.77 (13)      (0.17     117  

Y

    44.17       (0.08     0.62       0.54       (0.11     (3.37     (3.48     41.23       1.40       231,037       0.77       0.77 (13)      (0.19     117  

 

The accompanying notes are an integral part of these financial statements.

 

 

  110  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Growth Opportunities Fund - (continued)              

For the Year Ended October 31, 2015

 

                   

A

  $   43.76     $   (0.17   $ 4.82     $ 4.65     $     $ (7.73   $ (7.73   $ 40.68       12.72   $ 1,853,433       1.12     1.12     (0.42 )%      93

B

    33.71       (0.39     3.49       3.10             (7.73     (7.73     29.08       11.72       15,256       2.04       2.03       (1.32     93  

C

    33.91       (0.34     3.53       3.19             (7.73     (7.73     29.37       11.95       401,542       1.86       1.86       (1.17     93  

I

    44.82       (0.09     4.98       4.89             (7.73     (7.73     41.98       12.99       2,433,134       0.89       0.89       (0.21     93  

R3

    44.25       (0.31     4.90       4.59             (7.73     (7.73     41.11       12.39       44,347       1.45       1.45       (0.76     93  

R4

    45.39       (0.19     5.04       4.85             (7.73     (7.73     42.51       12.70       60,775       1.15       1.15       (0.45     93  

R5

    46.36       (0.07     5.17       5.10             (7.73     (7.73     43.73       13.02       123,897       0.84       0.84       (0.15     93  

R6(8)

    47.09       (0.06     4.85       4.79             (7.73     (7.73     44.15       12.16 (4)      11       0.82 (5)      0.82 (5)      (0.14 )(5)      93  

Y

    46.70       (0.04     5.24       5.20             (7.73     (7.73     44.17       13.16       188,938       0.75       0.75       (0.09     93  

For the Year Ended October 31, 2014

 

                   

A

  $ 38.68     $ (0.13   $ 6.72     $   6.59     $     $   (1.51   $   (1.51   $   43.76       17.63   $   1,497,082       1.15     1.15     (0.33 )%      136 %(14) 

B

    30.38       (0.37     5.21       4.84             (1.51     (1.51     33.71       16.65       22,277       2.07       2.02       (1.18     136 (14) 

C

    30.51       (0.33     5.24       4.91             (1.51     (1.51     33.91       16.81       251,628       1.88       1.88       (1.05     136 (14) 

I

    39.49       (0.04     6.88       6.84             (1.51     (1.51     44.82       17.92       1,733,488       0.91       0.91       (0.09     136 (14) 

R3

    39.21       (0.26     6.81       6.55             (1.51     (1.51     44.25       17.28       29,954       1.46       1.45       (0.62     136 (14) 

R4

    40.06       (0.14     6.98       6.84             (1.51     (1.51     45.39       17.65       52,498       1.15       1.15       (0.32     136 (14) 

R5

    40.76       (0.02     7.13       7.11             (1.51     (1.51     46.36       18.02       102,841       0.85       0.85       (0.05     136 (14) 

Y

    41.02       0.03       7.16       7.19             (1.51     (1.51     46.70       18.11       68,001       0.75       0.75       0.08       136 (14) 

For the Year Ended October 31, 2013

 

                   

A

  $ 29.60     $ (0.10   $ 9.18     $ 9.08     $     $     $     $ 38.68       30.68   $ 982,699       1.19     1.19     (0.30 )%      120 %(15) 

B

    23.43       (0.28     7.23       6.95                         30.38       29.66       24,296       2.11       1.96       (1.05     120 (15) 

C

    23.52       (0.27     7.26       6.99                         30.51       29.72       176,392       1.90       1.90       (1.01     120 (15) 

I

    30.14       (0.01     9.36       9.35                         39.49       31.02       1,288,778       0.92       0.92       (0.03     120 (15) 

R3

    30.09       (0.19     9.31       9.12                         39.21       30.31       24,924       1.46       1.45       (0.56     120 (15) 

R4

    30.64       (0.09     9.51       9.42                         40.06       30.74       44,353       1.15       1.15       (0.25     120 (15) 

R5

    31.09       0.01       9.66       9.67                         40.76       31.10       20,243       0.85       0.85       0.04       120 (15) 

Y

    31.25       0.05       9.72       9.77                         41.02       31.26       57,712       0.75       0.75       0.14       120 (15) 

For the Year Ended October 31, 2012

 

                   

A

  $ 25.98     $ (0.15   $   3.77     $ 3.62     $   —     $     $     $ 29.60       13.93   $ 748,795       1.23     1.21     (0.54 )%      116

B

    20.72       (0.28     2.99       2.71                         23.43       13.08       23,529       2.15       1.96       (1.29     116  

C

    20.80       (0.28     3.00       2.72                         23.52       13.08       123,174       1.93       1.93       (1.26     116  

I

    26.39       (0.08     3.83       3.75                         30.14       14.21       893,563       0.95       0.95       (0.28     116  

R3

    26.48       (0.22     3.83       3.61                         30.09       13.63       17,259       1.48       1.45       (0.78     116  

R4

    26.89       (0.14     3.89       3.75                         30.64       13.95       38,458       1.16       1.15       (0.47     116  

R5

    27.20       (0.05     3.94       3.89                         31.09       14.30       14,935       0.86       0.85       (0.17     116  

Y

    27.32       (0.03     3.96       3.93                         31.25       14.39       46,782       0.76       0.76       (0.09     116  

 

The accompanying notes are an integral part of these financial statements.

 

 

  111  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Healthcare Fund                      

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

                 

A

  $   30.96     $   (0.05   $   5.31     $ 5.26     $     $ (3.02   $ (3.02   $ 33.20       18.37 %(4)    $ 768,813       1.32 %(5)      1.31 %(5)      (0.30 )%(5)      15

B

    26.22       (0.16     4.42       4.26             (3.02     (3.02     27.46       17.83 (4)      813       2.36 (5)      2.21 (5)      (1.22 )(5)      15  

C

    26.34       (0.14     4.44       4.30             (3.02     (3.02     27.62       17.91 (4)      254,385       2.05 (5)      2.05 (5)      (1.04 )(5)      15  

I

    32.15             5.52       5.52             (3.02     (3.02     34.65       18.51 (4)      255,695       1.04 (5)      1.04 (5)      (0.02 )(5)      15  

R3

    31.87       (0.10     5.47       5.37             (3.02     (3.02     34.22       18.17 (4)      45,393       1.62 (5)      1.62 (5)      (0.60 )(5)      15  

R4

    33.10       (0.05     5.69       5.64             (3.02     (3.02     35.72       18.33 (4)      36,818       1.31 (5)      1.31 (5)      (0.30 )(5)      15  

R5

    34.23             5.91       5.91             (3.02     (3.02     37.12       18.52 (4)      5,506       1.02 (5)      1.02 (5)      (5)      15  

Y

    34.54       0.02       5.97       5.99             (3.02     (3.02     37.51       18.59 (4)      57,386       0.91 (5)      0.91 (5)      0.11 (5)      15  

F(6)

    33.96       0.01       0.69       0.70                         34.66       2.06 (4)      10       0.91 (5)      0.91 (5)      0.19 (5)      15  

For the Year Ended October 31, 2016

 

                   

A

  $ 38.70     $ (0.12   $ (2.52   $   (2.64   $   (0.55   $   (4.55   $   (5.10   $   30.96       (8.11 )%    $   757,038       1.33     1.33     (0.36 )%      35

B

    33.41       (0.36     (2.15     (2.51     (0.13     (4.55     (4.68     26.22       (8.94     2,056       2.24       2.22       (1.26     35  

C

    33.73       (0.31     (2.15     (2.46     (0.38     (4.55     (4.93     26.34       (8.78     254,009       2.06       2.06       (1.10     35  

I

    39.98       (0.03     (2.61     (2.64     (0.64     (4.55     (5.19     32.15       (7.86     228,463       1.07       1.07       (0.09     35  

R3

    39.69       (0.22     (2.61     (2.83     (0.44     (4.55     (4.99     31.87       (8.38     43,993       1.62       1.62       (0.66     35  

R4

    41.01       (0.13     (2.69     (2.82     (0.54     (4.55     (5.09     33.10       (8.09     38,273       1.32       1.32       (0.36     35  

R5

    42.22       (0.02     (2.79     (2.81     (0.63     (4.55     (5.18     34.23       (7.82     5,342       1.03       1.03       (0.06     35  

Y

    42.54       0.02       (2.80     (2.78     (0.67     (4.55     (5.22     34.54       (7.72     51,125       0.92       0.92       0.05       35  

For the Year Ended October 31, 2015

 

A

  $ 36.60     $ (0.18   $ 4.77     $ 4.59     $     $ (2.49   $ (2.49   $ 38.70       13.19   $ 914,414       1.28     1.28     (0.46 )%      39

B

    32.18       (0.46     4.18       3.72             (2.49     (2.49     33.41       12.23       6,239       2.15       2.15       (1.35     39  

C

    32.42       (0.41     4.21       3.80             (2.49     (2.49     33.73       12.40       310,668       2.02       2.02       (1.19     39  

I

    37.63       (0.07     4.91       4.84             (2.49     (2.49     39.98       13.51       266,553       1.01       1.01       (0.18     39  

R3

    37.58       (0.31     4.91       4.60             (2.49     (2.49     39.69       12.85       59,135       1.61       1.61       (0.78     39  

R4

    38.64       (0.20     5.06       4.86             (2.49     (2.49     41.01       13.19       51,253       1.30       1.30       (0.48     39  

R5

    39.60       (0.08     5.19       5.11             (2.49     (2.49     42.22       13.52       5,326       1.01       1.01       (0.18     39  

Y

    39.85       (0.03     5.21       5.18             (2.49     (2.49     42.54       13.64       8,834       0.90       0.90       (0.08     39  

For the Year Ended October 31, 2014

 

A

  $ 28.05     $ (0.13   $ 8.68     $ 8.55     $     $     $     $ 36.60       30.48   $ 599,010       1.33     1.33     (0.40 )%      28

B

    24.88       (0.36     7.66       7.30                         32.18       29.34       11,303       2.20       2.20       (1.27     28  

C

    25.03       (0.32     7.71       7.39                         32.42       29.52       176,581       2.06       2.06       (1.13     28  

I

    28.76       (0.04     8.91       8.87                         37.63       30.84       137,450       1.05       1.05       (0.12     28  

R3

    28.89       (0.24     8.93       8.69                         37.58       30.08       40,482       1.64       1.64       (0.71     28  

R4

    29.62       (0.14     9.16       9.02                         38.64       30.45       29,530       1.34       1.34       (0.41     28  

R5

    30.27       (0.04     9.37       9.33                         39.60       30.82       2,323       1.05       1.05       (0.12     28  

Y

    30.42             9.43       9.43                         39.85       31.00       6,081       0.94       0.94             28  

For the Year Ended October 31, 2013

 

A

  $ 20.11     $ (0.06   $ 8.00     $ 7.94     $     $     $     $ 28.05       39.48   $ 415,323       1.40     1.40     (0.24 )%      32

B

    17.99       (0.23     7.12       6.89                         24.88       38.30       14,697       2.29       2.26       (1.08     32  

C

    18.07       (0.21     7.17       6.96                         25.03       38.52       116,641       2.11       2.11       (0.95     32  

I

    20.55       0.01       8.20       8.21                         28.76       39.95       79,005       1.08       1.08       0.06       32  

R3

    20.77       (0.13     8.25       8.12                         28.89       39.09       24,914       1.66       1.65       (0.51     32  

R4

    21.22       (0.05     8.45       8.40                         29.62       39.59       17,817       1.36       1.35       (0.20     32  

R5

    21.62       0.05       8.60       8.65                         30.27       40.01       1,267       1.08       1.05       0.19       32  

Y

    21.71       0.05       8.66       8.71                         30.42       40.12       4,056       0.96       0.96       0.20       32  

 

The accompanying notes are an integral part of these financial statements.

 

 

  112  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Healthcare Fund - (continued)                      

For the Year Ended October 31, 2012(9)

 

A

  $   16.80     $     $ 3.31     $ 3.31     $   —     $     $     $ 20.11       19.70   $ 276,741       1.47     1.47         46

B

    15.15       (0.17     3.01       2.84                         17.99       18.75       14,015       2.38       2.28       (0.84     46  

C

    15.20       (0.12     2.99       2.87                         18.07       18.88       73,728       2.17       2.17       (0.71     46  

I

    17.10       0.07       3.38       3.45                         20.55       20.18       38,199       1.11       1.11       0.35       46  

R3

    17.38       (0.02     3.41       3.39                         20.77       19.51       12,521       1.69       1.65       (0.15     46  

R4

    17.70       0.02       3.50       3.52                         21.22       19.89       12,363       1.38       1.35       0.11       46  

R5

    17.98       0.08       3.56       3.64                         21.62       20.24       2,489       1.09       1.05       0.43       46  

Y

    18.05       0.10       3.56       3.66                         21.71       20.28       3,252       0.98       0.98       0.48       46  
The Hartford MidCap Fund                      

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 24.25     $   (0.04   $   3.76     $ 3.72     $     $ (0.78   $ (0.78   $ 27.19       15.55 %(4)    $ 2,283,512       1.13 %(5)      1.13 %(5)      (0.30 )%(5)      19

B

    17.80       (0.11     2.73       2.62             (0.78     (0.78     19.64       14.98 (4)      8,376       2.05 (5)      2.05 (5)      (1.17 )(5)      19  

C

    18.42       (0.10     2.84       2.74             (0.78     (0.78     20.38       15.13 (4)      690,078       1.87 (5)      1.87 (5)      (1.04 )(5)      19  

I

    24.79       (0.01     3.84       3.83             (0.78     (0.78     27.84       15.66 (4)      2,827,921       1.00 (5)      0.91 (5)      (0.10 )(5)      19  

R3

    26.88       (0.09     4.16       4.07             (0.78     (0.78     30.17       15.32 (4)      81,232       1.46 (5)      1.46 (5)      (0.64 )(5)      19  

R4

    27.69       (0.05     4.29       4.24             (0.78     (0.78     31.15       15.49 (4)      198,937       1.16 (5)      1.16 (5)      (0.34 )(5)      19  

R5

    28.24       (0.01     4.38       4.37             (0.78     (0.78     31.83       15.65 (4)      245,931       0.85 (5)      0.85 (5)      (0.04 )(5)      19  

R6

    28.45             4.42       4.42             (0.78     (0.78     32.09       15.72 (4)      69,820       0.76 (5)      0.75 (5)      0.02 (5)      19  

Y

    28.44       0.01       4.41       4.42             (0.78     (0.78     32.08       15.72 (4)      1,666,466       0.75 (5)      0.75 (5)      0.07 (5)      19  

F(6)

    27.52       (0.02     0.34       0.32                         27.84       1.16 (4)      220,654       0.76 (5)      0.76 (5)      (0.39 )(5)      19  

For the Year Ended October 31, 2016

 

A

  $ 26.47     $ (0.07   $ (0.22   $   (0.29   $     $   (1.93   $   (1.93   $   24.25       (0.79 )%    $   2,041,826       1.17     1.17     (0.29 )%      31

B

    20.13       (0.21     (0.19     (0.40           (1.93     (1.93     17.80       (1.66     16,842       2.06       2.06       (1.16     31  

C

    20.73       (0.18     (0.20     (0.38           (1.93     (1.93     18.42       (1.50     611,311       1.89       1.89       (1.01     31  

I

    26.96       (0.04     (0.20     (0.24           (1.93     (1.93     24.79       (0.57     1,725,700       1.02       1.02       (0.18     31  

R3

    29.20       (0.16     (0.23     (0.39           (1.93     (1.93     26.88       (1.07     71,711       1.48       1.48       (0.59     31  

R4

    29.93       (0.08     (0.23     (0.31           (1.93     (1.93     27.69       (0.76     165,137       1.18       1.18       (0.30     31  

R5

    30.39             (0.22     (0.22           (1.93     (1.93     28.24       (0.47     193,533       0.87       0.87             31  

R6

    30.58             (0.20     (0.20           (1.93     (1.93     28.45       (0.36     26,352       0.77       0.77       0.01       31  

Y

    30.57       0.03       (0.23     (0.20           (1.93     (1.93     28.44       (0.36     1,490,965       0.77       0.77       0.10       31  

For the Year Ended October 31, 2015

 

A

  $ 27.38     $ (0.09   $ 1.85     $ 1.76     $     $ (2.67   $ (2.67   $ 26.47       7.28   $ 2,048,529       1.14     1.14     (0.35 )%      29

B

    21.65       (0.25     1.40       1.15             (2.67     (2.67     20.13       6.28       24,665       2.03       2.03       (1.22     29  

C

    22.18       (0.23     1.45       1.22             (2.67     (2.67     20.73       6.46       626,345       1.88       1.88       (1.09     29  

I

    27.78       (0.02     1.87       1.85             (2.67     (2.67     26.96       7.52       702,566       0.87       0.87       (0.09     29  

R3

    30.02       (0.20     2.05       1.85             (2.67     (2.67     29.20       6.91       76,925       1.47       1.47       (0.69     29  

R4

    30.61       (0.11     2.10       1.99             (2.67     (2.67     29.93       7.26       135,698       1.16       1.16       (0.39     29  

R5

    30.96       (0.03     2.13       2.10             (2.67     (2.67     30.39       7.59       164,879       0.86       0.86       (0.09     29  

R6(8)

    31.11       (0.04     2.18       2.14             (2.67     (2.67     30.58       7.65 (4)      1,230       0.77 (5)      0.77 (5)      (0.13 )(5)      29  

Y

    31.10       0.01       2.13       2.14             (2.67     (2.67     30.57       7.66       1,201,917       0.76       0.76       0.04       29  

 

The accompanying notes are an integral part of these financial statements.

 

 

  113  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Fund - (continued)                      

For the Year Ended October 31, 2014

 

A

  $   25.67     $   (0.10   $   3.82     $   3.72     $     $ (2.01   $ (2.01   $ 27.38       15.57   $ 1,891,075       1.15     1.15     (0.40 )%      34

B

    20.88       (0.27     3.05       2.78             (2.01     (2.01     21.65       14.56       29,446       2.05       2.05       (1.29     34  

C

    21.30       (0.24     3.13       2.89             (2.01     (2.01     22.18       14.81       544,154       1.88       1.88       (1.13     34  

I

    25.95       (0.04     3.88       3.84             (2.01     (2.01     27.78       15.89       550,720       0.90       0.90       (0.17     34  

R3

    28.03       (0.21     4.21       4.00             (2.01     (2.01     30.02       15.24       56,403       1.47       1.47       (0.72     34  

R4

    28.47       (0.12     4.27       4.15             (2.01     (2.01     30.61       15.55       94,232       1.16       1.16       (0.41     34  

R5

    28.69       (0.03     4.31       4.28             (2.01     (2.01     30.96       15.91       110,364       0.86       0.86       (0.11     34  

Y

    28.77       (0.01     4.35       4.34             (2.01     (2.01     31.10       16.08       1,078,695       0.76       0.76       (0.02     34  

For the Year Ended October 31, 2013

 

A

  $ 20.44     $ (0.03   $ 6.56     $ 6.53     $     $ (1.30   $ (1.30   $ 25.67       34.17   $   1,847,041       1.20     1.20     (0.14 )%      38

B

    17.00       (0.18     5.36       5.18             (1.30     (1.30     20.88       33.01       33,232       2.11       2.07       (1.00     38  

C

    17.29       (0.16     5.47       5.31             (1.30     (1.30     21.30       33.21       474,663       1.91       1.91       (0.85     38  

I

    20.65       0.02       6.63       6.65         (0.05       (1.30       (1.35       25.95       34.48       277,953       0.96       0.96       0.09       38  

R3

    22.25       (0.10     7.18       7.08             (1.30     (1.30     28.03       33.80       47,837       1.48       1.48       (0.43     38  

R4

    22.51       (0.03     7.29       7.26             (1.30     (1.30     28.47       34.24       77,603       1.17       1.17       (0.13     38  

R5

    22.69       0.04       7.33       7.37       (0.07     (1.30     (1.37     28.69       34.60       91,163       0.87       0.87       0.17       38  

Y

    22.75       0.07       7.34       7.41       (0.09     (1.30     (1.39     28.77       34.73       872,297       0.77       0.77       0.28       38  

For the Year Ended October 31, 2012

 

A

  $ 20.67     $ 0.05     $ 2.22     $ 2.27     $     $ (2.50   $ (2.50   $ 20.44       13.47   $ 1,536,203       1.23     1.23     0.25     45

B

    17.77       (0.10     1.83       1.73             (2.50     (2.50     17.00       12.50       30,803       2.16       2.08       (0.62     45  

C

    18.01       (0.08     1.86       1.78             (2.50     (2.50     17.29       12.63       380,413       1.93       1.93       (0.45     45  

I

    20.85       0.09       2.25       2.34       (0.04     (2.50     (2.54     20.65       13.78       213,875       0.99       0.99       0.48       45  

R3

    22.32             2.43       2.43             (2.50     (2.50     22.25       13.16       37,776       1.49       1.49       (0.01     45  

R4

    22.49       0.06       2.46       2.52             (2.50     (2.50     22.51       13.50       57,799       1.18       1.18       0.29       45  

R5

    22.66       0.13       2.47       2.60       (0.07     (2.50     (2.57     22.69       13.85       66,039       0.88       0.88       0.59       45  

Y

    22.71       0.15       2.48       2.63       (0.09     (2.50     (2.59     22.75       13.98       642,084       0.78       0.78       0.70       45  
The Hartford MidCap Value Fund                      

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

                 

A

  $ 13.98     $     $ 1.67     $ 1.67     $     $ (1.02   $ (1.02   $ 14.63       12.09 %(4)    $ 276,800       1.22 %(5)      1.22 %(5)      0.05 %(5)      23

B

    11.94       (0.05     1.42       1.37             (1.02     (1.02     12.29       11.60 (4)      277       2.48 (5)      2.10 (5)      (0.83 )(5)      23  

C

    11.90       (0.04     1.41       1.37             (1.02     (1.02     12.25       11.64 (4)      38,209       1.96 (5)      1.96 (5)      (0.69 )(5)      23  

I

    14.09       0.01       1.69       1.70       (0.05     (1.02     (1.07     14.72       12.19 (4)      169,374       1.16 (5)      1.10 (5)      0.17 (5)      23  

R3

    14.67       (0.02     1.75       1.73             (1.02     (1.02     15.38       11.91 (4)      12,192       1.52 (5)      1.52 (5)      (0.24 )(5)      23  

R4

    14.87       0.01       1.76       1.77             (1.02     (1.02     15.62       12.05 (4)      11,465       1.21 (5)      1.21 (5)      0.08 (5)      23  

R5

    15.03       0.03       1.80       1.83       (0.05     (1.02     (1.07     15.79       12.31 (4)      11,952       0.91 (5)      0.91 (5)      0.37 (5)      23  

Y

    15.07       0.04       1.80       1.84       (0.06     (1.02     (1.08     15.83       12.36 (4)      23,253       0.81 (5)      0.81 (5)      0.50 (5)      23  

F(6)

    14.97             (0.24     (0.24                       14.73       (1.60 )(4)      58,920       0.80 (5)      0.80 (5)      0.17 (5)      23  

For the Year Ended October 31, 2016

 

                   

A

  $ 15.11     $ 0.03     $ (0.03   $     $ (0.02   $ (1.11   $ (1.13   $ 13.98       0.18   $ 246,023       1.30     1.30 %(16)      0.18     56

B

    13.15       (0.07     (0.03     (0.10           (1.11     (1.11     11.94       (0.57     637       2.42       2.12 (16)      (0.63     56  

C

    13.09       (0.06     (0.02     (0.08           (1.11     (1.11     11.90       (0.42     35,965       2.02       2.02 (16)      (0.54     56  

I

    15.22       0.05       (0.01     0.04       (0.06     (1.11     (1.17     14.09       0.48       83,155       1.06       1.06 (16)      0.39       56  

R3

    15.82       (0.01     (0.03     (0.04           (1.11     (1.11     14.67       (0.07     11,396       1.56       1.56 (16)      (0.07     56  

R4

    15.99       0.03       (0.02     0.01       (0.02     (1.11     (1.13     14.87       0.30       13,448       1.25       1.25 (16)      0.23       56  

R5

    16.15       0.08       (0.03     0.05       (0.06     (1.11     (1.17     15.03       0.54       9,831       0.95       0.95 (16)      0.52       56  

Y

    16.19       0.09       (0.03     0.06       (0.07     (1.11     (1.18     15.07       0.63       79,990       0.85       0.85 (16)      0.63       56  

 

The accompanying notes are an integral part of these financial statements.

 

 

  114  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Value Fund - (continued)                      

For the Year Ended October 31, 2015

 

                   

A

  $ 16.73     $ 0.02     $ 0.25     $ 0.27     $ (0.02   $   (1.87   $   (1.89   $   15.11       2.28   $   229,953       1.25     1.25     0.11     33

B

    14.91       (0.10     0.21       0.11             (1.87     (1.87     13.15       1.37       1,417       2.28       2.09       (0.75     33  

C

    14.84       (0.08     0.20       0.12             (1.87     (1.87     13.09       1.45       41,149       1.97       1.97       (0.62     33  

I

    16.85       0.07       0.25       0.32       (0.08     (1.87     (1.95     15.22       2.57       29,987       0.92       0.92       0.42       33  

R3

    17.45       (0.03     0.27       0.24             (1.87     (1.87     15.82       1.97       10,204       1.52       1.52       (0.19     33  

R4

    17.61       0.02       0.27       0.29       (0.04     (1.87     (1.91     15.99       2.26       11,711       1.21       1.21       0.15       33  

R5

    17.75       0.07       0.28       0.35       (0.08     (1.87     (1.95     16.15       2.62       7,564       0.92       0.92       0.44       33  

Y

    17.78       0.09       0.28       0.37       (0.09     (1.87     (1.96     16.19       2.73       158,691       0.81       0.81       0.54       33  

For the Year Ended October 31, 2014

 

                   

A

  $ 16.44     $ 0.03     $ 1.81     $ 1.84     $     $ (1.55   $ (1.55   $ 16.73       12.32   $ 222,876       1.27     1.27     0.19     43

B

    14.93       (0.09     1.62       1.53             (1.55     (1.55     14.91       11.41       2,156       2.28       2.10       (0.63     43  

C

    14.85       (0.08     1.62       1.54             (1.55     (1.55     14.84       11.56       41,382       1.99       1.99       (0.53     43  

I

    16.49       0.09       1.82       1.91             (1.55     (1.55     16.85       12.75       37,414       0.92       0.92       0.53       43  

R3

    17.12       (0.01     1.89       1.88             (1.55     (1.55     17.45       12.05       10,187       1.53       1.53       (0.08     43  

R4

    17.21       0.04       1.91       1.95             (1.55     (1.55     17.61       12.42       9,476       1.22       1.22       0.22       43  

R5

    17.29       0.09       1.92       2.01             (1.55     (1.55     17.75       12.73       2,851       0.93       0.93       0.52       43  

Y

    17.31       0.11       1.91       2.02             (1.55     (1.55     17.78       12.79       166,729       0.82       0.82       0.63       43  

For the Year Ended October 31, 2013

 

                   

A

  $ 12.58     $ 0.02     $ 3.97     $ 3.99     $ (0.13   $     $ (0.13   $ 16.44       32.01   $ 207,552       1.31     1.31     0.11     59

B

    11.40       (0.09     3.62       3.53                         14.93       30.96       2,819       2.33       2.10       (0.68     59  

C

    11.38       (0.08     3.60       3.52       (0.05           (0.05     14.85       31.07       38,067       2.01       2.01       (0.60     59  

I

    12.62       0.06       3.99       4.05       (0.18           (0.18     16.49       32.49       18,791       0.96       0.96       0.43       59  

R3

    13.12       (0.02     4.15       4.13       (0.13           (0.13     17.12       31.68       5,089       1.53       1.53       (0.12     59  

R4

    13.17       0.03       4.16       4.19       (0.15           (0.15     17.21       32.11       4,903       1.22       1.22       0.18       59  

R5

    13.23       0.06       4.19       4.25       (0.19           (0.19     17.29       32.46       1,309       0.93       0.93       0.38       59  

Y

    13.24       0.09       4.18       4.27       (0.20           (0.20     17.31       32.64       150,335       0.82       0.82       0.60       59  

For the Year Ended October 31, 2012

 

                   

A

  $ 10.75     $ 0.08     $ 1.80     $ 1.88     $   (0.05   $     $ (0.05   $ 12.58       17.55   $ 159,104       1.38     1.35     0.67     59

B

    9.77       (0.02     1.65       1.63                         11.40       16.88       2,813       2.38       2.10       (0.21     59  

C

    9.74             1.64       1.64                         11.38       16.84       28,522       2.06       2.06       (0.05     59  

I

    10.79       0.12       1.81       1.93       (0.10           (0.10     12.62       18.02       5,296       1.00       1.00       1.06       59  

R3

    11.23       0.06       1.88       1.94       (0.05           (0.05     13.12       17.41       3,514       1.55       1.55       0.50       59  

R4

    11.28       0.10       1.88       1.98       (0.09           (0.09     13.17       17.70       2,735       1.25       1.25       0.79       59  

R5

    11.31       0.14       1.88       2.02       (0.10           (0.10     13.23       18.07       311       0.96       0.95       1.14       59  

Y

    11.31       0.15       1.89       2.04       (0.11           (0.11     13.24       18.22       136,388       0.84       0.84       1.24       59  
Hartford Small Cap Core Fund                      

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

               

A

  $   11.56     $ 0.04     $ 1.93     $ 1.97     $ (0.10   $     $ (0.10   $ 13.43       17.09 %(4)    $ 53,781       1.28 %(5)      1.27 %(5)      0.64 %(5)      44

B

    10.73         (0.01     1.79       1.78                         12.51       16.59 (4)      368       2.31 (5)      2.05 (5)      (0.17 )(5)      44  

C

    10.58       (0.01     1.77       1.76       (0.02           (0.02     12.32       16.65 (4)      12,088       2.03 (5)      2.01 (5)      (0.10 )(5)      44  

I

    11.58       0.06       1.93       1.99       (0.14           (0.14     13.43       17.25 (4)      4,146       0.98 (5)      0.98 (5)      0.93 (5)      44  

R3

    11.87       0.03       1.97       2.00       (0.07           (0.07     13.80       16.86 (4)      727       1.61 (5)      1.50 (5)      0.41 (5)      44  

R4

    11.94       0.05       1.98       2.03       (0.08           (0.08     13.89       17.05 (4)      128       1.32 (5)      1.20 (5)      0.69 (5)      44  

R5

    11.96       0.07       1.99       2.06       (0.14           (0.14     13.88       17.29 (4)      42       0.95 (5)      0.90 (5)      1.02 (5)      44  

Y

    12.00       0.08       1.99       2.07       (0.16           (0.16     13.91       17.26 (4)      1,198       0.86 (5)      0.85 (5)      1.12 (5)      44  

F(6)

    13.22       0.01         0.20         0.21                         13.43       1.59 (4)      101,545       0.87 (5)      0.85 (5)      0.43 (5)      44  

 

The accompanying notes are an integral part of these financial statements.

 

 

  115  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Small Cap Core Fund - (continued)                      

For the Year Ended October 31, 2016

 

                   

A

  $   12.35     $   0.10     $   (0.15 )(17)    $   (0.05   $   (0.02   $   (0.72   $   (0.74   $   11.56       (0.22 )%    $ 46,270       1.35     1.31 %(18)      0.85     94

B

    11.58       0.01       (0.14 )(17)      (0.13           (0.72     (0.72     10.73       (0.93     798       2.25       2.06 (18)      0.10       94  

C

    11.43       0.01       (0.14 )(17)      (0.13           (0.72     (0.72     10.58       (0.94     10,410       2.08       2.06 (18)      0.11       94  

I

    12.38       0.13       (0.15 )(17)      (0.02     (0.06     (0.72     (0.78     11.58       0.05       2,582       1.01       1.00 (18)      1.17       94  

R3

    12.67       0.08       (0.16 )(17)      (0.08           (0.72     (0.72     11.87       (0.43     734       1.61       1.51 (18)      0.65       94  

R4

    12.72       0.11       (0.15 )(17)      (0.04     (0.02     (0.72     (0.74     11.94       (0.09     267       1.30       1.21 (18)      0.96       94  

R5

    12.78       0.13       (0.14 )(17)      (0.01     (0.09     (0.72     (0.81     11.96       0.16       44       1.00       0.91 (18)      1.08       94  

Y

    12.77       0.16       (0.15 )(17)      0.01       (0.06     (0.72     (0.78     12.00       0.31       110,028       0.88       0.86 (18)      1.36       94  

For the Year Ended October 31, 2015

 

                   

A

  $ 13.89     $ 0.11     $ (0.28   $ (0.17   $ (0.08   $ (1.29   $ (1.37   $ 12.35       (1.17 )%    $ 51,249       1.40     1.29     0.85     112

B

    13.12       0.01       (0.26     (0.25           (1.29     (1.29     11.58       (1.92     1,792       2.28       2.05       0.12       112  

C

    12.96       0.01       (0.25     (0.24           (1.29     (1.29     11.43       (1.86     12,905       2.14       2.04       0.10       112  

I

    13.40       0.08       (1.10     (1.02                       12.38       (7.61 )(4)      2,429       1.12 (5)      0.99 (5)      1.01 (5)      112  

R3

    14.21       0.09       (0.28     (0.19     (0.06     (1.29     (1.35     12.67       (1.29     830       1.70       1.50       0.64       112  

R4(11)

    14.26       0.13       (0.27     (0.14     (0.11     (1.29     (1.40     12.72       (0.97     608       1.37       1.20       0.94       112  

R5

    14.32       0.17       (0.29     (0.12     (0.13     (1.29     (1.42     12.78       (0.75     218       1.06       0.90       1.23       112  

Y

    14.31       0.16       (0.27     (0.11     (0.14     (1.29     (1.43     12.77       (0.71     1,312       0.96       0.85       1.23       112  

For the Year Ended October 31, 2014

 

                   

A

  $ 14.77     $ 0.10     $ 1.11     $ 1.21     $ (0.14   $ (1.95   $ (2.09   $ 13.89       9.22   $ 54,722       1.41     1.30     0.75     116

B

    14.06             1.05       1.05       (0.04     (1.95     (1.99     13.12       8.39       3,119       2.32       2.05       0.01       116  

C

    13.94             1.03       1.03       (0.06     (1.95     (2.01     12.96       8.39       13,603       2.16       2.05             116  

R3

    15.10       0.07       1.14       1.21       (0.15     (1.95     (2.10     14.21       8.99       587       1.70       1.50       0.53       116  

R4

    15.10       0.11       1.14       1.25       (0.14     (1.95     (2.09     14.26       9.31       516       1.37       1.20       0.81       116  

R5

    15.16       0.16       1.14       1.30       (0.19     (1.95     (2.14     14.32       9.62       204       1.05       0.90       1.14       116  

Y

    15.14       0.17       1.14       1.31       (0.19     (1.95     (2.14     14.31       9.75       247       0.96       0.85       1.20       116  

For the Year Ended October 31, 2013

 

                   

A

  $ 11.21     $ 0.19     $ 3.50     $ 3.69     $ (0.13   $     $ (0.13   $ 14.77       33.23   $ 51,393       1.43     1.30     1.48     140

B

    10.68       0.09       3.34       3.43       (0.05           (0.05     14.06       32.21       4,337       2.35       2.05       0.77       140  

C

    10.60       0.09       3.30       3.39       (0.05           (0.05     13.94       32.12       12,315       2.18       2.05       0.73       140  

R3

    11.47       0.14       3.61       3.75       (0.12           (0.12     15.10       32.93       598       1.68       1.50       1.05       140  

R4

    11.48       0.23       3.55       3.78       (0.16           (0.16     15.10       33.25       172       1.34       1.20       1.75       140  

R5

    11.51       0.25       3.58       3.83       (0.18           (0.18     15.16       33.71       169       1.04       0.90       1.87       140  

Y

    11.51       0.29       3.53       3.82       (0.19           (0.19     15.14       33.59       224       0.93       0.85       2.33       140  

For the Year Ended October 31, 2012(9)

 

                   

A

  $ 10.10     $ 0.08     $ 1.03     $ 1.11     $     $     $     $ 11.21       10.99   $ 41,266       1.44     1.30     0.69     121

B

    9.69       (0.01     1.00       0.99                         10.68       10.22       4,391       2.38       2.05       (0.06     121  

C

    9.62       (0.01     0.99       0.98                         10.60       10.19       9,624       2.21       2.05       (0.06     121  

R3

    10.35       0.05       1.07       1.12                         11.47       10.82       144       1.65       1.50       0.52       121  

R4

    10.36       0.09       1.06       1.15       (0.03           (0.03     11.48       11.11       262       1.35       1.20       0.90       121  

R5

    10.36       0.12       1.07       1.19       (0.04           (0.04     11.51       11.48       127       1.03       0.90       1.11       121  

Y

    10.36       0.23       0.96       1.19       (0.04           (0.04     11.51       11.49       20,243       0.90       0.85       1.01       121  

 

The accompanying notes are an integral part of these financial statements.

 

 

  116  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Cap Growth Fund                      

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

                 

A

  $   44.55     $   (0.09   $   8.40     $ 8.31     $     $ (0.31   $ (0.31   $ 52.55       18.69 %(4)    $ 216,340       1.19 %(5)      1.19 %(5)      (0.35 )%(5)      27

B

    35.04       (0.23     6.59       6.36             (0.31     (0.31     41.09       18.20 (4)      257       2.38 (5)      2.06 (5)      (1.17 )(5)      27  

C

    34.78       (0.20     6.54       6.34             (0.31     (0.31     40.81       18.27 (4)      38,966       1.90 (5)      1.90 (5)      (1.06 )(5)      27  

I

    45.79       (0.03     8.64       8.61             (0.31     (0.31     54.09       18.82 (4)      173,508       0.94 (5)      0.94 (5)      (0.11 )(5)      27  

R3

    44.42       (0.16     8.37       8.21             (0.31     (0.31     52.32       18.52 (4)      13,982       1.49  (5)      1.49 (5)      (0.65 )(5)      27  

R4

    45.90       (0.09     8.65       8.56             (0.31     (0.31     54.15       18.69 (4)      75,224       1.17 (5)      1.17 (5)      (0.34 )(5)      27  

R5

    47.52       (0.01     8.96       8.95             (0.31     (0.31     56.16       18.87 (4)      118,717       0.87 (5)      0.87 (5)      (0.03 )(5)      27  

R6

    47.94       0.01       9.05       9.06             (0.31     (0.31     56.69       18.91 (4)      6,187       0.77 (5)      0.77 (5)      0.05 (5)      27  

Y

    48.00       0.02       9.05       9.07             (0.31     (0.31     56.76       18.93 (4)      288,125       0.77 (5)      0.77 (5)      0.08 (5)      27  

F(6)

    52.62       (0.05     1.54       1.49                         54.11       2.83 (4)      42,741       0.77 (5)      0.77 (5)      (0.60 )(5)      27  

For the Year Ended October 31, 2016

 

                   

A

  $ 48.56     $ (0.19   $ 0.11 (17)    $   (0.08   $   —     $   (3.93   $   (3.93   $   44.55       0.02   $   197,738       1.25     1.25     (0.44 )%      45

B

    39.35       (0.43     0.05 (17)      (0.38           (3.93     (3.93     35.04       (0.84     606       2.35       2.09       (1.23     45  

C

    39.03       (0.39     0.07 (17)      (0.32           (3.93     (3.93     34.78       (0.65     37,807       1.94       1.94       (1.13     45  

I

    49.68       (0.07     0.11 (17)      0.04             (3.93     (3.93     45.79       0.28       137,606       0.99       0.99       (0.16     45  

R3

    48.54       (0.30     0.11 (17)      (0.19           (3.93     (3.93     44.42       (0.24     12,708       1.51       1.51       (0.70     45  

R4

    49.87       (0.18     0.14 (17)      (0.04           (3.93     (3.93     45.90       0.09       66,273       1.19       1.19       (0.39     45  

R5

    51.35       (0.04     0.14 (17)      0.10             (3.93     (3.93     47.52       0.40       102,166       0.89       0.89       (0.09     45  

R6

    51.73       (0.04     0.18 (17)      0.14             (3.93     (3.93     47.94       0.46       4,072       0.79       0.79       (0.09     45  

Y

    51.78       0.01       0.14 (17)      0.15             (3.93     (3.93     48.00       0.50       290,401       0.79       0.79       0.01       45  

For the Year Ended October 31, 2015

 

                   

A

  $ 48.63     $ (0.20   $ 2.25     $ 2.05     $     $ (2.12   $ (2.12   $ 48.56       4.37   $ 243,999       1.21     1.21     (0.40 )%      70

B

    40.12       (0.48     1.83       1.35             (2.12     (2.12     39.35       3.54       1,500       2.20       2.03       (1.18     70  

C

    39.77       (0.45     1.83       1.38             (2.12     (2.12     39.03       3.62       49,549       1.91       1.91       (1.11     70  

I

    49.55       (0.06     2.31       2.25             (2.12     (2.12     49.68       4.70       209,184       0.92       0.92       (0.13     70  

R3

    48.74       (0.36     2.28       1.92             (2.12     (2.12     48.54       4.10       16,184       1.48       1.48       (0.70     70  

R4

    49.86       (0.20     2.33       2.13             (2.12     (2.12     49.87       4.44       74,037       1.17       1.17       (0.38     70  

R5

    51.13       (0.05     2.39       2.34             (2.12     (2.12     51.35       4.74       115,719       0.87       0.87       (0.10     70  

R6

    51.80       (0.02     2.07       2.05             (2.12     (2.12     51.73       4.13 (4)      14       0.87 (5)      0.87 (5)      (0.05 )(5)      70  

Y

    51.49       0.01       2.40       2.41             (2.12     (2.12     51.78       4.84       314,145       0.77       0.77       0.02       70  

For the Year Ended October 31, 2014

 

                   

A

  $ 47.96     $ (0.26   $ 4.36     $ 4.10     $     $ (3.43   $ (3.43   $ 48.63       9.02   $ 239,697       1.28     1.28     (0.55 )%      61

B

    40.45       (0.54     3.64       3.10             (3.43     (3.43     40.12       8.16       2,695       2.26       2.11       (1.36     61  

C

    40.08       (0.49     3.61       3.12             (3.43     (3.43     39.77       8.30       44,184       1.97       1.97       (1.24     61  

I

    48.67       (0.12     4.43       4.31             (3.43     (3.43     49.55       9.34       114,450       0.97       0.97       (0.25     61  

R3

    48.17       (0.38     4.38       4.00             (3.43     (3.43     48.74       8.76       8,744       1.53       1.53       (0.81     61  

R4

    49.06       (0.25     4.48       4.23             (3.43     (3.43     49.86       9.09       47,028       1.22       1.22       (0.52     61  

R5

    50.07       (0.11     4.60       4.49             (3.43     (3.43     51.13       9.45       39,856       0.91       0.91       (0.22     61  

Y

    50.36       (0.05     4.61       4.56             (3.43     (3.43     51.49       9.54       213,384       0.81       0.81       (0.10     61  

 

The accompanying notes are an integral part of these financial statements.

 

 

  117  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Cap Growth Fund - (continued)                      

For the Year Ended October 31, 2013

 

                 

A

  $   34.72     $   (0.15   $   13.39     $   13.24     $   —     $     $     $   47.96       38.13   $   226,795       1.40     1.40     (0.37 )%      90

B

    29.50       (0.36     11.31       10.95                         40.45       37.12       4,552       2.40       2.15       (1.05     90  

C

    29.21       (0.40     11.27       10.87                         40.08       37.21       33,255       2.08       2.08       (1.13     90  

I

    35.10       (0.05     13.62       13.57                         48.67       38.66       71,601       1.04       1.04       (0.13     90  

R3

    34.93       (0.26     13.50       13.24                         48.17       37.90       8,280       1.59       1.59       (0.62     90  

R4

    35.47       (0.19     13.78       13.59                         49.06       38.31       17,412       1.27       1.27       (0.44     90  

R5

    36.10       (0.10     14.07       13.97                         50.07       38.70       3,579       0.97       0.97       (0.22     90  

Y

    36.27       0.03       14.06       14.09                         50.36       38.85       121,003       0.87       0.87       0.07       90  

For the Year Ended October 31, 2012

 

                 

A

  $ 31.27     $ (0.22   $ 3.67     $ 3.45     $     $     $     $ 34.72       11.03   $ 154,415       1.48     1.40     (0.65 )%      73

B

    26.77       (0.40     3.13       2.73                         29.50       10.20       4,747       2.44       2.15       (1.41     73  

C

    26.51       (0.40     3.10       2.70                         29.21       10.18       13,343       2.17       2.15       (1.40     73  

I

    31.52       (0.11     3.69       3.58                         35.10       11.36       20,730       1.11       1.11       (0.33     73  

R3

    31.53       (0.27     3.67       3.40                         34.93       11.78       3,672       1.67       1.60       (0.80     73  

R4

    31.91       (0.19     3.75       3.56                         35.47       11.16       4,053       1.32       1.30       (0.54     73  

R5

    32.38       (0.08     3.80       3.72                         36.10       11.49       345       1.05       1.00       (0.24     73  

Y

    32.51       (0.06     3.82       3.76                         36.27       11.57       41,745       0.89       0.89       (0.18     73  
The Hartford Small Company Fund                    

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

                 

A

  $ 15.74     $ (0.04   $ 2.74     $ 2.70     $     $     $     $ 18.44       17.15 %(4)    $ 239,495       1.42 %(5)      1.40 %(5)      (0.43 )%(5)      43

B

    11.62       (0.07     2.01       1.94                         13.56       16.70 (4)      293       2.66 (5)      2.15 (5)      (1.04 )(5)      43  

C

    11.60       (0.08     2.02       1.94                         13.54       16.72 (4)      26,836       2.14 (5)      2.12 (5)      (1.18 )(5)      43  

I

    16.43       (0.03     2.87       2.84                         19.27       17.29 (4)      73,540       1.42 (5)      1.15 (5)      (0.30 )(5)      43  

R3

    17.05       (0.06     2.97       2.91                         19.96       17.07 (4)      30,789       1.63 (5)      1.55 (5)      (0.62 )(5)      43  

R4

    17.89       (0.03     3.11       3.08                         20.97       17.22 (4)      27,313       1.32 (5)      1.25 (5)      (0.30 )(5)      43  

R5

    18.67             3.25       3.25                         21.92       17.41 (4)      5,394       1.05 (5)      0.95 (5)      (0.02 )(5)      43  

R6

    18.99             3.29       3.29                         22.28       17.43 (4)      11       1.12 (5)      0.89 (5)      0.04 (5)      43  

Y

    18.99       0.01       3.29       3.30                         22.29       17.38 (4)      57,770       0.92 (5)      0.90 (5)      0.14 (5)      43  

F(6)

    18.76       (0.02     0.53       0.51                         19.27       2.72 (4)      8,911       0.92 (5)      0.90 (5)      (0.78 )(5)      43  

For the Year Ended October 31, 2016

 

                 

A

  $ 19.36     $ (0.14   $ (0.90   $ (1.04   $     $   (2.58   $   (2.58   $ 15.74       (5.73 )%    $ 262,618       1.45     1.43 %(19)      (0.87 )%      81

B

    15.08       (0.19     (0.69     (0.88           (2.58     (2.58     11.62       (6.40     862       2.46       2.17 (19)      (1.59     81  

C

    15.06       (0.19     (0.69     (0.88           (2.58     (2.58     11.60       (6.41     25,586       2.14       2.14 (19)      (1.58     81  

I

    20.04       (0.10     (0.93     (1.03           (2.58     (2.58     16.43       (5.45     41,881       1.24       1.18 (19)      (0.61     81  

R3

    20.77       (0.18     (0.96     (1.14           (2.58     (2.58     17.05       (5.83     29,662       1.62       1.58 (19)      (1.02     81  

R4

    21.61       (0.13     (1.01     (1.14           (2.58     (2.58     17.89       (5.58     27,834       1.31       1.28 (19)      (0.71     81  

R5

    22.37       (0.07     (1.05     (1.12           (2.58     (2.58     18.67       (5.27     5,283       1.00       0.97 (19)      (0.37     81  

R6

    22.69       (0.06     (1.06     (1.12           (2.58     (2.58     18.99       (5.18     9       0.90       0.90 (19)      (0.34     81  

Y

    22.69       (0.06     (1.06     (1.12           (2.58     (2.58     18.99       (5.18     98,620       0.90       0.90 (19)      (0.33     81  

 

The accompanying notes are an integral part of these financial statements.

 

 

  118  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Company Fund - (continued)                    

For the Year Ended October 31, 2015

 

                 

A

  $   24.83     $   (0.17   $   (1.21   $   (1.38   $   —     $   (4.09   $   (4.09   $   19.36       (6.22 )%    $   327,509       1.34     1.34     (0.77 )%      96

B

    20.40       (0.27     (0.96     (1.23           (4.09     (4.09     15.08       (6.98     2,531       2.30       2.13       (1.56     96  

C

    20.36       (0.25     (0.96     (1.21           (4.09     (4.09     15.06       (6.87     35,455       2.04       2.04       (1.47     96  

I

    25.51       (0.12     (1.26     (1.38           (4.09     (4.09     20.04       (6.03     69,569       1.11       1.11       (0.55     96  

R3

    26.39       (0.23     (1.30     (1.53           (4.09     (4.09     20.77       (6.46     35,865       1.54       1.54       (0.98     96  

R4

    27.21       (0.17     (1.34     (1.51           (4.09     (4.09     21.61       (6.15     41,922       1.24       1.24       (0.68     96  

R5

    27.95       (0.09     (1.40     (1.49           (4.09     (4.09     22.37       (5.88     30,053       0.97       0.95       (0.35     96  

R6(8)

    28.20       (0.08     (1.34     (1.42           (4.09     (4.09     22.69       (5.56 )(4)      9       0.91 (5)      0.90 (5)      (0.32 )(5)      96  

Y

    28.27       (0.07     (1.42     (1.49           (4.09     (4.09     22.69       (5.80     279,594       0.85       0.85       (0.28     96  

For the Year Ended October 31, 2014

 

                 

A

  $ 24.58     $ (0.24   $ 3.26     $ 3.02     $     $ (2.77   $ (2.77   $ 24.83       13.49   $ 355,056       1.34     1.34     (1.01 )%      92

B

    20.82       (0.36     2.71       2.35             (2.77     (2.77     20.40       12.61       4,730       2.29       2.15       (1.80     92  

C

    20.77       (0.34     2.70       2.36             (2.77     (2.77     20.36       12.70       38,351       2.05       2.05       (1.71     92  

I

    25.12       (0.19     3.35       3.16             (2.77     (2.77     25.51       13.78       60,425       1.10       1.10       (0.77     92  

R3

    26.00       (0.31     3.47       3.16             (2.77     (2.77     26.39       13.27       60,124       1.55       1.55       (1.21     92  

R4

    26.65       (0.24     3.57       3.33             (2.77     (2.77     27.21       13.62       66,353       1.25       1.25       (0.91     92  

R5

    27.23       (0.16     3.65       3.49             (2.77     (2.77     27.95       13.95       7,585       0.97       0.95       (0.61     92  

Y

    27.48       (0.14     3.70       3.56             (2.77     (2.77     28.27       14.08       337,933       0.85       0.85       (0.51     92  

For the Year Ended October 31, 2013

 

                 

A

  $ 19.52     $ (0.16   $ 6.56     $ 6.40     $     $ (1.34   $ (1.34   $ 24.58       35.44   $ 320,630       1.39     1.39     (0.73 )%      106

B

    16.87       (0.27     5.56       5.29             (1.34     (1.34     20.82       34.34       6,062       2.35       2.15       (1.47     106  

C

    16.82       (0.26     5.55       5.29             (1.34     (1.34     20.77       34.45       38,428       2.09       2.09       (1.43     106  

I

    19.87       (0.11     6.70       6.59             (1.34     (1.34     25.12       35.79       38,749       1.14       1.14       (0.52     106  

R3

    20.61       (0.20     6.93       6.73             (1.34     (1.34     26.00       35.15       57,652       1.56       1.55       (0.88     106  

R4

    21.03       (0.14     7.10       6.96             (1.34     (1.34     26.65       35.56       67,467       1.26       1.25       (0.59     106  

R5

    21.39       (0.06     7.24       7.18             (1.34     (1.34     27.23       36.02       8,321       0.99       0.95       (0.25     106  

Y

    21.56       (0.05     7.31       7.26             (1.34     (1.34     27.48       36.12       320,003       0.86       0.86       (0.20     106  

For the Year Ended October 31, 2012

 

                 

A

  $ 19.23     $ (0.18   $ 1.46     $ 1.28     $     $ (0.99   $ (0.99   $ 19.52       7.44   $ 268,501       1.41     1.40     (0.85 )%      124

B

    16.88       (0.35     1.33       0.98             (0.99     (0.99     16.87       6.65       5,972       2.37       2.15       (1.60     124  

C

    16.83       (0.29     1.27       0.98             (0.99     (0.99     16.82       6.67       32,182       2.12       2.12       (1.57     124  

I

    19.51       (0.11     1.46       1.35             (0.99     (0.99     19.87       7.70       24,366       1.14       1.14       (0.58     124  

R3

    20.27       (0.20     1.53       1.33             (0.99     (0.99     20.61       7.30       48,148       1.58       1.55       (0.99     124  

R4

    20.60       (0.13     1.55       1.42             (0.99     (0.99     21.03       7.63       56,217       1.27       1.25       (0.68     124  

R5

    20.88       (0.11     1.61       1.50             (0.99     (0.99     21.39       7.93       8,859       1.00       0.95       (0.41     124  

Y

    21.02       (0.06     1.59       1.53             (0.99     (0.99     21.56       8.02       243,219       0.87       0.87       (0.30     124  

 

The accompanying notes are an integral part of these financial statements.

 

 

  119  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Value Opportunities Fund                      

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

                 

A

  $   17.94     $   0.11     $   1.86     $   1.97     $   (0.14   $   (0.14   $   (0.28   $   19.63       11.03 %(4)    $   189,388       1.20 %(5)      1.20 %(5)      1.11 %(5)      22

B

    15.70       0.01       1.64       1.65             (0.14     (0.14     17.21       10.55 (4)      202       2.47 (5)      2.09 (5)      0.14 (5)      22  

C

    15.52       0.03       1.62       1.65       (0.03     (0.14     (0.17     17.00       10.62 (4)      22,556       1.93 (5)      1.93 (5)      0.38 (5)      22  

I

    17.75       0.13       1.84       1.97       (0.20     (0.14     (0.34     19.38       11.14 (4)      25,739       0.93 (5)      0.93 (5)      1.41 (5)      22  

R3

    18.13       0.08       1.88       1.96       (0.08     (0.14     (0.22     19.87       10.85 (4)      1,838       1.54 (5)      1.52 (5)      0.77 (5)      22  

R4

    18.34       0.11       1.91       2.02       (0.14     (0.14     (0.28     20.08       11.00 (4)      10,286       1.20 (5)      1.20 (5)      1.12 (5)      22  

R5

    18.49       0.12       1.95       2.07       (0.20     (0.14     (0.34     20.22       11.19 (4)      448       0.91 (5)      0.91 (5)      1.26 (5)      22  

Y

    18.55       0.15       1.93       2.08       (0.22     (0.14     (0.36     20.27       11.27 (4)      946       0.80 (5)      0.80 (5)      1.51 (5)      22  

F(6)

    19.58       0.06       (0.26     (0.20                       19.38       (1.02 )(4)      10       0.80 (5)      0.80 (5)      1.93 (5)      22  

For the Year Ended October 31, 2016

 

                 

A

  $ 18.66     $ 0.16     $ 0.57     $ 0.73     $ (0.21   $ (1.24   $ (1.45   $ 17.94       4.71   $ 187,475       1.25     1.25 %(20)      0.93     41

B

    16.45       0.02       0.48       0.50       (0.01     (1.24     (1.25     15.70       3.75       695       2.41       2.11 (20)      0.11       41  

C

    16.34       0.03       0.49       0.52       (0.10     (1.24     (1.34     15.52       3.93       22,223       1.97       1.97 (20)      0.21       41  

I

    18.47       0.21       0.57       0.78       (0.26     (1.24     (1.50     17.75       5.03       19,139       0.92       0.92 (20)      1.23       41  

R3

    18.83       0.11       0.58       0.69       (0.15     (1.24     (1.39     18.13       4.39       2,783       1.54       1.54 (20)      0.64       41  

R4

    19.03       0.17       0.59       0.76       (0.21     (1.24     (1.45     18.34       4.73       8,720       1.22       1.22 (20)      0.96       41  

R5

    19.19       0.22       0.59       0.81       (0.27     (1.24     (1.51     18.49       5.04       2,025       0.92       0.92 (20)      1.27       41  

Y

    19.24       0.26       0.58       0.84       (0.29     (1.24     (1.53     18.55       5.14       845       0.81       0.81       1.46       41  

For the Year Ended October 31, 2015

 

                 

A

  $ 20.45     $ 0.21     $ (0.47   $ (0.26   $ (0.13   $ (1.40   $ (1.53   $ 18.66       (1.20 )%    $ 207,339       1.21     1.21     1.10     55

B

    18.22       0.03       (0.40     (0.37           (1.40     (1.40     16.45       (1.94     1,909       2.28       1.97       0.19       55  

C

    18.14       0.06       (0.42     (0.36     (0.04     (1.40     (1.44     16.34       (1.90     26,763       1.93       1.93       0.36       55  

I

    20.25       0.27       (0.45     (0.18     (0.20     (1.40     (1.60     18.47       (0.78     27,168       0.88       0.88       1.41       55  

R3

    20.62       0.15       (0.46     (0.31     (0.08     (1.40     (1.48     18.83       (1.45     3,657       1.52       1.49       0.79       55  

R4

    20.82       0.22       (0.47     (0.25     (0.14     (1.40     (1.54     19.03       (1.11     11,942       1.19       1.18       1.11       55  

R5

    20.95       0.28       (0.48     (0.20     (0.16     (1.40     (1.56     19.19       (0.87     2,487       0.90       0.88       1.41       55  

Y

    21.03       0.30       (0.49     (0.19     (0.20     (1.40     (1.60     19.24       (0.77     1,618       0.79       0.79       1.50       55  

For the Year Ended October 31, 2014

 

                 

A

  $ 18.31     $ 0.17     $ 2.05     $ 2.22     $ (0.08   $     $ (0.08   $ 20.45       12.18   $ 237,539       1.25     1.25     0.87     74 %(21) 

B

    16.36       0.03       1.83       1.86                         18.22       11.37       3,928       2.27       1.97       0.19       74 (21) 

C

    16.29       0.02       1.83       1.85                         18.14       11.36       31,729       1.95       1.95       0.12       74 (21) 

I

    18.12       0.23       2.03       2.26       (0.13           (0.13     20.25       12.56       44,306       0.87       0.87       1.17       74 (21) 

R3

    18.50       0.13       2.05       2.18       (0.06           (0.06     20.62       11.84       4,528       1.53       1.47       0.63       74 (21) 

R4

    18.64       0.18       2.09       2.27       (0.09           (0.09     20.82       12.24       13,626       1.21       1.17       0.91       74 (21) 

R5

    18.76       0.24       2.10       2.34       (0.15           (0.15     20.95       12.52       2,735       0.88       0.85       1.15       74 (21) 

Y

    18.82       0.21       2.16       2.37       (0.16           (0.16     21.03       12.64       1,841       0.83       0.83       1.07       74 (21) 

For the Year Ended October 31, 2013

 

                 

A

  $ 14.02     $ 0.11     $ 4.40     $ 4.51     $ (0.22   $     $ (0.22   $ 18.31       32.53   $ 118,203       1.44     1.35     0.67     81

B

    12.54             3.93       3.93       (0.11           (0.11     16.36       31.50       3,825       2.39       2.10       (0.03     81  

C

    12.49       (0.01     3.93       3.92       (0.12           (0.12     16.29       31.59       11,059       2.13       2.10       (0.07     81  

I

    13.87       0.16       4.34       4.50       (0.25           (0.25     18.12       32.93       7,908       1.07       1.06       0.95       81  

R3

    14.16       0.08       4.45       4.53       (0.19           (0.19     18.50       32.31       1,480       1.68       1.55       0.49       81  

R4

    14.27       0.13       4.47       4.60       (0.23           (0.23     18.64       32.62       7,271       1.32       1.25       0.78       81  

R5

    14.36       0.18       4.50       4.68       (0.28           (0.28     18.76       33.06       1,909       1.02       0.95       1.08       81  

Y

    14.41       0.19       4.50       4.69       (0.28           (0.28     18.82       33.06       1,149       0.91       0.90       1.17       81  

 

The accompanying notes are an integral part of these financial statements.

 

 

  120  

 


Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Value Opportunities Fund - (continued)                      

For the Year Ended October 31, 2012

 

                 

A

  $   12.68     $   0.19     $   1.27     $   1.46     $   (0.12   $   —     $   (0.12   $   14.02       11.60   $   86,261       1.50     1.35     1.44     56

B

    11.33       0.08       1.15       1.23       (0.02           (0.02     12.54       10.85       4,388       2.44       2.10       0.65       56  

C

    11.31       0.08       1.13       1.21       (0.03           (0.03     12.49       10.74       8,880       2.17       2.10       0.67       56  

I

    12.57       0.22       1.25       1.47       (0.17           (0.17     13.87       11.87       3,995       1.11       1.09       1.70       56  

R3

    12.81       0.18       1.27       1.45       (0.10           (0.10     14.16       11.38       1,443       1.70       1.55       1.31       56  

R4

    12.90       0.21       1.30       1.51       (0.14           (0.14     14.27       11.81       6,015       1.33       1.25       1.55       56  

R5

    12.99       0.31       1.24       1.55       (0.18           (0.18     14.36       12.08       1,296       1.05       0.95       2.25       56  

Y

    13.05       0.24       1.30       1.54       (0.18           (0.18     14.41       12.00       1,076       0.92       0.90       1.77       56  

 

(1) Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2) Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3) Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4) Not annualized.
(5)  Annualized.
(6)  Commenced operations on February 28, 2017.
(7)  Excluding the expenses not subject to cap, the ratios would have been 1.09%, 1.98%, 1.81%, 0.79%, 1.40%, 1.10%, 0.80%, 0.70% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(8)  Commenced operations on November 7, 2014.
(9)  Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.
(10)  Excluding the expenses not subject to cap, the ratios would have been 0.79%, 1.54%, 1.54%, 0.54%, 1.09%, 0.79%, 0.49%, 0.42% and 0.42% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(11)  Commenced operations on March 31, 2015.
(12)  Excluding the expenses not subject to cap, the ratios would have been 1.02%, 1.95%, 1.76%, 0.82%, 1.35%, 1.05%, 0.75%, 0.65% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(13)  Excluding the expenses not subject to cap, the ratios would have been 1.12%, 2.04%, 1.87%, 0.91%, 1.45%, 1.15%, 0.85%, 0.75% and 0.76% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(14)  During the year ended October 31, 2014, the Fund incurred $415.5 million in sales of securities held associated with the transition of assets from The Hartford Growth Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.
(15)  During the year ended October 31, 2013, the Fund incurred $2.8 million in sales of securities held associated with the transition of assets from The Hartford Fundamental Growth Fund, which merged into the Fund on February 22, 2013. These sales are excluded from the portfolio turnover rate calculation.
(16)  Excluding the expenses not subject to cap, the ratios would have been 1.28%, 2.10%, 2.00%, 1.04%, 1.54%, 1.23%, 0.93% and 0.83% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(17)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
(18)  Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 0.99%, 1.50%, 1.20%, 0.90% and 0.85% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(19) Excluding the expenses not subject to cap, the ratios would have been 1.40%, 2.15%, 2.11%, 1.15%, 1.55%, 1.25%, 0.95%, 0.88% and 0.88% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(20) Excluding the expenses not subject to cap, the ratios would have been 1.23%, 2.09%, 1.95%, 0.90%, 1.52%, 1.20%, 0.90% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(21) During the year ended October 31, 2014, the Fund incurred $121.7 million in sales of securities held associated with the transition of assets from The Hartford Value Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.

 

The accompanying notes are an integral part of these financial statements.

 

 

  121  

 


Domestic Equity Funds

Notes to Financial Statements

April 30, 2017 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-four and fourteen series, respectively, as of April 30, 2017. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Capital Appreciation Fund (the “Capital Appreciation Fund”)

Hartford Core Equity Fund (the “Core Equity Fund”)

The Hartford Dividend and Growth Fund (the “Dividend and Growth Fund”)

The Hartford Equity Income Fund (the “Equity Income Fund”)

The Hartford Healthcare Fund (the “Healthcare Fund”)

The Hartford MidCap Fund (the “MidCap Fund”)

The Hartford MidCap Value Fund (the “MidCap Value Fund”)

Hartford Small Cap Core Fund (the “Small Cap Core Fund”)

The Hartford Small Company Fund (the “Small Company Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Growth Opportunities Fund (the “Growth Opportunities Fund”)

The Hartford Small Cap Growth Fund (the “Small Cap Growth Fund”)

The Hartford Value Opportunities Fund (the “Value Opportunities Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund offers Class A, Class T, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class Y and Class F shares. As of April 30, 2017, Class T shares have not commenced operations. Each of Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, MidCap Fund, Small Cap Growth Fund and Small Company Fund offer Class R6 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class B shares were sold with a contingent deferred sales charge which is assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declines from 5.00% to zero depending on the period of time the shares are held (see note below regarding the closing of Class B shares). Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance, and that Class B shares automatically convert to Class A shares after 8 years. It is anticipated that all Class B shares will convert to Class A shares on or before September 30, 2017.

No new or additional investments are allowed in Class B shares (including investments through any systematic investment plan). Existing shareholders of Class B shares may continue to hold their Class B shares, exchange their Class B shares for Class B shares of another Hartford Fund (as permitted by existing exchange privileges), or redeem their Class B shares as described in the prospectus. Reinstatement privileges with respect to Class B shares are set forth in the prospectus. For investors electing to reinvest gains and dividends, any such gains or dividends on Class B shares will continue to be reinvested in Class B shares of the applicable Fund. All Class B share attributes, including the 12b-1 fee, contingent deferred sales charge schedule, and conversion to Class A shares, remain unchanged.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and

 

 

  122  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b) Investment Valuation and Fair Value MeasurementsFor purposes of calculating the 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 respective Company’s 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 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 respective Company’s 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 interests), 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 respective Company’s 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 options privately negotiated in the over-the-counter market (“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 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.

 

 

  123  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

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 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 respective Company’s Board of Directors.

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 of each Company 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 each 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 each Company’s 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 of each Company 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.

 

 

  124  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Following is quantitative information about Level 3 fair value measurements:

Capital Appreciation Fund

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2017
 

Common Stock

              

Model

    

EV/EBITDA

       5.6x to 13.1x        $ 31,149,090  

Model

    

EV/Estimated Revenue

       2.3x to 4.74x          11,818,004  

Cost

    

Trade Price

       $4.07 to $108.71          8,684,953  

Preferred Stock

              

Model

    

EV/Estimated Revenue

       1.0x to 10.7x          34,013,041  

Cost

    

Trade Price

       $1.04 to $105          230,014,395  

Convertible Preferred Stock

              

Model

    

EV/Estimated Revenue

       3.23x to 4.74x          902,685  
              

 

 

 

Total

               $     316,582,168  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

Growth Opportunities Fund

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2017
 

Common Stock

              

Model

    

EV/EBITDA

       5.6x to 13.1x        $ 16,895,796  

Model

    

EV/Estimated Revenue

       2.5x to 4.74x          13,443,812  

Cost

    

Trade Price

       $4.07 to $108.71          13,413,778  

Preferred Stock

              

Model

    

EV/Estimated Revenue

       1.0x to 10.7x          98,921,518  

Cost

    

Trade Price

       $1.04 to $51.81          210,145,897  
              

 

 

 

Total

               $     352,820,801  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

Small Company Fund

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2017
 

Common Stock

              

Model

    

EV/EBITDA

       5.6x to 13.1x        $ 2,649,611  

Cost

    

Trade Price

       $0.20 to $4.07          3,149,645  

Preferred Stock

              

Model

    

EV/Estimated Revenue

       2.5x to 7.5x          7,365,647  

Cost

    

Trade Price

       $2.70 to $17.65          7,267,110  
              

 

 

 

Total

               $     20,432,013  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

 

 

  125  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund, except Dividend and Growth Fund and Equity Income Fund, is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Dividend and Growth Fund and Equity Income Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

 

  126  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2017.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2017, Capital Appreciation Fund and Value Opportunities Fund had engaged in Foreign Currency Contracts.

 

  b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2017, Core Equity Fund had engaged in Futures Contracts.

 

 

  127  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  c) Additional Derivative Instrument Information:

Capital Appreciation Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $     —      $ 251,293      $      $      $      $      $ 251,293  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 251,293      $      $      $      $      $ 251,293  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $     4,944,086      $     —      $     —      $     —      $     —      $     4,944,086  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 4,944,086      $      $      $      $      $ 4,944,086  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on foreign currency contracts

   $     —      $     7,057,367     $     —      $     —      $     —      $     —      $ 7,057,367  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 7,057,367     $      $      $      $      $ 7,057,367  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (6,517,291   $      $      $      $      $     (6,517,291
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (6,517,291   $      $      $      $      $ (6,517,291
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased

   $ 62,870,845  

Foreign Currency Contracts Sold

   $     178,545,884  

Core Equity Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $     —      $     —      $     —      $     481,213      $     —      $     —      $     481,213  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 481,213      $      $      $ 481,213  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  128  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Core Equity Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on futures contracts

   $     —      $     —      $     —      $     7,383,050      $     —      $     —      $     7,383,050  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 7,383,050      $      $      $ 7,383,050  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ 1,329,362      $      $      $ 1,329,362  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 1,329,362      $      $      $ 1,329,362  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long

     494  

Value Opportunities Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $     —      $     108,970      $     —      $     —      $     —      $     —      $     108,970  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 108,970      $      $      $      $      $ 108,970  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on foreign currency contracts

   $     —      $ 232,936     $      $      $      $      $ 232,936  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 232,936     $      $      $      $      $ 232,936  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $     (298,786   $     —      $     —      $     —      $     —      $     (298,786
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (298,786   $      $      $      $      $ (298,786
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  129  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Value Opportunities Fund – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts

or Face Amount
 

Foreign Currency Contracts Purchased

   $ 1,492,829  

Foreign Currency Contracts Sold

   $     5,036,488  

 

  (1)  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

 

  d) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2017:

Capital Appreciation Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $     251,293      $     (4,944,086
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     251,293        (4,944,086
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 251,293      $ (4,944,086
  

 

 

    

 

 

 

Capital Appreciation Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Citibank NA

   $     251,293      $     (251,293   $     —      $     —      $     —  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  130  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Capital Appreciation Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

BNP Paribas Securities Services

   $ (1,940,566   $      $      $      $ (1,940,566

Citibank NA

     (1,874,649     251,293                      (1,623,356

Goldman Sachs & Co.

     (1,128,871                          (1,128,871
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (4,944,086   $     251,293      $     —      $     —      $     (4,692,793
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Core Equity Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $     481,213     $     —  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     481,213        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (481,213      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

Value Opportunities Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $      $ (108,970
  

 

  

 

  

 

  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

            (108,970
  

 

  

 

  

 

  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

  

 

  

 

  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     —      $     (108,970
  

 

  

 

  

 

  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

BNP Paribas Securities Services

   $ (38,859   $     —      $     —      $     —      $ (38,859

Citibank NA

     (70,111                          (70,111
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (108,970   $      $      $      $     (108,970
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity

 

 

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Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s schedule of investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

 

 

  132  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

At October 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

     Year of
Expiration
     Unlimited
Short-Term
Capital Loss
Carryforward
     Unlimited
Long-Term
Capital Loss
Carryforward
 

Fund

   2017        

Capital Appreciation Fund

   $      $ 44,677,680      $     —  

Small Cap Core Fund

         3,722,341        4,073,749         

Small Company Fund

                55,038,255         

The Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Small Cap Growth Fund and Value Opportunities Fund had no capital loss carryforward for U.S. federal income tax purposes at October 31, 2016.

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2017; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Capital Appreciation Fund

  

0.8000% on first $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $4 billion and;

  

0.6475% on next $5 billion and;

  

0.6450% over $10 billion

Core Equity Fund

  

0.4500% on first $500 million and;

  

0.3500% on next $500 million and;

  

0.3300% on next $1.5 billion and;

  

0.3250% on next $2.5 billion and;

  

0.3225% over $5 billion

Dividend and Growth Fund

  

0.7500% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5950% on next $2.5 billion and;

  

0.5900% on next $5 billion and;

  

0.5850% over $10 billion

Equity Income Fund

  

0.7500% on first $250 million and;

  

0.7000% on next $250 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5875% over $5 billion

 

 

  133  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

Growth Opportunities Fund

  

0.8000% on first $250 million and;

  

0.7000% on next $4.75 billion and;

  

0.6975% on next $5 billion and;

  

0.6950% over $10 billion

Healthcare Fund

  

0.9000% on first $500 million and;

  

0.8500% on next $500 million and;

  

0.8000% on next $4 billion and;

  

0.7975% on next $5 billion and;

  

0.7950% over $10 billion

MidCap Fund

  

0.8500% on first $500 million and;

  

0.7500% on next $500 million and;

  

0.7000% on next $4 billion and;

  

0.6975% on next $5 billion and;

  

0.6950% over $10 billion

MidCap Value Fund

  

0.7500% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5950% on next $2.5 billion and;

  

0.5900% on next $5 billion and;

  

0.5850% over $10 billion

Small Cap Core Fund

  

0.7500% on first $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $2 billion and;

  

0.6400% on next $2 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

Small Cap Growth Fund

  

0.9000% on first $100 million and;

  

0.8000% on next $150 million and;

  

0.7000% on next $250 million and;

  

0.6500% on next $4.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

Small Company Fund

  

0.8500% on first $250 million and;

  

0.8000% on next $250 million and;

  

0.7500% on next $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $3.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

Value Opportunities Fund

  

0.7000% on first $500 million and;

  

0.6000% on next $500 million and;

  

0.5900% on next $1.5 billion and;

  

0.5850% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5750% on over $10 billion

 

 

  134  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Capital Appreciation Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Core Equity Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Dividend and Growth Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Equity Income Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Growth Opportunities Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Healthcare Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

MidCap Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

MidCap Value Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Small Cap Core Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Small Cap Growth Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Small Company Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Value Opportunities Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

 

 

  135  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Prior to November 1, 2016, the Funds paid the following rates to HFMC for accounting services fees rendered:

 

Fund

  

Accounting Services Fee Rates

Capital Appreciation Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

Core Equity Fund

  

0.016% on first $5 billion and;

  

0.013% on next $5 billion and;

  

0.010% over $10 billion

Dividend and Growth Fund

  

0.014% on first $5 billion and;

  

0.012% on next $5 billion and;

  

0.010% over $10 billion

Equity Income Fund

  

0.012% on first $5 billion and;

  

0.010% over $5 billion

Growth Opportunities Fund

  

0.012% on first $5 billion and;

  

0.010% over $5 billion

Healthcare Fund

  

0.014% on first $5 billion and;

  

0.012% on next $5 billion and;

  

0.010% over $10 billion

MidCap Fund

  

0.012% on first $5 billion and;

  

0.010% over $5 billion

MidCap Value Fund

  

0.014% on first $5 billion and;

  

0.012% on next $5 billion and;

  

0.010% over $10 billion

Small Cap Core Fund

  

0.014% on first $5 billion and;

  

0.012% on next $5 billion and;

  

0.010% over $10 billion

Small Cap Growth Fund

  

0.016% on first $5 billion and;

  

0.013% on next $5 billion and;

  

0.010% over $10 billion

Small Company Fund

  

0.014% on first $5 billion and;

  

0.012% on next $5 billion and;

  

0.010% over $10 billion

Value Opportunities Fund

  

0.014% on first $5 billion and;

  

0.012% on next $5 billion and;

  

0.010% over $10 billion

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  c)

Operating Expenses – Allocable expenses incurred by a Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and class, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2017, HFMC contractually

 

 

  136  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

  limited the total operating expenses of each Fund (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 28, 2018 as follows:

 

    Expense Limit as a Percentage of Average Daily Net Assets  

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

    1.29     NA       NA       1.04     1.40     1.10     0.80     0.75     NA       0.75

Core Equity Fund

    0.79     1.54     1.54     0.54     1.09     0.79     0.49     0.45     0.49     0.45

Dividend and Growth Fund

    1.25     NA       NA       1.00     1.35     1.05     0.75     0.70     NA       0.70

Equity Income Fund

    1.25     2.00 %*      2.00     1.00     1.50     1.20     0.90     0.85     0.85     0.85

Growth Opportunities Fund

    1.36     2.11     2.11     1.11     1.45     1.15     0.85     0.85     0.85     0.85

Healthcare Fund

    1.60     2.35     2.35     1.35     1.65     1.35     1.05     NA       1.00     0.95

MidCap Fund

    1.37     NA       NA       0.87     1.50     1.20     0.90     0.85     NA       0.85

MidCap Value Fund

    1.35     2.10     2.10     1.10     1.55     1.25     0.95     NA       0.90     0.85

Small Cap Core Fund

    1.30     2.05     2.05     1.05     1.50     1.20     0.90     NA       0.85     0.85

Small Cap Growth Fund

    1.40     2.15     2.15     1.15     1.60     1.30     1.00     0.95     0.95     0.95

Small Company Fund

    1.40     2.15     2.15     1.15     1.55     1.25     0.95     0.90     0.90     0.90

Value Opportunities Fund

    1.35     2.10     2.10     1.10     1.55     1.25     0.95     NA       0.90     0.85

 

  * The reduction in amounts charged in connection with the Equity Income Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect July 1, 2013, in order to comply with applicable FINRA rules, caused the effective limit on net operating expenses attributable to the Equity Income Fund’s Class B shares to be 1.25%.

Prior to November 1, 2016, HFMC contractually limited the total operating expenses of the MidCap Fund’s Class I, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses at 1.12%.

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2017, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

    1.09     2.01     1.82     0.81     1.40     1.10     0.80     0.71     0.71     0.71

Core Equity Fund

    0.76     1.54     1.50     0.52     1.09     0.79     0.49     0.41     0.40     0.41

Dividend and Growth Fund

    1.00     1.94     1.74     0.80     1.35     1.05     0.74     0.65     0.65     0.64

Equity Income Fund

    1.01     1.20     1.74     0.77     1.37     1.04     0.76     0.64     0.64     0.66

Growth Opportunities Fund

    1.12     2.05     1.87     0.92     1.45     1.15     0.85     0.76     0.76     0.75

Healthcare Fund

    1.31     2.21     2.05     1.04     1.62     1.31     1.02           0.91     0.91

MidCap Fund

    1.13     2.05     1.87     0.91     1.46     1.16     0.85     0.75     0.75     0.76

MidCap Value Fund

    1.22     2.10     1.96     1.10     1.52     1.21     0.91           0.81     0.80

Small Cap Core Fund

    1.27     2.05     2.01     0.98     1.50     1.20     0.90           0.85     0.85

Small Cap Growth Fund

    1.19     2.06     1.90     0.94     1.49     1.17     0.87     0.77     0.77     0.77

Small Company Fund

    1.40     2.15     2.12     1.15     1.55     1.25     0.95     0.89     0.90     0.90

Value Opportunities Fund

    1.20     2.09     1.93     0.93     1.52     1.20     0.91           0.80     0.80

 

 

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Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, B, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2017, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Capital Appreciation Fund

   $     1,517,545      $     15,244  

Core Equity Fund

     1,209,365        41,910  

Dividend and Growth Fund

     2,490,242        10,060  

Equity Income Fund

     1,697,844        16,634  

Growth Opportunities Fund

     1,163,101        36,055  

Healthcare Fund

     718,981        22,055  

MidCap Fund

     3,835,362        36,190  

MidCap Value Fund

     770,299        2,282  

Small Cap Core Fund

     65,595        687  

Small Cap Growth Fund

     39,411        833  

Small Company Fund

     368,793        555  

Value Opportunities Fund

     190,985        803  

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, T, B, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class B, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2017, Class T shares have not commenced operations. Pursuant to the Class B Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class B Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class B shares. Effective July 1, 2013, there was a reduction in the amount charged in connection with Equity Income Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

 

  f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2017, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Capital Appreciation Fund

   $     14,118  

Core Equity Fund

     4,374  

Dividend and Growth Fund

     13,291  

Equity Income Fund

     6,578  

 

 

  138  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fund

   CCO Compensation
Paid by Fund
 

Growth Opportunities Fund

   $ 6,859  

Healthcare Fund

     2,248  

MidCap Fund

     12,316  

MidCap Value Fund

     938  

Small Cap Core Fund

     326  

Small Cap Growth Fund

         1,524  

Small Company Fund

     781  

Value Opportunities Fund

     420  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. HASCO has contractually agreed to reimburse all transfer agency fees for Class F shares until February 28, 2018. HASCO has also contractually agreed to reimburse all transfer agency fees for Class R6 of Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, MidCap Fund, Small Cap Growth Fund and Small Company Fund until February 28, 2018. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. At a special Meeting of the Board of Directors held on January 11, 2017, the Board of Directors approved the removal of the cap on the transfer agency fees for Class Y shares to be effective May 1, 2017. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2017, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:

 

Fund

   Percent of
Average Daily
Net Assets
 

Capital Appreciation Fund

     0.11

Core Equity Fund

     0.08

Dividend and Growth Fund

     0.09

Equity Income Fund

     0.08

Growth Opportunities Fund

     0.13

Healthcare Fund

     0.13

MidCap Fund

     0.13

MidCap Value Fund

     0.16

Small Cap Core Fund

     0.06

Small Cap Growth Fund

     0.07

Small Company Fund

     0.18

Value Opportunities Fund

     0.15

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

 

  139  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

8. Affiliate Holdings:

As of April 30, 2017, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

                                              %*            %* 

Core Equity Fund

                                                          %* 

Dividend and Growth Fund

                                              %*            %* 

Equity Income Fund

                                              %*            %* 

Growth Opportunities Fund

                                              1           %* 

Healthcare Fund

                                                          100

MidCap Fund

                                                          %* 

MidCap Value Fund

                                                          %* 

Small Cap Core Fund

                                        24                 %* 

Small Cap Growth Fund

                                              %*            %* 

Small Company Fund

                                              100           %* 

Value Opportunities Fund

                                                          100

Percentage of Fund by Class:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

                                              %*            %* 

Core Equity Fund

                                                          %* 

Dividend and Growth Fund

                                              %*            %* 

Equity Income Fund

                                              %*            %* 

Growth Opportunities Fund

                                              %*            %* 

Healthcare Fund

                                                          %* 

MidCap Fund

                                                          %* 

MidCap Value Fund

                                                          %* 

Small Cap Core Fund

                                        %*                  %* 

Small Cap Growth Fund

                                              %*            %* 

Small Company Fund

                                              %*            %* 

Value Opportunities Fund

                                                          %* 

 

  * Percentage rounds to zero.

As of April 30, 2017, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of its shares from these affiliated funds of funds. Affiliated funds of funds owned shares in each Fund as follows:

 

Funds

   Percentage of
Fund*
 

Capital Appreciation Fund

     8

Core Equity Fund

     10

Dividend and Growth Fund

     12

Equity Income Fund

     7

Growth Opportunities Fund

     4

MidCap Fund

     3

MidCap Value Fund

     10

Small Cap Core Fund

     58

Small Cap Growth Fund

     4

Small Company Fund

     2

 

  * As of April 30, 2017, the affiliated funds of funds were invested in Class F shares.

 

 

  140  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

9. Investment Transactions:

For the six-month period ended April 30, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Capital Appreciation Fund

   $   5,023,804,224      $   6,220,653,636  

Core Equity Fund

     767,178,226        485,946,994  

Dividend and Growth Fund

     941,151,607        1,348,706,399  

Equity Income Fund

     345,191,645        360,369,011  

Growth Opportunities Fund

     2,895,017,344        3,308,646,827  

Healthcare Fund

     203,636,512        396,469,336  

MidCap Fund

     224,495,426        1,377,652,117  

MidCap Value Fund

     188,164,139        126,543,069  

Small Cap Core Fund

     77,440,043        102,474,791  

Small Cap Growth Fund

     249,009,877        289,168,524  

Small Company Fund

     204,931,816        296,478,334  

Value Opportunities Fund

     56,743,898        75,466,773  

 

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Capital Appreciation Fund

   $   —      $   —  

Core Equity Fund

             

Dividend and Growth Fund

             

Equity Income Fund

             

Growth Opportunities Fund

             

Healthcare Fund

             

MidCap Fund

             

MidCap Value Fund

             

Small Cap Core Fund

             

Small Cap Growth Fund

             

Small Company Fund

             

Value Opportunities Fund

             

 

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Capital Appreciation Fund

   $   5,023,804,224      $   6,220,653,636  

Core Equity Fund

     767,178,226        485,946,994  

Dividend and Growth Fund

     941,151,607        1,348,706,399  

Equity Income Fund

     345,191,645        360,369,011  

Growth Opportunities Fund

     2,895,017,344        3,308,646,827  

Healthcare Fund

     203,636,512        396,469,336  

MidCap Fund

     224,495,426        1,377,652,117  

MidCap Value Fund

     188,164,139        126,543,069  

Small Cap Core Fund

     77,440,043        102,474,791  

Small Cap Growth Fund

     249,009,877        289,168,524  

Small Company Fund

     204,931,816        296,478,334  

Value Opportunities Fund

     56,743,898        75,466,773  

 

 

  141  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

10. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2017, and the year ended October 31, 2016:

 

Capital Appreciation Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,493,828     $ 92,204,943       7,324,307     $ 247,685,142  

Shares Issued for Reinvested Dividends

     507,266       18,099,260       13,199,444       445,797,555  

Shares Redeemed

     (17,869,207     (657,708,928     (30,189,883         (1,029,610,751

Shares converted (from) Class B into Class A

     194,954       7,248,101       365,422       12,306,753  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (14,673,159     (540,156,624     (9,300,710     (323,821,301
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     2,297     $ 64,975       27,398     $ 733,469  

Shares Issued for Reinvested Dividends

                 534,975       14,331,984  

Shares Redeemed

     (1,083,944     (31,760,464     (3,069,988     (82,731,588

Shares converted (from) Class B into Class A

     (246,452     (7,248,101     (459,610     (12,306,753
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,328,099     (38,943,590     (2,967,225     (79,972,888
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     551,108     $ 16,389,869       2,348,340     $ 64,166,313  

Shares Issued for Reinvested Dividends

                 5,681,816       154,884,688  

Shares Redeemed

     (8,579,281     (255,102,527     (14,118,913     (390,154,287
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (8,028,173     (238,712,658     (6,088,757     (171,103,286
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     6,288,259     $     232,195,058       8,631,418     $ 294,006,166  

Shares Issued for Reinvested Dividends

     153,309       5,480,800       2,620,805       89,030,968  

Shares Redeemed

     (8,963,908     (328,542,784     (21,218,430     (723,079,454
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,522,340     (90,866,926     (9,966,207     (340,042,320
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     100,384     $ 4,031,722       343,684     $ 12,699,914  

Shares Issued for Reinvested Dividends

     903       35,017       253,743       9,266,695  

Shares Redeemed

     (486,412     (19,525,588     (849,489     (31,304,433
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (385,125     (15,458,849     (252,062     (9,337,824
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     106,297     $ 4,396,808       771,140     $ 28,753,036  

Shares Issued for Reinvested Dividends

     3,902       155,319       339,012       12,730,756  

Shares Redeemed

     (546,077     (22,474,266     (2,759,831     (106,277,909
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (435,878     (17,922,139     (1,649,679     (64,794,117
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     43,867     $ 1,837,751       117,711     $ 4,486,512  

Shares Issued for Reinvested Dividends

     7,344       296,900       107,579       4,125,853  

Shares Redeemed

     (91,454     (3,840,112     (303,533     (11,582,474
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (40,243     (1,705,461     (78,243     (2,970,109
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  142  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Capital Appreciation Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R6

        

Shares Sold

     81,020     $ 3,468,016       1,539,558     $ 57,130,674  

Shares Issued for Reinvested Dividends

     10,361       420,762       21       813  

Shares Redeemed

     (106,283     (4,455,045     (80,773     (3,144,776
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (14,902     (566,267     1,458,806       53,986,711  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     234,198     $ 9,789,803       1,292,665     $ 49,286,867  

Shares Issued for Reinvested Dividends

     163,227       6,628,619       2,246,149       86,612,131  

Shares Redeemed

     (20,142,121     (870,620,802     (8,788,750     (356,312,023
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (19,744,696     (854,202,380     (5,249,936     (220,413,025
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     16,674,698     $ 637,972,614           $  

Shares Redeemed

     (176,088     (6,824,567            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     16,498,610       631,148,047              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (30,674,005   $     (1,167,386,847     (34,094,013   $     (1,158,468,159
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

Core Equity Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     4,598,402     $ 115,307,886       28,515,362     $ 661,729,217  

Shares Issued for Reinvested Dividends

     349,386       8,648,797       247,664       5,759,471  

Shares Redeemed

     (9,579,126     (240,196,326     (10,407,376     (247,989,272

Shares converted (from) Class B into Class A

     7,742       196,269       23,107       540,817  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,623,596         (116,043,374     18,378,757           420,040,233  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     1,681     $ 38,519       11,253     $ 245,755  

Shares Issued for Reinvested Dividends

     246       5,618       1,391       29,911  

Shares Redeemed

     (16,955     (396,598     (25,096     (547,802

Shares converted (from) Class B into Class A

     (8,399     (196,269     (24,975     (540,817
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (23,427     (548,730     (37,427     (812,953
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     2,148,034     $ 49,579,379       10,781,544     $ 234,010,636  

Shares Issued for Reinvested Dividends

     111,839       2,548,876       74,466       1,596,545  

Shares Redeemed

     (1,834,221     (42,570,546     (1,312,986     (28,859,187
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     425,652       9,557,709       9,543,024       206,747,994  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  143  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Core Equity Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class I

        

Shares Sold

     16,085,472     $ 405,293,867       32,481,968     $ 760,739,092  

Shares Issued for Reinvested Dividends

     466,285       11,551,575       124,899       2,917,766  

Shares Redeemed

     (7,974,291     (200,690,446     (6,949,101     (165,217,453
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,577,466       216,154,996       25,657,766       598,439,405  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     453,064     $ 11,445,072       1,489,029     $ 35,644,815  

Shares Issued for Reinvested Dividends

     17,368       435,797       5,752       136,015  

Shares Redeemed

     (184,264     (4,714,942     (213,679     (5,141,515
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     286,168       7,165,927       1,281,102       30,639,315  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     1,639,486     $ 42,541,050       5,684,360     $ 137,158,572  

Shares Issued for Reinvested Dividends

     72,386       1,842,045       18,321       438,819  

Shares Redeemed

     (1,207,746     (31,412,118     (705,577     (17,379,034
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     504,126       12,970,977       4,997,104       120,218,357  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     2,265,792     $ 58,222,855       4,626,287     $ 111,019,044  

Shares Issued for Reinvested Dividends

     76,727       1,914,623       25,242       593,664  

Shares Redeemed

     (1,424,474     (36,318,252     (707,822     (16,857,806
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     918,045       23,819,226       3,943,707       94,754,902  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     1,255,632     $ 31,794,707       1,454,286     $ 35,422,164  

Shares Issued for Reinvested Dividends

     19,786       495,139       985       23,260  

Shares Redeemed

     (267,853     (6,822,431     (154,511     (3,759,772
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,007,565       25,467,415       1,300,760       31,685,652  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     5,764,997     $ 149,966,096       13,248,042     $ 314,850,512  

Shares Issued for Reinvested Dividends

     183,198       4,587,881       56,439       1,349,052  

Shares Redeemed

     (12,653,444     (330,967,918     (2,436,476     (58,410,104
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (6,705,249     (176,413,941     10,868,005       257,789,460  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     11,096,514     $ 287,953,313           $  

Shares Redeemed

     (82,790     (2,157,605            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     11,013,724       285,795,708              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     11,380,474     $     287,925,913       75,932,798     $     1,759,502,365  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  144  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Dividend and Growth Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     5,818,028     $ 145,648,326       11,827,823     $ 270,126,567  

Shares Issued for Reinvested Dividends

     5,729,242       142,332,133       15,721,312       349,869,481  

Shares Redeemed

     (19,463,303     (486,073,752     (27,735,505     (641,471,001

Shares converted (from) Class B into Class A

     104,299       2,622,128       219,034       4,982,276  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,811,734     (195,471,165     32,664       (16,492,677
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

 

Shares Sold

     6,325     $ 152,582       14,253     $ 316,475  

Shares Issued for Reinvested Dividends

     26,339       640,073       166,942       3,626,315  

Shares Redeemed

     (450,739     (11,066,543     (931,562     (20,997,081

Shares converted (from) Class B into Class A

     (106,356     (2,622,128     (223,401     (4,982,276
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (524,431     (12,896,016     (973,768     (22,036,567
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     986,256     $ 23,974,034       1,975,730     $ 43,860,179  

Shares Issued for Reinvested Dividends

     680,486       16,373,259       1,874,808       40,406,189  

Shares Redeemed

     (2,332,015     (56,445,250     (3,835,749     (85,478,285
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (665,273     (16,097,957     14,789       (1,211,917
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     14,513,160     $     361,894,524       17,222,827     $     396,781,233  

Shares Issued for Reinvested Dividends

     3,097,034       76,621,948       7,426,774       164,722,133  

Shares Redeemed

     (11,065,625     (274,869,211     (17,459,490     (401,433,607
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     6,544,569       163,647,261       7,190,111       160,069,759  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     241,822     $ 6,106,288       519,679     $ 11,982,775  

Shares Issued for Reinvested Dividends

     116,685       2,929,867       326,230       7,328,236  

Shares Redeemed

     (574,693     (14,483,128     (899,240     (21,027,354
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (216,186     (5,446,973     (53,331     (1,716,343
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     631,131     $ 15,996,637       1,292,238     $ 30,027,274  

Shares Issued for Reinvested Dividends

     164,754       4,164,396       445,962       10,088,298  

Shares Redeemed

     (871,490     (22,208,695     (1,943,069     (45,862,775
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (75,605     (2,047,662     (204,869     (5,747,203
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     926,221     $ 23,610,720       2,473,418     $ 56,672,703  

Shares Issued for Reinvested Dividends

     62,350       1,582,725       643,549       14,588,667  

Shares Redeemed

     (583,368     (14,832,206     (7,766,635     (178,504,161
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     405,203       10,361,239       (4,649,668     (107,242,791
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     58,883     $ 1,520,830       129,875     $ 3,014,720  

Shares Issued for Reinvested Dividends

     5,248       133,314       1,015       23,989  

Shares Redeemed

     (15,467     (395,096     (7,608     (181,390
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     48,664       1,259,048       123,282       2,857,319  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  145  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Dividend and Growth Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class Y

 

Shares Sold

     3,629,823     $ 93,031,248       14,279,840     $ 341,152,177  

Shares Issued for Reinvested Dividends

     2,383,666       60,516,169       6,056,885       137,719,117  

Shares Redeemed

     (45,687,340     (1,178,322,595     (11,421,763         (267,459,707
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (39,673,851         (1,024,775,178     8,914,962       211,411,587  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     38,688,351     $ 975,329,220           $  

Shares Issued for Reinvested Dividends

     2       42              

Shares Redeemed

     (119,111     (3,012,026            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     38,569,242       972,317,236              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (3,399,402   $ (109,150,167     10,394,172     $ 219,891,167  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

Equity Income Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     5,470,430     $ 103,143,504       11,370,885     $ 198,695,633  

Shares Issued for Reinvested Dividends

     3,672,986       68,624,570       9,509,717       159,991,475  

Shares Redeemed

     (14,687,224     (276,383,634     (21,628,077     (382,379,118

Shares converted (from) Class B into Class A

     12,699       239,549       32,862       562,740  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (5,531,109     (104,376,011     (714,613     (23,129,270
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     5,104     $ 95,883       24,955     $ 433,487  

Shares Issued for Reinvested Dividends

     13,266       247,756       66,756       1,120,750  

Shares Redeemed

     (222,080     (4,191,816     (417,297     (7,362,995

Shares converted (from) Class B into Class A

     (12,684     (239,549     (32,832     (562,740
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (216,394     (4,087,726     (358,418     (6,371,498
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     1,950,549     $ 36,585,629       3,905,292     $ 67,671,902  

Shares Issued for Reinvested Dividends

     854,877       15,866,206       2,133,619       35,565,816  

Shares Redeemed

     (3,938,981     (73,939,929     (5,486,671     (95,717,720
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,133,555     (21,488,094     552,240       7,519,998  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     20,338,695     $     380,685,104       23,418,906     $     412,398,070  

Shares Issued for Reinvested Dividends

     2,326,907       43,315,614       4,384,964       73,583,551  

Shares Redeemed

     (10,408,248     (194,873,743     (18,641,771     (322,149,685
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     12,257,354       229,126,975       9,162,099       163,831,936  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  146  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Equity Income Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     312,693     $ 5,890,738       636,332     $ 11,187,488  

Shares Issued for Reinvested Dividends

     117,326       2,192,395       274,858       4,621,450  

Shares Redeemed

     (579,333     (10,934,036     (862,776     (15,151,582
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (149,314     (2,850,903     48,414       657,356  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     631,333     $ 11,886,319       1,164,091     $ 20,491,643  

Shares Issued for Reinvested Dividends

     140,715       2,636,215       333,156       5,617,861  

Shares Redeemed

     (807,259     (15,381,908     (1,212,032     (21,456,423
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (35,211     (859,374     285,215       4,653,081  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     1,034,835     $ 19,422,263       980,118     $ 17,179,762  

Shares Issued for Reinvested Dividends

     139,759       2,631,963       359,302       6,086,582  

Shares Redeemed

     (918,474     (17,454,821     (1,811,543     (32,027,998
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     256,120       4,599,405       (472,123     (8,761,654
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     397,701     $ 7,564,767       62,177     $ 1,107,692  

Shares Issued for Reinvested Dividends

     37,018       699,207       77,955       1,325,851  

Shares Redeemed

     (96,992     (1,841,154     (75,298     (1,366,352
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     337,727       6,422,820       64,834       1,067,191  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     2,717,740     $ 52,069,051       12,059,147     $ 207,508,098  

Shares Issued for Reinvested Dividends

     868,049       16,381,149       1,512,164       25,802,438  

Shares Redeemed

     (18,254,296     (351,814,235     (5,345,547     (94,320,343
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (14,668,507     (283,364,035     8,225,764       138,990,193  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     15,596,420     $ 297,108,366           $  

Shares Issued for Reinvested Dividends

     3       55              

Shares Redeemed

     (39,334     (748,822            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     15,557,089       296,359,599              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     6,674,200     $     119,482,656       16,793,412     $     278,457,333  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  147  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Growth Opportunities Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     2,049,477     $ 77,971,076       7,357,144     $ 270,866,300  

Shares Issued for Reinvested Dividends

     1,678,214       60,969,498       4,073,036       149,928,457  

Shares Redeemed

     (6,769,649     (256,388,014     (10,654,646     (392,192,252

Shares converted (from) Class B into Class A

     26,329       1,004,519       72,594       2,637,481  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,015,629     (116,442,921     848,128       31,239,986  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

 

Shares Sold

     2,206     $ 56,294       17,119     $ 433,669  

Shares Issued for Reinvested Dividends

     7,858       191,007       60,096       1,521,632  

Shares Redeemed

     (80,166     (2,040,968     (330,807     (8,409,913

Shares converted (from) Class B into Class A

     (39,326     (1,004,519     (105,622     (2,637,481
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (109,428     (2,798,186     (359,214     (9,092,093
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     1,088,280     $ 28,004,956       4,946,279     $ 128,086,649  

Shares Issued for Reinvested Dividends

     707,455       17,438,762       1,506,379       38,578,363  

Shares Redeemed

     (3,374,820     (87,057,849     (3,985,761     (102,262,704
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,579,085     (41,614,131     2,466,897       64,402,308  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     9,711,968     $ 383,313,945       19,732,943     $ 752,758,204  

Shares Issued for Reinvested Dividends

     1,326,210       49,984,840       4,479,451       170,818,254  

Shares Redeemed

     (14,068,296         (555,215,781     (37,897,925         (1,412,422,706
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,030,118     (121,916,996     (13,685,531     (488,846,248
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     197,982     $ 7,623,969       402,839     $ 14,741,027  

Shares Issued for Reinvested Dividends

     42,995       1,574,477       92,026       3,425,213  

Shares Redeemed

     (260,573     (9,982,788     (320,922     (11,881,561
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (19,596     (784,342     173,943       6,284,679  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     220,911     $ 8,798,513       698,644     $ 26,711,871  

Shares Issued for Reinvested Dividends

     59,832       2,283,784       119,352       4,608,198  

Shares Redeemed

     (390,207     (15,378,765     (419,247     (16,171,719
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (109,464     (4,296,468     398,749       15,148,350  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     120,050     $ 4,933,258       592,286     $ 22,580,594  

Shares Issued for Reinvested Dividends

     7,360       290,570       244,389       9,743,509  

Shares Redeemed

     (217,922     (8,800,945     (3,306,959     (128,685,435
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (90,512     (3,577,117     (2,470,284     (96,361,332
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     32,029     $ 1,355,811       26,285     $ 1,098,560  

Shares Issued for Reinvested Dividends

     1,106       44,153       1,420       57,208  

Shares Redeemed

     (6,205     (260,249     (5,092     (202,378
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     26,930       1,139,715       22,613       953,390  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  148  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Growth Opportunities Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class Y

        

Shares Sold

     970,674     $ 40,872,891       5,415,420     $ 219,325,203  

Shares Issued for Reinvested Dividends

     199,509       7,966,405       393,230       15,865,607  

Shares Redeemed

     (4,735,752     (203,664,385     (4,482,778     (165,961,074
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,565,569     (154,825,089     1,325,872       69,229,736  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     3,641,183     $ 148,450,844           $  

Shares Redeemed

     (35,888     (1,477,859            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,605,295       146,972,985              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (7,887,176   $     (298,142,550     (11,278,827   $     (407,041,224
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

Healthcare Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,806,314     $ 56,789,298       6,281,243     $ 209,895,248  

Shares Issued for Reinvested Dividends

     2,347,486       68,382,266       3,434,927       119,540,110  

Shares Redeemed

     (5,462,843         (170,229,579     (8,924,397         (293,106,568

Shares converted (from) Class B into Class A

     17,831       564,878       29,586       967,283  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,291,212     (44,493,137     821,359       37,296,073  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     754     $ 18,554       7,616     $ 214,742  

Shares Issued for Reinvested Dividends

     8,049       194,533       26,330       772,283  

Shares Redeemed

     (36,153     (944,811     (107,514     (3,003,955

Shares converted (from) Class B into Class A

     (21,476     (564,878     (34,752     (967,283
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (48,826     (1,296,602     (108,320     (2,984,213
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     611,287     $ 16,066,330       1,828,436     $ 52,737,744  

Shares Issued for Reinvested Dividends

     1,069,525       25,989,463       1,440,836       42,778,689  

Shares Redeemed

     (2,114,742     (55,546,824     (2,837,305     (79,647,054
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (433,930     (13,491,031     431,967       15,869,379  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     2,223,646     $ 72,730,693       4,161,816     $ 142,954,558  

Shares Issued for Reinvested Dividends

     575,267       17,470,853       920,168       33,239,324  

Shares Redeemed

     (2,525,712     (82,063,204     (4,643,081     (156,002,724
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     273,201       8,138,342       438,903       20,191,158  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  149  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Healthcare Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     176,771     $ 5,772,084       484,968     $ 16,688,607  

Shares Issued for Reinvested Dividends

     131,335       3,947,936       213,051       7,622,444  

Shares Redeemed

     (361,954     (11,792,936     (807,673     (27,133,820
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (53,848     (2,072,916     (109,654     (2,822,769
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     177,499     $ 6,075,836       378,050     $ 13,354,643  

Shares Issued for Reinvested Dividends

     101,102       3,168,538       166,989       6,202,127  

Shares Redeemed

     (404,340     (13,562,299     (638,524     (22,323,070
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (125,739     (4,317,925     (93,485     (2,766,300
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     28,968     $ 1,017,803       106,023     $ 3,932,106  

Shares Issued for Reinvested Dividends

     9,563       311,079       17,672       678,660  

Shares Redeemed

     (46,241     (1,591,287     (93,792     (3,388,808
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,710     (262,405     29,903       1,221,958  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     135,738     $ 4,768,663       1,552,667     $ 53,535,145  

Shares Issued for Reinvested Dividends

     132,970       4,369,410       36,243       1,403,996  

Shares Redeemed

     (218,890     (7,436,024     (316,374     (11,275,709
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     49,818       1,702,049       1,272,536       43,663,432  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     294     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     294       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,637,952   $     (56,083,625     2,683,209     $     109,668,718  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

MidCap Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     8,433,464     $ 221,713,373       15,555,128     $ 370,651,164  

Shares Issued for Reinvested Dividends

     2,511,944       64,205,290       6,427,454       149,631,121  

Shares Redeemed

     (11,198,370         (293,550,809     (15,258,356         (366,056,899

Shares converted (from) Class B into Class A

     60,888       1,616,069       62,049       1,454,286  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (192,074     (6,016,077     6,786,275       155,679,672  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     9,849     $ 188,692       26,574     $ 467,152  

Shares Issued for Reinvested Dividends

     38,251       708,784       132,790       2,286,638  

Shares Redeemed

     (483,591     (9,234,656     (354,640     (6,252,035

Shares converted (from) Class B into Class A

     (84,085     (1,616,069     (83,930     (1,454,286
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (519,576     (9,953,249     (279,206     (4,952,531
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  150  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

MidCap Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     4,419,997     $ 87,542,278       6,173,274     $ 112,518,484  

Shares Issued for Reinvested Dividends

     1,276,316       24,518,038       3,179,938       56,602,900  

Shares Redeemed

     (5,011,388     (98,902,042     (6,388,859     (116,189,978
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     684,925       13,158,274       2,964,353       52,931,406  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     39,391,027     $     1,046,358,059       58,129,474     $     1,418,593,240  

Shares Issued for Reinvested Dividends

     2,379,669       62,204,544       2,076,246       49,331,615  

Shares Redeemed

     (9,789,475     (262,279,958     (16,647,955     (408,405,655
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     31,981,221       846,282,645       43,557,765       1,059,519,200  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     433,694     $ 12,674,878       659,106     $ 17,508,553  

Shares Issued for Reinvested Dividends

     71,833       2,040,045       188,534       4,877,369  

Shares Redeemed

     (480,880     (13,966,459     (814,344     (21,672,742
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     24,647       748,464       33,296       713,180  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     1,578,380     $ 47,755,843       3,006,475     $ 82,666,863  

Shares Issued for Reinvested Dividends

     143,218       4,193,429       301,787       8,021,498  

Shares Redeemed

     (1,298,972     (39,450,852     (1,877,827     (51,812,626
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     422,626       12,498,420       1,430,435       38,875,735  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     1,708,559     $ 52,773,492       2,539,012     $ 70,735,603  

Shares Issued for Reinvested Dividends

     182,387       5,451,117       387,079       10,462,742  

Shares Redeemed

     (1,018,785     (31,290,269     (1,496,523     (41,483,046
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     872,161       26,934,340       1,429,568       39,715,299  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     1,311,428     $ 41,207,832       958,173     $ 27,674,388  

Shares Issued for Reinvested Dividends

     25,348       763,492       16,800       457,136  

Shares Redeemed

     (87,401     (2,708,320     (88,833     (2,506,590
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,249,375       39,263,004       886,140       25,624,934  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     10,494,118     $ 326,072,082       20,168,263     $ 550,050,270  

Shares Issued for Reinvested Dividends

     1,233,268       37,146,030       2,668,794       72,591,201  

Shares Redeemed

     (12,207,746     (377,930,084     (9,728,296     (273,913,281
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (480,360     (14,711,972     13,108,761       348,728,190  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     7,994,092     $ 215,603,555           $  

Shares Redeemed

     (68,812     (1,889,490            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,925,280       213,714,065              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     41,968,225     $ 1,121,917,914       69,917,387     $ 1,716,835,085  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  151  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

MidCap Value Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,663,036     $ 39,231,239       5,032,229     $ 68,859,630  

Shares Issued for Reinvested Dividends

     1,230,848       17,736,291       1,281,207       17,390,710  

Shares Redeemed

     (2,581,680         (37,901,243     (3,961,991         (54,844,846

Shares converted (from) Class B into Class A

     10,577       155,271       21,277       287,705  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,322,781       19,221,558       2,372,722       31,693,199  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     2,430     $ 29,900       10,348     $ 124,140  

Shares Issued for Reinvested Dividends

     4,279       51,900       9,900       115,336  

Shares Redeemed

     (24,982     (309,671     (49,867     (578,174

Shares converted (from) Class B into Class A

     (12,564     (155,271     (24,791     (287,705
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (30,837     (383,142     (54,410     (626,403
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     308,798     $ 3,813,148       415,198     $ 4,858,584  

Shares Issued for Reinvested Dividends

     239,720       2,898,214       276,461       3,206,945  

Shares Redeemed

     (452,540     (5,619,732     (810,623     (9,514,569
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     95,978       1,091,630       (118,964     (1,449,040
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     6,281,898     $ 92,925,071       5,377,853     $ 76,102,795  

Shares Issued for Reinvested Dividends

     537,204       7,802,361       164,226       2,248,438  

Shares Redeemed

     (1,212,040     (17,867,470     (1,612,305     (21,628,845
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,607,062       82,859,962       3,929,774       56,722,388  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     103,651     $ 1,599,389       276,345     $ 3,795,520  

Shares Issued for Reinvested Dividends

     46,905       711,084       47,551       677,606  

Shares Redeemed

     (134,751     (2,071,593     (192,291     (2,742,231
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     15,805       238,880       131,605       1,730,895  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     63,148     $ 989,522       383,094     $ 5,890,463  

Shares Issued for Reinvested Dividends

     50,007       769,092       61,300       884,311  

Shares Redeemed

     (283,899     (4,422,356     (272,150     (3,910,822
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (170,744     (2,663,742     172,244       2,863,952  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     169,020     $ 2,658,966       401,029     $ 5,990,953  

Shares Issued for Reinvested Dividends

     30,139       469,074       24,999       364,802  

Shares Redeemed

     (96,009     (1,522,920     (240,467     (3,486,688
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     103,150       1,605,120       185,561       2,869,067  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     449,986     $ 7,122,298       1,137,558     $ 16,289,236  

Shares Issued for Reinvested Dividends

     344,028       5,370,790       742,878       10,866,975  

Shares Redeemed

     (4,631,271     (73,553,933     (6,378,833     (93,359,924
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,837,257     (61,060,845     (4,498,397     (66,203,713
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  152  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

MidCap Value Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares      Amount  

Class F(1)

         

Shares Sold

     4,003,921     $     59,015,407            $  

Shares Redeemed

     (3,550     (52,405             
  

 

 

   

 

 

   

 

 

    

 

 

 

Net Increase (Decrease)

     4,000,371       58,963,002               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total Net Increase (Decrease)

     7,106,309     $ 99,872,423       2,120,135      $     27,600,345  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

  (1)  Inception date of class was February 28, 2017.
Small Cap Core Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     433,028     $ 5,706,461       550,030     $ 6,238,624  

Shares Issued for Reinvested Dividends

     31,473       413,874       267,018       2,973,909  

Shares Redeemed

     (475,231     (6,214,668     (992,026         (11,359,315

Shares converted (from) Class B into Class A

     14,298       188,617       27,315       307,269  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,568       94,284       (147,663     (1,839,513
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     1,728     $ 21,326       1,198     $ 13,124  

Shares Issued for Reinvested Dividends

                 9,645       100,111  

Shares Redeemed

     (31,379     (382,577     (61,792     (660,274

Shares converted (from) Class B into Class A

     (15,354     (188,617     (29,320     (307,269
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (45,005     (549,868     (80,269     (854,308
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     137,651     $ 1,666,175       96,805     $ 1,003,040  

Shares Issued for Reinvested Dividends

     1,705       20,614       75,093       768,199  

Shares Redeemed

     (141,773         (1,709,175     (316,903     (3,293,999
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,417     (22,386     (145,005     (1,522,760
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     141,767     $ 1,855,047       101,115     $ 1,200,325  

Shares Issued for Reinvested Dividends

     2,520       33,089       11,604       129,624  

Shares Redeemed

     (58,501     (753,293     (86,090     (963,941
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     85,786       1,134,843       26,629       366,008  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     35,136     $ 474,081       23,514     $ 256,934  

Shares Issued for Reinvested Dividends

     332       4,489       3,778       43,183  

Shares Redeemed

     (44,605     (607,781     (31,000     (369,576
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (9,137     (129,211     (3,708     (69,459
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  153  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Small Cap Core Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Sold

     4,766     $ 64,679       13,580     $ 152,568  

Shares Issued for Reinvested Dividends

     31       424       1,552       17,826  

Shares Redeemed

     (17,919     (244,745     (40,594     (455,990
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (13,122     (179,642     (25,462     (285,596
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     40       538       1,087       12,566  

Shares Redeemed

     (722     (9,853     (14,420     (165,254
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (682     (9,315     (13,333     (152,688
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     15,331     $ 209,738       10,902,807     $     125,956,942  

Shares Issued for Reinvested Dividends

     90,273       1,227,713       60,169       710,300  

Shares Redeemed

     (9,191,668         (124,560,208     (1,893,466     (22,793,798
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (9,086,064     (123,122,757     9,069,510       103,873,444  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     7,724,976     $ 100,964,942           $  

Shares Redeemed

     (163,971     (2,175,784            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,561,005       98,789,158              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,506,068   $ (23,994,894     8,680,699     $ 99,515,128  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

        
Small Cap Growth Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     63,813     $ 3,192,483       175,287     $ 7,764,790  

Shares Issued for Reinvested Dividends

     26,841       1,327,268       446,050       19,403,159  

Shares Redeemed

     (417,242         (20,782,119     (1,216,680         (51,367,031

Shares converted (from) Class B into Class A

     4,965       250,733       8,996       382,075  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (321,623     (16,011,635     (586,347     (23,817,007
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

         $       20     $ 673  

Shares Issued for Reinvested Dividends

     122       4,725       4,012       138,286  

Shares Redeemed

     (4,813     (189,755     (13,491     (458,601

Shares converted (from) Class B into Class A

     (6,338     (250,733     (11,368     (382,075
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (11,029     (435,763     (20,827     (701,717
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  154  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Small Cap Growth Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     20,313     $ 803,396       30,975     $ 1,053,636  

Shares Issued for Reinvested Dividends

     7,807       300,558       135,865       4,642,494  

Shares Redeemed

     (160,299     (6,162,282     (349,180     (11,966,240
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (132,179     (5,058,328     (182,340     (6,270,110
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     745,568     $ 38,529,398       1,504,156     $ 67,359,589  

Shares Issued for Reinvested Dividends

     16,890       858,892       333,611       14,882,404  

Shares Redeemed

     (559,653     (28,493,182     (3,043,594         (133,228,190
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     202,805       10,895,108       (1,205,827     (50,986,197
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     32,486     $ 1,615,518       78,713     $ 3,382,945  

Shares Issued for Reinvested Dividends

     1,358       66,948       24,023       1,044,263  

Shares Redeemed

     (52,685     (2,620,704     (150,025     (6,618,060
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (18,841     (938,238     (47,289     (2,190,852
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     173,647     $ 8,919,116       359,856     $ 16,159,472  

Shares Issued for Reinvested Dividends

     6,795       346,216       102,431       4,587,890  

Shares Redeemed

     (235,242     (12,061,508     (502,779     (22,607,555
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (54,800     (2,796,176     (40,492     (1,860,193
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     289,064     $ 15,520,302       472,492     $ 21,498,860  

Shares Issued for Reinvested Dividends

     11,271       594,913       172,986       8,000,609  

Shares Redeemed

     (336,470     (17,829,145     (748,942     (34,942,100
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (36,135     (1,713,930     (103,464     (5,442,631
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     36,544     $ 2,012,685       101,337     $ 4,504,644  

Shares Issued for Reinvested Dividends

     490       26,101       22       1,036  

Shares Redeemed

     (12,844     (695,662     (16,674     (780,149
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     24,190       1,343,124       84,685       3,725,531  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     597,814     $ 32,102,842       1,411,283     $ 65,897,767  

Shares Issued for Reinvested Dividends

     33,845       1,804,980       495,729       23,135,682  

Shares Redeemed

     (1,605,633     (86,886,857     (1,923,627     (89,252,794
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (973,974     (52,979,035     (16,615     (219,345
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     795,777     $ 41,333,384           $  

Shares Redeemed

     (5,893     (318,082            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     789,884       41,015,302              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (531,702   $     (26,679,571     (2,118,516   $ (87,762,521
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  155  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Small Company Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,214,802     $     21,189,052       3,213,407     $ 50,626,998  

Shares Issued for Reinvested Dividends

                 2,616,747       42,260,470  

Shares Redeemed

     (4,921,058     (84,907,215     (6,095,959     (97,416,270

Shares converted (from) Class B into Class A

     12,108       212,134       28,971       456,183  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,694,148     (63,506,029     (236,834     (4,072,619
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     408     $ 5,238       6,823     $ 79,319  

Shares Issued for Reinvested Dividends

                 33,958       407,499  

Shares Redeemed

     (36,549     (470,224     (95,455     (1,115,727

Shares converted (from) Class B into Class A

     (16,438     (212,134     (38,966     (456,183
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (52,579     (677,120     (93,640     (1,085,092
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     98,019     $ 1,258,275       194,329     $ 2,328,208  

Shares Issued for Reinvested Dividends

                 472,301       5,658,168  

Shares Redeemed

     (321,722     (4,107,244     (815,989     (9,741,662
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (223,703     (2,848,969     (149,359     (1,755,286
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     2,318,504     $ 42,146,740       2,023,112     $     33,954,869  

Shares Issued for Reinvested Dividends

                 517,744       8,708,431  

Shares Redeemed

     (1,051,164     (18,945,342     (3,462,909     (56,677,439
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,267,340       23,201,398       (922,053     (14,014,139
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     90,628     $ 1,709,908       296,140     $ 5,038,547  

Shares Issued for Reinvested Dividends

                 242,555       4,249,559  

Shares Redeemed

     (287,652     (5,374,727     (525,685     (9,098,332
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (197,024     (3,664,819     13,010       189,774  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     114,963     $ 2,284,655       370,273     $ 6,726,992  

Shares Issued for Reinvested Dividends

                 268,598       4,923,405  

Shares Redeemed

     (368,515     (7,267,171     (1,023,313     (18,196,089
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (253,552     (4,982,516     (384,442     (6,545,692
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     43,978     $ 925,459       294,757     $ 5,482,622  

Shares Issued for Reinvested Dividends

                 176,074       3,359,491  

Shares Redeemed

     (80,895     (1,695,257     (1,531,097     (27,300,052
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (36,917     (769,798     (1,060,266     (18,457,939
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

         $       606,951     $ 10,996,464  

Shares Issued for Reinvested Dividends

                 55       1,073  

Shares Redeemed

                 (606,950     (11,143,097
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 56       (145,560
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  156  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Small Company Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class Y

        

Shares Sold

     150,546     $ 3,161,112       593,130     $ 11,047,655  

Shares Issued for Reinvested Dividends

                 1,590,330       30,836,502  

Shares Redeemed

     (2,753,916     (57,477,802     (9,310,217     (181,231,860
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,603,370     (54,316,690     (7,126,757     (139,347,703
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     463,604     $ 8,628,436           $  

Shares Redeemed

     (1,218     (22,607            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     462,386       8,605,829              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (5,331,567   $     (98,958,714     (9,960,285   $     (185,234,256
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

        
Value Opportunities Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     598,866     $     11,643,399       829,142     $ 14,139,822  

Shares Issued for Reinvested Dividends

     147,708       2,849,514       954,273       15,811,452  

Shares Redeemed

     (1,559,512     (30,266,542     (2,472,476     (42,658,874

Shares converted (from) Class B into Class A

     7,917       154,110       25,792       433,334  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (805,021     (15,619,519     (663,269     (12,274,266
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     197     $ 3,325       998     $ 14,455  

Shares Issued for Reinvested Dividends

     315       5,332       9,252       133,450  

Shares Redeemed

     (24,018     (411,026     (52,697     (783,707

Shares converted (from) Class B into Class A

     (9,032     (154,110     (29,345     (433,334
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (32,538     (556,479     (71,792     (1,069,136
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     79,821     $ 1,340,820       101,997     $ 1,485,528  

Shares Issued for Reinvested Dividends

     13,296       222,182       128,762       1,845,640  

Shares Redeemed

     (197,770     (3,331,261     (436,576     (6,420,763
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (104,653     (1,768,259     (205,817         (3,089,595
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     645,248     $ 12,334,969       708,964     $ 12,376,170  

Shares Issued for Reinvested Dividends

     17,965       341,942       85,174       1,396,360  

Shares Redeemed

     (413,466     (7,910,141     (1,186,788     (20,278,464
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     249,747       4,766,770       (392,650     (6,505,934
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  157  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Value Opportunities Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     14,493     $ 282,302       32,000     $ 563,698  

Shares Issued for Reinvested Dividends

     1,578       30,815       15,522       259,602  

Shares Redeemed

     (77,094     (1,525,239     (88,249     (1,520,411
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (61,023     (1,212,122     (40,727     (697,111
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     68,398     $ 1,364,714       102,710     $ 1,790,812  

Shares Issued for Reinvested Dividends

     5,048       99,579       37,821       640,216  

Shares Redeemed

     (36,684     (735,763     (292,471     (5,123,200
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     36,762       728,530       (151,940     (2,692,172
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     2,352     $ 46,231       13,911     $ 241,877  

Shares Issued for Reinvested Dividends

     1,824       36,214       11,717       200,138  

Shares Redeemed

     (91,539     (1,860,030     (45,733     (833,281
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (87,363     (1,777,585     (20,105     (391,266
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     7,291     $ 146,685       41,514     $ 683,827  

Shares Issued for Reinvested Dividends

     871       17,344       7,637       130,889  

Shares Redeemed

     (7,095     (144,111     (87,678     (1,600,586
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,067       19,918       (38,527     (785,870
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     511     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     511       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (802,511   $     (15,408,746     (1,584,827   $     (27,505,350
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

        

 

11. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2017, none of the Funds had borrowings under this facility.

 

12. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in

 

 

  158  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

 

13. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

14. Recent Accounting Pronouncement:

In August 2016, Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2016-15, “Statement of Cash Flows (Topic 230), a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-15”). The guidance is intended to reduce diversity in practice in how certain transactions are classified in the statement of cash flows. The issues addressed in ASU 2016-15 are: debt prepayment or debt extinguishment costs, settlement of zero-coupon debt instruments, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, distributions received from equity method investments, beneficial interests in securitization transactions; and, separately identifiable cash flows and application of the predominance principle. The guidance is effective for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

In November 2016, FASB issued Accounting Standards Update No. 2016-18, “Statement of Cash Flows (Topic 230), Restricted Cash, a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-18”). The guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. Therefore, amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The amendments in ASU 2016-18 do not provide a definition of restricted cash or restricted cash equivalents. The guidance is required to be presented for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

 

 

  159  

 


Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

15. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2017, events and transactions subsequent to April 30, 2017, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. No subsequent events requiring financial statement adjustment or disclosure have been identified.

 

 

  160  

 


Domestic Equity Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  161  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Customer Privacy Notice

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and

protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

 


Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2017


 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with any Fund sub-adviser.

MFSAR-DE17 6/17    201775    Printed in U.S.A.

 

LOGO


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing with Hartford Funds. We are pleased to present you with the Semi-Annual Report, which covers the period from November 1, 2016 through April 30, 2017.

Market Review

With the exception of a brief dip ahead of the US presidential election in

 

November, US stocks, as measured by the S&P 500 Index,1 kept an upward trajectory during the six months ended April 30, 2017. That positive momentum helped push the Index to a nearly 12% gain for 2016, and started 2017 off with just under a 7% return through April 30.

The primary driver of market progress during the period was the outcome of the presidential election. Markets viewed the incoming Trump administration as a positive for businesses and investors, and that optimism carried through past the inauguration. Positive job reports and a growing domestic economy reflected this optimism and have served as the basis of the US Federal Reserve’s continued interest-rate hike cycle that began in December 2015. At the time of this writing, consensus expectations were for a continued gradual rate-hike pace by the Federal Reserve, which should help markets better digest and account for such changes.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. Uncertainty surrounding potential policy changes by the Trump administration, other European elections, and Britain’s “Brexit” undertaking to leave the European Union could all influence markets or cause an uptick in volatility.

For this reason, we encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets with confidence. Regardless of the political environment, your advisor can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing with Hartford Funds. For the most up-to-date information on our mutual funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

 


International/Global Equity Funds

Table of Contents

 

Fund Performance and Summary

     2  

Expense Examples

     25  

Financial Statements:

  

Schedules of Investments:

  

Hartford Emerging Markets Equity Fund

     30  

Hartford Environmental Opportunities Fund

     34  

Hartford Global Capital Appreciation Fund

     37  

Hartford Global Equity Income Fund

     45  

Hartford International Equity Fund

     48  

The Hartford International Growth Fund

     56  

The Hartford International Opportunities Fund

     60  

The Hartford International Small Company Fund

     64  

The Hartford International Value Fund

     68  

Statements of Assets and Liabilities

     74  

Statements of Operations

     78  

Statements of Changes in Net Assets

     80  

Financial Highlights

     84  

Notes to Financial Statements

     95  

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records

     129  

Quarterly Portfolio Holdings Information

     129  


Hartford Emerging Markets Equity Fund inception 05/31/2011

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

     6 Months1     1 Year     5 Years     Since
Inception2
 

Emerging Markets Equity A3

    11.36%       23.82%       2.79%       -0.44%  

Emerging Markets Equity A4

    5.24%       17.01%       1.63%       -1.38%  

Emerging Markets Equity C3

    11.04%       23.04%       2.09%       -1.13%  

Emerging Markets Equity C4

    10.04%       22.04%       2.09%       -1.13%  

Emerging Markets Equity I3

    11.55%       24.23%       3.19%       -0.06%  

Emerging Markets Equity R33

    11.21%       23.61%       2.57%       -0.68%  

Emerging Markets Equity R43

    11.30%       24.01%       2.83%       -0.41%  

Emerging Markets Equity R53

    11.57%       24.90%       3.04%       -0.19%  

Emerging Markets Equity Y3

    11.51%       24.37%       3.26%       0.00%  

Emerging Markets Equity F3

    11.55%       24.23%       3.19%       -0.06%  

MSCI Emerging Markets Index (Net)

    8.88%       19.13%       1.49%       -0.58%  

MSCI Emerging Markets Index (Gross)

    9.03%       19.58%       1.85%       -0.23%  

 

1  Not Annualized
2  Inception: 05/31/2011
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the

reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its benchmark from the MSCI Emerging Markets Index (Gross) to the MSCI Emerging Markets Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization-weighted index that is designed to measure equity market performance in the global emerging markets, consisting of 24 emerging market country indices.

MSCI Emerging Markets Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization-weighted index that is designed to measure equity market performance in the global emerging markets, consisting of 24 emerging market country indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Performance information prior to 5/7/15 reflects when the Fund pursued a modified investment strategy.

 

 

 

  2  

 


Hartford Emerging Markets Equity Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Emerging Markets Equity Class A

     1.76%        1.94%  

Emerging Markets Equity Class C

     2.51%        2.61%  

Emerging Markets Equity Class I

     1.42%        1.42%  

Emerging Markets Equity Class R3

     1.96%        2.09%  

Emerging Markets Equity Class R4

     1.66%        1.78%  

Emerging Markets Equity Class R5

     1.36%        1.47%  

Emerging Markets Equity Class Y

     1.31%        1.42%  

Emerging Markets Equity Class F

     1.26%        1.37%  

 

* Expenses as shown in the Fund’s prospectus dated March 1, 2017. Net expenses reflect contractual expense reimbursements, if any. The Fund filed a supplement to its prospectus, dated May 11, 2017, with the U.S. Securities and Exchange Commission that announced modifications to the Fund’s management fee rate and modifications to certain expense reimbursement arrangements through February 28, 2019 for the Fund that became effective immediately. However, the information in this semi-annual report is as of April 30, 2017 and does not reflect any changes made to the total annual fund operating expense table in the prospectus, as supplemented. The net expense ratios shown in the supplement are as follows:

 

Net        

Class A

     1.46%  

Class C

     2.21%  

Class I

     1.21%  

Class R3

     1.71%  

Class R4

     1.46%  

Class R5

     1.16%  

Class Y

     1.11%  

Class F

     0.99%  

The gross expense ratios shown in the supplement are as follows:

 

Gross        

Class A

     1.74%  

Class C

     2.41%  

Class I

     1.22%  

Class R3

     1.89%  

Class R4

     1.58%  

Class R5

     1.27%  

Class Y

     1.22%  

Class F

     1.17%  

As of May 11, 2017, the contractual reimbursements on operating expenses and transfer agency fees remain in effect through February 28, 2019 and automatically renew for one year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and

regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     8.5

Consumer Staples

     4.9  

Energy

     8.6  

Financials

     24.4  

Health Care

     1.0  

Industrials

     4.3  

Information Technology

     23.6  

Materials

     8.2  

Real Estate

     4.0  

Telecommunication Services

     4.6  

Utilities

     4.1  
  

 

 

 

Total

     96.2
  

 

 

 

Short-Term Investments

     7.4  

Other Assets & Liabilities

     (3.6
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

Composition by Currency

as of April 30, 2017

 

Description    Percentage of
Net Assets
 

Brazilian Real

     5.4

Chilean Peso

     0.2  

Euro

     0.2  

Hong Kong Dollar

     24.7  

Indian Rupee

     9.8  

Indonesian Rupiah

     2.1  

Malaysian Ringgit

     3.0  

Mexican Peso

     2.6  

Polish Zloty

     1.7  

Qatari Riyal

     0.3  

South African Rand

     4.5  

South Korean Won

     16.9  

Taiwanese Dollar

     10.4  

Thai Baht

     4.3  

Turkish Lira

     1.2  

United Arab Emirates Dirham

     0.3  

United States Dollar

     16.0  

Other Assets & Liabilities

     (3.6
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  3  

 


Hartford Environmental Opportunities Fund inception 02/29/2016

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      Since
Inception2
 

Environmental
Opportunities A3

     9.26%        14.84%        21.88%  

Environmental
Opportunities A4

     3.26%        8.53%        16.12%  

Environmental
Opportunities C3

     8.99%        14.17%        21.08%  

Environmental
Opportunities C4

     7.99%        13.17%        21.08%  

Environmental
Opportunities I3

     9.45%        15.23%        22.24%  

Environmental
Opportunities R33

     9.18%        14.56%        21.53%  

Environmental
Opportunities R43

     9.25%        14.73%        21.78%  

Environmental
Opportunities R53

     9.41%        15.10%        22.11%  

Environmental
Opportunities R63

     9.40%        15.18%        22.19%  

Environmental
Opportunities Y3

     9.40%        15.18%        22.19%  

Environmental
Opportunities F3

     9.36%        15.14%        22.15%  

MSCI All Country World Index (Net)

     11.76%        15.14%        21.48%  

MSCI All Country World Index (Gross)

     12.06%        15.77%        22.18%  

 

1  Not Annualized
2  Inception: 02/29/2016
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17,

which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World Index (Gross) to the MSCI All Country World Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

MSCI All Country World Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  4  

 


Hartford Environmental Opportunities Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Environmental Opportunities Class A

     1.31%        1.47%  

Environmental Opportunities Class C

     2.06%        2.21%  

Environmental Opportunities Class I

     1.06%        1.21%  

Environmental Opportunities Class R3

     1.61%        1.91%  

Environmental Opportunities Class R4

     1.31%        1.61%  

Environmental Opportunities Class R5

     1.01%        1.31%  

Environmental Opportunities Class R6

     0.91%        1.21%  

Environmental Opportunities Class Y

     0.91%        1.26%  

Environmental Opportunities Class F

     0.91%        1.21%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Risks of focusing investments on the utilities and industrials sectors include regulatory and legal developments, competitive pressures, pricing and rate pressures (utilities), rapid technological changes, potential product obsolescence, and liquidity risk. Risks of focusing on investments that involve sustainability and environmentally responsible investment criteria may influence investment performance relative to the Fund’s benchmark or competing funds and expose the Fund to increased risks related to downturns or other adverse developments in that market segment.

Composition by Country

as of April 30, 2017

 

Country    Percentage of
Net Assets
 

Austria

     4.5

Brazil

     1.8  

Canada

     2.0  

China

     3.4  

France

     6.6  

Germany

     2.9  

Japan

     8.8  

Norway

     1.8  

Spain

     7.1  

Sweden

     4.0  

Switzerland

     2.3  

United Kingdom

     1.9  

United States

     47.0  

Short-Term Investments

     5.0  

Other Assets & Liabilities

     0.9  
  

 

 

 

Total

     100.0
  

 

 

 

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     8.3

Financials

     2.3  

Industrials

     43.1  

Information Technology

     8.0  

Materials

     3.1  

Utilities

     29.3  
  

 

 

 

Total

     94.1
  

 

 

 

Short-Term Investments

     5.0  

Other Assets & Liabilities

     0.9  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  5  

 


Hartford Global Capital Appreciation Fund inception 04/29/2005

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks growth of capital.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

     6 Months1     1 Year     5 Years     10 Years  

Global Capital Appreciation A2

    11.86%       13.98%       10.20%       5.50%  

Global Capital Appreciation A3

    5.71%       7.71%       8.96%       4.91%  

Global Capital Appreciation B2

    11.29%       13.05%       9.35%       4.85% 4 

Global Capital Appreciation B3

    6.29%       8.05%       9.07%       4.85% 4 

Global Capital Appreciation C2

    11.42%       13.16%       9.39%       4.74%  

Global Capital Appreciation C3

    10.42%       12.16%       9.39%       4.74%  

Global Capital Appreciation I2

    11.95%       14.29%       10.51%       5.83%  

Global Capital Appreciation R32

    11.75%       13.90%       10.08%       5.29%  

Global Capital Appreciation R42

    11.92%       14.23%       10.40%       5.64%  

Global Capital Appreciation R52

    11.92%       14.32%       10.51%       5.82%  

Global Capital Appreciation Y2

    11.99%       14.44%       10.58%       5.93%  

Global Capital Appreciation F2

    11.95%       14.29%       10.51%       5.83%  

MSCI All Country World Index (Net)

    11.76%       15.14%       8.96%       3.71%  

MSCI All Country World Index (Gross)

    12.06%       15.77%       9.55%       4.27%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World Index (Gross) to the MSCI All Country World Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

MSCI All Country World Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  6  

 


Hartford Global Capital Appreciation Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net     Gross  

Global Capital Appreciation Class A

     1.26     1.31

Global Capital Appreciation Class B

     2.01     2.24

Global Capital Appreciation Class C

     2.00     2.00

Global Capital Appreciation Class I

     0.97     0.97

Global Capital Appreciation Class R3

     1.36     1.58

Global Capital Appreciation Class R4

     1.06     1.27

Global Capital Appreciation Class R5

     0.96     0.99

Global Capital Appreciation Class Y

     0.91     0.91

Global Capital Appreciation Class F

     0.86     0.86

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Country

as of April 30, 2017

 

Country    Percentage of
Net Assets
 

Argentina

     0.2

Australia

     0.3  

Belgium

     0.1  

Brazil

     1.4  

British Virgin Islands

     0.1  

Canada

     3.6  

Chile

     0.1  

China

     2.6  

Denmark

     0.3  

Finland

     0.2  

France

     2.9  

Germany

     2.0  

Greece

     0.5  

Hong Kong

     0.7  

India

     2.6  

Ireland

     1.4  

Israel

     0.1  

Italy

     1.8  

Japan

     6.3  

Jersey

     0.2  

Luxembourg

     0.8  

Malaysia

     0.3  

Mexico

     1.0  

Netherlands

     0.6  

New Zealand

     0.2  

Russia

     1.3  

Singapore

     1.0  

South Korea

     1.8  

Spain

     1.7  

Sweden

     0.2  

Switzerland

     2.9  

Taiwan

     1.4  

United Kingdom

     6.0  

United States

     52.4  

Short-Term Investments

     1.1  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  7  

 


Hartford Global Capital Appreciation Fund

Fund Summary – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     14.7

Consumer Staples

     8.1  

Energy

     3.1  

Financials

     16.2  

Health Care

     10.4  

Industrials

     11.6  

Information Technology

     19.0  

Materials

     5.0  

Real Estate

     3.1  

Telecommunication Services

     2.0  

Utilities

     5.8  
  

 

 

 

Total

     99.0
  

 

 

 

Short-Term Investments

     1.1  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  8  

 


Hartford Global Equity Income Fund inception 02/29/2008

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks a high level of current income consistent with growth of capital.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

     6 Months1     1 Year     5 Years     Since
Inception2
 

Global Equity Income A3

    10.90%       13.22%       9.05%       5.20%  

Global Equity Income A4

    4.80%       7.00%       7.82%       4.55%  

Global Equity Income B3

    10.42%       12.33%       8.23%       4.51% 5 

Global Equity Income B4

    5.42%       7.33%       7.93%       4.51% 5 

Global Equity Income C3

    10.46%       12.40%       8.23%       4.43%  

Global Equity Income C4

    9.46%       11.40%       8.23%       4.43%  

Global Equity Income I3

    11.02%       13.54%       9.34%       5.50%  

Global Equity
Income R33

    10.82%       13.07%       8.84%       4.96%  

Global Equity
Income R43

    10.92%       13.34%       9.15%       5.26%  

Global Equity
Income R53

    11.09%       13.67%       9.49%       5.57%  

Global Equity
Income Y3

    11.07%       13.72%       9.50%       5.61%  

Global Equity Income F3

    11.04%       13.56%       9.34%       5.50%  

MSCI All Country World Index (Net)

    11.76%       15.14%       8.96%       4.51%  

MSCI All Country World Index (Gross)

    12.06%       15.77%       9.55%       5.09%  

 

1  Not Annualized
2  Inception: 02/29/2008
3  Without sales charge
4  With sales charge
5  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World Index (Gross) to the MSCI All Country World Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

MSCI All Country World Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  9  

 


Hartford Global Equity Income Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net     Gross  

Global Equity Income Class A

     1.25     1.37

Global Equity Income Class B

     2.00     2.37

Global Equity Income Class C

     2.00     2.13

Global Equity Income Class I

     1.00     1.03

Global Equity Income Class R3

     1.45     1.67

Global Equity Income Class R4

     1.15     1.37

Global Equity Income Class R5

     0.85     1.01

Global Equity Income Class Y

     0.80     0.95

Global Equity Income Class F

     0.80     0.90

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     3.8

Consumer Staples

     10.2  

Energy

     6.3  

Financials

     19.6  

Health Care

     11.3  

Industrials

     8.4  

Information Technology

     13.2  

Materials

     5.7  

Real Estate

     5.2  

Telecommunication Services

     5.3  

Utilities

     7.4  
  

 

 

 

Total

     96.4
  

 

 

 

Short-Term Investments

     3.1  

Other Assets & Liabilities

     0.5  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  10  

 


Hartford International Equity Fund inception 06/30/2008

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

     6 Months1     1 Year     5 Years     Since
Inception2
 

International Equity A3

    10.26%       13.78%       6.30%       1.72%  

International Equity A4

    4.19%       7.52%       5.11%       1.07%  

International Equity B3

    9.93%       12.96%       5.54%       1.06% 5 

International Equity B4

    4.93%       7.96%       5.21%       1.06% 5 

International Equity C3

    9.95%       13.01%       5.52%       0.98%  

International Equity C4

    8.95%       12.01%       5.52%       0.98%  

International Equity I3

    10.45%       14.20%       6.69%       2.10%  

International Equity R33

    10.05%       13.56%       6.05%       1.48%  

International Equity R43

    10.23%       13.86%       6.35%       1.76%  

International Equity R53

    10.44%       14.59%       6.57%       2.00%  

International Equity Y3

    10.48%       14.23%       6.76%       2.14%  

International Equity F3

    10.45%       14.20%       6.69%       2.10%  

MSCI All Country World ex USA Index (Net)

    10.37%       12.59%       5.13%       1.66%  

MSCI All Country World ex USA Index (Gross)

    10.61%       13.12%       5.61%       2.12%  

 

1  Not Annualized
2  Inception: 06/30/2008
3  Without sales charge
4  With sales charge
5  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World ex USA Index (Gross) to the MSCI All Country World ex USA Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

MSCI All Country World ex USA Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock

 

 

 

  11  

 


Hartford International Equity Fund inception 06/30/2008

 

 

 

markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Performance information prior to 8/13/15 reflects when the Fund pursued a modified investment strategy.

 

 

 

  12  

 


Hartford International Equity Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net     Gross  

International Equity Class A

     1.20     1.99

International Equity Class B

     1.95     2.71

International Equity Class C

     1.95     2.72

International Equity Class I

     0.90     1.63

International Equity Class R3

     1.50     2.25

International Equity Class R4

     1.20     1.94

International Equity Class R5

     0.90     1.60

International Equity Class Y

     0.80     1.55

International Equity Class F

     0.80     1.50

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     9.8

Consumer Staples

     7.1  

Energy

     5.9  

Financials

     27.1  

Health Care

     7.4  

Industrials

     10.0  

Information Technology

     12.7  

Materials

     5.8  

Real Estate

     3.3  

Telecommunication Services

     4.1  

Utilities

     4.0  
  

 

 

 

Total

     97.2
  

 

 

 

Short-Term Investments

     2.6  

Other Assets & Liabilities

     0.2  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  13  

 


The Hartford International Growth Fund inception 04/30/2001

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

     6 Months1     1 Year     5 Years     10 Years  

International Growth A2

    9.33%       12.17%       6.90%       0.55%  

International Growth A3

    3.32%       6.00%       5.69%       -0.02%  

International Growth B2

    8.96%       11.33%       6.09%       -0.03% 4 

International Growth B3

    3.96%       6.33%       5.77%       -0.03% 4 

International Growth C2

    8.99%       11.37%       6.11%       -0.20%  

International Growth C3

    7.99%       10.37%       6.11%       -0.20%  

International Growth I2

    9.51%       12.56%       7.26%       0.89%  

International Growth R32

    9.22%       11.85%       6.72%       0.32%  

International Growth R42

    9.38%       12.24%       7.05%       0.66%  

International Growth R52

    9.63%       12.56%       7.39%       0.98%  

International Growth Y2

    9.57%       12.68%       7.44%       1.06%  

International Growth F2

    9.51%       12.56%       7.26%       0.89%  

MSCI All Country World ex USA Growth Index (Net)

    9.60%       11.13%       5.57%       1.81%  

MSCI All Country World ex USA Index (Net)

    10.37%       12.59%       5.13%       1.12%  

MSCI All Country World ex USA Growth Index (Gross)

    9.81%       11.53%       5.94%       2.16%  

MSCI All Country World ex USA Index (Gross)

    10.61%       13.12%       5.61%       1.58%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To

obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its primary benchmark from the MSCI All Country World ex USA Growth Index (Gross) to the MSCI All Country World ex USA Growth Index (Net) and its secondary benchmark from the MSCI All Country World ex USA Index (Gross) to the MSCI All Country World ex USA Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of these benchmarks better reflects potential tax consequences for the Fund.

MSCI All Country World ex USA Growth Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free-float adjusted market-cap weighted index designed to capture large- and mid-cap securities that exhibit overall growth style characteristics across developed and emerging market countries, excluding the U.S.

 

 

 

  14  

 


The Hartford International Growth Fund inception 04/30/2001

 

 

 

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

MSCI All Country World ex USA Growth Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free-float adjusted market-cap weighted index designed to capture large- and mid-cap securities that exhibit overall growth style characteristics across developed and emerging market countries, excluding the U.S.

MSCI All Country World ex USA Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  15  

 


The Hartford International Growth Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net     Gross  

International Growth Class A

     1.30     1.54

International Growth Class B

     2.05     2.66

International Growth Class C

     2.05     2.24

International Growth Class I

     1.00     1.17

International Growth Class R3

     1.60     1.77

International Growth Class R4

     1.30     1.40

International Growth Class R5

     1.00     1.10

International Growth Class Y

     0.95     1.05

International Growth Class F

     0.90     1.00

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Growth investing may go out of favor, which may cause the Fund to underperform the broader stock market. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     11.1

Consumer Staples

     10.7  

Energy

     2.1  

Financials

     18.8  

Health Care

     7.6  

Industrials

     12.3  

Information Technology

     24.6  

Materials

     4.0  

Real Estate

     0.9  

Telecommunication Services

     2.1  

Utilities

     2.1  
  

 

 

 

Total

     96.3
  

 

 

 

Short-Term Investments

     3.0  

Other Assets & Liabilities

     0.7  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  16  

 


The Hartford International Opportunities Fund inception 07/22/1996

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term growth of capital.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1     1 Year     5 Years     10 Years  

International Opportunities A2

     10.82     11.76     6.42     3.11

International Opportunities A3

     4.73     5.61     5.22     2.52

International Opportunities B2

     10.33     10.76     5.54     2.51 %4 

International Opportunities B3

     5.33     5.76     5.21     2.51 %4 

International Opportunities C2

     10.42     10.95     5.65     2.35

International Opportunities C3

     9.42     9.95     5.65     2.35

International Opportunities I2

     10.96     12.14     6.80     3.43

International Opportunities R32

     10.65     11.49     6.17     2.85

International Opportunities R42

     10.80     11.78     6.50     3.21

International Opportunities R52

     11.02     12.14     6.81     3.49

International Opportunities R62

     11.06     12.25     6.92     3.60

International Opportunities Y2

     11.05     12.25     6.93     3.61

International Opportunities F2

     10.96     12.14     6.80     3.43

MSCI All Country World ex USA Index (Net)

     10.37     12.59     5.13     1.12

MSCI All Country World ex USA Index (Gross)

     10.61     13.12     5.61     1.58

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/30/08. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 11/7/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 5/30/08 through 2/27/17 and Class A shares (excluding sales charges) prior to 5/30/08.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World ex USA Index (Gross) to the MSCI All Country World ex USA Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

 

 

 

  17  

 


The Hartford International Opportunities Fund inception 07/22/1996

 

 

 

MSCI All Country World ex USA Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  18  

 


The Hartford International Opportunities Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net     Gross  

International Opportunities Class A

     1.20     1.20

International Opportunities Class B

     2.04     2.39

International Opportunities Class C

     1.93     1.93

International Opportunities Class I

     0.88     0.88

International Opportunities Class R3

     1.45     1.45

International Opportunities Class R4

     1.14     1.14

International Opportunities Class R5

     0.84     0.84

International Opportunities Class R6

     0.74     0.74

International Opportunities Class Y

     0.79     0.79

International Opportunities Class F

     0.74     0.74

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower . Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Mid-cap securities can have greater risk and volatility than large-cap securities. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if there are adverse economic consequences in those sectors.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     6.7

Consumer Staples

     10.7  

Energy

     5.4  

Financials

     26.5  

Health Care

     6.3  

Industrials

     12.5  

Information Technology

     12.1  

Materials

     3.1  

Real Estate

     4.9  

Telecommunication Services

     4.2  

Utilities

     1.5  
  

 

 

 

Total

     93.9
  

 

 

 

Short-Term Investments

     4.0  

Other Assets & Liabilities

     2.1  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

Composition by Currency

as of April 30, 2017

 

Description    Percentage of
Net Assets
 

British Pound

     9.6

Canadian Dollar

     7.7  

Danish Krone

     0.6  

Euro

     33.6  

Hong Kong Dollar

     3.4  

Indian Rupee

     2.2  

Japanese Yen

     13.1  

Mexican Peso

     1.5  

South African Rand

     0.5  

South Korean Won

     2.9  

Swiss Franc

     8.5  

Taiwanese Dollar

     2.5  

Turkish Lira

     0.3  

United States Dollar

     11.5  

Other Assets & Liabilities

     2.1  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  19  

 


The Hartford International Small Company Fund inception 04/30/2001

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

     6 Months1     1 Year     5 Years     10 Years  

International Small Company A2

    14.75%       12.59%       9.05%       3.50%  

International Small Company A3

    8.43%       6.40%       7.83%       2.92%  

International Small Company B2

    14.21%       11.65%       8.21%       2.92% 4 

International Small Company B3

    9.21%       6.65%       7.92%       2.92% 4 

International Small Company C2

    14.29%       11.75%       8.26%       2.74%  

International Small Company C3

    13.29%       10.75%       8.26%       2.74%  

International Small Company I2

    14.92%       13.00%       9.46%       3.90%  

International Small Company R32

    14.60%       12.38%       8.87%       3.56%  

International Small Company R42

    14.74%       12.69%       9.20%       3.77%  

International Small Company R52

    14.97%       13.01%       9.53%       3.98%  

International Small Company Y2

    14.96%       13.16%       9.60%       4.03%  

International Small Company F2

    14.92%       13.00%       9.46%       3.90%  

S&P EPAC SmallCap Index

    12.31%       12.50%       10.52%       3.23%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/31/07. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 5/31/07 through 2/27/17 and Class A shares (excluding sales charges) prior to 5/31/07.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

S&P EPAC SmallCap Index (reflects no deduction for fees, expenses or taxes) is a global equity index comprised of the securities with the smallest market capitalization from each country in the S&P BMI (Broad Market Index) World.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Effective on the close of business on 4/29/16, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

 

 

 

  20  

 


The Hartford International Small Company Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net     Gross  

International Small Company Class A

     1.48     1.48

International Small Company Class B

     2.30     2.71

International Small Company Class C

     2.22     2.22

International Small Company Class I

     1.12     1.12

International Small Company Class R3

     1.67     1.70

International Small Company Class R4

     1.37     1.40

International Small Company Class R5

     1.07     1.11

International Small Company Class Y

     1.02     1.05

International Small Company Class F

     1.00     1.00

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Small-cap securities can have greater risk and volatility than large-cap securities.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     22.9

Consumer Staples

     2.8  

Energy

     1.9  

Financials

     8.5  

Health Care

     13.9  

Industrials

     24.7  

Information Technology

     8.5  

Materials

     10.1  

Real Estate

     3.1  

Telecommunication Services

     1.1  
  

 

 

 

Total

     97.5
  

 

 

 

Short-Term Investments

     1.3  

Other Assets & Liabilities

     1.2  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

Composition by Currency

as of April 30, 2017

 

Description    Percentage of
Net Assets
 

Australian Dollar

     5.0

British Pound

     17.7  

Euro

     31.9  

Hong Kong Dollar

     1.3  

Japanese Yen

     32.7  

Norwegian Krone

     1.0  

South Korean Won

     2.8  

Swedish Krona

     0.8  

Swiss Franc

     2.6  

Taiwanese Dollar

     1.7  

United States Dollar

     1.3  

Other Assets & Liabilities

     1.2  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  21  

 


The Hartford International Value Fund inception 05/28/2010

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      Since
Inception2
 

International Value A3

     11.63%        21.32%        10.21%        10.16%  

International Value A4

     5.49%        14.65%        8.97%        9.27%  

International Value C3

     11.27%        20.46%        9.47%        9.42%  

International Value C4

     10.27%        19.46%        9.47%        9.42%  

International Value I3

     11.84%        21.78%        10.60%        10.56%  

International Value R33

     11.52%        20.95%        9.95%        9.89%  

International Value R43

     11.71%        21.42%        10.27%        10.23%  

International Value R53

     11.79%        21.69%        10.61%        10.55%  

International Value Y3

     11.89%        21.89%        11.06%        10.92%  

International Value F3

     11.84%        21.78%        10.60%        10.56%  

MSCI EAFE Value Index (Net)

     12.53%        13.92%        6.66%        6.47%  

MSCI EAFE Index (Net)

     11.47%        11.29%        6.78%        7.28%  

MSCI EAFE Value Index (Gross)

     12.82%        14.58%        7.24%        7.04%  

MSCI EAFE Index (Gross)

     11.73%        11.83%        7.27%        7.75%  

 

1  Not Annualized
2  Inception: 05/28/2010
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its benchmarks from the MSCI EAFE Value Index (Gross) and MSCI EAFE Index (Gross) to the MSCI EAFE Value Index (Net) and MSCI EAFE Index (Net), respectively. Hartford Funds Management Company, LLC, the investment manager, believes that the net version of these benchmarks better reflects potential tax consequences for the Fund.

MSCI EAFE Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free-float weighted index. The Index represents the securities classified as “value” securities by MSCI that are members of the MSCI EAFE Index. The MSCI EAFE region covers developed-market countries in Europe, Australasia, and the Far East.

MSCI EAFE Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) (Europe, Australasia, Far East) is a free float-adjusted capitalization index that is designed to measure developed market equity performance, and excludes the U.S. and Canada.

MSCI EAFE Value Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free-float weighted index. The Index represents the securities classified as “value” securities by MSCI that are members of the MSCI EAFE Index. The MSCI EAFE region covers developed-market countries in Europe, Australasia, and the Far East.

MSCI EAFE Index (Gross) (reflects no deduction for fees, expenses or taxes) (Europe, Australasia, Far East) is a free float-adjusted capitalization index that is designed to measure developed market equity performance, and excludes the U.S. and Canada.

 

 

 

  22  

 


The Hartford International Value Fund inception 05/28/2010

 

 

 

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

Effective on the close of business on 11/28/14, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

 

 

 

  23  

 


The Hartford International Value Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

International Value Class A

     1.35%        1.35%  

International Value Class C

     2.00%        2.00%  

International Value Class I

     0.98%        0.98%  

International Value Class R3

     1.61%        1.61%  

International Value Class R4

     1.30%        1.30%  

International Value Class R5

     1.00%        1.00%  

International Value Class Y

     0.94%        0.94%  

International Value Class F

     0.89%        0.89%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small- and mid-cap securities can have greater risk and volatility than large-cap securities. Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     13.7

Consumer Staples

     1.9  

Energy

     10.8  

Financials

     24.1  

Health Care

     4.4  

Industrials

     12.7  

Information Technology

     10.7  

Materials

     8.9  

Telecommunication Services

     2.9  

Utilities

     2.8  
  

 

 

 

Total

     92.9
  

 

 

 

Short-Term Investments

     6.0  

Other Assets & Liabilities

     1.1  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

Composition by Currency

as of April 30, 2017

 

Description    Percentage of
Net Assets
 

Australian Dollar

     0.5

Brazilian Real

     0.7  

British Pound

     11.8  

Canadian Dollar

     1.4  

Danish Krone

     0.4  

Euro

     26.4  

Hong Kong Dollar

     1.2  

Hungarian Forint

     0.4  

Indian Rupee

     1.0  

Japanese Yen

     33.0  

Norwegian Krone

     0.8  

South African Rand

     1.6  

South Korean Won

     2.4  

Swedish Krona

     1.2  

Swiss Franc

     4.6  

Taiwanese Dollar

     1.8  

United States Dollar

     9.7  

Other Assets & Liabilities

     1.1  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  24  

 


International/Global Equity Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2016 through April 30, 2017, except as indicated below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

Hartford Emerging Markets Equity Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April 30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,113.60     $     9.17     $     1,000.00     $     1,016.12     $     8.75       1.75     181       365  

Class C

  $ 1,000.00     $ 1,110.40     $ 13.08     $ 1,000.00     $ 1,012.40     $ 12.47       2.50     181       365  

Class I

  $ 1,000.00     $ 1,115.50     $ 7.61     $ 1,000.00     $ 1,017.60     $ 7.25       1.45     181       365  

Class R3

  $ 1,000.00     $ 1,112.10     $ 10.21     $ 1,000.00     $ 1,015.13     $ 9.74       1.95     181       365  

Class R4

  $ 1,000.00     $ 1,113.00     $ 8.64     $ 1,000.00     $ 1,016.61     $ 8.25       1.65     181       365  

Class R5

  $ 1,000.00     $ 1,115.70     $ 7.08     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class Y

  $ 1,000.00     $ 1,115.10     $ 6.82     $ 1,000.00     $ 1,018.35     $ 6.51       1.30     181       365  

Class F(2)

  $ 1,000.00     $ 1,055.30     $ 2.15 (3)    $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1) Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3) Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  25  

 


International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Environmental Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,092.60     $     5.86     $     1,000.00     $     1,019.19     $     5.66       1.13     181       365  

Class C

  $ 1,000.00     $ 1,089.90     $ 8.81     $ 1,000.00     $ 1,016.36     $ 8.50       1.70     181       365  

Class I

  $ 1,000.00     $ 1,094.50     $ 4.62     $ 1,000.00     $ 1,020.38     $ 4.46       0.89     181       365  

Class R3

  $ 1,000.00     $ 1,091.80     $ 6.85     $ 1,000.00     $ 1,018.25     $ 6.61       1.32     181       365  

Class R4

  $ 1,000.00     $ 1,092.50     $ 5.97     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class R5

  $ 1,000.00     $ 1,094.10     $ 5.04     $ 1,000.00     $ 1,019.98     $ 4.86       0.97     181       365  

Class R6

  $ 1,000.00     $ 1,094.00     $ 4.52     $ 1,000.00     $ 1,020.48     $ 4.36       0.87     181       365  

Class Y

  $ 1,000.00     $ 1,094.00     $ 4.67     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class F(2)

  $ 1,000.00     $ 1,037.30     $ 1.53 (3)    $ 1,000.00     $ 1,020.38     $ 4.51       0.90     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

Hartford Global Capital Appreciation Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
   
Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,118.60     $     6.57     $     1,000.00     $     1,018.60     $     6.26       1.25     181       365  

Class B

  $ 1,000.00     $ 1,112.90     $ 10.48     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class C

  $ 1,000.00     $ 1,114.20     $ 10.43     $ 1,000.00     $ 1,014.93     $ 9.94       1.99     181       365  

Class I

  $ 1,000.00     $ 1,119.50     $ 5.10     $ 1,000.00     $ 1,019.98     $ 4.86       0.97     181       365  

Class R3

  $ 1,000.00     $ 1,117.50     $ 7.09     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,119.20     $ 5.52     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 1,119.20     $ 4.99     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class Y

  $ 1,000.00     $ 1,119.90     $ 4.57     $ 1,000.00     $ 1,020.48     $ 4.36       0.87     181       365  

Class F(2)

  $ 1,000.00     $ 1,038.40     $ 1.46 (3)    $ 1,000.00     $ 1,020.53     $ 4.31       0.86     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  26  

 


International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Global Equity Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April 30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,109.00     $     6.48     $     1,000.00     $     1,018.65     $     6.21       1.24     181       365  

Class B

  $ 1,000.00     $ 1,104.20     $ 10.43     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class C

  $ 1,000.00     $ 1,104.60     $ 10.44     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class I

  $ 1,000.00     $ 1,110.20     $ 5.08     $ 1,000.00     $ 1,019.98     $ 4.86       0.97     181       365  

Class R3

  $ 1,000.00     $ 1,108.20     $ 7.58     $ 1,000.00     $ 1,017.60     $ 7.25       1.45     181       365  

Class R4

  $ 1,000.00     $ 1,109.20     $ 6.01     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class R5

  $ 1,000.00     $ 1,110.90     $ 4.45     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class Y

  $ 1,000.00     $ 1,110.70     $ 4.19     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class F(1)

  $ 1,000.00     $ 1,035.20     $ 1.36 (2)    $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2)  Expenses paid during the period February 28, 2017 through April 30, 2017.

Hartford International Equity Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
   
Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,102.60     $     6.20     $     1,000.00     $     1,018.89     $     5.96       1.19     181       365  

Class B

  $ 1,000.00     $ 1,099.30     $ 10.10     $ 1,000.00     $ 1,015.17     $ 9.69       1.94     181       365  

Class C

  $ 1,000.00     $ 1,099.50     $ 10.10     $ 1,000.00     $ 1,015.17     $ 9.69       1.94     181       365  

Class I

  $ 1,000.00     $ 1,104.50     $ 4.64     $ 1,000.00     $ 1,020.38     $ 4.46       0.89     181       365  

Class R3

  $ 1,000.00     $ 1,100.50     $ 7.76     $ 1,000.00     $ 1,017.41     $ 7.45       1.49     181       365  

Class R4

  $ 1,000.00     $ 1,102.30     $ 6.20     $ 1,000.00     $ 1,018.89     $ 5.96       1.19     181       365  

Class R5

  $ 1,000.00     $ 1,104.40     $ 4.59     $ 1,000.00     $ 1,020.43     $ 4.41       0.88     181       365  

Class Y

  $ 1,000.00     $ 1,104.80     $ 4.12     $ 1,000.00     $ 1,020.88     $ 3.96       0.79     181       365  

Class F(2)

  $ 1,000.00     $ 1,059.10     $ 1.36 (3)    $ 1,000.00     $ 1,020.88     $ 3.96       0.79     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  27  

 


International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford International Growth Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,093.30     $     6.75     $     1,000.00     $     1,018.35     $     6.51       1.30     181       365  

Class B

  $ 1,000.00     $ 1,089.60     $ 10.62     $ 1,000.00     $ 1,014.63     $ 10.24       2.05     181       365  

Class C

  $ 1,000.00     $ 1,089.90     $ 10.62     $ 1,000.00     $ 1,014.63     $ 10.24       2.05     181       365  

Class I

  $ 1,000.00     $ 1,095.10     $ 5.19     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class R3

  $ 1,000.00     $ 1,092.20     $ 8.30     $ 1,000.00     $ 1,016.86     $ 8.00       1.60     181       365  

Class R4

  $ 1,000.00     $ 1,093.80     $ 6.75     $ 1,000.00     $ 1,018.35     $ 6.51       1.30     181       365  

Class R5

  $ 1,000.00     $ 1,096.30     $ 5.20     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class Y

  $ 1,000.00     $ 1,095.70     $ 4.94     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class F(1)

  $ 1,000.00     $ 1,076.40     $ 1.56 (2)    $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2) Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford International Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,108.20     $     6.01     $     1,000.00     $     1,019.09     $     5.76       1.15     181       365  

Class B

  $ 1,000.00     $ 1,103.30     $ 10.48     $ 1,000.00     $ 1,014.83     $ 10.04       2.01     181       365  

Class C

  $ 1,000.00     $ 1,104.20     $ 9.91     $ 1,000.00     $ 1,015.37     $ 9.49       1.90     181       365  

Class I

  $ 1,000.00     $ 1,109.60     $ 4.60     $ 1,000.00     $ 1,020.43     $ 4.41       0.88     181       365  

Class R3

  $ 1,000.00     $ 1,106.50     $ 7.42     $ 1,000.00     $ 1,017.75     $ 7.10       1.42     181       365  

Class R4

  $ 1,000.00     $ 1,108.00     $ 5.85     $ 1,000.00     $ 1,019.24     $ 5.61       1.12     181       365  

Class R5

  $ 1,000.00     $ 1,110.20     $ 4.29     $ 1,000.00     $ 1,020.73     $ 4.11       0.82     181       365  

Class R6

  $ 1,000.00     $ 1,110.60     $ 3.72     $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

Class Y

  $ 1,000.00     $ 1,110.50     $ 3.72     $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

Class F(2)

  $ 1,000.00     $ 1,058.80     $ 1.22 (3)    $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3) Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  28  

 


International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford International Small Company Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April 30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,147.50     $     7.77     $     1,000.00     $     1,017.56     $     7.30       1.46     181       365  

Class B

  $ 1,000.00     $ 1,142.10     $ 12.11     $ 1,000.00     $ 1,013.49     $ 11.38       2.28     181       365  

Class C

  $ 1,000.00     $ 1,142.90     $ 11.69     $ 1,000.00     $ 1,013.89     $ 10.99       2.20     181       365  

Class I

  $ 1,000.00     $ 1,149.20     $ 5.70     $ 1,000.00     $ 1,019.49     $ 5.36       1.07     181       365  

Class R3

  $ 1,000.00     $ 1,146.00     $ 8.78     $ 1,000.00     $ 1,016.61     $ 8.25       1.65     181       365  

Class R4

  $ 1,000.00     $ 1,147.40     $ 7.19     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R5

  $ 1,000.00     $ 1,149.70     $ 5.60     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class Y

  $ 1,000.00     $ 1,149.60     $ 5.22     $ 1,000.00     $ 1,019.94     $ 4.91       0.98     181       365  

Class F(2)

  $ 1,000.00     $ 1,092.10     $ 1.73 (3)    $ 1,000.00     $ 1,019.89     $ 4.96       0.99     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford International Value Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,116.30     $     6.87     $     1,000.00     $     1,018.30     $     6.56       1.31     181       365  

Class C

  $ 1,000.00     $ 1,112.70     $ 10.21     $ 1,000.00     $ 1,015.13     $ 9.74       1.95     181       365  

Class I

  $ 1,000.00     $ 1,118.40     $ 4.83     $ 1,000.00     $ 1,020.23     $ 4.61       0.92     181       365  

Class R3

  $ 1,000.00     $ 1,115.20     $ 8.29     $ 1,000.00     $ 1,016.96     $ 7.90       1.58     181       365  

Class R4

  $ 1,000.00     $ 1,117.10     $ 6.61     $ 1,000.00     $ 1,018.55     $ 6.31       1.26     181       365  

Class R5

  $ 1,000.00     $ 1,117.90     $ 5.04     $ 1,000.00     $ 1,020.03     $ 4.81       0.96     181       365  

Class Y

  $ 1,000.00     $ 1,118.90     $ 4.41     $ 1,000.00     $ 1,020.63     $ 4.21       0.84     181       365  

Class F(2)

  $ 1,000.00     $ 1,041.30     $ 1.43 (3)    $ 1,000.00     $ 1,020.63     $ 4.21       0.84     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  29  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 95.8%  
      Brazil - 6.6%      
  38,873    

Banco do Brasil S.A.

  $ 402,318  
  81,133    

Banco Santander Brasil S.A. ADR

    695,310  
  19,000    

Cia Energetica de Minas Gerais (Preference Shares)

    53,156  
  102,400    

Itau Unibanco Holding S.A. (Preference Shares)

    1,266,591  
  1,379    

Itausa - Investimentos Itau S.A.*

    4,280  
  28,522    

Kroton Educacional S.A.

    134,341  
  15,502    

M Dias Branco S.A.

    237,996  
  31,954    

Qualicorp S.A.

    227,520  
  22,901    

Smiles S.A.

    498,129  
  9,166    

Telefonica Brasil S.A. ADR

    135,565  
  14,234    

TIM Participacoes S.A. ADR

    229,310  
  36,735    

Transmissora Alianca de Energia Eletrica S.A.

    266,307  
  27,000    

Vale S.A. (Preference Shares)

    223,380  
   

 

 

 
      4,374,203  
   

 

 

 
      Chile - 0.4%      
  39,853    

Cencosud S.A.

    113,521  
  29,000    

Enel Chile S.A.

    158,340  
   

 

 

 
      271,861  
   

 

 

 
      China - 23.5%      
  328,108    

Agile Group Holdings Ltd.

    293,257  
  2,198,989    

Agricultural Bank of China Ltd. Class H

    1,013,712  
  12,770    

Alibaba Group Holding Ltd. ADR*

    1,474,935  
  103,120    

Anhui Conch Cement Co., Ltd. Class H

    360,616  
  1,445,019    

Bank of China Ltd. Class H

    698,974  
  166,568    

Bank of Communications Co., Ltd. Class H

    128,077  
  573,305    

China Cinda Asset Management Co., Ltd. Class H

    217,937  
  193,349    

China CITIC Bank Corp. Ltd. Class H

    122,394  
  2,151,025    

China Construction Bank Corp. Class H

    1,745,908  
  175,127    

China National Building Material Co., Ltd. Class H

    116,415  
  215,657    

China Shenhua Energy Co., Ltd. Class H

    502,007  
  972,818    

China Telecom Corp. Ltd. Class H

    474,524  
  218,500    

Chongqing Rural Commercial Bank Co., Ltd. Class H

    150,062  
  377,756    

Country Garden Holdings Co., Ltd.

    359,265  
  449,522    

Dongfeng Motor Group Co., Ltd. Class H

    472,145  
  28,950    

ENN Energy Holdings Ltd.

    157,063  
  340,873    

Geely Automobile Holdings Ltd.

    459,277  
  493,123    

Great Wall Motor Co., Ltd. Class H

    534,048  
  286,988    

Guangzhou Automobile Group Co., Ltd. Class H

    446,008  
  169,200    

Guangzhou R&F Properties Co., Ltd. Class H

    284,792  
  1,230,787    

Industrial & Commercial Bank of China Ltd. Class H

    802,308  
  471,455    

KWG Property Holding Ltd.

    356,142  
  4,204    

NetEase, Inc. ADR

    1,115,699  
  513,179    

People’s Insurance Co. Group of China Ltd. Class H

    211,471  
  337,535    

Sinopec Shanghai Petrochemical Co., Ltd. Class H

    188,610  
  67,349    

Sinopharm Group Co., Ltd. Class H

    301,875  
  55,953    

Tencent Holdings Ltd.

    1,753,193  
  73,466    

TravelSky Technology Ltd. Class H

    193,364  
  262,879    

Weichai Power Co., Ltd. Class H

    425,957  
  259,495    

Yanzhou Coal Mining Co., Ltd. Class H

    224,322  
   

 

 

 
      15,584,357  
   

 

 

 
      Colombia - 0.3%      
  23,103    

Ecopetrol S.A. ADR

    211,161  
   

 

 

 
      Greece - 0.2%      
  8,038    

Motor Oil Hellas Corinth Refineries S.A.

    136,328  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 95.8% - (continued)  
      Hong Kong - 4.6%      
  423,768    

Belle International Holdings Ltd.

  $ 343,250  
  140,489    

China Everbright Ltd.

    320,938  
  102,484    

China Mobile Ltd.

    1,091,108  
  363,321    

Ju Teng International Holdings Ltd.

    134,352  
  416,235    

Nine Dragons Paper Holdings Ltd.

    448,895  
  258,296    

Shenzhen Investment Ltd.

    117,053  
  171,750    

Shimao Property Holdings Ltd.

    275,663  
  307,804    

Sun Art Retail Group Ltd.

    317,115  
   

 

 

 
      3,048,374  
   

 

 

 
      India - 10.2%      
  125,492    

Apollo Tyres Ltd.

    475,925  
  23,076    

Chennai Petroleum Corp. Ltd.

    136,573  
  2,742    

Dr Reddy’s Laboratories Ltd.

    111,258  
  36,683    

Escorts Ltd.

    312,142  
  42,062    

GAIL India Ltd.

    277,024  
  13,732    

HCL Technologies Ltd.

    173,727  
  147,345    

Hindalco Industries Ltd.

    455,944  
  40,051    

Hindustan Petroleum Corp. Ltd.

    333,840  
  13,225    

Infosys Ltd.

    188,970  
  7,111    

Maruti Suzuki India Ltd.

    720,737  
  219,494    

Oil & Natural Gas Corp. Ltd.

    635,998  
  369,340    

Power Finance Corp. Ltd.

    917,713  
  22,340    

Reliance Infrastructure Ltd.

    206,978  
  270,281    

Rural Electrification Corp. Ltd.

    850,412  
  18,248    

Tech Mahindra Ltd.

    118,310  
  123,775    

Vedanta Ltd.

    468,025  
  14,342    

Wipro Ltd.

    110,195  
  27,880    

Wipro Ltd. ADR

    274,618  
   

 

 

 
      6,768,389  
   

 

 

 
      Indonesia - 2.1%      
  1,920,339    

Adaro Energy Tbk PT

    255,363  
  1,226,698    

Bank Negara Indonesia Persero Tbk PT

    585,752  
  39,900    

Gudang Garam Tbk PT

    198,445  
  989,037    

Telekomunikasi Indonesia Persero Tbk PT

    326,270  
   

 

 

 
      1,365,830  
   

 

 

 
      Malaysia - 3.0%      
  276,399    

AirAsia Bhd

    213,188  
  142,007    

Malayan Banking Bhd

    313,231  
  281,422    

MISC Bhd

    473,805  
  316,958    

Tenaga Nasional Bhd

    1,017,638  
   

 

 

 
      2,017,862  
   

 

 

 
      Mexico - 2.6%      
  168,346    

Alfa S.A.B. de C.V. Class A

    230,808  
  47,565    

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

    346,026  
  87,780    

Grupo Mexico S.A.B. de C.V. Series B

    256,505  
  386,095    

Wal-Mart de Mexico S.A.B. de C.V.

    869,599  
   

 

 

 
      1,702,938  
   

 

 

 
      Poland - 1.7%      
  3,728    

KGHM Polska Miedz S.A.

    118,095  
  32,890    

Polski Koncern Naftowy Orlen S.A.

    982,937  
   

 

 

 
      1,101,032  
   

 

 

 
      Qatar - 0.3%      
  22,165    

Barwa Real Estate Co.

    207,184  
   

 

 

 
      Russia - 2.2%      
  10,253    

Lukoil PJSC ADR

    508,924  
  31,165    

Mobile TeleSystems PJSC ADR

    321,623  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  30  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 95.8% - (continued)  
      Russia - 2.2% - (continued)      
  54,321    

Sberbank of Russia PJSC ADR

  $ 647,605  
   

 

 

 
      1,478,152  
   

 

 

 
      Singapore - 0.5%      
  239,527    

IGG, Inc.

    364,061  
   

 

 

 
      South Africa - 4.5%      
  27,507    

Barloworld Ltd.

    247,864  
  43,417    

Exxaro Resources Ltd.

    369,365  
  17,312    

Kumba Iron Ore Ltd.*

    225,066  
  3,996    

Naspers Ltd. Class N

    759,845  
  20,395    

Nedbank Group Ltd.

    343,856  
  16,237    

Shoprite Holdings Ltd.

    254,728  
  35,956    

Standard Bank Group Ltd.

    399,276  
  71,782    

Telkom S.A. SOC Ltd.

    401,673  
   

 

 

 
      3,001,673  
   

 

 

 
      South Korea - 16.9%      
  871    

E-Mart, Inc.

    175,936  
  13,988    

Hana Financial Group, Inc.

    480,418  
  6,054    

Hanwha Chemical Corp.

    133,657  
  11,642    

Hanwha Corp.

    408,427  
  8,868    

Hyundai Development Co-Engineering & Construction

    348,065  
  25,080    

Industrial Bank of Korea

    275,042  
  22,032    

KB Financial Group, Inc.

    968,470  
  17,168    

Kia Motors Corp.

    525,529  
  15,903    

Korea Electric Power Corp.

    633,898  
  2,845    

KT&G Corp.

    253,713  
  6,384    

LG Display Co., Ltd.

    164,504  
  4,885    

LG Electronics, Inc.

    296,537  
  1,521    

Lotte Chemical Corp.

    456,597  
  5,783    

Poongsan Corp.

    198,229  
  3,212    

POSCO

    758,298  
  1,539    

Samsung Electronics Co., Ltd.

    3,017,097  
  3,721    

Shinhan Financial Group Co., Ltd.

    155,357  
  19,031    

SK Hynix, Inc.

    901,562  
  5,202    

SK Innovation Co., Ltd.

    780,430  
  633    

SK Telecom Co., Ltd.

    133,617  
  10,805    

Woori Bank

    141,685  
   

 

 

 
      11,207,068  
   

 

 

 
      Taiwan - 10.4%      
  37,672    

Asustek Computer, Inc.

    370,104  
  1,321,851    

AU Optronics Corp.

    549,370  
  134,219    

Cathay Financial Holding Co., Ltd.

    215,101  
  600,345    

China Life Insurance Co., Ltd.

    558,987  
  471,352    

Compal Electronics, Inc.

    315,536  
  297,818    

CTBC Financial Holding Co., Ltd.

    185,977  
  174,900    

Epistar Corp.*

    173,699  
  52,575    

Foxconn Technology Co., Ltd.

    160,193  
  233,000    

Fubon Financial Holding Co., Ltd.

    364,743  
  27,841    

General Interface Solution Holding Ltd.

    155,228  
  482,102    

Hon Hai Precision Industry Co., Ltd.

    1,577,998  
  1,520,418    

Innolux Corp.

    709,642  
  211,131    

Taiwan Semiconductor Manufacturing Co., Ltd.

    1,360,084  
  49,906    

TPK Holding Co., Ltd.*

    178,292  
   

 

 

 
      6,874,954  
   

 

 

 
      Thailand - 4.3%      
  106,514    

Airports of Thailand PCL

    123,943  
  355,738    

Charoen Pokphand Foods PCL

    275,108  
  72,340    

Kiatnakin Bank PCL

    142,735  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 95.8% - (continued)  
      Thailand - 4.3% - (continued)      
  633,612    

Krung Thai Bank PCL

  $ 362,692  
  208,187    

PTT Global Chemical PCL

    451,403  
  44,360    

PTT PCL

    498,874  
  3,286,265    

Sansiri PCL NVDR

    199,357  
  19,669    

Siam Cement PCL

    303,519  
  469,696    

Star Petroleum Refining PCL

    179,036  
  897,138    

Thaifoods Group PCL NVDR*

    163,059  
  233,958    

Tipco Asphalt PCL

    169,094  
   

 

 

 
      2,868,820  
   

 

 

 
      Turkey - 1.2%      
  584,246    

Emlak Konut Gayrimenkul Yatirim Ortakligi AS REIT

    485,062  
  179,058    

Turkiye Vakiflar Bankasi TAO

    305,874  
   

 

 

 
      790,936  
   

 

 

 
      United Arab Emirates - 0.3%      
  339,316    

DAMAC Properties Dubai Co. PJSC

    236,490  
   

 

 

 
 

Total Common Stocks
(cost $54,789,323)

  $ 63,611,673  
   

 

 

 
PREFERRED STOCKS - 0.4%  
      Brazil - 0.4%      
  84,200    

Itausa - Investimentos Itau S.A.*

  $ 262,358  
   

 

 

 
 

Total Preferred Stocks
(cost $208,688)

  $ 262,358  
   

 

 

 
WARRANTS - 0.0%  
      Thailand - 0.0%      
  89,714    

Thaifoods Group PCL Expires 4/30/18*

  $  
   

 

 

 
 

Total Warrants
(cost $ -)

  $  
   

 

 

 
RIGHTS - 0.0%  
      China - 0.0%      
  333    

Bank of Communications Co., Ltd. Expires 5/31/17*

  $  
   

 

 

 
 

Total Rights
(cost $ -)

  $  
   

 

 

 
 

Total Long-Term Investments
(cost $54,998,011)

  $ 63,874,031  
   

 

 

 
SHORT-TERM INVESTMENTS - 7.4%  
      Other Investment Pools & Funds - 7.4%      
  4,901,901    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 4,901,901  
   

 

 

 
 

Total Short-Term Investments
(cost $4,901,901)

  $ 4,901,901  
      

 

 

 
 

Total Investments
(cost $59,899,912)^

    103.6    $ 68,775,932  
 

Other Assets and Liabilities

    (3.6 )%       (2,415,840
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 66,360,092  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  31  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

     For Fund compliance purposes, the Fund may not use the same classification system 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

   $     10,289,203  

Unrealized Depreciation

     (1,413,183
  

 

 

 

Net Unrealized Appreciation

   $ 8,876,020  
  

 

 

 

 

* Non-income producing.

Futures Contracts Outstanding at April 30, 2017

 

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market  Value      Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

Emerging Market (mini MSCI) Index Future

     21        06/16/2017      $     1,007,098      $     1,027,950      $     20,852  
              

 

 

 

Total futures contracts

               $ 20,852  
              

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Index Abbreviations:

MSCI

   Morgan Stanley Capital International
Other Abbreviations:

ADR

   American Depositary Receipt

NVDR

   Non-Voting Depositary Receipt

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  32  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Brazil

   $ 4,374,203      $ 4,374,203      $      $  

Chile

     271,861        271,861                

China

     15,584,357        2,590,634        12,993,723         

Colombia

     211,161        211,161                

Greece

     136,328        136,328                

Hong Kong

     3,048,374        343,250        2,705,124         

India

     6,768,389        274,618        6,493,771         

Indonesia

     1,365,830               1,365,830         

Malaysia

     2,017,862               2,017,862         

Mexico

     1,702,938        1,702,938                

Poland

     1,101,032               1,101,032         

Qatar

     207,184               207,184         

Russia

     1,478,152        321,623        1,156,529         

Singapore

     364,061               364,061         

South Africa

     3,001,673        649,537        2,352,136         

South Korea

     11,207,068               11,207,068         

Taiwan

     6,874,954               6,874,954         

Thailand

     2,868,820        2,023,849        844,971         

Turkey

     790,936               790,936         

United Arab Emirates

     236,490               236,490         

Preferred Stocks

     262,358        262,358                

Warrants

                           

Rights

                           

Short-Term Investments

     4,901,901        4,901,901                

Futures Contracts(2)

     20,852        20,852                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     68,796,784      $     18,085,113      $     50,711,671      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 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 $891,942 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in or 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 accompanying notes are an integral part of these financial statements.

 

 

  33  

 


Hartford Environmental Opportunities Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 94.1%  
      Austria - 4.5%  
  4,492    

Mayr Melnhof Karton AG

  $ 543,138  
  51,536    

Zumtobel Group AG

    1,073,163  
   

 

 

 
      1,616,301  
   

 

 

 
      Brazil - 1.8%  
  206,900    

Cia de Saneamento do Parana (Preference Shares)

    670,100  
   

 

 

 
      Canada - 2.0%  
  46,300    

Boralex, Inc. Class A

    708,551  
   

 

 

 
      China - 3.4%  
  936,852    

China Longyuan Power Group Corp. Ltd. Class H

    720,273  
  96,480    

ENN Energy Holdings Ltd.

    523,007  
   

 

 

 
      1,243,280  
   

 

 

 
      France - 6.6%  
  17,283    

Cie de Saint-Gobain

    932,536  
  33,902    

Rexel S.A.

    605,433  
  51,854    

Suez Environnement Co.

    851,794  
   

 

 

 
      2,389,763  
   

 

 

 
      Germany - 2.9%  
  7,227    

Siemens AG

    1,036,662  
   

 

 

 
      Japan - 8.8%  
  4,910    

Daikin Industries Ltd.

    477,367  
  40,800    

Fujitsu General Ltd.

    865,396  
  124,000    

IHI Corp.*

    419,913  
  13,500    

Kyudenko Corp.

    386,853  
  17,100    

Park24 Co., Ltd.

    441,212  
  35,420    

Sekisui Chemical Co., Ltd.

    594,476  
   

 

 

 
      3,185,217  
   

 

 

 
      Norway - 1.8%  
  54,683    

Tomra Systems ASA

    635,293  
   

 

 

 
      Spain - 7.1%  
  123,164    

EDP Renovaveis S.A.

    938,587  
  148,298    

Iberdrola S.A.

    1,066,080  
  28,582    

Red Electrica Corp. S.A.

    557,038  
   

 

 

 
      2,561,705  
   

 

 

 
      Sweden - 4.0%  
  29,282    

Electrolux AB Series B

    869,004  
  64,443    

Nibe Industrier AB Class B

    570,779  
   

 

 

 
      1,439,783  
   

 

 

 
      Switzerland - 2.3%      
  33,718    

ABB Ltd.

    826,234  
   

 

 

 
      United Kingdom - 1.9%  
  8,798    

Delphi Automotive plc

    707,359  
   

 

 

 
      United States - 47.0%  
  28,967    

8Point3 Energy Partners L.P.

    358,032  
  61,221    

Advanced Emissions Solutions, Inc.*

    575,478  
  9,622    

American Water Works Co., Inc.

    767,451  
  16,211    

Applied Materials, Inc.

    658,329  
  19,836    

AquaVenture Holdings Ltd.*

    364,387  
  25,631    

Avangrid, Inc.

    1,114,949  
  15,726    

Clean Harbors, Inc.*

    913,838  
  10,988    

Eaton Corp. plc

    831,132  
  8,166    

Edison International

    653,035  
  12,057    

First Solar, Inc.*

    356,284  
  37,978    

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

    832,478  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 94.1% - (continued)  
      United States - 47.0% - (continued)  
  5,402    

Hubbell, Inc. Class B

  $ 611,128  
  5,358    

Illinois Tool Works, Inc.

    739,886  
  20,682    

Itron, Inc.*

    1,341,228  
  16,660    

Johnson Controls International plc

    692,556  
  61,544    

Mueller Water Products, Inc. Class A

    692,370  
  7,277    

NextEra Energy, Inc.

    971,916  
  15,521    

Owens Corning

    944,453  
  16,469    

Pattern Energy Group, Inc.

    362,647  
  9,473    

Pentair plc

    611,103  
  5,354    

Rogers Corp.*

    551,141  
  11,991    

Waste Management, Inc.

    872,705  
  7,754    

Watts Water Technologies, Inc. Class A

    482,299  
  12,829    

Xylem, Inc.

    659,539  
   

 

 

 
      16,958,364  
   

 

 

 
 

Total Common Stocks
(cost $28,628,218)

  $ 33,978,612  
   

 

 

 
 

Total Long-Term Investments
(cost $28,628,218)

  $ 33,978,612  
   

 

 

 
SHORT-TERM INVESTMENTS - 5.0%  
      Other Investment Pools & Funds - 5.0%  
  1,793,137    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 1,793,137  
   

 

 

 
 

Total Short-Term Investments
(cost $1,793,137)

  $ 1,793,137  
   

 

 

 
 

Total Investments
(cost $30,421,355)^

    99.1    $ 35,771,749  
 

Other Assets and Liabilities

    0.9      328,519  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 36,100,268  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  34  

 


Hartford Environmental Opportunities Fund

Schedule of Investments – (continued)

April 30, 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

   $     5,979,209  

Unrealized Depreciation

     (628,815
  

 

 

 

Net Unrealized Appreciation

   $ 5,350,394  
  

 

 

 

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  35  

 


Hartford Environmental Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Austria

   $ 1,616,301      $ 543,138      $ 1,073,163      $         —  

Brazil

     670,100        670,100                

Canada

     708,551        708,551                

China

     1,243,280               1,243,280         

France

     2,389,763               2,389,763         

Germany

     1,036,662               1,036,662         

Japan

     3,185,217               3,185,217         

Norway

     635,293        635,293                

Spain

     2,561,705               2,561,705         

Sweden

     1,439,783               1,439,783         

Switzerland

     826,234               826,234         

United Kingdom

     707,359        707,359                

United States

     16,958,364        16,958,364                

Short-Term Investments

     1,793,137        1,793,137                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     35,771,749      $     22,015,942      $     13,755,807      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2017, investments valued at $1,012,092 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 or 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 accompanying notes are an integral part of these financial statements.

 

 

  36  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.1%  
      Automobiles & Components - 2.7%  
  1,830,543    

Chongqing Changan Automobile Co., Ltd. Class B

  $ 2,423,651  
  69,352    

Delphi Automotive plc

    5,575,901  
  42,572    

General Motors Co.

    1,474,694  
  141,400    

Goodyear Tire & Rubber Co.

    5,122,922  
  58,730    

Magna International, Inc.

    2,453,232  
  75,370    

Mazda Motor Corp.

    1,113,386  
  50,551    

Tata Motors Ltd.

    360,645  
  165,178    

Tata Motors Ltd. ADR

    5,891,899  
  143,800    

Toyo Tire & Rubber Co., Ltd.

    2,529,389  
  10,864    

Volkswagen AG (Preference Shares)

    1,724,624  
   

 

 

 
      28,670,343  
   

 

 

 
      Banks - 10.7%      
  1,515,954    

Banco Santander S.A.

    9,879,353  
  309,671    

Bank of America Corp.

    7,227,721  
  9,119,709    

Bank of Ireland*

    2,295,770  
  38,900    

Bank of Montreal

    2,754,532  
  41,633    

Bank of Nova Scotia

    2,316,044  
  43,236    

BNP Paribas S.A.

    3,051,475  
  669,238    

CaixaBank S.A.

    3,038,635  
  28,100    

Canadian Imperial Bank of Commerce

    2,269,532  
  229,163    

Citigroup, Inc.

    13,548,116  
  51,038    

Citizens Financial Group, Inc.

    1,873,605  
  924,044    

Eurobank Ergasias S.A.*

    744,844  
  551,832    

FinecoBank Banca Fineco S.p.A.

    3,931,107  
  479,523    

Genworth Mortgage Insurance Australia Ltd.

    1,179,239  
  112,732    

HDFC Bank Ltd.

    2,743,210  
  267,200    

HSBC Holdings plc

    2,203,416  
  169,022    

Huntington Bancshares, Inc.

    2,173,623  
  863,688    

ICICI Bank Ltd.

    3,724,279  
  735,285    

ICICI Bank Ltd. ADR

    6,301,392  
  99,345    

IndusInd Bank Ltd.

    2,230,800  
  385,592    

Itau Unibanco Holding S.A. ADR

    4,742,782  
  22,511    

JP Morgan Chase & Co.

    1,958,457  
  145,218    

LIC Housing Finance Ltd.

    1,509,515  
  197,200    

Mitsubishi UFJ Financial Group, Inc.

    1,249,576  
  45,717    

PNC Financial Services Group, Inc.

    5,474,611  
  327,500    

Public Bank Bhd

    1,505,085  
  59,400    

Royal Bank of Canada

    4,067,337  
  281,800    

Sberbank of Russia PJSC ADR

    3,359,568  
  54,350    

Sumitomo Mitsui Financial Group, Inc.

    2,018,049  
  80,900    

Toronto-Dominion Bank

    3,806,606  
  172,798    

UniCredit S.p.A.*

    2,813,581  
  105,780    

Wells Fargo & Co.

    5,695,195  
   

 

 

 
      111,687,055  
   

 

 

 
      Capital Goods - 6.7%      
  23,675    

3M Co.

    4,636,275  
  57,605    

AerCap Holdings N.V.*

    2,650,406  
  65,471    

Airbus SE

    5,296,119  
  76,533    

Alstom S.A.*

    2,429,184  
  116,060    

Assa Abloy AB Class B

    2,512,102  
  95,308    

Cie de Saint-Gobain

    5,142,517  
  1,592,363    

Cobham plc

    2,732,716  
  121,015    

Denyo Co., Ltd.

    1,774,598  
  50,011    

Eaton Corp. plc

    3,782,832  
  84,028    

Fastenal Co.

    3,754,371  
  8,178    

General Dynamics Corp.

    1,584,815  
  142,300    

Hino Motors Ltd.

    1,785,479  
  25,025    

Honeywell International, Inc.

    3,281,779  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.1% - (continued)  
      Capital Goods - 6.7% - (continued)      
  20,615    

Illinois Tool Works, Inc.

  $ 2,846,725  
  461,000    

Kawasaki Heavy Industries Ltd.

    1,395,728  
  27,643    

Legrand S.A.

    1,789,357  
  115,881    

Leonardo S.p.A.*

    1,821,029  
  10,406    

Lockheed Martin Corp.

    2,803,897  
  7,793    

MAN SE

    818,781  
  19,825    

Middleby Corp.*

    2,698,777  
  461,510    

Mitsubishi Heavy Industries Ltd.

    1,849,209  
  289,226    

QinetiQ Group plc

    1,100,639  
  20,728    

Rheinmetall AG

    1,902,616  
  431,790    

Sanwa Holdings Corp.

    4,352,514  
  14,972    

Siemens AG

    2,147,627  
  22,648    

United Technologies Corp.

    2,694,886  
   

 

 

 
      69,584,978  
   

 

 

 
      Commercial & Professional Services - 1.8%  
  130,757    

Atento S.A.*

    1,170,275  
  166,800    

Experian plc

    3,588,327  
  100,943    

IHS Markit Ltd.*

    4,380,926  
  2,210    

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

    240,250  
  107,465    

Nippon Kanzai Co., Ltd.

    1,761,050  
  26,020    

Republic Services, Inc.

    1,639,000  
  115,200    

Steelcase, Inc. Class A

    1,964,160  
  49,827    

TransUnion*

    1,994,575  
  32,954    

Waste Management, Inc.

    2,398,392  
   

 

 

 
      19,136,955  
   

 

 

 
      Consumer Durables & Apparel - 2.2%      
  857,371    

Cairn Homes plc*

    1,461,607  
  265,894    

Crocs, Inc.*

    1,656,519  
  10,645,165    

Global Brands Group Holding Ltd.*

    1,256,712  
  226,900    

Gree Electric Appliances, Inc. of Zhuhai Class A

    1,085,583  
  179,434    

NIKE, Inc. Class B

    9,942,438  
  158,600    

Sony Corp.

    5,442,251  
  39,600    

VF Corp.

    2,163,348  
   

 

 

 
      23,008,458  
   

 

 

 
      Consumer Services - 3.2%      
  8,450    

Chipotle Mexican Grill, Inc.*

    4,009,272  
  151,067    

Compass Group plc

    3,050,161  
  1,797,250    

Genting Singapore plc

    1,431,941  
  63,824    

Hilton Worldwide Holdings, Inc.

    3,763,701  
  41,900    

HIS Co., Ltd.

    998,541  
  903,006    

Kroton Educacional S.A.

    4,253,222  
  787,738    

Ladbrokes Coral Group plc

    1,335,543  
  70,773    

Las Vegas Sands Corp.

    4,174,899  
  1,041,715    

Mandarin Oriental International Ltd.

    1,489,653  
  21,688    

Marriott International, Inc. Class A

    2,047,781  
  27,748    

McDonald’s Corp.

    3,882,778  
  122,273    

OPAP S.A.

    1,211,682  
  13,169    

Wynn Resorts Ltd.

    1,619,919  
   

 

 

 
      33,269,093  
   

 

 

 
      Diversified Financials - 2.7%      
  99,380    

Amundi S.A.(1)

    6,539,801  
  632,910    

Anima Holding S.p.A.(1)

    4,137,461  
  237,225    

Cerved Information Solutions S.p.A.

    2,532,663  
  303,632    

Deutsche Bank AG*

    5,470,634  
  224,760    

Ichiyoshi Securities Co., Ltd.

    1,791,357  
  45,045    

Intercontinental Exchange, Inc.

    2,711,709  
  54,210    

Ocelot Partners Ltd.*(1)

    542,100  
  51,329    

Synchrony Financial

    1,426,946  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  37  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.1% - (continued)  
      Diversified Financials - 2.7% - (continued)      
  36,800    

Thomson Reuters Corp.

  $ 1,672,249  
  103,357    

UBS Group AG*

    1,764,390  
   

 

 

 
      28,589,310  
   

 

 

 
      Energy - 3.1%  
  48,323    

Anadarko Petroleum Corp.

    2,755,377  
  38,102    

Baker Hughes, Inc.

    2,262,116  
  49,061    

Cabot Oil & Gas Corp.

    1,140,178  
  40,757    

Canadian Natural Resources Ltd.

    1,298,926  
  4,252    

Centennial Resource Development, Inc. Class A*

    70,115  
  11,813    

Diamondback Energy, Inc.*

    1,179,410  
  56,145    

Halliburton Co.

    2,575,933  
  14,234    

Helmerich & Payne, Inc.

    863,150  
  24,940    

Hess Corp.

    1,217,820  
  5,291,085    

Hilong Holding Ltd.

    1,153,992  
  78,830    

Imperial Oil Ltd.

    2,293,205  
  178,743    

Kinder Morgan, Inc.

    3,687,468  
  53,119    

Newfield Exploration Co.*

    1,838,980  
  26,678    

Pioneer Natural Resources Co.

    4,615,027  
  234,002    

Rosneft Oil Co. PJSC GDR

    1,294,686  
  89,478    

Southwestern Energy Co.*

    671,980  
  207,372    

Trican Well Service Ltd.*

    569,682  
  60,536    

WPX Energy, Inc.*

    722,194  
  82,627    

YPF S.A. ADR

    2,134,255  
   

 

 

 
      32,344,494  
   

 

 

 
      Food & Staples Retailing - 1.5%  
  24,176    

Costco Wholesale Corp.

    4,291,724  
  10,200    

George Weston Ltd.

    916,024  
  27,000    

Loblaw Cos. Ltd.

    1,515,307  
  60,400    

Seven & I Holdings Co., Ltd.

    2,550,931  
  1,452,400    

Wal-Mart de Mexico S.A.B. de C.V.

    3,271,232  
  36,417    

Walgreens Boots Alliance, Inc.

    3,151,527  
   

 

 

 
      15,696,745  
   

 

 

 
      Food, Beverage & Tobacco - 4.5%  
  87,647    

Altria Group, Inc.

    6,291,302  
  84,690    

British American Tobacco plc

    5,721,934  
  435,261    

C&C Group plc

    1,795,529  
  4,764    

CJ CheilJedang Corp.

    1,428,600  
  98,663    

Coca-Cola Co.

    4,257,309  
  71,048    

Coca-Cola HBC AG*

    1,971,089  
  152,291    

Diageo plc

    4,432,758  
  18,362    

Dr Pepper Snapple Group, Inc.

    1,682,877  
  32,143    

Heineken N.V.

    2,866,938  
  116,300    

Kuala Lumpur Kepong Bhd

    656,917  
  14,660    

McCormick & Co., Inc.

    1,464,534  
  64,303    

Monster Beverage Corp.*

    2,918,070  
  50,598    

Nestle S.A.

    3,897,081  
  28,114    

PepsiCo, Inc.

    3,184,754  
  149,400    

PPB Group Bhd

    581,631  
  595,032    

Vina Concha y Toro S.A.

    962,083  
  154,902    

Wuliangye Yibin Co., Ltd. Class A

    1,021,840  
  657,929    

Yantai Changyu Pioneer Wine Co., Ltd. Class B

    1,617,113  
   

 

 

 
      46,752,359  
   

 

 

 
      Health Care Equipment & Services - 4.2%  
  11,501    

ABIOMED, Inc.*

    1,498,810  
  14,767    

Align Technology, Inc.*

    1,987,934  
  14,329    

Becton Dickinson and Co.

    2,679,093  
  92,271    

Cardinal Health, Inc.

    6,697,952  
  36,056    

Danaher Corp.

    3,004,546  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.1% - (continued)  
      Health Care Equipment & Services - 4.2% - (continued)  
  23,314    

Edwards Lifesciences Corp.*

  $ 2,556,846  
  31,567    

Envision Healthcare Corp.*

    1,768,699  
  38,746    

HCA Holdings, Inc.*

    3,262,801  
  44,319    

Hologic, Inc.*

    2,001,003  
  20,616    

McKesson Corp.

    2,850,987  
  48,074    

Medtronic plc

    3,994,469  
  15,881    

Quest Diagnostics, Inc.

    1,675,604  
  2,444,780    

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

    1,781,595  
  31,900    

STERIS plc

    2,354,220  
  21,663    

UnitedHealth Group, Inc.

    3,788,425  
  16,800    

Universal Health Services, Inc. Class B

    2,028,768  
   

 

 

 
      43,931,752  
   

 

 

 
      Household & Personal Products - 2.1%  
  23,865    

Beiersdorf AG

    2,373,404  
  54,071    

Colgate-Palmolive Co.

    3,895,275  
  284,601    

Coty, Inc. Class A

    5,080,128  
  31,714    

Estee Lauder Cos., Inc. Class A

    2,763,558  
  21,399    

Procter & Gamble Co.

    1,868,775  
  27,401    

Reckitt Benckiser Group plc

    2,524,658  
  61,155    

Unilever N.V.

    3,194,737  
   

 

 

 
      21,700,535  
   

 

 

 
      Insurance - 2.8%  
  276,800    

AIA Group Ltd.

    1,915,853  
  73,534    

American International Group, Inc.

    4,478,956  
  87,280    

Assicurazioni Generali S.p.A.

    1,382,516  
  116,996    

AXA S.A.

    3,121,468  
  30,989    

Chubb Ltd.

    4,253,240  
  18,100    

Intact Financial Corp.

    1,239,904  
  35,164    

Marsh & McLennan Cos., Inc.

    2,606,707  
  83,755    

MetLife, Inc.

    4,339,347  
  98,000    

Sony Financial Holdings, Inc.

    1,630,006  
  55,900    

T&D Holdings, Inc.

    831,208  
  28,757    

Willis Towers Watson plc

    3,813,753  
   

 

 

 
      29,612,958  
   

 

 

 
      Materials - 5.0%  
  9,554    

Akzo Nobel N.V.

    835,613  
  28,598    

Celanese Corp. Series A

    2,489,170  
  224,700    

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

    2,071,734  
  41,829    

Constellium N.V. Class A*

    290,712  
  119,773    

CRH plc

    4,367,037  
  19,291    

Ecolab, Inc.

    2,490,275  
  100,557    

Freeport-McMoRan, Inc.*

    1,282,102  
  1,689,762    

Glencore plc*

    6,640,998  
  47,135    

International Paper Co.

    2,543,876  
  63,062    

KapStone Paper & Packaging Corp.

    1,329,978  
  417,536    

Klondex Mines Ltd.*

    1,492,675  
  101,559    

LafargeHolcim Ltd.

    5,759,250  
  6,618    

LG Chem Ltd.

    1,591,815  
  232,042    

Platform Specialty Products Corp.*

    3,288,035  
  16,300    

PPG Industries, Inc.

    1,790,392  
  25,743    

Praxair, Inc.

    3,217,360  
  17,000    

Randgold Resources Ltd. ADR

    1,495,830  
  33,674    

Reliance Steel & Aluminum Co.

    2,654,185  
  55,271    

Smurfit Kappa Group plc

    1,480,482  
  495,130    

Sumitomo Osaka Cement Co., Ltd.

    2,148,903  
  493,340    

Taiheiyo Cement Corp.

    1,639,455  
  11,005    

Valspar Corp.

    1,237,402  
   

 

 

 
      52,137,279  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  38  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.1% - (continued)  
      Media - 3.0%  
  23,426    

CJ E&M Corp.

  $ 1,656,818  
  14,049    

DISH Network Corp. Class A*

    905,317  
  426,900    

Grupo Televisa S.A.B. Series CPO, UNIT

    2,071,543  
  137,530    

Nippon Television Holdings, Inc.

    2,304,981  
  364,324    

SES S.A.

    7,962,885  
  10,784    

Time Warner, Inc.

    1,070,528  
  180,185    

Viacom, Inc. Class B

    7,668,674  
  47,098    

Walt Disney Co.

    5,444,529  
  78,721    

WPP plc

    1,685,692  
   

 

 

 
      30,770,967  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 6.2%  
  31,410    

Alder Biopharmaceuticals, Inc.*

    629,770  
  21,799    

Allergan plc

    5,315,904  
  25,500    

AstraZeneca plc

    1,527,179  
  105,316    

AstraZeneca plc ADR

    3,185,809  
  6,813    

Biogen, Inc.*

    1,847,754  
  247,425    

Bristol-Myers Squibb Co.

    13,868,171  
  33,200    

Celgene Corp.*

    4,118,460  
  33,700    

Eisai Co., Ltd.

    1,771,932  
  20,062    

Ionis Pharmaceuticals, Inc.*

    966,788  
  34,438    

Johnson & Johnson

    4,252,060  
  64,333    

Merck & Co., Inc.

    4,009,876  
  120,662    

Mylan N.V.*

    4,506,726  
  78,003    

Novartis AG

    6,005,066  
  54,950    

Ono Pharmaceutical Co., Ltd.

    1,133,439  
  8,410    

Regeneron Pharmaceuticals, Inc.*

    3,267,201  
  11,786    

Roche Holding AG

    3,083,975  
  30,648    

Teva Pharmaceutical Industries Ltd. ADR

    967,864  
  12,400    

Thermo Fisher Scientific, Inc.

    2,050,092  
  8,065    

UCB S.A.

    629,465  
  11,000    

Vertex Pharmaceuticals, Inc.*

    1,301,300  
   

 

 

 
      64,438,831  
   

 

 

 
      Real Estate - 3.1%  
  42,015    

American Tower Corp. REIT

    5,291,369  
  346,700    

BR Malls Participacoes S.A.*

    1,534,675  
  1,348,520    

Corp. Inmobiliaria Vesta S.A.B. de C.V.

    1,896,857  
  92,120    

Daiwa House Industry Co., Ltd.

    2,738,632  
  151,457    

Grivalia Properties REIC A.E. REIT

    1,408,947  
  979,636    

Hibernia plc REIT

    1,342,489  
  110,838    

Host Hotels & Resorts, Inc. REIT

    1,989,542  
  1,843,435    

New South Resources Ltd.*

    2,055,681  
  355,034    

Oberoi Realty Ltd.

    2,192,016  
  22,202    

Public Storage REIT

    4,648,655  
  35,806    

Realogy Holdings Corp.

    1,093,873  
  10,000    

Simon Property Group, Inc. REIT

    1,652,600  
  79,208    

STORE Capital Corp. REIT

    1,900,200  
  62,101    

Vonovia SE

    2,248,316  
  4,081    

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

    211,437  
   

 

 

 
      32,205,289  
   

 

 

 
      Retailing - 3.4%  
  26,157    

Advance Auto Parts, Inc.

    3,717,956  
  727,000    

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

    145,400  
  5,029    

Amazon.com, Inc.*

    4,651,775  
  10,700    

Expedia, Inc.

    1,430,804  
  5,968    

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

    191,095  
  5,907    

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

    45,484  
  67,900    

L Brands, Inc.

    3,585,799  
  20,885    

Lowe’s Cos., Inc.

    1,772,719  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.1% - (continued)  
      Retailing - 3.4% - (continued)  
  48,047    

Netflix, Inc.*

  $ 7,312,753  
  1,585    

Priceline Group, Inc.*

    2,927,210  
  162,400    

Rakuten, Inc.

    1,663,633  
  44,821    

TJX Cos., Inc.

    3,524,724  
  39,437    

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

    1,594,040  
  54,665    

Zalando SE*(1)

    2,411,391  
   

 

 

 
      34,974,783  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.3%  
  368,988    

Advanced Micro Devices, Inc.*

    4,907,540  
  32,412    

Broadcom Ltd.

    7,156,894  
  69,428    

Intel Corp.

    2,509,822  
  39,702    

Microchip Technology, Inc.

    3,000,677  
  70,227    

Micron Technology, Inc.*

    1,943,181  
  81,100    

QUALCOMM, Inc.

    4,358,314  
  37,005    

Silicon Motion Technology Corp. ADR

    1,796,593  
  23,985    

Skyworks Solutions, Inc.

    2,392,264  
  641,630    

Taiwan Semiconductor Manufacturing Co., Ltd.

    4,133,313  
  79,900    

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

    2,642,293  
   

 

 

 
      34,840,891  
   

 

 

 
      Software & Services - 11.0%  
  49,126    

Accenture plc Class A

    5,958,984  
  3,900    

Activision Blizzard, Inc.

    203,775  
  82,924    

Alibaba Group Holding Ltd. ADR*

    9,577,722  
  21,619    

Alliance Data Systems Corp.

    5,396,751  
  2,004    

Alphabet, Inc. Class A*

    1,852,738  
  7,384    

Alphabet, Inc. Class C*

    6,689,609  
  26,400    

Amdocs Ltd.

    1,616,736  
  32,863    

Automatic Data Processing, Inc.

    3,433,855  
  9,405    

Baidu, Inc. ADR*

    1,695,063  
  27,295    

Cap Gemini S.A.

    2,732,829  
  43,919    

ChinaCache International Holdings Ltd. ADR*

    50,068  
  11,315    

CoStar Group, Inc.*

    2,725,670  
  62,000    

Descartes Systems Group, Inc.*

    1,430,717  
  69,544    

Facebook, Inc. Class A*

    10,448,986  
  33,700    

Global Payments, Inc.

    2,755,312  
  15,540    

GoDaddy, Inc. Class A*

    604,817  
  357,195    

Just Eat plc*

    2,670,175  
  73,591    

Microsoft Corp.

    5,038,040  
  7,022    

NetEase, Inc. ADR

    1,863,569  
  3,168    

Netmarble Games Corp.*(1)

    441,471  
  138,860    

Nets A/S*(1)

    2,525,744  
  116,900    

Nexon Co., Ltd.

    1,989,562  
  8,900    

Nintendo Co., Ltd.

    2,252,282  
  30,254    

Salesforce.com, Inc.*

    2,605,474  
  70,560    

ServiceNow, Inc.*

    6,666,509  
  11,491    

SINA Corp.*

    882,624  
  51,483    

SS&C Technologies Holdings, Inc.

    1,891,485  
  14,093    

Trade Desk, Inc. Class A*

    526,374  
  10,621    

Ultimate Software Group, Inc.*

    2,152,558  
  28,813    

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

    117,269  
  84,330    

Verint Systems, Inc.*

    3,314,169  
  34,824    

Visa, Inc. Class A

    3,176,645  
  16,243    

Weibo Corp. ADR*

    907,334  
  65,758    

Workday, Inc. Class A*

    5,747,249  
  351,525    

Worldpay Group plc(1)

    1,365,168  
  325,979    

Yandex N.V. Class A*

    8,886,187  
  53,049    

Zillow Group, Inc. Class C*

    2,068,911  
   

 

 

 
      114,262,431  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  39  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.1% - (continued)  
      Technology Hardware & Equipment - 3.3%  
  160,500    

AAC Technologies Holdings, Inc.

  $ 2,352,768  
  31,800    

Acacia Communications, Inc.*

    1,457,712  
  38,269    

ARRIS International plc*

    994,611  
  252,000    

Catcher Technology Co., Ltd.

    2,587,877  
  50,589    

Cisco Systems, Inc.

    1,723,567  
  286,300    

Flex Ltd.*

    4,426,198  
  12,000    

Largan Precision Co., Ltd.

    1,992,833  
  385,940    

Nokia Oyj

    2,206,359  
  4,853    

Samsung Electronics Co., Ltd.

    9,513,954  
  22,013    

Samsung SDI Co., Ltd.

    2,657,482  
  37,330    

Western Digital Corp.

    3,324,983  
  1,173,020    

WPG Holdings Ltd.

    1,486,975  
   

 

 

 
      34,725,319  
   

 

 

 
      Telecommunication Services - 2.0%  
  24,700    

BCE, Inc.

    1,124,578  
  626,110    

BT Group plc

    2,469,969  
  174,474    

Hellenic Telecommunications Organization S.A.

    1,694,489  
  83,215    

KDDI Corp.

    2,206,366  
  101,145    

KT Corp. ADR

    1,677,995  
  90,100    

Nippon Telegraph & Telephone Corp.

    3,861,292  
  713,400    

Singapore Telecommunications Ltd.

    1,903,813  
  44,200    

SoftBank Group Corp.

    3,352,688  
  730,964    

Telecom Italia S.p.A.*

    648,798  
  1,127,268    

Telecom Italia S.p.A.

    804,484  
  32,700    

TELUS Corp.

    1,088,044  
   

 

 

 
      20,832,516  
   

 

 

 
      Transportation - 2.8%  
  979,236    

Air New Zealand Ltd.

    1,714,476  
  107,900    

Azul S.A. (Preference Shares)*

    814,506  
  54,810    

Canadian National Railway Co.

    3,961,835  
  53,435    

CSX Corp.

    2,716,635  
  12,089    

DSV A/S

    673,181  
  36,653    

Genesee & Wyoming, Inc. Class A*

    2,483,607  
  54,625    

Hitachi Transport System Ltd.

    1,160,955  
  18,113    

J.B. Hunt Transport Services, Inc.

    1,624,012  
  56,700    

Japan Airlines Co., Ltd.

    1,790,665  
  20,600    

Knight Transportation, Inc.

    706,580  
  12,910    

Kuehne + Nagel International AG

    1,952,448  
  200,800    

Swift Transportation Co.*

    4,935,664  
  41,837    

United Parcel Service, Inc. Class B

    4,495,804  
   

 

 

 
      29,030,368  
   

 

 

 
      Utilities - 5.8%  
  28,216    

Ameren Corp.

    1,543,133  
  36,111    

American Electric Power Co., Inc.

    2,449,409  
  20,215    

American Water Works Co., Inc.

    1,612,348  
  15,264    

Atmos Energy Corp.

    1,236,689  
  768,000    

China Longyuan Power Group Corp. Ltd. Class H

    590,456  
  774,500    

Cia de Saneamento do Parana (Preference Shares)

    2,508,423  
  33,439    

CMS Energy Corp.

    1,518,131  
  26,397    

Consolidated Edison, Inc.

    2,092,754  
  37,953    

Dominion Resources, Inc.

    2,938,701  
  17,720    

DTE Energy Co.

    1,853,335  
  38,654    

Duke Energy Corp.

    3,188,955  
  219,302    

E.ON SE

    1,709,543  
  27,064    

Edison International

    2,164,308  
  15,900    

Emera, Inc.

    550,364  
  74,700    

ENN Energy Holdings Ltd.

    404,940  
  31,036    

Eversource Energy

    1,843,538  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.1% - (continued)  
      Utilities - 5.8% - (continued)  
  46,000    

Fortis, Inc.

  $ 1,496,883  
  41,900    

Hydro One Ltd.(1)

    737,904  
  514,622    

Iberdrola S.A.

    3,699,497  
  229,340    

Infraestructura Energetica Nova, S.A.B. de C.V.

    1,069,265  
  259,979    

National Grid plc

    3,366,273  
  25,289    

NextEra Energy, Inc.

    3,377,599  
  864,918    

NTPC Ltd.

    2,211,230  
  36,901    

PG&E Corp.

    2,474,212  
  15,456    

Pinnacle West Capital Corp.

    1,315,151  
  333,130    

Power Assets Holdings Ltd.

    2,996,205  
  45,454    

Public Service Enterprise Group, Inc.

    2,002,249  
  59,315    

Southern Co.

    2,953,887  
  12,620    

UGI Corp.

    633,019  
  30,371    

WEC Energy Group, Inc.

    1,838,053  
  45,234    

Xcel Energy, Inc.

    2,037,792  
   

 

 

 
      60,414,246  
   

 

 

 
 

Total Common Stocks
(cost $939,434,385)

  $ 1,012,617,955  
   

 

 

 
PREFERRED STOCKS - 1.9%  
      Capital Goods - 0.1%      
  198,151    

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

  $ 1,034,348  
   

 

 

 
      Commercial & Professional Services - 0.1%      
  15,711    

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

    418,379  
   

 

 

 
      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)

    266,889  
  53,295    

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

    105,524  
   

 

 

 
      965,453  
   

 

 

 
      Real Estate - 0.2%  
  123,147    

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

    550,467  
  20,282    

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

    1,050,811  
  15,935    

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

    825,592  
   

 

 

 
      2,426,870  
   

 

 

 
      Retailing - 0.1%  
  225,050    

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

    1,023,978  
  13,190    

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

    122,535  
   

 

 

 
      1,146,513  
   

 

 

 
      Software & Services - 1.3%  
  75,898    

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

    139,652  
  14,984    

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

    244,089  
  10,669    

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

    182,226  
  243,469    

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

    542,936  
  26,099    

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

    295,702  
  5,988    

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

    293,537  
  38,688    

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

    302,927  
  51,890    

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

    541,732  
  249,735    

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

    1,748,145  
  168,432    

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

    8,214,804  
  160,709    

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

    728,012  
   

 

 

 
      13,233,762  
   

 

 

 
 

Total Preferred Stocks
(cost $12,600,054)

  $ 19,273,962  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  40  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CONVERTIBLE PREFERRED STOCKS - 0.0%  
      Retailing - 0.0%  
  13,926    

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

  $ 448,556  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $376,800)

  $ 448,556  
   

 

 

 
WARRANTS - 0.0%  
      Diversified Financials - 0.0%  
  54,210    

Ocelot Partners Ltd. Expires 4/1/20*

  $ 24,394  
   

 

 

 
 

Total Warrants
(cost $542)

  $ 24,394  
   

 

 

 
 

Total Long-Term Investments
(cost $952,411,781)

  $ 1,032,364,867  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.1%  
      Other Investment Pools & Funds - 1.1%  
  11,148,718    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 11,148,718  
   

 

 

 
 

Total Short-Term Investments
(cost $11,148,718)

  $ 11,148,718  
   

 

 

 
 

Total Investments
(cost $963,560,499)^

    100.1    $ 1,043,513,585  
 

Other Assets and Liabilities

    (0.1 )%       (800,674
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,042,712,911  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  41  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

  For Fund compliance purposes, the Fund may not use the same classification system 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

   $     105,632,630  

Unrealized Depreciation

     (25,679,544
  

 

 

 

Net Unrealized Appreciation

   $ 79,953,086  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $40,968,533, which represented 3.9% 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.

 

Period
Acquired

   Shares/Par     

Security

   Cost  
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  
02/2014      14,984      Cloudera, Inc. Preferred      218,167  
11/2014      225,050      Coupang LLC Preferred      700,608  
12/2014      121,867      DraftKings, Inc. Preferred      219,517  
12/2015      53,295      DraftKings, Inc. Series E Preferred      78,639  
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  
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 Series C Preferred      313,599  
11/2013      39,437      Tory Burch LLC      3,090,928  
06/2014      168,432      Uber Technologies, Inc. Preferred      2,612,894  
04/2017      28,813      Veracode, Inc.       
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  
        

 

 

 
         $     16,923,710  
        

 

 

 

At April 30, 2017, the aggregate value of these securities was $22,267,493, which represented 2.1% of total net assets.

 

The accompanying notes are an integral part of these financial statements.

 

 

  42  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

(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 April 30, 2017, the aggregate fair value of these securities was $22,267,493, which represented 2.1% 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.

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell      Delivery
Date
     Counterparty    Contract
Amount
     Market  Value      Unrealized
Appreciation/
(Depreciation)
 

EUR

     Buy        07/14/17      CBK    $     13,100,453      $     13,152,815      $ 52,362  

EUR

     Sell        06/21/17      CBK      4,286,712        4,411,405        (124,693

EUR

     Sell        07/14/17      GSC      12,917,591        13,152,815        (235,224

JPY

     Sell        06/21/17      BNP      11,605,214        11,841,686        (236,472
                 

 

 

 

Total

 

   $     (544,027
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

BNP

   BNP Paribas Securities Services

CBK

   Citibank NA

GSC

   Goldman Sachs & Co.
Currency Abbreviations:

EUR

   Euro

JPY

   Japanese Yen
Other Abbreviations:

ADR

   American Depositary Receipt

GDR

   Global Depositary Receipt

PJSC

   Private Joint Stock Company

REIC

   Real Estate Investment Company

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  43  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

         

Common Stocks

         

Automobiles & Components

   $ 28,670,343     $ 20,518,648      $ 8,151,695     $  

Banks

     111,687,055       66,952,763        44,734,292        

Capital Goods

     69,584,978       33,467,479        36,117,499        

Commercial & Professional Services

     19,136,955       13,547,328        5,349,377       240,250  

Consumer Durables & Apparel

     23,008,458       16,309,495        6,698,963        

Consumer Services

     33,269,093       26,576,768        6,692,325        

Diversified Financials

     28,589,310       8,598,780        19,990,530        

Energy

     32,344,494       29,895,816        2,448,678        

Food & Staples Retailing

     15,696,745       13,145,814        2,550,931        

Food, Beverage & Tobacco

     46,752,359       24,816,846        21,935,513        

Health Care Equipment & Services

     43,931,752       42,150,157        1,781,595        

Household & Personal Products

     21,700,535       16,802,473        4,898,062        

Insurance

     29,612,958       20,731,907        8,881,051        

Materials

     52,137,279       29,154,208        22,983,071        

Media

     30,770,967       17,160,591        13,610,376        

Pharmaceuticals, Biotechnology & Life Sciences

     64,438,831       50,287,775        14,151,056        

Real Estate

     32,205,289       21,416,718        10,577,134       211,437  

Retailing

     34,974,783       28,923,740        4,075,024       1,976,019  

Semiconductors & Semiconductor Equipment

     34,840,891       30,707,578        4,133,313        

Software & Services

     114,262,431       102,693,675        11,451,487       117,269  

Technology Hardware & Equipment

     34,725,319       11,927,071        22,798,248        

Telecommunication Services

     20,832,516       3,890,617        16,941,899        

Transportation

     29,030,368       23,453,119        5,577,249        

Utilities

     60,414,246       45,436,102        14,978,144        

Preferred Stocks

     19,273,962                    19,273,962  

Convertible Preferred Stocks

     448,556                    448,556  

Warrants

     24,394       24,394               

Short-Term Investments

     11,148,718       11,148,718               

Foreign Currency Contracts(2)

     52,362              52,362        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     1,043,565,947     $     709,738,580      $     311,559,874     $     22,267,493  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (596,389   $      $ (596,389   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (596,389   $      $ (596,389   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2017 investments valued at $7,256,484 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor; there were transfers from Level 1 to Level 2 and investments valued at $1,041,193 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions.

 

(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 six-month period ended April 30, 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  

Conversions*

                 (78,639     78,639        

Accrued Discounts (Premiums)

                              

Realized Gain (Loss)

                       552,812       552,812  

Change in Unrealized Appreciation (Depreciation)

     (817,874     (73,808           32,424       (859,258

Net Purchases

                              

Net Sales

                       (1,523,245     (1,523,245

Net Transfers in to Level 3

                              

Net Transfers out of Level 3

                       (1,041,193     (1,041,193
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Ending balance

   $     2,544,975     $     448,556     $     $     19,273,962     $     22,267,493  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

* Private Equity security that was a convertible note is now trading as a preferred stock.

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2017 was $(648,457).

 

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 accompanying notes are an integral part of these financial statements.

 

 

  44  

 


Hartford Global Equity Income Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.4%  
      Belgium - 1.4%      
  19,038    

Anheuser-Busch InBev N.V.

  $ 2,146,921  
   

 

 

 
 

Brazil - 1.1%

 
  133,000    

Itau Unibanco Holding S.A. ADR

    1,635,900  
   

 

 

 
      Canada - 1.2%      
  19,928    

Agrium, Inc.

    1,871,837  
   

 

 

 
      China - 3.4%      
  350,000    

ENN Energy Holdings Ltd.

    1,897,309  
  2,314,000    

Jiangsu Expressway Co., Ltd. Class H

    3,414,536  
   

 

 

 
      5,311,845  
   

 

 

 
      Finland - 1.3%      
  363,348    

Nokia Oyj

    2,077,204  
   

 

 

 
      France - 2.6%      
  20,669    

ICADE REIT

    1,534,829  
  49,589    

Total S.A.

    2,545,562  
   

 

 

 
      4,080,391  
   

 

 

 
      Germany - 4.4%      
  60,855    

Deutsche Post AG

    2,187,360  
  253,703    

E.ON SE

    1,977,713  
  17,990    

Siemens AG

    2,580,537  
   

 

 

 
      6,745,610  
   

 

 

 
      Hong Kong - 1.4%      
  237,000    

Power Assets Holdings Ltd.

    2,131,602  
   

 

 

 
      Italy - 3.1%      
  119,542    

Assicurazioni Generali S.p.A.

    1,893,547  
  98,155    

Banca Generali S.p.A.

    2,820,563  
   

 

 

 
      4,714,110  
   

 

 

 
      Japan - 4.4%      
  13,100    

Daito Trust Construction Co., Ltd.

    1,927,705  
  39,492    

Eisai Co., Ltd.

    2,076,474  
  116,700    

NTT DoCoMo, Inc.

    2,823,797  
   

 

 

 
      6,827,976  
   

 

 

 
      Luxembourg - 3.3%      
  45,023    

Millicom International Cellular S.A.

    2,466,914  
  120,013    

SES S.A.

    2,623,076  
   

 

 

 
      5,089,990  
   

 

 

 
      Mexico - 1.3%      
  879,100    

Wal-Mart de Mexico S.A.B. de C.V.

    1,979,992  
   

 

 

 
      Netherlands - 3.3%      
  157,691    

ING Groep N.V.

    2,570,289  
  97,697    

Royal Dutch Shell plc Class B

    2,599,420  
   

 

 

 
      5,169,709  
   

 

 

 
      Russia - 1.0%      
  131,000    

Sberbank of Russia PJSC ADR

    1,561,758  
   

 

 

 
      Sweden - 1.7%      
  207,865    

Nordea Bank AB

    2,556,493  
   

 

 

 
      Switzerland - 5.3%      
  16,051    

Roche Holding AG

    4,199,973  
  14,701    

Zurich Insurance Group AG

    4,068,329  
   

 

 

 
      8,268,302  
   

 

 

 
      Taiwan - 1.6%      
  239,000    

Catcher Technology Co., Ltd.

    2,454,375  
   

 

 

 
      United Kingdom - 13.1%      
  51,072    

AstraZeneca plc

    3,058,669  
  14,829    

AstraZeneca plc ADR

    448,577  
  98,102    

British American Tobacco plc

    6,628,093  
  448,693    

BT Group plc

    1,770,069  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.4% - (continued)  
      United Kingdom - 13.1% - (continued)      
  627,686    

Centrica plc

  $ 1,608,413  
  140,486    

National Grid plc

    1,819,048  
  76,704    

Persimmon plc

    2,314,397  
  51,262    

Unilever N.V.

    2,685,382  
   

 

 

 
      20,332,648  
   

 

 

 
      United States - 41.5%      
  3,797    

BlackRock, Inc.

    1,460,212  
  48,269    

Bristol-Myers Squibb Co.

    2,705,478  
  71,500    

Brixmor Property Group, Inc. REIT

    1,412,125  
  19,061    

Caterpillar, Inc.

    1,949,178  
  29,627    

Chevron Corp.

    3,161,201  
  91,372    

Cisco Systems, Inc.

    3,113,044  
  32,400    

Dow Chemical Co.

    2,034,720  
  5,998    

Dropbox, Inc. Class B*(1)(2)(3)

    65,078  
  37,089    

Eaton Corp. plc

    2,805,412  
  25,601    

Edison International

    2,047,312  
  102,337    

Intel Corp.

    3,699,483  
  91,653    

International Paper Co.

    4,946,512  
  35,540    

JP Morgan Chase & Co.

    3,091,980  
  17,600    

L Brands, Inc.

    929,456  
  104,706    

Marathon Oil Corp.

    1,556,978  
  26,500    

Marsh & McLennan Cos., Inc.

    1,964,445  
  45,629    

Maxim Integrated Products, Inc.

    2,014,520  
  79,552    

Merck & Co., Inc.

    4,958,476  
  41,970    

MetLife, Inc.

    2,174,466  
  53,130    

Microsoft Corp.

    3,637,280  
  60,300    

Park Hotels & Resorts, Inc. REIT

    1,547,901  
  20,500    

Philip Morris International, Inc.

    2,272,220  
  19,006    

PNC Financial Services Group, Inc.

    2,275,969  
  64,615    

QUALCOMM, Inc.

    3,472,410  
  27,209    

Verizon Communications, Inc.

    1,249,165  
  38,800    

Wells Fargo & Co.

    2,088,992  
  46,000    

Weyerhaeuser Co. REIT

    1,558,020  
   

 

 

 
      64,192,033  
   

 

 

 
 

Total Common Stocks
(cost $136,118,689)

  $ 149,148,696  
   

 

 

 
WARRANTS - 0.0%  
      United States - 0.0%  
  1,471    

Emergent Capital, Inc. Expires 4/11/19*

  $  
   

 

 

 
 

Total Warrants
(cost $ -)

  $  
   

 

 

 
 

Total Long-Term Investments
(cost $136,118,689)

  $ 149,148,696  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.1%  
      Other Investment Pools & Funds - 3.1%  
  4,811,279    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 4,811,279  
   

 

 

 
 

Total Short-Term Investments
(cost $4,811,279)

  $ 4,811,279  
   

 

 

 
 

Total Investments
(cost $140,929,968)^

    99.5    $     153,959,975  
 

Other Assets and Liabilities

    0.5      832,546  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 154,792,521  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  45  

 


Hartford Global Equity Income Fund

Schedule of Investments – (continued)

April 30, 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

   $ 17,350,374  

Unrealized Depreciation

         (4,320,367)  
  

 

 

 

Net Unrealized Appreciation

   $ 13,030,007  
  

 

 

 

 

* 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, this holding is determined to be liquid. At April 30, 2017, the value of this security was $65,078, which represented 0.0% of total net assets.

 

(2)  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 April 30, 2017, the fair value of this security was $65,078, which represented 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.

 

(3)  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  
  05/2012        5,998     

Dropbox, Inc. Class B

   $     54,292  

 

     At April 30, 2017, the value of this security was $65,078, which represented 0.0% of total net assets.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


Hartford Global Equity Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Belgium

   $ 2,146,921      $      $ 2,146,921      $  

Brazil

     1,635,900        1,635,900                

Canada

     1,871,837        1,871,837                

China

     5,311,845               5,311,845         

Finland

     2,077,204               2,077,204         

France

     4,080,391        1,534,829        2,545,562         

Germany

     6,745,610               6,745,610         

Hong Kong

     2,131,602               2,131,602         

Italy

     4,714,110               4,714,110         

Japan

     6,827,976               6,827,976         

Luxembourg

     5,089,990               5,089,990         

Mexico

     1,979,992        1,979,992                

Netherlands

     5,169,709               5,169,709         

Russia

     1,561,758               1,561,758         

Sweden

     2,556,493               2,556,493         

Switzerland

     8,268,302               8,268,302         

Taiwan

     2,454,375               2,454,375         

United Kingdom

     20,332,648        448,577        19,884,071         

United States

     64,192,033        64,126,955               65,078  

Warrants

                           

Short-Term Investments

     4,811,279        4,811,279                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     153,959,975      $     76,409,369      $     77,485,528      $     65,078  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $1,257,533 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $1,484,299 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and there were no transfers in or 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 six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  47  

 


Hartford International Equity Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5%  
      Argentina - 0.6%  
  2,971    

Grupo Financiero Galicia S.A. ADR

  $ 116,077  
  863    

Pampa Energia S.A. ADR*

    47,068  
  2,676    

YPF S.A. ADR

    69,121  
   

 

 

 
      232,266  
   

 

 

 
      Australia - 3.8%      
  5,149    

Australia & New Zealand Banking Group Ltd.

    126,042  
  9,748    

BHP Billiton plc

    148,610  
  7,240    

Brambles Ltd.

    56,024  
  2,480    

Commonwealth Bank of Australia

    161,979  
  5,820    

Dexus Property Group REIT

    44,441  
  9,009    

Goodman Group REIT

    54,700  
  10,909    

GPT Group REIT

    42,851  
  10,994    

Insurance Australia Group Ltd.

    51,033  
  3,353    

LendLease Group

    40,255  
  23,509    

Mirvac Group REIT

    39,930  
  4,943    

National Australia Bank Ltd.

    125,464  
  13,893    

Resolute Mining Ltd.

    12,899  
  43,126    

South32 Ltd.

    89,370  
  13,612    

Stockland REIT

    49,403  
  5,428    

Suncorp Group Ltd.

    55,955  
  15,839    

Telstra Corp. Ltd.

    50,044  
  19,932    

Vicinity Centres REIT

    42,962  
  2,799    

Wesfarmers Ltd.

    90,099  
  13,148    

Western Areas Ltd.*

    21,821  
  5,375    

Westpac Banking Corp.

    140,904  
   

 

 

 
      1,444,786  
   

 

 

 
      Austria - 0.2%  
  508    

Andritz AG

    28,070  
  1,617    

Zumtobel Group AG

    33,672  
   

 

 

 
      61,742  
   

 

 

 
      Belgium - 1.2%  
  1,353    

Ageas

    55,400  
  5,348    

AGFA-Gevaert N.V.*

    27,135  
  2,062    

Anheuser-Busch InBev N.V.

    232,532  
  1,084    

Orange Belgium S.A.*

    22,612  
  885    

Proximus S.A.

    27,067  
  1,324    

UCB S.A.

    103,337  
   

 

 

 
      468,083  
   

 

 

 
      Brazil - 2.9%  
  32,585    

BR Malls Participacoes S.A.*

    144,238  
  7,900    

Cia de Saneamento do Parana (Preference Shares)

    25,586  
  2,700    

Cia Paranaense de Energia (Preference Shares)

    24,813  
  12,000    

Cyrela Brazil Realty S.A. Empreendimentos e Participacoes

    49,905  
  10,000    

Itau Unibanco Holding S.A. (Preference Shares)

    123,691  
  14,366    

Itau Unibanco Holding S.A. ADR

    176,702  
  52,367    

Kroton Educacional S.A.

    246,652  
  4,853    

Localiza Rent a Car S.A.

    72,320  
  24,762    

Petroleo Brasileiro S.A. ADR*

    223,106  
  1,500    

Telefonica Brasil S.A. (Preference Shares)

    22,348  
   

 

 

 
      1,109,361  
   

 

 

 
      Canada - 6.4%  
  936    

Alimentation Couche-Tard, Inc. Class B

    43,048  
  712    

Atco Ltd. Class I

    25,908  
  1,297    

Bank of Montreal

    91,841  
  2,037    

Bank of Nova Scotia

    113,232  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5% - (continued)  
      Canada - 6.4% - (continued)  
  1,660    

Barrick Gold Corp.

  $ 27,751  
  772    

BCE, Inc.

    35,149  
  6,450    

Cameco Corp.

    61,852  
  942    

Canadian Imperial Bank of Commerce

    76,082  
  416    

Canadian National Railway Co.

    30,070  
  366    

Canadian Tire Corp. Ltd. Class A

    44,669  
  1,123    

Canadian Utilities Ltd. Class A

    32,373  
  4,450    

Centerra Gold, Inc.

    22,983  
  949    

CGI Group, Inc. Class A*

    45,801  
  1,454    

CI Financial Corp.

    28,440  
  3,814    

Descartes Systems Group, Inc.*

    88,012  
  9,415    

Eldorado Gold Corp.

    34,459  
  855    

Emera, Inc.

    29,595  
  8,215    

EnCana Corp.

    87,924  
  4,535    

First Quantum Minerals Ltd.

    43,222  
  1,836    

Fortis, Inc.

    59,745  
  395    

George Weston Ltd.

    35,473  
  1,075    

Gildan Activewear, Inc.

    30,138  
  1,497    

Great-West Lifeco, Inc.

    40,270  
  685    

IGM Financial, Inc.

    20,579  
  1,524    

Imperial Oil Ltd.

    44,334  
  600    

Industrial Alliance Insurance & Financial Services, Inc.

    25,313  
  647    

Intact Financial Corp.

    44,321  
  6,500    

Ivanhoe Mines Ltd. Class A*

    22,809  
  5,580    

Kinross Gold Corp.*

    19,474  
  12,379    

Klondex Mines Ltd.*

    44,254  
  984    

Loblaw Cos. Ltd.

    55,225  
  2,790    

Magna International, Inc.

    116,542  
  5,535    

Manulife Financial Corp.

    97,072  
  1,334    

Metro, Inc.

    45,716  
  1,231    

National Bank of Canada

    47,840  
  1,781    

Northern Dynasty Minerals Ltd.*

    2,831  
  1,244    

Open Text Corp.

    43,133  
  1,747    

Painted Pony Petroleum Ltd.*

    6,399  
  1,688    

Power Corp. of Canada

    39,113  
  1,294    

Power Financial Corp.

    32,884  
  15,782    

Raging River Exploration, Inc.*

    92,145  
  1,428    

RioCan REIT

    27,126  
  1,176    

Rogers Communications, Inc. Class B

    53,922  
  2,062    

Royal Bank of Canada

    141,193  
  1,797    

Sun Life Financial, Inc.

    63,465  
  1,027    

TELUS Corp.

    34,172  
  2,732    

Toronto-Dominion Bank

    128,549  
  3,800    

Tricon Capital Group, Inc.

    29,731  
  4,550    

Uranium Participation Corp.*

    13,066  
   

 

 

 
      2,419,245  
   

 

 

 
      Chile - 0.3%  
  246,648    

Banco de Chile

    29,750  
  552,107    

Banco Santander Chile

    32,703  
  205,766    

Enersis Americas S.A.

    40,706  
   

 

 

 
      103,159  
   

 

 

 
      China - 5.7%  
  6,306    

AAC Technologies Holdings, Inc.

    92,440  
  3,581    

Alibaba Group Holding Ltd. ADR*

    413,605  
  30,496    

China Longyuan Power Group Corp. Ltd. Class H

    23,446  
  25,330    

China Merchants Bank Co., Ltd. Class H

    65,630  
  46,900    

CSPC Pharmaceutical Group Ltd.

    65,051  
  72,000    

Daphne International Holdings Ltd.*

    7,108  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5% - (continued)  
      China - 5.7% - (continued)  
  19,292    

ENN Energy Holdings Ltd.

  $ 104,580  
  26,288    

Gree Electric Appliances, Inc. of Zhuhai Class A

    125,773  
  23,200    

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

    123,056  
  7,900    

Hangzhou Robam Appliances Co., Ltd. Class A

    62,449  
  941    

Kweichow Moutai Co., Ltd. Class A

    56,311  
  17,200    

Midea Group Co., Ltd. Class A

    83,904  
  527    

NetEase, Inc. ADR

    139,861  
  67,960    

PICC Property & Casualty Co., Ltd. Class H

    109,246  
  60,965    

Semiconductor Manufacturing International Corp.*

    77,014  
  12,745    

Tencent Holdings Ltd.

    399,343  
  28,800    

TravelSky Technology Ltd. Class H

    75,802  
  1,020    

Weibo Corp. ADR*

    56,977  
  11,600    

Wuliangye Yibin Co., Ltd. Class A

    76,522  
   

 

 

 
      2,158,118  
   

 

 

 
      Colombia - 0.1%  
  2,272    

Grupo de Inversiones Suramericana S.A.

    30,041  
   

 

 

 
      Czech Republic - 0.1%  
  1,363    

CEZ AS

    23,781  
   

 

 

 
      Denmark - 0.7%  
  1,454    

D/S Norden A/S*

    29,060  
  2,301    

DSV A/S

    128,132  
  446    

Genmab A/S*

    88,743  
  851    

ISS A/S

    35,300  
   

 

 

 
      281,235  
   

 

 

 
      Finland - 0.2%  
  11,572    

Nokia Oyj

    66,155  
   

 

 

 
      France - 7.8%  
  4,609    

Air France-KLM*

    38,721  
  4,180    

Alstom S.A.*

    132,675  
  6,064    

BNP Paribas S.A.

    427,980  
  1,475    

Cap Gemini S.A.

    147,680  
  6,211    

Cie de Saint-Gobain

    335,126  
  490    

Cie Generale des Etablissements Michelin

    64,092  
  3,592    

Coface S.A.*

    28,095  
  3,114    

Engie S.A.

    43,908  
  846    

Essilor International S.A.

    109,636  
  260    

Imerys S.A.

    22,368  
  1,025    

Klepierre REIT

    40,231  
  540    

L’Oreal S.A.

    107,541  
  795    

Lagardere SCA

    24,335  
  985    

Legrand S.A.

    63,760  
  695    

Metropole Television S.A.

    15,821  
  4,841    

Orange S.A.

    74,926  
  734    

Publicis Groupe S.A.

    52,992  
  270    

Renault S.A.

    25,178  
  2,511    

Rexel S.A.

    44,842  
  1,739    

Sanofi

    164,325  
  2,524    

Schneider Electric SE

    199,915  
  1,422    

Societe Generale S.A.

    77,972  
  227    

Sopra Steria Group

    34,034  
  2,234    

Suez Environnement Co.

    36,697  
  3,540    

Television Francaise

    43,319  
  7,309    

Total S.A.

    375,194  
  1,459    

Valeo S.A.

    104,990  
  402    

Vicat S.A.

    28,595  
  1,117    

Vinci S.A.

    95,211  
   

 

 

 
      2,960,159  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5% - (continued)  
      Germany - 6.1%  
  1,419    

BASF SE

  $ 138,237  
  2,133    

Beiersdorf AG

    212,130  
  11,480    

Deutsche Bank AG*

    206,420  
  2,682    

Deutsche Lufthansa AG

    46,270  
  2,516    

Deutsche Post AG

    90,435  
  6,168    

Deutsche Telekom AG

    108,192  
  22,364    

E.ON SE

    174,336  
  802    

Hamburger Hafen und Logistik AG

    15,200  
  321    

Hannover Rueck SE

    38,509  
  959    

HeidelbergCement AG

    88,782  
  5,836    

Infineon Technologies AG

    120,627  
  4,064    

Innogy SE(1)

    149,408  
  3,181    

Kontron AG*

    11,216  
  518    

Merck KGaA

    60,850  
  2,397    

METRO AG

    78,884  
  422    

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

    80,905  
  1,190    

Rheinmetall AG

    109,230  
  1,547    

RWE AG*

    25,623  
  880    

Salzgitter AG

    30,122  
  890    

SAP SE

    89,148  
  1,105    

Siemens AG

    158,504  
  464    

Volkswagen AG (Preference Shares)

    73,658  
  4,409    

Zalando SE*(1)

    194,491  
   

 

 

 
      2,301,177  
   

 

 

 
      Greece - 0.4%  
  9,925    

Alpha Bank A.E.*

    21,143  
  9,318    

Hellenic Telecommunications Organization S.A.

    90,496  
  3,633    

OPAP S.A.

    36,002  
   

 

 

 
      147,641  
   

 

 

 
      Hong Kong - 2.7%  
  35,409    

AIA Group Ltd.

    245,081  
  31,635    

AMVIG Holdings Ltd.

    10,574  
  12,325    

BOC Hong Kong Holdings Ltd.

    50,650  
  4,066    

China Mobile Ltd.

    43,289  
  5,805    

CK Hutchison Holdings Ltd.

    72,489  
  5,594    

CLP Holdings Ltd.

    58,995  
  2,100    

Dah Sing Financial Holdings Ltd.

    15,920  
  570,000    

G-Resources Group Ltd.

    10,039  
  2,402    

Hang Seng Bank Ltd.

    48,655  
  5,460    

Henderson Land Development Co., Ltd.

    34,564  
  5,250    

Hongkong Land Holdings Ltd.

    40,462  
  4,609    

Hysan Development Co., Ltd.

    21,737  
  216,000    

NetMind Financial Holdings Ltd.*

    1,248  
  47,000    

New World Department Store China Ltd.*

    7,056  
  145,000    

Pacific Basin Shipping Ltd.*

    28,801  
  35,147    

Sands China Ltd.

    159,186  
  72,500    

Sino Biopharmaceutical Ltd.

    59,579  
  4,060    

Sun Hung Kai Properties Ltd.

    60,839  
  2,820    

Swire Pacific Ltd. Class A

    27,193  
  7,777    

Swire Properties Ltd.

    26,073  
   

 

 

 
      1,022,430  
   

 

 

 
      Hungary - 0.4%  
  17,448    

Magyar Telekom Telecommunications plc

    29,178  
  270    

MOL Hungarian Oil & Gas plc

    20,312  
  3,097    

OTP Bank plc

    87,076  
   

 

 

 
      136,566  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5% - (continued)  
      India - 2.9%  
  8,408    

Allahabad Bank*

  $ 10,765  
  5,039    

Bharat Financial Inclusion Ltd.*

    62,948  
  1,491    

Britannia Industries Ltd.

    83,927  
  4,064    

Canara Bank*

    22,569  
  8,670    

Corp. Bank*

    7,913  
  3,507    

Emami Ltd.

    57,675  
  1,379    

HDFC Bank Ltd. ADR

    109,782  
  5,293    

Hindustan Petroleum Corp. Ltd.

    44,119  
  15,545    

ICICI Bank Ltd.

    67,031  
  15,068    

ICICI Bank Ltd. ADR

    129,133  
  7,763    

Indiabulls Housing Finance Ltd.

    122,601  
  817    

Maruti Suzuki India Ltd.

    82,807  
  11,845    

NTPC Ltd.

    30,283  
  10,479    

TVS Motor Co., Ltd.

    80,759  
  4,347    

Yes Bank Ltd.

    110,189  
  10,185    

Zee Entertainment Enterprises Ltd.

    83,398  
   

 

 

 
      1,105,899  
   

 

 

 
      Indonesia - 0.2%  
  47,930    

Bank Central Asia Tbk PT

    63,744  
   

 

 

 
      Ireland - 1.0%  
  325,042    

Bank of Ireland*

    81,825  
  51,439    

Cairn Homes plc*

    87,691  
  3,003    

CRH plc

    109,382  
  50,581    

Hibernia plc REIT

    69,316  
  1,732    

Smurfit Kappa Group plc

    46,393  
   

 

 

 
      394,607  
   

 

 

 
      Israel - 0.6%  
  6,760    

Bank Hapoalim BM

    42,158  
  9,065    

Bank Leumi Le-Israel BM*

    42,394  
  18,067    

Bezeq The Israeli Telecommunication Corp. Ltd.

    30,355  
  1,430    

Mizrahi Tefahot Bank Ltd.

    23,068  
  1,209    

Mobileye N.V.*

    74,861  
  383    

Nice Ltd.

    25,871  
   

 

 

 
      238,707  
   

 

 

 
      Italy - 3.1%  
  3,705    

Assicurazioni Generali S.p.A.

    58,687  
  6,634    

Banca Popolare dell’Emilia Romagna SC

    36,292  
  9,041    

Davide Campari-Milano S.p.A.

    106,905  
  20,792    

Eni S.p.A.

    322,505  
  20,325    

FinecoBank Banca Fineco S.p.A.

    144,790  
  10,246    

Geox S.p.A.

    27,702  
  7,419    

Leonardo S.p.A.*

    116,587  
  266,410    

Saipem S.p.A.*

    114,673  
  27,828    

Telecom Italia S.p.A.

    19,860  
  47,341    

Telecom Italia S.p.A.*

    42,019  
  12,439    

UniCredit S.p.A.*

    202,538  
   

 

 

 
      1,192,558  
   

 

 

 
      Japan - 11.9%  
  2,450    

Aisan Industry Co., Ltd.

    22,023  
  300    

Alpha Systems, Inc.

    5,171  
  2,400    

Alpine Electronics, Inc.

    34,923  
  1,000    

Avex Group Holdings, Inc.

    14,707  
  1,000    

Benesse Holdings, Inc.

    30,177  
  1,700    

Canon, Inc.

    56,420  
  700    

Cawachi Ltd.

    18,406  
  4,450    

Chiyoda Corp.

    29,586  
  1,370    

Chubu Steel Plate Co., Ltd.

    7,474  
  4,500    

Citizen Watch Co., Ltd.

    29,855  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5% - (continued)  
      Japan - 11.9% - (continued)  
  900    

CMIC Holdings Co., Ltd.

  $ 11,625  
  2,800    

Dai-ichi Life Holdings, Inc.

    47,712  
  850    

DeNA Co., Ltd.

    18,222  
  4,540    

Eisai Co., Ltd.

    238,711  
  220    

en-japan, Inc.

    4,890  
  1,300    

Exedy Corp.

    35,493  
  11,000    

Fujitsu Ltd.

    68,666  
  2,600    

Funai Electric Co., Ltd.

    19,416  
  600    

Gendai Agency, Inc.

    3,102  
  4,800    

Gree, Inc.

    38,490  
  4,166    

Hino Motors Ltd.

    52,272  
  1,300    

Hisaka Works Ltd.

    11,124  
  2,730    

Honda Motor Co., Ltd.

    79,458  
  1,020    

Honeys Holdings Co., Ltd.

    10,275  
  2,800    

Hosiden Corp.

    30,846  
  3,000    

Ichiyoshi Securities Co., Ltd.

    23,910  
  2,500    

Inpex Corp.

    23,956  
  1,500    

Japan Petroleum Exploration Co., Ltd.

    32,796  
  1,800    

Japan Steel Works Ltd.

    28,898  
  3,000    

JSR Corp.

    54,827  
  4,520    

KDDI Corp.

    119,844  
  2,200    

Keihin Corp.

    34,617  
  3,740    

Komatsu Ltd.

    99,939  
  1,100    

Kuroda Electric Co., Ltd.

    22,948  
  1,600    

Kyoei Steel Ltd.

    25,870  
  500    

Melco Holdings, Inc.

    14,154  
  900    

Miraial Co., Ltd.

    7,435  
  19,060    

Mitsubishi Heavy Industries Ltd.

    76,371  
  8,590    

Mitsubishi Motors Corp.

    55,015  
  23,739    

Mitsubishi UFJ Financial Group, Inc.

    150,424  
  5,100    

Mitsui Fudosan Co., Ltd.

    112,212  
  54,764    

Mizuho Financial Group, Inc.

    100,105  
  1,800    

Nakayama Steel Works Ltd.

    11,379  
  1,900    

NET One Systems Co., Ltd.

    17,336  
  1,600    

Neturen Co., Ltd.

    13,215  
  2,054    

NGK Spark Plug Co., Ltd.

    44,546  
  3,300    

Nichicon Corp.

    31,388  
  1,075    

Nidec Corp.

    98,635  
  2,400    

Nikon Corp.

    34,261  
  630    

Nintendo Co., Ltd.

    159,431  
  4,900    

Nippon Chemi-Con Corp.

    16,626  
  1,329    

Nippon Telegraph & Telephone Corp.

    56,955  
  3,480    

Nippon Television Holdings, Inc.

    58,324  
  2,000    

Nissin Kogyo Co., Ltd.

    34,392  
  1,900    

NOK Corp.

    45,287  
  1,600    

Oita Bank Ltd.

    6,192  
  7,213    

Ono Pharmaceutical Co., Ltd.

    148,781  
  6,000    

Pacific Metals Co., Ltd.*

    19,489  
  638    

PAL GROUP Holdings Co., Ltd.

    16,965  
  18,000    

Pioneer Corp.*

    32,490  
  500    

Proto Corp.

    6,551  
  4,800    

Rakuten, Inc.

    49,171  
  1,500    

Relia, Inc.

    14,828  
  520    

Rohm Co., Ltd.

    36,519  
  1,140    

Sankyo Co., Ltd.

    39,758  
  10,000    

Sanyo Shokai Ltd.

    14,735  
  3,510    

Seven & I Holdings Co., Ltd.

    148,241  
  4,800    

Shinko Electric Industries Co., Ltd.

    34,337  
  3,430    

Showa Corp.*

    29,269  
  815    

SoftBank Group Corp.

    61,820  
  4,080    

Sony Corp.

    140,002  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  50  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5% - (continued)  
      Japan - 11.9% - (continued)  
  6,200    

Sumitomo Mitsui Financial Group, Inc.

  $ 230,210  
  1,400    

Sumitomo Mitsui Trust Holdings, Inc.

    47,958  
  2,200    

Sumitomo Riko Co., Ltd.

    22,423  
  910    

Suzuken Co., Ltd.

    30,113  
  7,925    

T&D Holdings, Inc.

    117,841  
  1,700    

Taiyo Yuden Co., Ltd.

    20,751  
  4,310    

Takeda Pharmaceutical Co., Ltd.

    206,766  
  7,003    

Tobu Railway Co., Ltd.

    35,518  
  2,700    

Tochigi Bank Ltd.

    12,895  
  2,400    

Tokai Rika Co., Ltd.

    44,680  
  1,982    

Tokio Marine Holdings, Inc.

    83,568  
  790    

Tokyo Seimitsu Co., Ltd.

    24,503  
  3,700    

Tokyo Steel Manufacturing Co., Ltd.

    27,569  
  1,300    

Toppan Forms Co., Ltd.

    13,118  
  7,000    

Toshiba Machine Co., Ltd.

    29,085  
  9,000    

Toyo Engineering Corp.*

    22,474  
  5,645    

Toyo Tire & Rubber Co., Ltd.

    99,293  
  1,700    

Toyoda Gosei Co., Ltd.

    45,180  
  1,800    

Ushio, Inc.

    22,617  
  1,600    

Xebio Holdings Co., Ltd.

    26,610  
  940    

Yamato Kogyo Co., Ltd.

    23,512  
   

 

 

 
      4,509,972  
   

 

 

 
      Kazakhstan - 0.0%  
  746    

KazMunaiGas Exploration Production JSC GDR*

    7,236  
   

 

 

 
      Luxembourg - 0.4%  
  321    

RTL Group S.A.

    24,879  
  5,934    

SES S.A.

    129,697  
   

 

 

 
      154,576  
   

 

 

 
      Malaysia - 0.8%  
  20,680    

AMMB Holdings Bhd

    26,099  
  591    

CIMB Group Holdings Bhd

    781  
  23,834    

Gamuda Bhd

    28,928  
  20,005    

Genting Malaysia Bhd

    27,037  
  9,093    

Hong Leong Bank Bhd

    28,883  
  22,402    

Malayan Banking Bhd

    49,413  
  17,383    

MISC Bhd

    29,266  
  13,078    

Public Bank Bhd

    60,102  
  17,546    

Tenaga Nasional Bhd

    56,334  
   

 

 

 
      306,843  
   

 

 

 
      Mexico - 0.7%  
  60,000    

Gentera S.A.B. de C.V.

    100,875  
  9,000    

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

    49,988  
  59,400    

Wal-Mart de Mexico S.A.B. de C.V.

    133,787  
   

 

 

 
      284,650  
   

 

 

 
      Netherlands - 2.6%  
  2,459    

AerCap Holdings N.V.*

    113,139  
  1,223    

Akzo Nobel N.V.

    106,966  
  12,122    

ING Groep N.V.

    197,583  
  10,652    

Koninklijke Ahold Delhaize N.V.

    220,659  
  530    

Koninklijke DSM N.V.

    37,926  
  3,344    

Koninklijke Philips N.V.

    115,476  
  11,333    

PostNL N.V.

    56,154  
  3,969    

Royal Dutch Shell plc Class B

    105,603  
  1,109    

Wolters Kluwer N.V.

    47,059  
   

 

 

 
      1,000,565  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5% - (continued)  
      New Zealand - 0.1%  
  11,564    

Spark New Zealand Ltd.

  $ 29,306  
   

 

 

 
      Norway - 0.4%  
  1,644    

Gjensidige Forsikring ASA

    25,256  
  2,079    

Marine Harvest ASA*

    34,591  
  1,336    

Statoil ASA

    22,002  
  4,630    

Storebrand ASA

    30,508  
  2,224    

Telenor ASA

    35,926  
   

 

 

 
      148,283  
   

 

 

 
      Philippines - 0.1%  
  15,912    

BDO Unibank, Inc.

    38,206  
   

 

 

 
      Portugal - 0.4%  
  1,776    

CTT-Correios de Portugal S.A.

    10,137  
  8,165    

Galp Energia SGPS S.A.

    126,892  
   

 

 

 
      137,029  
   

 

 

 
      Russia - 1.9%  
  11,924    

Gazprom PJSC ADR

    56,610  
  990    

Lukoil PJSC ADR

    49,140  
  40,570    

Sberbank of Russia PJSC*

    117,729  
  7,160    

Sberbank of Russia PJSC ADR

    85,360  
  7,800    

Surgutneftegas OJSC ADR

    38,163  
  14,281    

Yandex N.V. Class A*

    389,300  
   

 

 

 
      736,302  
   

 

 

 
      Singapore - 1.3%  
  19,929    

Ascendas REIT

    36,526  
  15,301    

CapitaLand Ltd.

    41,113  
  23,586    

CapitaLand Mall Trust REIT

    33,259  
  3,265    

City Developments Ltd.

    25,195  
  15,892    

ComfortDelGro Corp. Ltd.

    31,139  
  5,173    

DBS Group Holdings Ltd.

    71,441  
  9,679    

Oversea-Chinese Banking Corp. Ltd.

    67,789  
  24,681    

Singapore Telecommunications Ltd.

    66,048  
  4,203    

United Overseas Bank Ltd.

    65,439  
  4,994    

UOL Group Ltd.

    25,866  
  12,080    

Wilmar International Ltd.

    30,684  
   

 

 

 
      494,499  
   

 

 

 
      South Africa - 0.6%  
  996    

Anglo American Platinum Ltd.*

    24,595  
  10,020    

Gold Fields Ltd.

    32,841  
  19,263    

Growthpoint Properties Ltd. REIT

    36,917  
  6,042    

Impala Platinum Holdings Ltd.*

    19,388  
  305    

Life Healthcare Group Holdings Ltd.

    656  
  15,344    

Nampak Ltd.*

    20,551  
  8,288    

Raubex Group Ltd.

    14,953  
  1,167    

Tiger Brands Ltd.

    35,245  
  2,966    

Vodacom Group Ltd.

    33,545  
   

 

 

 
      218,691  
   

 

 

 
      South Korea - 3.6%  
  346    

CJ CheilJedang Corp.

    103,756  
  1,029    

CJ E&M Corp.

    72,777  
  1,617    

DuzonBizon Co., Ltd.

    38,642  
  251    

Hugel, Inc.*

    102,767  
  1,342    

ING Life Insurance Korea Ltd.*

    38,919  
  1,116    

KB Financial Group, Inc.

    49,057  
  1,887    

KT Corp.

    53,390  
  2,992    

KT Corp. ADR

    49,637  
  103    

NAVER Corp.

    72,391  
  140    

Netmarble Games Corp.*(1)

    19,509  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5% - (continued)  
      South Korea - 3.6% - (continued)  
  846    

NHN Entertainment Corp.*

  $ 46,205  
  234    

Samsung Electronics Co., Ltd.

    458,740  
  864    

Samsung SDI Co., Ltd.

    104,305  
  2,152    

Shinhan Financial Group Co., Ltd.

    89,849  
  154    

SK Telecom Co., Ltd.

    32,507  
  1,999    

Tongyang Life Insurance Co., Ltd.

    17,630  
   

 

 

 
      1,350,081  
   

 

 

 
      Spain - 2.4%  
  2,762    

Abertis Infraestructuras S.A.

    48,555  
  1,548    

Almirall S.A.

    27,949  
  26,186    

Banco Popular Espanol S.A.*

    18,323  
  55,929    

CaixaBank S.A.

    253,942  
  1,487    

Enagas S.A.

    39,075  
  1,913    

Endesa S.A.

    45,057  
  1,926    

Gas Natural SDG S.A.

    43,523  
  13,319    

Iberdrola S.A.

    95,747  
  3,372    

Industria de Diseno Textil S.A.

    129,219  
  2,606    

Neinor Homes SLU*(1)

    51,395  
  2,325    

Red Electrica Corp. S.A.

    45,312  
  3,451    

Repsol S.A.

    54,468  
  3,803    

Telefonica S.A.

    42,061  
   

 

 

 
      894,626  
   

 

 

 
      Sweden - 1.5%  
  7,286    

Assa Abloy AB Class B

    157,704  
  3,035    

Atlas Copco AB Class A

    113,373  
  840    

ICA Gruppen AB

    28,666  
  6,674    

Qliro Group AB*

    9,489  
  10,984    

SAS AB*

    18,104  
  1,985    

Securitas AB Class B

    32,809  
  1,832    

Skanska AB Class B

    43,788  
  2,510    

Swedbank AB Class A

    59,487  
  8,549    

Telefonaktiebolaget LM Ericsson Class B

    55,541  
  13,284    

Telia Co., AB

    54,084  
   

 

 

 
      573,045  
   

 

 

 
      Switzerland - 5.4%  
  516    

Adecco Group AG

    38,340  
  248    

Baloise Holding AG

    36,366  
  2,546    

GAM Holding AG*

    32,625  
  7,425    

Julius Baer Group Ltd.*

    387,189  
  4,793    

LafargeHolcim Ltd.

    271,803  
  6,953    

Novartis AG

    535,277  
  1,383    

Roche Holding AG

    361,882  
  85    

Swiss Life Holding AG*

    27,662  
  862    

Swiss Re AG

    74,976  
  107    

Swisscom AG

    46,661  
  9,207    

UBS Group AG*

    157,171  
  774    

Wolseley plc

    49,193  
  166    

Zurich Insurance Group AG

    45,939  
   

 

 

 
      2,065,084  
   

 

 

 
      Taiwan - 3.7%  
  67,000    

Acer, Inc.*

    31,623  
  4,635    

Asustek Computer, Inc.

    45,536  
  9,708    

Chailease Holding Co., Ltd.

    24,733  
  56,863    

Chang Hwa Commercial Bank Ltd.

    32,957  
  129,595    

China Development Financial Holding Corp.

    35,749  
  63,000    

Compal Electronics, Inc.

    42,174  
  85,015    

CTBC Financial Holding Co., Ltd.

    53,089  
  60,076    

E.Sun Financial Holding Co., Ltd.

    36,312  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5% - (continued)  
      Taiwan - 3.7% - (continued)  
  24,710    

Far Eastern New Century Corp.

  $ 20,791  
  75,674    

First Financial Holding Co., Ltd.

    46,151  
  15,036    

Formosa Chemicals & Fibre Corp.

    46,235  
  17,496    

Formosa Plastics Corp.

    52,573  
  36,139    

Hon Hai Precision Industry Co., Ltd.

    118,289  
  72,066    

Hua Nan Financial Holdings Co., Ltd.

    40,354  
  430    

Largan Precision Co., Ltd.

    71,410  
  6,700    

MediaTek, Inc.

    48,160  
  60,020    

Mega Financial Holding Co., Ltd.

    48,184  
  20,383    

Nan Ya Plastics Corp.

    49,097  
  104,616    

SinoPac Financial Holdings Co., Ltd.

    31,965  
  78,082    

Taishin Financial Holding Co., Ltd.

    32,195  
  63,818    

Taiwan Semiconductor Manufacturing Co., Ltd.

    411,109  
  25,920    

Teco Electric and Machinery Co., Ltd.

    25,669  
  20,030    

WPG Holdings Ltd.

    25,391  
  66,676    

Yuanta Financial Holding Co., Ltd.

    28,509  
   

 

 

 
      1,398,255  
   

 

 

 
      Thailand - 0.1%      
  3,370    

Siam Cement PCL

    52,004  
   

 

 

 
      United Kingdom - 8.1%  
  2,654    

Anglo American plc*

    37,998  
  4,658    

AstraZeneca plc

    278,965  
  21,360    

Aviva plc

    145,257  
  32,157    

BP plc

    184,086  
  1,921    

British American Tobacco plc

    129,789  
  52,282    

BT Group plc

    206,250  
  12,744    

Centrica plc

    32,656  
  58,795    

Cobham plc

    100,900  
  1,098    

Coca-Cola European Partners plc

    41,515  
  6,625    

Direct Line Insurance Group plc

    29,938  
  6,928    

GlaxoSmithKline plc

    139,446  
  46,863    

Glencore plc*

    184,178  
  6,539    

Halfords Group plc

    31,658  
  16,848    

Hays plc

    37,387  
  17,130    

HSBC Holdings plc

    141,259  
  20,363    

Ibstock plc(1)

    60,424  
  1,836    

Imperial Brands plc

    89,915  
  16,903    

J Sainsbury plc

    60,267  
  14,233    

Just Eat plc*

    106,397  
  2,134    

Lonmin plc*

    3,041  
  9,513    

Marks & Spencer Group plc

    45,150  
  7,473    

National Grid plc

    96,762  
  1,091    

Reckitt Benckiser Group plc

    100,522  
  4,575    

RSA Insurance Group plc

    35,296  
  20,309    

SIG plc

    31,486  
  3,345    

Sky plc

    42,971  
  2,572    

Smith & Nephew plc

    42,256  
  1,805    

Smiths Group plc

    38,372  
  3,078    

SSE plc

    55,448  
  6,088    

Standard Chartered plc*

    56,895  
  1,678    

SThree plc

    7,063  
  2,825    

Tate & Lyle plc

    27,704  
  3,126    

Unilever N.V.

    163,757  
  27,236    

Worldpay Group plc(1)

    105,773  
  8,724    

WPP plc

    186,811  
   

 

 

 
      3,077,592  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  52  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.5% - (continued)  
      Vietnam - 0.1%      
  8,002    

Vietnam Dairy Products JSC

  $ 52,072  
   

 

 

 
 

Total Common Stocks
(cost $32,287,512)

  $ 35,490,377  
   

 

 

 
EXCHANGE TRADED FUNDS - 3.7%  
      Other Investment Pools & Funds - 3.7%      
  334    

iShares Core MSCI EAFE ETF

  $ 19,880  
  30,834    

iShares MSCI ACWI ex U.S. ETF

    1,373,963  
   

 

 

 
      1,393,843  
   

 

 

 
 

Total Exchange Traded Funds
(cost $1,365,256)

  $ 1,393,843  
   

 

 

 
 

Total Long-Term Investments
(cost $33,652,768)

  $ 36,884,220  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.6%  
      Other Investment Pools & Funds - 2.6%      
  1,009,060    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 1,009,060  
   

 

 

 
 

Total Short-Term Investments
(cost $1,009,060)

  $ 1,009,060  
   

 

 

 
 

Total Investments
(cost $34,661,828)^

    99.8    $ 37,893,280  
 

Other Assets and Liabilities

    0.2      67,594  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     37,960,874  
   

 

 

    

 

 

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 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.

 

  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

   $     3,905,968  

Unrealized Depreciation

     (674,516
  

 

 

 

Net Unrealized Appreciation

   $ 3,231,452  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $581,000, which represented 1.5% of total net assets.

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy / Sell      Delivery
Date
     Counterparty      Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EUR

     Buy        07/14/17        GSC      $     415,370      $     416,630      $     1,260  

EUR

     Sell        07/14/17        CBK        411,196        416,630        (5,434
                 

 

 

 

Total

                  $ (4,174
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

CBK

   Citibank NA

GSC

   Goldman Sachs & Co.
Currency Abbreviations:

EUR

   Euro
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

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

         

Common Stocks

         

Argentina

   $ 232,266     $ 232,266      $     $  

Australia

     1,444,786              1,444,786        

Austria

     61,742              61,742        

Belgium

     468,083       27,135        440,948        

Brazil

     1,109,361       1,109,361               

Canada

     2,419,245       2,419,245               

Chile

     103,159       70,456        32,703        

China

     2,158,118       812,738        1,345,380        

Colombia

     30,041       30,041               

Czech Republic

     23,781              23,781        

Denmark

     281,235              281,235        

Finland

     66,155              66,155        

France

     2,960,159              2,960,159        

Germany

     2,301,177       160,624        2,140,553        

Greece

     147,641              147,641        

Hong Kong

     1,022,430       10,574        1,011,856        

Hungary

     136,566              136,566        

India

     1,105,899       238,915        866,984        

Indonesia

     63,744              63,744        

Ireland

     394,607       134,084        260,523        

Israel

     238,707       74,861        163,846        

Italy

     1,192,558       27,702        1,164,856        

Japan

     4,509,972              4,509,972        

Kazakhstan

     7,236       7,236               

Luxembourg

     154,576              154,576        

Malaysia

     306,843       781        306,062        

Mexico

     284,650       284,650               

Netherlands

     1,000,565       113,139        887,426        

New Zealand

     29,306              29,306        

Norway

     148,283              148,283        

Philippines

     38,206              38,206        

Portugal

     137,029              137,029        

Russia

     736,302       507,029        229,273        

Singapore

     494,499              494,499        

South Africa

     218,691       14,953        203,738        

South Korea

     1,350,081       49,637        1,300,444        

Spain

     894,626       51,395        843,231        

Sweden

     573,045              573,045        

Switzerland

     2,065,084              2,065,084        

Taiwan

     1,398,255              1,398,255        

Thailand

     52,004              52,004        

United Kingdom

     3,077,592       212,622        2,864,970        

Vietnam

     52,072       52,072               

Exchange Traded Funds

     1,393,843       1,393,843               

Short-Term Investments

     1,009,060       1,009,060               

Foreign Currency Contracts(2)

     1,260              1,260        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     37,894,540     $     9,044,419      $     28,850,121     $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (5,434   $      $ (5,434   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (5,434   $      $ (5,434   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $413,171 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $361,638 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and there were no transfers in or 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 accompanying notes are an integral part of these financial statements.

 

 

  55  

 


The Hartford International Growth Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.3%      
      Australia - 2.0%  
  102,741    

Aristocrat Leisure Ltd.

  $ 1,509,848  
  113,609    

BHP Billiton plc

    1,731,991  
  406,968    

South32 Ltd.

    843,358  
   

 

 

 
          4,085,197  
   

 

 

 
      Austria - 0.8%      
  23,772    

ams AG

    1,529,335  
   

 

 

 
      Belgium - 2.0%      
  19,627    

Anheuser-Busch InBev N.V.

    2,213,343  
  22,250    

UCB S.A.

    1,736,590  
   

 

 

 
          3,949,933  
   

 

 

 
      Brazil - 1.5%      
  173,900    

BR Malls Participacoes S.A.*

    769,772  
  124,900    

Itau Unibanco Holding S.A. (Preference Shares)

    1,544,895  
  81,000    

Petroleo Brasileiro S.A. ADR*

    729,810  
   

 

 

 
      3,044,477  
   

 

 

 
      Canada - 2.9%      
  28,900    

Bank of Nova Scotia

    1,606,485  
  60,800    

Cameco Corp.

    583,035  
  57,587    

Magna International, Inc.

    2,405,488  
  73,966    

Manulife Financial Corp.

    1,297,202  
   

 

 

 
      5,892,210  
   

 

 

 
      China - 9.9%      
  190,379    

AAC Technologies Holdings, Inc.

    2,790,764  
  46,545    

Alibaba Group Holding Ltd. ADR*

    5,375,947  
  150,000    

ENN Energy Holdings Ltd.

    813,132  
  8,946    

NetEase, Inc. ADR

    2,374,179  
  27,844    

New Oriental Education & Technology Group, Inc. ADR*

    1,797,052  
  622,000    

PICC Property & Casualty Co., Ltd. Class H

    999,872  
  187,869    

Tencent Holdings Ltd.

    5,886,560  
   

 

 

 
      20,037,506  
   

 

 

 
      Denmark - 1.9%      
  39,762    

DSV A/S

    2,214,165  
  15,009    

Pandora A/S

    1,621,424  
   

 

 

 
      3,835,589  
   

 

 

 
      France - 7.8%      
  29,071    

Airbus SE

    2,351,629  
  24,455    

BNP Paribas S.A.

    1,725,965  
  14,075    

Cap Gemini S.A.

    1,409,217  
  24,700    

Cie de Saint-Gobain

    1,332,734  
  72,794    

Edenred

    1,864,739  
  7,973    

Essilor International S.A.

    1,033,244  
  25,319    

Legrand S.A.

    1,638,922  
  18,695    

Schneider Electric SE

    1,480,751  
  15,095    

Sodexo S.A.

    1,918,448  
  13,947    

Valeo S.A.

    1,003,627  
   

 

 

 
      15,759,276  
   

 

 

 
      Germany - 4.6%      
  20,108    

Beiersdorf AG

    1,999,766  
  16,729    

Covestro AG(1)

    1,303,713  
  49,573    

Deutsche Bank AG*

    891,363  
  108,858    

E.ON SE

    848,590  
  29,333    

Innogy SE(1)

    1,078,394  
  13,110    

Merck KGaA

    1,540,053  
  33,425    

United Internet AG

    1,538,426  
   

 

 

 
      9,200,305  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.3% - (continued)      
      Hong Kong - 2.0%      
  360,772    

AIA Group Ltd.

  $ 2,497,060  
  991,394    

Guangdong Investment Ltd.

    1,533,466  
   

 

 

 
      4,030,526  
   

 

 

 
      India - 4.1%  
  69,158    

HDFC Bank Ltd.

    1,682,884  
  318,801    

ICICI Bank Ltd.

    1,374,691  
  141,735    

ICICI Bank Ltd. ADR

    1,214,669  
  21,615    

Maruti Suzuki India Ltd.

    2,190,792  
  147,012    

UPL Ltd.

    1,842,069  
   

 

 

 
      8,305,105  
   

 

 

 
      Indonesia - 1.9%  
  1,253,090    

Bank Central Asia Tbk PT

    1,666,536  
  6,206,361    

Telekomunikasi Indonesia Persero Tbk PT

    2,047,393  
   

 

 

 
      3,713,929  
   

 

 

 
      Ireland - 1.9%  
  106,623    

Experian plc

    2,293,754  
  18,499    

ICON plc*

    1,562,981  
   

 

 

 
      3,856,735  
   

 

 

 
      Italy - 2.6%  
  141,798    

Eni S.p.A.

    2,199,430  
  117,392    

FinecoBank Banca Fineco S.p.A.

    836,270  
  1,796,078    

Saipem S.p.A.*

    773,102  
  81,576    

UniCredit S.p.A.*

    1,328,260  
   

 

 

 
      5,137,062  
   

 

 

 
      Japan - 7.7%  
  45,500    

Bandai Namco Holdings, Inc.

    1,428,090  
  14,200    

Eisai Co., Ltd.

    746,630  
  42,900    

KDDI Corp.

    1,137,453  
  4,880    

Keyence Corp.

    1,961,828  
  173,530    

Mitsubishi Heavy Industries Ltd.

    695,312  
  47,740    

Mitsui Fudosan Co., Ltd.

    1,050,388  
  36,150    

Ono Pharmaceutical Co., Ltd.

    745,657  
  30,566    

Recruit Holdings Co., Ltd.

    1,544,877  
  33,400    

Seven & I Holdings Co., Ltd.

    1,410,614  
  5,140    

SMC Corp.

    1,448,780  
  37,200    

Sumitomo Mitsui Financial Group, Inc.

    1,381,259  
  25,500    

Takeda Pharmaceutical Co., Ltd.

    1,223,326  
  17,800    

Tokio Marine Holdings, Inc.

    750,511  
   

 

 

 
      15,524,725  
   

 

 

 
      Luxembourg - 0.6%  
  56,500    

SES S.A.

    1,234,898  
   

 

 

 
      Mexico - 0.6%  
  559,900    

Wal-Mart de Mexico S.A.B. de C.V.

    1,261,059  
   

 

 

 
      Netherlands - 4.3%  
  22,625    

AerCap Holdings N.V.*

    1,040,976  
  154,902    

ING Groep N.V.

    2,524,829  
  156,031    

Koninklijke Ahold Delhaize N.V.

    3,232,221  
  41,538    

Wolters Kluwer N.V.

    1,762,630  
   

 

 

 
      8,560,656  
   

 

 

 
      Norway - 0.7%  
  95,731    

DNB ASA

    1,494,008  
   

 

 

 
      Singapore - 1.8%      
  10,088    

Broadcom Ltd.

    2,227,531  
  102,400    

DBS Group Holdings Ltd.

    1,414,185  
   

 

 

 
      3,641,716  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  56  

 


The Hartford International Growth Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 96.3% - (continued)      
      South Korea - 3.2%      
  12,856    

ING Life Insurance Korea Ltd.*

  $ 372,834  
  462    

Netmarble Games Corp.*(1)

    64,381  
  3,065    

Samsung Electronics Co., Ltd.

    6,008,710  
   

 

 

 
      6,445,925  
   

 

 

 
      Spain - 1.7%      
  260,244    

CaixaBank S.A.

    1,181,623  
  59,815    

Industria de Diseno Textil S.A.

    2,292,181  
   

 

 

 
      3,473,804  
   

 

 

 
      Switzerland - 6.9%      
  56,857    

Julius Baer Group Ltd.*

    2,964,903  
  17,048    

LafargeHolcim Ltd.

    966,765  
  32,328    

Novartis AG

    2,488,773  
  3,925    

Partners Group Holding AG

    2,372,687  
  24,570    

Temenos Group AG*

    2,126,677  
  80,850    

UBS Group AG*

    1,380,177  
  5,964    

Zurich Insurance Group AG

    1,650,467  
   

 

 

 
      13,950,449  
   

 

 

 
      Taiwan - 5.0%      
  137,000    

Catcher Technology Co., Ltd.

    1,406,901  
  14,815    

Largan Precision Co., Ltd.

    2,460,319  
  966,485    

Taiwan Semiconductor Manufacturing Co., Ltd.

    6,225,995  
   

 

 

 
      10,093,215  
   

 

 

 
      United Kingdom - 15.8%      
  42,365    

AstraZeneca plc

    2,537,212  
  202,620    

Aviva plc

    1,377,898  
  240,487    

BAE Systems plc

    1,953,228  
  59,299    

British American Tobacco plc

    4,006,435  
  316,000    

BT Group plc

    1,246,602  
  108,902    

Compass Group plc

    2,198,817  
  325,303    

Glencore plc*

    1,278,486  
  40,377    

IHS Markit Ltd.*

    1,752,362  
  245,696    

Just Eat plc*

    1,836,675  
  23,166    

Reckitt Benckiser Group plc

    2,134,456  
  40,432    

Spectris plc

    1,445,343  
  203,191    

UBM plc

    1,868,824  
  100,465    

Unilever N.V.

    5,262,903  
  486,724    

Worldpay Group plc(1)

    1,890,221  
  52,958    

WPP plc

    1,134,016  
   

 

 

 
      31,923,478  
   

 

 

 
      United States - 2.1%      
  10,090    

Accenture plc Class A

    1,223,917  
  6,523    

Allergan plc

    1,590,699  
  17,275    

Eaton Corp. plc

    1,306,681  
   

 

 

 
      4,121,297  
   

 

 

 
 

Total Common Stocks
(cost $168,529,003)

  $ 194,102,415  
   

 

 

 
   
 

Total Long-Term Investments
(cost $168,529,003)

  $ 194,102,415  
   

 

 

 
   

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 3.0%  
      Other Investment Pools & Funds - 3.0%      
  5,948,693    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 5,948,693  
   

 

 

 
 

Total Short-Term Investments
(cost $5,948,693)

  $ 5,948,693  
   

 

 

 
 

Total Investments
(cost $174,477,696)^

    99.3    $ 200,051,108  
 

Other Assets and Liabilities

    0.7      1,490,060  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     201,541,168  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  57  

 


The Hartford International Growth Fund

Schedule of Investments – (continued)

April 30, 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

   $     28,829,110  

Unrealized Depreciation

     (3,255,698
  

 

 

 

Net Unrealized Appreciation

   $ 25,573,412  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $4,336,709, which represented 2.2% of total net assets.

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EUR

   Buy      07/14/17      GSC    $ 3,968,364      $ 3,980,399      $ 12,035  

EUR

   Sell      07/14/17      CBK          3,928,488            3,980,399        (51,911
                 

 

 

 

Total

 

     $    (39,876)  
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

CBK

   Citibank NA

GSC

   Goldman Sachs & Co.
Currency Abbreviations:

EUR

   Euro
Other Abbreviations:

ADR

   American Depositary Receipt

 

The accompanying notes are an integral part of these financial statements.

 

 

  58  

 


The Hartford International Growth Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s Investments.

 

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

Assets

         

Common Stocks

         

Australia

   $ 4,085,197     $      $ 4,085,197     $  

Austria

     1,529,335              1,529,335        

Belgium

     3,949,933              3,949,933        

Brazil

     3,044,477       3,044,477               

Canada

     5,892,210       5,892,210               

China

     20,037,506       9,547,178        10,490,328        

Denmark

     3,835,589              3,835,589        

France

     15,759,276              15,759,276        

Germany

     9,200,305       1,078,394        8,121,911        

Hong Kong

     4,030,526              4,030,526        

India

     8,305,105       2,897,553        5,407,552        

Indonesia

     3,713,929              3,713,929        

Ireland

     3,856,735       1,562,981        2,293,754        

Italy

     5,137,062              5,137,062        

Japan

     15,524,725              15,524,725        

Luxembourg

     1,234,898              1,234,898        

Mexico

     1,261,059       1,261,059               

Netherlands

     8,560,656       1,040,976        7,519,680        

Norway

     1,494,008              1,494,008        

Singapore

     3,641,716       2,227,531        1,414,185        

South Korea

     6,445,925              6,445,925        

Spain

     3,473,804              3,473,804        

Switzerland

     13,950,449              13,950,449        

Taiwan

     10,093,215              10,093,215        

United Kingdom

     31,923,478       3,197,705        28,725,773        

United States

     4,121,297       4,121,297               

Short-Term Investments

     5,948,693       5,948,693               

Foreign Currency Contracts(2)

     12,035              12,035        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     200,063,143     $     41,820,054      $     158,243,089     $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (51,911   $      $ (51,911   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (51,911   $      $ (51,911   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $6,623,047 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor, investments valued at $2,064,498 were transferred from Level 2 to Level 1 due to the application of a fair valuation factor and there were no transfers in or 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 accompanying notes are an integral part of these financial statements.

 

 

  59  

 


The Hartford International Opportunities Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.0%  
      Argentina - 0.6%  
  720,965    

YPF S.A. ADR

  $ 18,622,526  
   

 

 

 
      Belgium - 2.0%      
  514,498    

Anheuser-Busch InBev N.V.

    58,020,107  
   

 

 

 
      Brazil - 0.3%  
  874,100    

Petroleo Brasileiro S.A. ADR*

    7,875,641  
   

 

 

 
      Canada - 7.7%  
  930,560    

Cameco Corp.

    8,923,505  
  904,870    

Canadian National Railway Co.

    65,406,778  
  324,775    

Canadian Natural Resources Ltd.

    10,344,835  
  1,918,390    

EnCana Corp.

    20,532,345  
  516,970    

Imperial Oil Ltd.

    15,038,921  
  1,073,010    

Magna International, Inc.

    44,821,091  
  1,367,410    

Manulife Financial Corp.

    23,981,389  
  659,760    

TransCanada Corp.

    30,633,009  
   

 

 

 
      219,681,873  
   

 

 

 
      China - 5.5%  
  525,385    

Alibaba Group Holding Ltd. ADR*

    60,681,968  
  31,986,000    

China Construction Bank Corp. Class H

    25,961,861  
  73,551    

NetEase, Inc. ADR

    19,519,700  
  3,352,970    

PICC Property & Casualty Co., Ltd. Class H

    5,389,937  
  1,444,500    

Tencent Holdings Ltd.

    45,260,981  
   

 

 

 
      156,814,447  
   

 

 

 
      Denmark - 0.6%  
  84,538    

Genmab A/S*

    16,820,925  
   

 

 

 
      France - 13.6%  
  678,847    

Airbus SE

    54,913,696  
  2,086,632    

AXA S.A.

    55,671,605  
  919,982    

BNP Paribas S.A.

    64,929,738  
  532,621    

Cap Gemini S.A.

    53,327,057  
  649,736    

Cie de Saint-Gobain

    35,057,692  
  179,458    

Essilor International S.A.

    23,256,488  
  53,113    

LVMH Moet Hennessy Louis Vuitton SE

    13,111,940  
  307,625    

Schneider Electric SE

    24,365,654  
  792,555    

Total S.A.

    40,684,381  
  96,079    

Unibail-Rodamco SE REIT

    23,591,392  
   

 

 

 
      388,909,643  
   

 

 

 
      Germany - 7.0%  
  531,433    

Beiersdorf AG

    52,851,683  
  228,839    

Brenntag AG

    13,565,971  
  153,249    

Continental AG

    34,327,357  
  2,013,636    

Deutsche Bank AG*

    36,206,799  
  805,512    

Deutsche Wohnen AG

    27,543,297  
  996,168    

Vonovia SE

    36,065,444  
   

 

 

 
      200,560,551  
   

 

 

 
      Greece - 0.1%  
  1,900,814    

Alpha Bank A.E.*

    4,049,329  
   

 

 

 
      Hong Kong - 0.7%  
  779,062    

Hong Kong Exchanges and Clearing Ltd.

    19,160,287  
   

 

 

 
      India - 2.7%  
  8,862,488    

ICICI Bank Ltd.

    38,215,631  
  1,693,406    

Power Grid Corp. of India Ltd.

    5,471,340  
  3,993,837    

State Bank of India

    17,967,312  
  427,620    

Tata Motors Ltd. ADR

    15,253,206  
   

 

 

 
      76,907,489  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.0% - (continued)  
      Israel - 0.3%  
  305,000    

Teva Pharmaceutical Industries Ltd. ADR

  $ 9,631,900  
   

 

 

 
      Italy - 3.8%  
  1,210,746    

Assicurazioni Generali S.p.A.

    19,178,232  
  520,613    

Banca Generali S.p.A.

    14,960,236  
  1,747,347    

FinecoBank Banca Fineco S.p.A.

    12,447,644  
  5,178,548    

Saipem S.p.A.*

    2,229,049  
  8,229,324    

Telecom Italia S.p.A.*

    7,304,281  
  3,240,650    

UniCredit S.p.A.*

    52,765,838  
   

 

 

 
      108,885,280  
   

 

 

 
      Japan - 13.1%  
  112,060    

Daito Trust Construction Co., Ltd.

    16,489,971  
  672,620    

Daiwa House Industry Co., Ltd.

    19,996,295  
  175,837    

Eisai Co., Ltd.

    9,245,439  
  101,960    

FANUC Corp.

    20,758,653  
  1,946,150    

ITOCHU Corp.

    27,537,965  
  3,779,060    

Kawasaki Heavy Industries Ltd.

    11,441,519  
  2,998,170    

Mitsubishi Heavy Industries Ltd.

    12,013,267  
  769,120    

Mitsui Fudosan Co., Ltd.

    16,922,375  
  122,420    

Murata Manufacturing Co., Ltd.

    16,444,126  
  258,960    

Nippon Telegraph & Telephone Corp.

    11,097,894  
  314,150    

Omron Corp.

    13,152,607  
  560,470    

Ono Pharmaceutical Co., Ltd.

    11,560,669  
  1,031,260    

Seven & I Holdings Co., Ltd.

    43,554,199  
  47,870    

SMC Corp.

    13,492,818  
  466,400    

SoftBank Group Corp.

    35,377,684  
  687,220    

Sony Financial Holdings, Inc.

    11,430,333  
  1,321,760    

Sumitomo Mitsui Financial Group, Inc.

    49,077,759  
  805,113    

Tokio Marine Holdings, Inc.

    33,946,430  
   

 

 

 
      373,540,003  
   

 

 

 
      Luxembourg - 0.6%  
  731,424    

SES S.A.

    15,986,444  
   

 

 

 
      Mexico - 2.5%  
  1,814,765    

America Movil S.A.B. de C.V. Class L, ADR

    27,929,233  
  2,472,550    

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.*

    13,733,142  
  2,341,770    

Grupo Financiero Banorte S.A.B. de C.V. Series O

    13,514,290  
  404,150    

Infraestructura Energetica Nova, S.A.B. de C.V.

    1,884,291  
  5,922,200    

Wal-Mart de Mexico S.A.B. de C.V.

    13,338,536  
   

 

 

 
      70,399,492  
   

 

 

 
      Netherlands - 2.1%  
  696,280    

AerCap Holdings N.V.*

    32,035,843  
  1,286,736    

Koninklijke Ahold Delhaize N.V.

    26,655,054  
   

 

 

 
      58,690,897  
   

 

 

 
      South Africa - 0.5%  
  4,017,669    

FirstRand Ltd.

    14,989,194  
   

 

 

 
      South Korea - 2.9%  
  99,921    

Hyundai Motor Co.

    12,637,698  
  342,068    

ING Life Insurance Korea Ltd.*

    9,920,243  
  19,533    

Netmarble Games Corp.*(1)

    2,721,986  
  29,934    

Samsung Electronics Co., Ltd.

    58,683,430  
   

 

 

 
      83,963,357  
   

 

 

 
      Spain - 3.6%  
  8,443,167    

Banco Santander S.A.

    55,023,458  
  2,084,459    

CaixaBank S.A.

    9,464,363  
  4,821,695    

Iberdrola S.A.

    34,662,036  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  60  

 


The Hartford International Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 93.0% - (continued)  
      Spain - 3.6% - (continued)  
  65,193    

Industria de Diseno Textil S.A.

  $ 2,498,273  
   

 

 

 
      101,648,130  
   

 

 

 
      Switzerland - 8.5%  
  1,259,295    

ABB Ltd.

    30,858,080  
  593,810    

Credit Suisse Group AG*

    9,056,175  
  964,066    

Julius Baer Group Ltd.*

    50,272,827  
  632,885    

LafargeHolcim Ltd.

    35,889,904  
  990,316    

Novartis AG

    76,239,542  
  143,075    

Zurich Insurance Group AG

    39,594,325  
   

 

 

 
      241,910,853  
   

 

 

 
      Taiwan - 2.5%  
  11,035,595    

Taiwan Semiconductor Manufacturing Co., Ltd.

    71,090,141  
   

 

 

 
      Turkey - 0.3%  
  3,177,021    

Turkiye Garanti Bankasi AS

    8,576,218  
   

 

 

 
      United Kingdom - 11.5%  
  350,193    

AstraZeneca plc

    20,972,833  
  4,036,920    

Aviva plc

    27,452,689  
  3,148,031    

Barclays plc

    8,620,583  
  897,654    

British American Tobacco plc

    60,648,449  
  9,109,644    

BT Group plc

    35,937,033  
  13,427,173    

Glencore plc*

    52,770,646  
  599,360    

Hikma Pharmaceuticals plc

    15,038,673  
  2,989,401    

Marks & Spencer Group plc

    14,188,126  
  1,058,604    

Unilever N.V.

    55,455,435  
  1,683,928    

WPP plc

    36,058,786  
   

 

 

 
      327,143,253  
   

 

 

 
 

Total Common Stocks
(cost $2,420,723,424)

  $ 2,653,877,980  
   

 

 

 
EXCHANGE TRADED FUNDS - 0.9%  
      Other Investment Pools & Funds - 0.9%  
  555,555    

iShares MSCI ACWI ex U.S. ETF

  $ 24,755,531  
   

 

 

 
 

Total Exchange Traded Funds
(cost $24,770,649)

  $ 24,755,531  
   

 

 

 
 

Total Long-Term Investments
(cost $2,445,494,073)

  $ 2,678,633,511  
   

 

 

 
SHORT-TERM INVESTMENTS - 4.0%  
      Other Investment Pools & Funds - 4.0%  
  112,580,336    

Fidelity Institutional Government Fund, Institutional Class

  $ 112,580,336  
   

 

 

 
 

Total Short-Term Investments
(cost $112,580,336)

  $ 112,580,336  
   

 

 

 
 

Total Investments
(cost $2,558,074,409)^

    97.9    $     2,791,213,847  
 

Other Assets and Liabilities

    2.1      60,907,218  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 2,852,121,065  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  61  

 


The Hartford International Opportunities Fund

Schedule of Investments – (continued)

April 30, 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

   $ 266,164,808  

Unrealized Depreciation

     (33,025,370
  

 

 

 

Net Unrealized Appreciation

   $     233,139,438  
  

 

 

 

 

* 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, this holding is determined to be liquid. At April 30, 2017, the value of this security was $2,721,986, which represented 0.1% of total net assets.

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell      Delivery
Date
     Counterparty      Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EUR

     Buy        07/14/17        CBK      $ 203,220,389      $ 204,032,655      $         812,266  

EUR

     Sell        07/14/17        GSC            200,383,752            204,032,655        (3,648,903
                 

 

 

 

Total

                  $ (2,836,637
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

CBK

   Citibank NA

GSC

   Goldman Sachs & Co.
Currency Abbreviations:

EUR

   Euro
Other Abbreviations:

ACWI

   All Country World Index

ADR

   American Depositary Receipt

ETF

   Exchange Traded Fund

MSCI

   Morgan Stanley Capital International

REIT

   Real Estate Investment Trust

 

The accompanying notes are an integral part of these financial statements.

 

 

  62  

 


The Hartford International Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

         

Common Stocks

         

Argentina

   $ 18,622,526     $ 18,622,526      $     $  

Belgium

     58,020,107              58,020,107        

Brazil

     7,875,641       7,875,641               

Canada

     219,681,873       219,681,873               

China

     156,814,447       80,201,668        76,612,779        

Denmark

     16,820,925              16,820,925        

France

     388,909,643              388,909,643        

Germany

     200,560,551              200,560,551        

Greece

     4,049,329              4,049,329        

Hong Kong

     19,160,287              19,160,287        

India

     76,907,489       15,253,206        61,654,283        

Israel

     9,631,900       9,631,900               

Italy

     108,885,280              108,885,280        

Japan

     373,540,003              373,540,003        

Luxembourg

     15,986,444              15,986,444        

Mexico

     70,399,492       70,399,492               

Netherlands

     58,690,897       32,035,843        26,655,054        

South Africa

     14,989,194              14,989,194        

South Korea

     83,963,357              83,963,357        

Spain

     101,648,130              101,648,130        

Switzerland

     241,910,853              241,910,853        

Taiwan

     71,090,141              71,090,141        

Turkey

     8,576,218              8,576,218        

United Kingdom

     327,143,253              327,143,253        

Exchange Traded Funds

     24,755,531       24,755,531               

Short-Term Investments

     112,580,336       112,580,336               

Foreign Currency Contracts(2)

     812,266              812,266        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     2,792,026,113     $     591,038,016      $     2,200,988,097     $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (3,648,903   $      $ (3,648,903   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (3,648,903   $      $ (3,648,903   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $48,327,378 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 or 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 accompanying notes are an integral part of these financial statements.

 

 

  63  

 


The Hartford International Small Company Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.2%  
      Australia - 5.0%  
  85,718    

Domino’s Pizza Enterprises Ltd.

  $ 3,919,880  
  442,190    

Estia Health Ltd.

    1,013,418  
  1,446,881    

Japara Healthcare Ltd.

    2,241,354  
  605,610    

Karoon Gas Australia Ltd.*

    669,172  
  786,203    

Mantra Group Ltd.

    1,658,728  
  1,121,886    

oOh!media Ltd.

    3,784,451  
  484,573    

Regis Healthcare Ltd.

    1,626,996  
  94,841    

Seek Ltd.

    1,208,100  
  2,421,295    

Tox Free Solutions Ltd.

    4,006,875  
   

 

 

 
    20,128,974  
   

 

 

 
      Austria - 3.7%  
  58,611    

ams AG

    3,770,647  
  67,105    

Andritz AG

    3,708,029  
  81,609    

Buwog AG*

    2,203,748  
  8,786    

RHI AG

    255,813  
  18,758    

Schoeller-Bleckmann Oilfield Equipment AG

    1,309,562  
  154,376    

Wienerberger AG

    3,614,299  
   

 

 

 
    14,862,098  
   

 

 

 
      Belgium - 2.1%  
  23,177    

Cie d’Entreprises CFE

    3,377,842  
  21,852    

Galapagos N.V.*

    1,914,421  
  97,993    

Ontex Group N.V.

    3,269,545  
   

 

 

 
    8,561,808  
   

 

 

 
      France - 6.1%  
  39,474    

Eurazeo S.A.

    2,675,579  
  32,139    

ID Logistics Group*

    4,871,503  
  48,357    

Imerys S.A.

    4,160,203  
  110,472    

Innate Pharma S.A.*

    1,364,649  
  179,081    

Maisons du Monde S.A.*(1)

    6,215,022  
  27,162    

Orpea

    2,774,340  
  16,090    

Virbac S.A.*

    2,533,504  
   

 

 

 
    24,594,800  
   

 

 

 
      Germany - 3.2%  
  47,900    

Aumann AG*(1)

    3,150,475  
  76,631    

ElringKlinger AG

    1,529,769  
  161,018    

SAF-Holland S.A.

    2,779,786  
  23,553    

Sartorius AG (Preference Shares)

    2,156,323  
  54,465    

STRATEC Biomedical AG

    3,174,968  
   

 

 

 
    12,791,321  
   

 

 

 
      Hong Kong - 0.4%  
  1,979,000    

Value Partners Group Ltd.

    1,828,694  
   

 

 

 
      Ireland - 1.0%  
  2,413,681    

Cairn Homes plc*

    4,114,732  
   

 

 

 
      Italy - 12.5%  
  1,005,522    

Anima Holding S.p.A.(1)

    6,573,302  
  422,877    

Autogrill S.p.A.

    4,809,354  
  193,448    

Brunello Cucinelli S.p.A.

    5,065,777  
  489,127    

Cerved Information Solutions S.p.A.

    5,222,020  
  79,420    

DiaSorin S.p.A.

    5,952,038  
  286,310    

FinecoBank Banca Fineco S.p.A.

    2,039,598  
  834,253    

Infrastrutture Wireless Italiane S.p.A.(1)

    4,616,458  
  272,720    

Moncler S.p.A.

    6,726,637  
  496,693    

OVS S.p.A.(1)

    3,305,800  
  193,651    

Salvatore Ferragamo S.p.A.

    6,201,145  
   

 

 

 
    50,512,129  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.2% - (continued)  
      Japan - 32.7%  
  21,000    

Ain Holdings, Inc.

  $ 1,454,791  
  215,400    

Alps Electric Co., Ltd.

    6,331,190  
  104,400    

Asahi Intecc Co., Ltd.

    4,641,229  
  404,500    

Daikyonishikawa Corp.

    5,142,071  
  116,400    

Dip Corp.

    2,571,880  
  20,420    

Disco Corp.

    3,229,996  
  280,200    

DMG Mori Co., Ltd.

    4,626,757  
  174,500    

EPS Holdings, Inc.

    2,299,664  
  65,100    

Ezaki Glico Co., Ltd.

    3,430,622  
  292,800    

Ferrotec Holdings Corp.

    3,484,537  
  182,800    

H2O Retailing Corp.

    3,102,734  
  156,300    

Hitachi Metals Ltd.

    2,188,872  
  777,500    

Ichigo, Inc.

    2,260,564  
  1,530,000    

IHI Corp.*

    5,181,179  
  353,600    

Itoham Yonekyu Holdings, Inc.

    3,268,035  
  122,900    

Jamco Corp.

    2,867,974  
  703,400    

Kenedix, Inc.

    3,245,262  
  264,500    

Kobe Steel Ltd.*

    2,349,831  
  161,678    

Kyudenko Corp.

    4,633,008  
  261,200    

Minebea Mitsumi, Inc.

    3,778,751  
  28,900    

Mitsubishi Materials Corp.

    860,549  
  155,300    

Miura Co., Ltd.

    2,602,197  
  103,000    

Nippon Shinyaku Co., Ltd.

    5,477,420  
  56,300    

Nippon Shokubai Co., Ltd.

    3,781,932  
  1,325,000    

Nippon Yusen KK*

    2,663,990  
  423,500    

Sanwa Holdings Corp.

    4,268,949  
  130,600    

SCSK Corp.

    5,257,650  
  1,494,000    

Shinsei Bank Ltd.

    2,789,378  
  1,143,000    

Taiheiyo Cement Corp.

    3,798,389  
  477,900    

Takara Leben Co., Ltd.

    2,246,615  
  150,600    

Teijin Ltd.

    2,917,932  
  290,000    

Temp Holdings Co., Ltd.

    5,457,256  
  117,600    

Tenma Corp.

    2,190,110  
  65,900    

Tokyo Ohka Kogyo Co., Ltd.

    2,136,296  
  378,200    

Tokyo Steel Manufacturing Co., Ltd.

    2,818,008  
  35,642    

Tokyo TY Financial Group, Inc.

    1,037,192  
  284,900    

Toyo Tire & Rubber Co., Ltd.

    5,011,285  
  81,400    

W-Scope Corp.

    1,098,107  
  56,900    

Yamato Kogyo Co., Ltd.

    1,423,201  
  117,100    

Zenkoku Hosho Co., Ltd.

    4,236,087  
   

 

 

 
    132,161,490  
   

 

 

 
      Luxembourg - 1.7%  
  1,697,000    

L’Occitane International S.A.

    3,556,166  
  149,682    

Reinet Investments SCA

    3,228,361  
   

 

 

 
    6,784,527  
   

 

 

 
      Netherlands - 2.3%  
  101,362    

IMCD Group N.V.

    5,459,952  
  185,135    

Intertrust N.V.(1)

    3,709,591  
   

 

 

 
    9,169,543  
   

 

 

 
      Norway - 1.0%  
  250,981    

Kongsberg Gruppen ASA

    3,917,011  
   

 

 

 
      South Korea - 2.8%  
  61,203    

Hotel Shilla Co., Ltd.

    2,730,030  
  78,025    

ING Life Insurance Korea Ltd.*

    2,262,787  
  33,745    

Korea Aerospace Industries Ltd.

    1,891,384  
  237,483    

Nexen Tire Corp.

    2,847,945  
  52,984    

Samsung Securities Co., Ltd.

    1,608,734  
   

 

 

 
    11,340,880  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  64  

 


The Hartford International Small Company Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 97.2% - (continued)  
      Spain - 1.1%      
  289,822    

Melia Hotels International S.A.

  $ 4,297,580  
   

 

 

 
      Switzerland - 1.7%      
  11,100    

Galenica Sante Ltd.*(1)

    485,276  
  180,250    

OC Oerlikon Corp. AG*

    2,165,567  
  9,389    

Tecan Group AG

    1,602,302  
  12,130    

u-blox Holding AG*

    2,688,313  
   

 

 

 
      6,941,458  
   

 

 

 
      Taiwan - 1.7%      
  378,000    

Catcher Technology Co., Ltd.

    3,881,815  
  437,000    

Globalwafers Co., Ltd.

    3,120,029  
   

 

 

 
      7,001,844  
   

 

 

 
      United Kingdom - 18.2%  
  1,316,947    

AA plc

    4,458,018  
  435,755    

Abcam plc

    4,837,084  
  1,447,329    

B&M European Value Retail S.A.

    6,316,069  
  206,978    

Concentric AB

    3,414,249  
  199,715    

Consort Medical plc

    2,690,175  
  997,420    

ConvaTec Group plc*(1)

    3,967,295  
  793,291    

Elementis plc

    3,125,423  
  90,444    

Genus plc

    2,009,002  
  1,353,467    

Hays plc

    3,003,468  
  126,841    

Hikma Pharmaceuticals plc

    3,182,595  
  192,431    

Hill & Smith Holdings plc

    3,309,860  
  397,408    

Hunting plc

    2,891,145  
  386,158    

Ibstock plc(1)

    1,145,867  
  88,857    

James Fisher & Sons plc

    1,848,306  
  177,291    

Keller Group plc

    2,127,870  
  201,389    

Kier Group plc

    3,490,708  
  620,558    

Ophir Energy plc*

    690,277  
  811,771    

Polypipe Group plc

    4,187,747  
  926,594    

Restaurant Group plc

    4,196,013  
  1,232,450    

Tyman plc

    5,267,685  
  74,258    

Ultra Electronics Holdings plc

    2,009,962  
  226,305    

UNITE Group plc

    1,896,422  
  1,325,493    

Volution Group plc

    3,364,884  
   

 

 

 
      73,430,124  
   

 

 

 
 

Total Common Stocks
(cost $351,738,780)

  $ 392,439,013  
   

 

 

 
EXCHANGE TRADED FUNDS - 0.3%  
      Other Investment Pools & Funds - 0.3%      
  39,827    

Electra Private Equity plc

  $ 1,372,648  
   

 

 

 
 

Total Exchange Traded Funds
(cost $1,976,800)

  $ 1,372,648  
   

 

 

 
 

Total Long-Term Investments
(cost $353,715,580)

  $ 393,811,661  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 1.3%  
      Other Investment Pools & Funds - 1.3%      
  5,451,624    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 5,451,624  
   

 

 

 
 

Total Short-Term Investments
(cost $5,451,624)

  $ 5,451,624  
   

 

 

 
 

Total Investments
(cost $359,167,204)^

    98.8    $     399,263,285  
 

Other Assets and Liabilities

    1.2      4,673,460  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 403,936,745  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  65  

 


The Hartford International Small Company Fund

Schedule of Investments – (continued)

April 30, 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

   $ 58,050,496  

Unrealized Depreciation

     (17,954,415
  

 

 

 

Net Unrealized Appreciation

   $     40,096,081  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $33,169,086, which represented 8.2% of total net assets.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  66  

 


The Hartford International Small Company Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

           

Australia

   $ 20,128,974      $ 4,006,875      $ 16,122,099      $  

Austria

     14,862,098        2,203,748        12,658,350         

Belgium

     8,561,808               8,561,808         

France

     24,594,800        13,620,029        10,974,771         

Germany

     12,791,321        3,150,475        9,640,846         

Hong Kong

     1,828,694               1,828,694         

Ireland

     4,114,732        4,114,732                

Italy

     50,512,129        18,940,073        31,572,056         

Japan

     132,161,490               132,161,490         

Luxembourg

     6,784,527        6,784,527                

Netherlands

     9,169,543        5,459,952        3,709,591         

Norway

     3,917,011        3,917,011                

South Korea

     11,340,880               11,340,880         

Spain

     4,297,580               4,297,580         

Switzerland

     6,941,458        485,276        6,456,182         

Taiwan

     7,001,844               7,001,844         

United Kingdom

     73,430,124        28,541,376        44,888,748         

Exchange Traded Funds

     1,372,648        1,372,648                

Short-Term Investments

     5,451,624        5,451,624                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     399,263,285      $     98,048,346      $     301,214,939      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $5,251,279 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $36,234,721 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in or 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 accompanying notes are an integral part of these financial statements.

 

 

  67  

 


The Hartford International Value Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 92.9%  
      Australia - 0.5%  
  4,206,539    

Resolute Mining Ltd.

  $ 3,905,718  
  3,960,719    

Western Areas Ltd.*

    6,573,426  
   

 

 

 
      10,479,144  
   

 

 

 
      Austria - 0.5%  
  485,984    

Zumtobel Group AG

    10,119,918  
   

 

 

 
      Belgium - 1.5%  
  411,850    

Ageas

    16,863,540  
  1,612,537    

AGFA-Gevaert N.V.*

    8,181,945  
  330,175    

Orange Belgium S.A.*

    6,887,253  
   

 

 

 
      31,932,738  
   

 

 

 
      Brazil - 1.1%  
  825,000    

Cia Paranaense de Energia (Preference Shares)

    7,581,875  
  1,007,944    

Petroleo Brasileiro S.A. ADR*

    9,081,576  
  444,700    

Telefonica Brasil S.A. (Preference Shares)

    6,625,561  
   

 

 

 
      23,289,012  
   

 

 

 
      Canada - 2.2%  
  500,399    

Barrick Gold Corp.

    8,365,338  
  1,339,968    

Centerra Gold, Inc.

    6,920,460  
  2,863,558    

Eldorado Gold Corp.

    10,480,622  
  1,948,725    

Ivanhoe Mines Ltd. Class A*

    6,838,133  
  1,698,967    

Kinross Gold Corp.*

    5,929,395  
  457,295    

Northern Dynasty Minerals Ltd.*

    726,955  
  542,170    

Painted Pony Petroleum Ltd.*

    1,985,898  
  1,352,801    

Uranium Participation Corp.*

    3,884,825  
   

 

 

 
      45,131,626  
   

 

 

 
      China - 0.1%  
  23,041,390    

Daphne International Holdings Ltd.*

    2,274,596  
   

 

 

 
      Denmark - 0.4%  
  443,250    

D/S Norden A/S*

    8,859,106  
   

 

 

 
      France - 10.6%  
  1,610,821    

Air France-KLM*

    13,532,692  
  470,211    

Alstom S.A.*

    14,924,663  
  385,312    

BNP Paribas S.A.

    27,194,235  
  445,474    

Cie de Saint-Gobain

    24,036,363  
  1,079,723    

Coface S.A.*

    8,445,138  
  939,961    

Engie S.A.

    13,253,488  
  214,892    

Metropole Television S.A.

    4,891,875  
  82,107    

Renault S.A.

    7,656,570  
  764,427    

Rexel S.A.

    13,651,392  
  428,222    

Societe Generale S.A.

    23,480,551  
  69,457    

Sopra Steria Group

    10,413,644  
  1,074,427    

Television Francaise

    13,147,760  
  719,255    

Total S.A.

    36,921,658  
  120,688    

Vicat S.A.

    8,584,778  
   

 

 

 
      220,134,807  
   

 

 

 
      Germany - 3.8%  
  830,142    

Deutsche Lufthansa AG

    14,321,800  
  1,281,417    

E.ON SE

    9,989,139  
  243,963    

Hamburger Hafen und Logistik AG

    4,623,678  
  990,723    

Kontron AG*

    3,493,352  
  422,736    

METRO AG

    13,911,956  
  164,025    

Rheinmetall AG

    15,055,797  
  471,191    

RWE AG*

    7,804,446  
  264,416    

Salzgitter AG

    9,050,840  
   

 

 

 
      78,251,008  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 92.9% - (continued)  
      Greece - 0.9%  
  2,992,780    

Alpha Bank A.E.*

  $ 6,375,558  
  1,251,065    

Hellenic Telecommunications Organization S.A.

    12,150,330  
   

 

 

 
      18,525,888  
   

 

 

 
      Hong Kong - 1.1%  
  9,921,788    

AMVIG Holdings Ltd.

    3,316,468  
  685,440    

Dah Sing Financial Holdings Ltd.

    5,196,232  
  184,995,335    

G-Resources Group Ltd.

    3,258,273  
  35,872,000    

NetMind Financial Holdings Ltd.*

    207,299  
  14,384,175    

New World Department Store China Ltd.*

    2,159,488  
  44,778,695    

Pacific Basin Shipping Ltd.*

    8,894,158  
   

 

 

 
      23,031,918  
   

 

 

 
      Hungary - 0.4%  
  5,311,861    

Magyar Telekom Telecommunications plc

    8,882,904  
   

 

 

 
      India - 1.0%  
  2,611,327    

Allahabad Bank*

    3,343,258  
  1,237,398    

Canara Bank*

    6,871,879  
  2,627,755    

Corp. Bank*

    2,398,222  
  3,606,192    

NTPC Ltd.

    9,219,509  
   

 

 

 
      21,832,868  
   

 

 

 
      Italy - 4.5%  
  1,123,835    

Assicurazioni Generali S.p.A.

    17,801,560  
  1,993,956    

Banca Popolare dell’Emilia Romagna SC

    10,908,260  
  1,781,535    

Eni S.p.A.

    27,633,407  
  3,087,526    

Geox S.p.A.

    8,347,565  
  23,071,655    

Saipem S.p.A.*

    9,930,939  
  1,173,017    

UniCredit S.p.A.*

    19,099,633  
   

 

 

 
      93,721,364  
   

 

 

 
      Japan - 33.0%  
  702,960    

Aisan Industry Co., Ltd.

    6,319,017  
  70,670    

Alpha Systems, Inc.

    1,218,197  
  704,715    

Alpine Electronics, Inc.

    10,254,556  
  317,110    

Avex Group Holdings, Inc.

    4,663,802  
  318,800    

Benesse Holdings, Inc.

    9,620,512  
  521,780    

Canon, Inc.

    17,316,821  
  203,865    

Cawachi Ltd.

    5,360,550  
  1,316,000    

Chiyoda Corp.

    8,749,487  
  370,105    

Chubu Steel Plate Co., Ltd.

    2,019,082  
  1,345,600    

Citizen Watch Co., Ltd.

    8,927,347  
  279,940    

CMIC Holdings Co., Ltd.

    3,615,948  
  857,715    

Dai-ichi Life Holdings, Inc.

    14,615,465  
  252,045    

DeNA Co., Ltd.

    5,403,155  
  196,708    

Eisai Co., Ltd.

    10,342,827  
  69,100    

en-japan, Inc.

    1,535,946  
  371,790    

Exedy Corp.

    10,150,842  
  3,319,025    

Fujitsu Ltd.

    20,718,408  
  804,995    

Funai Electric Co., Ltd.

    6,011,407  
  188,950    

Gendai Agency, Inc.

    976,912  
  1,454,880    

Gree, Inc.

    11,666,214  
  395,325    

Hisaka Works Ltd.

    3,382,795  
  813,235    

Honda Motor Co., Ltd.

    23,669,739  
  295,170    

Honeys Holdings Co., Ltd.

    2,973,265  
  844,505    

Hosiden Corp.

    9,303,402  
  943,800    

Ichiyoshi Securities Co., Ltd.

    7,522,167  
  753,710    

Inpex Corp.

    7,222,370  
  456,330    

Japan Petroleum Exploration Co., Ltd.

    9,977,233  
  558,860    

Japan Steel Works Ltd.

    8,972,065  
  893,415    

JSR Corp.

    16,327,679  
  651,080    

Keihin Corp.

    10,244,702  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  68  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 92.9% - (continued)  
      Japan - 33.0% - (continued)  
  317,415    

Kuroda Electric Co., Ltd.

  $ 6,621,863  
  500,435    

Kyoei Steel Ltd.

    8,091,446  
  164,160    

Melco Holdings, Inc.

    4,647,036  
  279,940    

Miraial Co., Ltd.

    2,312,691  
  2,616,650    

Mitsubishi Motors Corp.

    16,758,441  
  4,458,575    

Mitsubishi UFJ Financial Group, Inc.

    28,252,175  
  9,411,040    

Mizuho Financial Group, Inc.

    17,202,712  
  436,935    

Nakayama Steel Works Ltd.

    2,762,076  
  573,950    

NET One Systems Co., Ltd.

    5,236,902  
  507,920    

Neturen Co., Ltd.

    4,195,194  
  973,190    

Nichicon Corp.

    9,256,540  
  699,620    

Nikon Corp.

    9,987,363  
  41,810    

Nintendo Co., Ltd.

    10,580,664  
  1,637,500    

Nippon Chemi-Con Corp.

    5,556,133  
  56,460    

Nishimatsuya Chain Co., Ltd.

    599,042  
  599,395    

Nissin Kogyo Co., Ltd.

    10,307,076  
  585,255    

NOK Corp.

    13,949,765  
  490,380    

Oita Bank Ltd.

    1,897,810  
  1,816,375    

Pacific Metals Co., Ltd.*

    5,899,854  
  207,290    

PAL GROUP Holdings Co., Ltd.

    5,512,166  
  5,467,575    

Pioneer Corp.*

    9,868,908  
  130,640    

Proto Corp.

    1,711,535  
  484,165    

Relia, Inc.

    4,786,095  
  158,455    

Rohm Co., Ltd.

    11,127,964  
  349,150    

Sankyo Co., Ltd.

    12,176,733  
  3,183,870    

Sanyo Shokai Ltd.

    4,691,387  
  92,950    

Shinkawa Ltd.*

    653,456  
  1,443,905    

Shinko Electric Industries Co., Ltd.

    10,329,010  
  992,345    

Showa Corp.*

    8,467,856  
  710,560    

Sumitomo Mitsui Financial Group, Inc.

    26,383,528  
  424,785    

Sumitomo Mitsui Trust Holdings, Inc.

    14,551,317  
  656,975    

Sumitomo Riko Co., Ltd.

    6,696,090  
  279,720    

Suzuken Co., Ltd.

    9,256,174  
  1,322,320    

T&D Holdings, Inc.

    19,662,296  
  529,010    

Taiyo Yuden Co., Ltd.

    6,457,275  
  507,970    

Takeda Pharmaceutical Co., Ltd.

    24,369,139  
  717,175    

Tochigi Bank Ltd.

    3,425,233  
  700,795    

Tokai Rika Co., Ltd.

    13,046,351  
  241,140    

Tokyo Seimitsu Co., Ltd.

    7,479,362  
  1,130,070    

Tokyo Steel Manufacturing Co., Ltd.

    8,420,270  
  316,600    

Toppan Forms Co., Ltd.

    3,194,742  
  2,181,515    

Toshiba Machine Co., Ltd.

    9,064,197  
  2,875,260    

Toyo Engineering Corp.*

    7,179,933  
  514,850    

Toyoda Gosei Co., Ltd.

    13,682,747  
  550,430    

Ushio, Inc.

    6,916,242  
  502,045    

Xebio Holdings Co., Ltd.

    8,349,705  
  284,960    

Yamato Kogyo Co., Ltd.

    7,127,510  
   

 

 

 
      687,783,916  
   

 

 

 
      Kazakhstan - 0.1%  
  222,967    

KazMunaiGas Exploration Production JSC GDR*

    2,162,780  
   

 

 

 
      Netherlands - 3.8%  
  1,294,571    

ING Groep N.V.

    21,100,893  
  287,630    

Koninklijke Philips N.V.

    9,932,575  
  3,436,931    

PostNL N.V.

    17,029,675  
  1,196,386    

Royal Dutch Shell plc Class B

    31,832,193  
   

 

 

 
      79,895,336  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 92.9% - (continued)  
      Norway - 0.8%  
  401,951    

Statoil ASA

  $ 6,619,685  
  1,394,620    

Storebrand ASA

    9,189,375  
   

 

 

 
      15,809,060  
   

 

 

 
      Portugal - 0.2%  
  546,505    

CTT-Correios de Portugal S.A.

    3,119,301  
   

 

 

 
      Russia - 2.4%  
  3,607,834    

Gazprom PJSC ADR

    17,128,369  
  297,955    

Lukoil PJSC ADR

    14,789,485  
  596,915    

Sberbank of Russia PJSC ADR

    7,116,311  
  2,393,370    

Surgutneftegas OJSC ADR

    11,710,006  
   

 

 

 
      50,744,171  
   

 

 

 
      South Africa - 1.6%  
  303,260    

Anglo American Platinum Ltd.*

    7,488,555  
  3,018,888    

Gold Fields Ltd.

    9,894,437  
  1,830,008    

Impala Platinum Holdings Ltd.*

    5,872,139  
  4,700,534    

Nampak Ltd.*

    6,295,550  
  2,573,751    

Raubex Group Ltd.

    4,643,392  
   

 

 

 
      34,194,073  
   

 

 

 
      South Korea - 2.4%  
  339,863    

KB Financial Group, Inc.

    14,939,498  
  518,288    

KT Corp.

    14,664,312  
  132,180    

NHN Entertainment Corp.*

    7,219,102  
  194,829    

Shinhan Financial Group Co., Ltd.

    8,134,383  
  612,721    

Tongyang Life Insurance Co., Ltd.

    5,403,811  
   

 

 

 
      50,361,106  
   

 

 

 
      Spain - 2.1%  
  465,427    

Almirall S.A.

    8,403,170  
  7,870,542    

Banco Popular Espanol S.A.*

    5,507,247  
  3,947,534    

CaixaBank S.A.

    17,923,545  
  1,157,913    

Telefonica S.A.

    12,806,456  
   

 

 

 
      44,640,418  
   

 

 

 
      Sweden - 1.2%  
  2,122,122    

Qliro Group AB*

    3,017,179  
  3,118,506    

SAS AB*

    5,140,080  
  2,593,528    

Telefonaktiebolaget LM Ericsson Class B

    16,849,704  
   

 

 

 
      25,006,963  
   

 

 

 
      Switzerland - 4.6%  
  157,243    

Adecco Group AG

    11,683,439  
  767,032    

GAM Holding AG*

    9,828,841  
  211,354    

Julius Baer Group Ltd.*

    11,021,406  
  364,967    

LafargeHolcim Ltd.

    20,696,700  
  1,662,926    

UBS Group AG*

    28,387,538  
  50,579    

Zurich Insurance Group AG

    13,997,144  
   

 

 

 
      95,615,068  
   

 

 

 
      Taiwan - 1.8%  
  20,836,355    

Acer, Inc.*

    9,834,541  
  19,262,720    

Compal Electronics, Inc.

    12,894,979  
  2,007,860    

MediaTek, Inc.

    14,432,729  
   

 

 

 
      37,162,249  
   

 

 

 
      United Kingdom - 10.3%  
  799,814    

Anglo American plc*

    11,451,296  
  453,128    

AstraZeneca plc

    27,137,543  
  7,021,094    

BP plc

    40,193,013  
  3,965,865    

Centrica plc

    10,162,323  
  1,970,002    

Halfords Group plc

    9,537,675  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  69  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 92.9% - (continued)  
      United Kingdom - 10.3% - (continued)  
  5,259,114    

Hays plc

  $ 11,670,458  
  5,113,515    

HSBC Holdings plc

    42,167,666  
  5,097,882    

J Sainsbury plc

    18,176,271  
  659,484    

Lonmin plc*

    939,629  
  2,916,082    

Marks & Spencer Group plc

    13,840,144  
  6,159,940    

SIG plc

    9,550,084  
  1,829,599    

Standard Chartered plc*

    17,098,325  
  509,207    

SThree plc

    2,143,455  
   

 

 

 
      214,067,882  
   

 

 

 
 

Total Common Stocks
(cost $1,814,347,568)

  $ 1,937,029,220  
   

 

 

 
 

Total Long-Term Investments
(cost $1,814,347,568)

  $ 1,937,029,220  
   

 

 

 
SHORT-TERM INVESTMENTS - 6.0%  
      Other Investment Pools & Funds - 6.0%  
  125,617,089    

Fidelity Institutional Government Fund, Institutional Class

  $ 125,617,089  
   

 

 

 
 

Total Short-Term Investments
(cost $125,617,089)

  $ 125,617,089  
   

 

 

 
 

Total Investments
(cost $1,939,964,657)^

    98.9    $     2,062,646,309  
 

Other Assets and Liabilities

    1.1      23,852,626  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 2,086,498,935  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  70  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 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

   $     195,398,611  

Unrealized Depreciation

     (72,716,959
  

 

 

 

Net Unrealized Appreciation

   $ 122,681,652  
  

 

 

 

 

* Non-income producing.

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

EAFE (mini MSCI) Index Future

     668        06/16/2017      $     59,471,579      $     60,914,920      $ 1,443,341  
              

 

 

 

Total futures contracts

 

   $     1,443,341  
              

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

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

 

The accompanying notes are an integral part of these financial statements.

 

 

  71  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

           

Australia

   $ 10,479,144      $      $ 10,479,144      $  

Austria

     10,119,918               10,119,918         

Belgium

     31,932,738        8,181,945        23,750,793         

Brazil

     23,289,012        23,289,012                

Canada

     45,131,626        45,131,626                

China

     2,274,596               2,274,596         

Denmark

     8,859,106               8,859,106         

France

     220,134,807               220,134,807         

Germany

     78,251,008        3,493,352        74,757,656         

Greece

     18,525,888               18,525,888         

Hong Kong

     23,031,918        3,316,468        19,715,450         

Hungary

     8,882,904               8,882,904         

India

     21,832,868               21,832,868         

Italy

     93,721,364        8,347,565        85,373,799         

Japan

     687,783,916               687,783,916         

Kazakhstan

     2,162,780        2,162,780                

Netherlands

     79,895,336               79,895,336         

Norway

     15,809,060               15,809,060         

Portugal

     3,119,301               3,119,301         

Russia

     50,744,171               50,744,171         

South Africa

     34,194,073        4,643,392        29,550,681         

South Korea

     50,361,106               50,361,106         

Spain

     44,640,418               44,640,418         

Sweden

     25,006,963               25,006,963         

Switzerland

     95,615,068               95,615,068         

Taiwan

     37,162,249               37,162,249         

United Kingdom

     214,067,882        21,231,214        192,836,668         

Short-Term Investments

     125,617,089        125,617,089                

Futures Contracts(2)

     1,443,341        1,443,341                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,064,089,650      $     246,857,784      $     1,817,231,866      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $9,200,806 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $10,250,525 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and there were no transfers in or 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 accompanying notes are an integral part of these financial statements.

 

 

  72  

 


[This page is intentionally left blank]

 

 

  73  

 


International/Global Equity Funds

Statements of Assets and Liabilities

April 30, 2017 (Unaudited)

 

 

 

     Hartford
Emerging Markets
Equity Fund
    Hartford
Environmental
Opportunities Fund
     Hartford
Global Capital
Appreciation Fund
 

Assets:

       

Investments in securities, at market value

   $     68,775,932     $     35,771,749      $     1,043,513,585  

Cash

                   

Foreign currency

     14,103       572        887,102  

Unrealized appreciation on foreign currency contracts

                  52,362  

Receivables:

       

Investment securities sold

     71,756              13,946,021  

Fund shares sold

     644,608       205,383        1,040,620  

Dividends and interest

     92,210       60,719        2,645,564  

Variation margin on financial derivative instruments

     181,281               

Other assets

     88,856       197,814        118,345  
  

 

 

   

 

 

    

 

 

 

Total assets

     69,868,746       36,236,237        1,062,203,599  
  

 

 

   

 

 

    

 

 

 

Liabilities:

       

Unrealized depreciation on foreign currency contracts

                  596,389  

Payables:

       

Investment securities purchased

     3,041,949       83,713        15,846,303  

Fund shares redeemed

     64,159       6,004        1,743,000  

Investment management fees

     56,848       23,059        675,793  

Transfer agent fees

     2,637              138,708  

Accounting services fees

     930       519        18,656  

Board of Directors’ fees

     515       246        3,994  

Foreign taxes

     295,663               

Distribution fees

     4,772       286        314,519  

Accrued expenses

     41,181       22,142        153,326  
  

 

 

   

 

 

    

 

 

 

Total liabilities

     3,508,654       135,969        19,490,688  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 66,360,092     $ 36,100,268      $ 1,042,712,911  
  

 

 

   

 

 

    

 

 

 

Summary of Net Assets:

       

Capital stock and paid-in-capital

   $ 79,520,332     $ 30,150,859      $ 1,019,854,594  

Undistributed (distributions in excess of) net investment income

     79,657       126,034        1,696,564  

Accumulated net realized gain (loss)

     (21,841,367     473,145        (58,217,575

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     8,601,470       5,350,230        79,379,328  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 66,360,092     $ 36,100,268      $ 1,042,712,911  
  

 

 

   

 

 

    

 

 

 

Shares authorized

         710,000,000           225,000,000        1,110,000,000  
  

 

 

   

 

 

    

 

 

 

Par value

   $ 0.0010     $ 0.0010      $ 0.0010  
  

 

 

   

 

 

    

 

 

 

Class A:     Net asset value per share

   $ 8.43     $ 12.24      $ 17.32  
  

 

 

   

 

 

    

 

 

 

                 Maximum offering price per share

   $ 8.92     $ 12.95      $ 18.33  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     1,419,668       206,856        37,361,000  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $ 11,962,908     $ 2,531,550      $ 646,930,993  
  

 

 

   

 

 

    

 

 

 

Class B:     Net asset value per share

   $     $      $ 15.78  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

                  128,673  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $     $      $ 2,029,839  
  

 

 

   

 

 

    

 

 

 

Class C:     Net asset value per share

   $ 8.27     $ 12.22      $ 15.86  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     315,256       113,627        13,044,341  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $ 2,608,073     $ 1,388,466      $ 206,850,716  
  

 

 

   

 

 

    

 

 

 

Class I:      Net asset value per share

   $ 8.40     $ 12.26      $ 17.84  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     1,399,043       2,078,282        7,437,477  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $ 11,746,810     $ 25,470,641      $ 132,655,551  
  

 

 

   

 

 

    

 

 

 

Class R3:   Net asset value per share

   $ 8.43     $ 12.23      $ 17.05  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     18,599       102,662        1,478,326  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $ 156,779     $ 1,255,119      $ 25,206,096  
  

 

 

   

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  74  

 


International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

Hartford Global
Equity Income
Fund
    Hartford
International
Equity Fund
    The Hartford
International
Growth Fund
    The Hartford
International
Opportunities Fund
    The Hartford
International Small
Company Fund
    The Hartford
International
Value Fund
 
         
$     153,959,975     $     37,893,280     $     200,051,108     $     2,791,213,847     $     399,263,285     $     2,062,646,309  
                    1,009              
  76,643       143,522       25,508       242,812       130,766       338  
        1,260       12,035       812,266              
         
  246,711       107,650       776,974       20,505,689       12,110,342       3,982,166  
  346,595       122,975       848,354       103,561,038       222,683       41,790,037  
  594,035       125,386       897,800       9,872,424       2,690,130       8,320,118  
                                2,501,210  
  106,021       67,136       122,674       122,864       92,177       98,729  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  155,329,980       38,461,209       202,734,453       2,926,331,949       414,509,383       2,119,338,907  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
        5,434       51,911       3,648,903              
         
  83,282       387,503       421,343       33,823,385       9,108,423       29,139,181  
  272,164       34,848       430,792       34,759,573       1,076,323       2,006,297  
  94,225       21,223       135,873       1,468,371       290,086       1,289,225  
  21,753       2,746       28,271       106,433       22,726       83,229  
  2,261       546       2,877       39,934       5,802       29,462  
  671       261       898       4,450       1,982       2,198  
        2,630       39,689                   79,414  
  32,078       4,851       35,030       199,666       26,092       99,264  
  31,025       40,293       46,601       160,169       41,204       111,702  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  537,459       500,335       1,193,285       74,210,884       10,572,638       32,839,972  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 154,792,521     $ 37,960,874     $ 201,541,168     $ 2,852,121,065     $ 403,936,745     $ 2,086,498,935  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
$ 164,370,836     $ 35,847,169     $ 294,633,500     $ 2,626,328,925     $ 365,903,901     $ 1,963,041,383  
  704,211       89,389       706,142       13,946,257       289,053       (3,756,845
  (23,311,453     (1,200,359     (119,287,004     (18,457,272     (2,368,636     3,211,560  

 

13,028,927

 

    3,224,675       25,488,530       230,303,155       40,112,427       124,002,837  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 154,792,521     $ 37,960,874     $ 201,541,168     $ 2,852,121,065     $ 403,936,745     $ 2,086,498,935  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
      1,010,000,000           635,000,000       610,000,000       800,000,000       610,000,000       660,000,000  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 11.79     $ 10.14     $ 13.22     $ 15.75     $ 15.54     $ 15.99  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 12.48     $ 10.73     $ 13.99     $ 16.67     $ 16.44     $ 16.92  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  9,371,430       1,097,232       8,163,136       30,767,303       3,913,470       21,677,963  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 110,519,893     $ 11,129,967     $ 107,937,434     $ 484,587,574     $ 60,805,612     $ 346,586,387  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 11.58     $ 10.15     $ 12.28     $ 14.31     $ 14.47     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,132       8,938       21,015       38,698       5,460        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 82,585     $ 90,721     $ 258,145     $ 553,960     $ 79,001     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 11.51     $ 10.06     $ 12.21     $ 13.86     $ 14.08     $ 15.80  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,038,838       313,858       1,120,866       3,929,376       804,710       2,109,138  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 11,954,216     $ 3,156,796     $ 13,688,969     $ 54,455,589     $ 11,328,199     $ 33,334,170  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 11.81     $ 10.22     $ 13.11     $ 15.66     $ 15.42     $ 16.14  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,204,640       1,045,199       4,062,502       28,283,321       3,680,166       72,610,143  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 26,044,500     $ 10,678,553     $ 53,265,413     $ 442,775,735     $ 56,743,654     $ 1,171,998,768  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 11.78     $ 10.11     $ 13.37     $ 15.99     $ 15.65     $ 16.12  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  23,616       9,762       61,007       4,092,000       558,615       31,412  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 278,171     $ 98,720     $ 815,859     $ 65,435,353     $ 8,742,196     $ 506,327  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  75  

 


International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

     Hartford
Emerging Markets
Equity Fund
     Hartford
Environmental
Opportunities Fund
     Hartford
Global Capital
Appreciation Fund
 

Class R4:   Net asset value per share

   $ 8.47      $ 12.23      $ 17.57  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     3,361        102,907        1,115,069  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 28,464      $ 1,258,760      $ 19,588,268  
  

 

 

    

 

 

    

 

 

 

Class R5:   Net asset value per share

   $ 8.36      $ 12.24      $ 17.94  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     6,611        103,155        29,862  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 55,243      $ 1,262,409      $ 535,850  
  

 

 

    

 

 

    

 

 

 

Class R6:   Net asset value per share

   $      $ 12.24      $  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

            103,232         
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $      $ 1,263,881      $  
  

 

 

    

 

 

    

 

 

 

Class Y:     Net asset value per share

   $ 8.39      $ 12.24      $ 18.11  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     3,462,910        135,527        491,813  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 29,057,226      $ 1,659,071      $ 8,905,216  
  

 

 

    

 

 

    

 

 

 

Class F:     Net asset value per share

   $ 8.40      $ 12.24      $ 17.84  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     1,279,058        847        582  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 10,744,589      $ 10,371      $ 10,382  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     59,899,912      $     30,421,355      $     963,560,499  

Cost of foreign currency

   $ 14,010      $ 563      $ 886,781  

 

The accompanying notes are an integral part of these financial statements.

 

 

  76  

 


International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

Hartford
Global Equity
Income Fund
    Hartford
International
Equity Fund
    The Hartford
International
Growth Fund
    The Hartford
International
Opportunities Fund
    The Hartford
International Small
Company Fund
    The Hartford
International
Value Fund
 
$ 11.83     $ 10.15     $ 13.56     $ 16.26     $ 15.70     $ 16.08  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  14,618       34,097       843,673       9,944,491       543,388       113,989  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 172,970     $ 346,183     $ 11,440,684     $ 161,704,212     $ 8,533,599     $ 1,833,508  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 11.82     $ 8.95     $ 13.67     $ 16.40     $ 15.79     $ 16.20  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  20,437       37,004       374,140       9,945,524       120,464       54,191  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 241,555     $ 331,160     $ 5,113,028     $ 163,109,200     $ 1,901,786     $ 877,458  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $     $     $ 16.48     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
                    7,639,645              

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $     $     $ 125,901,553     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 11.68     $ 10.20     $ 13.71     $ 16.49     $ 15.80     $ 16.46  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  469,724       1,187,874       657,458       64,677,697       9,818,224       31,073,635  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 5,488,280     $ 12,118,182     $ 9,010,869     $ 1,066,233,741     $ 155,115,829     $ 511,380,849  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 11.81     $ 10.22     $ 13.11     $ 15.66     $ 15.42     $ 16.14  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  877       1,036       821       18,346,005       6,528,473       1,237,665  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10,351     $ 10,592     $ 10,767     $ 287,364,148     $ 100,686,869     $ 19,981,468  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     140,929,968     $     34,661,828     $     174,477,696     $     2,558,074,409     $     359,167,204     $     1,939,964,657  
$ 76,745     $ 141,987     $ 25,538     $ 242,995     $ 130,559     $ 336  

 

The accompanying notes are an integral part of these financial statements.

 

 

  77  

 


International/Global Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

    Hartford
Emerging Markets
Equity Fund
    Hartford
Environmental
Opportunities Fund
    Hartford
Global Capital
Appreciation Fund
 

Investment Income:

     

Dividends

  $ 980,204     $ 317,632     $ 9,823,665  

Interest

    4,749       4,597       44,068  

Other income

    2,021             3,589  

Less: Foreign tax withheld

    (104,632     (19,702     (533,592
 

 

 

   

 

 

   

 

 

 

Total investment income, net

    882,342       302,527       9,337,730  
 

 

 

   

 

 

   

 

 

 

Expenses:

     

Investment management fees

    404,474       127,870       4,060,721  

Administrative services fees

     

Class R3

    148       1,173       26,557  

Class R4

    27       882       13,760  

Class R5

    11       589       253  

Transfer agent fees

     

Class A

    14,376       505       569,701  

Class B

                12,086  

Class C

    3,181       60       133,379  

Class I

    3,269       1,558       62,965  

Class R3

    91             2,120  

Class R4

    26             580  

Class R5

                88  

Class R6

                 

Class Y

    444       4       54  

Class F

                 

Distribution fees

     

Class A

    12,923       2,351       793,262  

Class B

                18,538  

Class C

    13,085       6,168       1,040,982  

Class R3

    369       2,931       66,392  

Class R4

    45       1,469       22,934  

Custodian fees

    22,182       3,266       40,562  

Registration and filing fees

    42,856       71,565       63,217  

Accounting services fees

    6,619       2,877       112,038  

Board of Directors’ fees

    1,269       494       15,530  

Audit fees

    26,504       16,472       24,063  

Other expenses

    7,790       6,008       99,346  
 

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

    559,689       246,242       7,179,128  

Expense waivers

    (38,033     (87,713     (196,240

Transfer agent fee waivers

    (164           (6,524

Distribution fee reimbursements

    (147     (4,120     (8,242

Commission recapture

                (22,120
 

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

    (38,344     (91,833     (233,126
 

 

 

   

 

 

   

 

 

 

Total expenses, net

    521,345       154,409       6,946,002  
 

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

    360,997       148,118       2,391,728  
 

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

     

Net realized gain (loss) on investments

    6,368,507       444,894           34,996,070  

Less: Foreign taxes paid on realized capital gains

    (144,184            

Net realized gain (loss) on futures contracts

    75,377              

Net realized gain (loss) on foreign currency contracts

    54             1,201,904  

Net realized gain (loss) on other foreign currency transactions

    (25,826     (6,678     (373,253
 

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

    6,273,928       438,216       35,824,721  
 

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

     

Net unrealized appreciation (depreciation) of investments

    1,707,099       2,384,711       76,650,900  

Net unrealized appreciation (depreciation) of futures contracts

    28,641              

Net unrealized appreciation (depreciation) of foreign currency contracts

                (1,075,728

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

    (411     981       64,171  
 

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

    1,735,329       2,385,692       75,639,343  
 

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

    8,009,257       2,823,908       111,464,064  
 

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

  $     8,370,254     $     2,972,026     $ 113,855,792  
 

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  78  

 


International/Global Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

Hartford
Global Equity
Income Fund
    Hartford
International
Equity Fund
    The Hartford
International
Growth Fund
    The Hartford
International
Opportunities Fund
    The Hartford
International Small
Company Fund
    The Hartford
International
Value Fund
 
         
$ 2,743,305     $ 381,521     $ 2,080,787     $ 28,155,323     $ 3,802,967     $ 19,487,836  
  7,884       2,184       8,946       200,973       7,394       191,479  
  418       2,668       1,282       1,562       1,528       3,106  
  (154,672     (36,836     (204,280     (3,144,318     (212,018     (1,704,512

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,596,935       349,537       1,886,735       25,213,540       3,599,871       17,977,909  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  542,178       113,011       798,028       8,065,824       1,765,234       6,869,837  
         
  251       96       886       60,769       8,439       541  
  123       192       7,678       109,026       5,759       1,301  
  108       57       2,802       64,227       933       389  
         
  104,226       11,223       138,398       447,553       66,112       415,164  
  956       168       2,451       4,721       1,127        
  12,451       2,557       16,697       47,994       12,131       18,054  
  16,100       4,606       66,647       284,216       23,154       346,000  
  84       127       469       2,463       174       95  
  80       100       237       4,136       180       118  
  18             183       2,025       122       75  
                    682              
  37       76       118       7,908       1,835       2,724  
                                 
         
  134,227       13,102       128,280       581,344       72,195       470,340  
  1,230       550       2,898       4,968       950        
  59,054       13,485       67,356       261,338       53,764       168,531  
  628       239       2,215       151,922       21,097       1,354  
  206       320       12,797       181,710       9,598       2,168  
  4,258       25,961       11,918       62,951       13,346       43,972  
  53,480       48,596       53,177       107,856       54,286       82,119  
  13,012       2,906       16,899       218,515       35,305       155,950  
  2,149       489       2,922       32,192       6,533       21,772  
  16,577       25,546       20,005       22,316       18,701       16,315  
  19,026       7,632       26,793       147,299       31,428       103,744  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  980,459       271,039       1,379,854       10,873,955       2,202,403       8,720,563  
  (72,876     (101,630     (189,613           (3,315      
  (588     (38     (7,892     (3,528     (841      
  (1,693     (143     (1,312     (2,593     (1,391     (122
        (55     (605     (41,254           (1,295

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (75,157     (101,866     (199,422     (47,375     (5,547     (1,417

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  905,302       169,173       1,180,432       10,826,580       2,196,856       8,719,146  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,691,633       180,364       706,303       14,386,960       1,403,015       9,258,763  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (703,816     685,255       1,685,313       61,182,975       2,532,208       37,707,228  
                                (38,820
                                1,886,165  
  154,657       (6                        
  (29,731     (14,515     (84,623     (915,326     (140,917     (365,918

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (578,890     670,734       1,600,690       60,267,649       2,391,291       39,188,655  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  14,231,812       2,499,333       15,064,393       190,518,227       48,662,935       141,147,629  
                                1,715,500  
  (311,288     (4,174     (39,876     (2,836,637            
  11,971       4,635       23,590       359,679       85,774       154,789  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  13,932,495       2,499,794       15,048,107       188,041,269       48,748,709       143,017,918  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  13,353,605       3,170,528       16,648,797       248,308,918       51,140,000       182,206,573  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     15,045,238     $     3,350,892     $     17,355,100     $     262,695,878     $     52,543,015     $     191,465,336  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  79  

 


International/Global Equity Funds

Statements of Changes in Net Assets

 

 

 

    Hartford Emerging Markets
Equity Fund
    Hartford Environmental
Opportunities Fund
 
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Period Ended
October 31,
2016(1)
 

Operations:

       

Net investment income (loss)

  $ 360,997     $ 1,208,907     $ 148,118     $ 362,999  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

    6,273,928       (27,909,901     438,216       554,447  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

    1,735,329       23,479,188       2,385,692       2,964,538  
 

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

    8,370,254       (3,221,806     2,972,026       3,881,984  
 

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

       

From net investment income

       

Class A

    (97,817     (158,308     (17,168      

Class B

                       

Class C

    (10,960     (26,044     (4,871      

Class I

    (85,485     (63,602     (264,799      

Class R3

          (30,720     (8,734      

Class R4

          (33,246     (11,529      

Class R5

    (151     (38,278     (14,331      

Class R6

                (15,213      

Class Y

    (943,751     (1,980,961     (15,214      

Class F

                       
 

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

    (1,138,164     (2,331,159     (351,859      
 

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

       

Class A

          (111,461     (27,994      

Class B

                       

Class C

          (31,283     (22,078      

Class I

          (36,743     (402,619      

Class R3

          (23,751     (21,092      

Class R4

          (22,146     (21,092      

Class R5

          (22,058     (21,092      

Class R6

                (21,092      

Class Y

          (2,348,867     (21,092      

Class F

                       
 

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

          (2,596,309     (558,151      
 

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

    (1,138,164     (4,927,468     (910,010      
 

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

       

Sold

    36,543,349       53,722,076       3,648,300       26,086,510  

Issued on reinvestment of distributions

    1,131,972       4,924,014       899,883        

Redeemed

    (59,176,500     (151,024,429     (466,996     (11,429
 

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

    (21,501,179     (92,378,339     4,081,187       26,075,081  
 

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

        (14,269,089         (100,527,613     6,143,203       29,957,065  
 

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

       

Beginning of period

    80,629,181       181,156,794       29,957,065        
 

 

 

   

 

 

   

 

 

   

 

 

 

End of period

  $ 66,360,092     $ 80,629,181     $     36,100,268     $     29,957,065  
 

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

  $ 79,657     $ 856,824     $ 126,034     $ 329,775  
 

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  Commenced operations on February 29, 2016.

 

The accompanying notes are an integral part of these financial statements.

 

 

  80  

 


International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

Hartford Global Capital
Appreciation Fund
    Hartford Global Equity
Income Fund
    Hartford International
Equity Fund
 
For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 
         
$ 2,391,728     $ 6,843,151     $ 1,691,633     $ 3,558,785     $ 180,364     $ 484,379  
  35,824,721       (83,849,832     (578,890     (19,818,911     670,734       (1,580,941

 

75,639,343

 

    53,382,990       13,932,495       9,847,648       2,499,794       1,192,640  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  113,855,792       (23,623,691     15,045,238       (6,412,478     3,350,892       96,078  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (4,681,932     (7,155,514     (901,850     (2,954,346     (188,639     (145,581
              (625     (13,978     (963     (2,741
  (75,521     (993,070     (57,414     (259,788     (27,833     (11,640
  (1,157,720     (1,418,663     (200,247     (139,776     (116,365     (64,283
  (182,877     (283,950     (1,962     (3,986     (1,684     (11,926
  (174,101     (192,044     (1,499     (3,125     (4,888     (13,611
  (4,891     (7,237     (2,259     (5,540     (1,512     (15,699
                                 
  (84,997     (99,323     (61,989     (187,842     (234,686     (165,056
              (63                  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (6,362,039     (10,149,801     (1,227,908     (3,568,381     (576,570     (430,537

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
        (37,106,383                       (177,117
        (1,123,030                       (11,193
        (14,893,034                       (38,322
        (5,699,440                       (62,705
        (1,647,282                       (16,696
        (813,284                       (15,589
        (29,632                       (14,293
                                 
        (9,442,563                       (143,538
                                 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
        (70,754,648                       (479,453

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (6,362,039     (80,904,449     (1,227,908     (3,568,381     (576,570     (909,990

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  66,798,818       140,663,770       25,985,317       39,792,703       9,433,695       5,929,090  
  6,109,537       77,986,224       1,206,163       3,487,155       575,400       908,365  
  (162,308,272     (433,295,360     (22,984,311     (198,065,067         (4,382,183         (11,401,995

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (89,399,917     (214,645,366     4,207,169       (154,785,209     5,626,912       (4,564,540

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  18,093,836       (319,173,506     18,024,499           (164,766,068     8,401,234       (5,378,452

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  1,024,619,075       1,343,792,581       136,768,022       301,534,090       29,559,640       34,938,092  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     1,042,712,911     $     1,024,619,075     $     154,792,521     $ 136,768,022     $ 37,960,874     $ 29,559,640  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,696,564     $ 5,666,875     $ 704,211     $ 240,486     $ 89,389     $ 485,595  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  81  

 


International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford International
Growth Fund
    The Hartford International
Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 

Operations:

        

Net investment income (loss)

   $ 706,303     $ 2,212,357     $ 14,386,960     $ 29,801,687  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     1,600,690       (9,432,072     60,267,649       (72,452,035

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     15,048,107       5,441,289       188,041,269       11,543,218  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     17,355,100       (1,778,426     262,695,878       (31,107,130
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (1,221,000     (817,837     (4,740,377     (3,966,872

Class C

     (56,038     (17,254     (236,831     (104,103

Class I

     (526,193     (377,253     (4,337,804     (1,577,287

Class R3

     (5,741     (6,888     (525,523     (236,842

Class R4

     (119,840     (79,565     (1,547,929     (899,125

Class R5

     (87,657     (67,831     (1,534,643     (1,014,293

Class R6

                 (639,577     (36,406

Class Y

     (255,533     (145,919     (16,572,907     (9,145,270

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (2,272,002     (1,512,547     (30,135,591     (16,980,198
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

                       (8,548,255

Class B

                       (74,101

Class C

                       (1,065,051

Class I

                       (1,618,648

Class R3

                       (763,671

Class R4

                       (1,874,826

Class R5

                       (1,505,602

Class R6

                       (45,921

Class Y

                       (10,030,945

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                       (25,527,020
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (2,272,002     (1,512,547     (30,135,591     (42,507,218
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     134,846,095       67,005,929       1,222,590,911       1,077,596,845  

Issued on reinvestment of distributions

     2,154,807       1,360,116       28,980,968       41,426,799  

Redeemed

         (145,420,475         (105,905,795     (866,868,455     (444,278,267
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (8,419,573     (37,539,750     384,703,424       674,745,377  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     6,663,525       (40,830,723     617,263,711       601,131,029  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     194,877,643       235,708,366       2,234,857,354       1,633,726,325  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $ 201,541,168     $ 194,877,643     $     2,852,121,065     $     2,234,857,354  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 706,142     $ 2,271,841     $ 13,946,257     $ 29,694,888  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  82  

 


International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford International
Small Company Fund
    The Hartford International
Value Fund
 
For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 
     
$ 1,403,015     $ 3,989,940     $ 9,258,763     $ 21,017,444  

 

2,391,291

 

    (1,799,395     39,188,655       22,155,589  

 

48,748,709

 

    (21,052,087     143,017,918       77,320,223  

 

 

   

 

 

   

 

 

   

 

 

 
  52,543,015       (18,861,542     191,465,336       120,493,256  

 

 

   

 

 

   

 

 

   

 

 

 
     
     
  (236,889     (282,266     (6,539,651     (4,579,719
              (400,761     (146,297
  (427,460     (615,241     (17,271,404     (10,502,819
  (20,523     (16,088     (10,052      
  (47,470     (32,983     (34,376     (17,385
  (15,741     (3,714     (17,041     (4,773
                     
  (2,344,160     (2,114,135     (9,199,313     (2,895,037
                     

 

 

   

 

 

   

 

 

   

 

 

 
  (3,092,243     (3,064,427     (33,472,598     (18,146,030

 

 

   

 

 

   

 

 

   

 

 

 
     
        (382,559     (10,199,112     (6,461,696
        (5,354            
        (85,586     (998,813     (820,775
        (405,127     (21,394,615     (12,644,501
        (52,074     (16,572     (23,617
        (37,388     (50,247     (44,141
        (2,464     (21,715     (21,488
                     
        (940,687     (10,537,393     (3,227,719
                     

 

 

   

 

 

   

 

 

   

 

 

 
        (1,911,239     (43,218,467     (23,243,937

 

 

   

 

 

   

 

 

   

 

 

 
  (3,092,243     (4,975,666     (76,691,065     (41,389,967

 

 

   

 

 

   

 

 

   

 

 

 
     
  117,305,976       204,916,380       783,641,646       771,450,602  
  2,986,467       4,784,376       64,697,787       32,776,888  
      (214,302,590     (90,104,791     (406,082,871     (641,054,606

 

 

   

 

 

   

 

 

   

 

 

 
  (94,010,147     119,595,965       442,256,562       163,172,884  

 

 

   

 

 

   

 

 

   

 

 

 
  (44,559,375     95,758,757       557,030,833       242,276,173  

 

 

   

 

 

   

 

 

   

 

 

 
     
  448,496,120       352,737,363       1,529,468,102       1,287,191,929  

 

 

   

 

 

   

 

 

   

 

 

 
$ 403,936,745     $     448,496,120     $     2,086,498,935     $     1,529,468,102  

 

 

   

 

 

   

 

 

   

 

 

 
$ 289,053     $ 1,978,281     $ (3,756,845   $ 20,456,990  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  83  

 


International/Global Equity Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Emerging Markets Equity Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 7.65     $ 0.03     $ 0.82     $ 0.85     $ (0.07   $     $   —     $ (0.07   $ 8.43       11.36 %(4)    $ 11,963       1.93 %(5)      1.75 %(5)      0.90 %(5)      41

C

    7.49       0.01       0.80       0.81       (0.03                 (0.03     8.27       11.04 (4)      2,608       2.65 (5)      2.50 (5)      0.16 (5)      41  

I

    7.64       0.06       0.80       0.86       (0.10                 (0.10     8.40       11.55 (4)      11,747       1.53 (5)      1.45 (5)      1.51 (5)      41  

R3

    7.58       0.02       0.83       0.85                               8.43       11.21 (4)      157       2.22 (5)      1.95 (5)      0.63 (5)      41  

R4

    7.61       0.03       0.83       0.86                               8.47       11.30 (4)      28       1.93 (5)      1.65 (5)      0.70 (5)      41  

R5

    7.59       0.06       0.80       0.86       (0.09                 (0.09     8.36       11.57 (4)      55       1.53 (5)      1.35 (5)      1.65 (5)      41  

Y

    7.64       0.03       0.83       0.86       (0.11                 (0.11     8.39       11.51 (4)      29,057       1.39 (5)      1.30 (5)      0.92 (5)      41  

F(6)

    7.96       0.05       0.39       0.44                               8.40       5.53 (4)      10,745       1.47 (5)      1.25 (5)      3.63 (5)      41  

For the Year Ended October 31, 2016

 

                 

A

  $   7.30     $   0.08     $   0.50 (7)    $   0.58     $   (0.13   $   (0.10   $   —     $   (0.23   $   7.65       8.52   $ 10,848       1.94     1.76 %(8)      1.12     97

C

    7.15       0.03       0.49 (7)      0.52       (0.08     (0.10           (0.18     7.49       7.69       1,520       2.61       2.51 (8)      0.46       97  

I

    7.30       0.10       0.51 (7)      0.61       (0.17     (0.10           (0.27     7.64       8.94       2,665       1.42       1.36 (8)      1.52       97  

R3

    7.24             0.56 (7)      0.56       (0.12     (0.10           (0.22     7.58       8.30       165       2.09       1.96 (8)      (0.01     97  

R4

    7.28       0.01       0.57 (7)      0.58       (0.15     (0.10           (0.25     7.61       8.44       40       1.78       1.66 (8)      0.11       97  

R5

    7.30       0.02       0.54 (7)      0.56       (0.17     (0.10           (0.27     7.59       8.22       13       1.47       1.36 (8)      0.35       97  

Y

    7.29       0.09       0.53 (7)      0.62       (0.17     (0.10           (0.27     7.64       9.16       65,378       1.37       1.31 (8)      1.33       97  

For the Year Ended October 31, 2015

 

                 

A

  $ 9.09     $ 0.08     $ (1.19   $ (1.11   $ (0.05   $ (0.63   $     $ (0.68   $ 7.30       (12.64 )%    $ 8,161       1.79     1.75     0.94     151

C

    8.92       0.01       (1.15     (1.14           (0.63           (0.63     7.15       (13.20     2,211       2.50       2.50       0.14       151  

I

    9.09       0.11       (1.19     (1.08     (0.08     (0.63           (0.71     7.30       (12.27     2,705       1.34       1.34       1.35       151  

R3

    9.02       0.05       (1.17     (1.12     (0.03     (0.63           (0.66     7.24       (12.84     1,749       2.02       1.95       0.68       151  

R4

    9.06       0.08       (1.18     (1.10     (0.05     (0.63           (0.68     7.28       (12.50     1,640       1.71       1.65       0.99       151  

R5

    9.09       0.10       (1.18     (1.08     (0.08     (0.63           (0.71     7.30       (12.30     1,638       1.41       1.35       1.29       151  

Y

    9.08       0.10       (1.18     (1.08     (0.08     (0.63           (0.71     7.29       (12.27     163,053       1.32       1.30       1.31       151  

For the Year Ended October 31, 2014

 

                 

A

  $ 9.16     $ 0.06     $     $ 0.06     $ (0.05   $ (0.08   $     $ (0.13   $ 9.09       0.70   $ 11,009       1.86     1.72     0.64     106

C

    9.01       (0.01           (0.01           (0.08           (0.08     8.92       (0.06     2,617       2.50       2.42       (0.12     106  

I

    9.15       0.10             0.10       (0.08     (0.08           (0.16     9.09       1.14       3,045       1.37       1.29       1.08       106  

R3

    9.09       0.04       (0.01     0.03       (0.02     (0.08           (0.10     9.02       0.42       1,927       2.05       1.92       0.45       106  

R4

    9.13       0.07       (0.01     0.06       (0.05     (0.08           (0.13     9.06       0.71       1,850       1.75       1.62       0.76       106  

R5

    9.15       0.10             0.10       (0.08     (0.08           (0.16     9.09       1.11       1,868       1.45       1.32       1.06       106  

Y

    9.15       0.10       (0.01     0.09       (0.08     (0.08           (0.16     9.08       1.05         180,595       1.34       1.26       1.08       106  

For the Year Ended October 31, 2013

 

                 

A

  $ 8.43     $ 0.06     $ 0.67     $ 0.73     $     $     $     $     $ 9.16       8.69    $ 8,141       1.83     1.65     0.68     112

C

    8.34       0.01       0.66       0.67                               9.01       8.03       2,712       2.43       2.29       0.06       112  

I

    8.45       0.10       0.67       0.77       (0.07                 (0.07     9.15       9.14       2,290       1.35       1.21       1.11       112  

R3

    8.39       0.04       0.68       0.72       (0.02                 (0.02     9.09       8.59       1,918       2.04       1.85       0.47       112  

R4

    8.43       0.07       0.67       0.74       (0.04                 (0.04     9.13       8.84       1,835       1.74       1.55       0.76       112  

R5

    8.45       0.09       0.68       0.77       (0.07                 (0.07     9.15       9.13       1,848       1.44       1.25       1.06       112  

Y

    8.46       0.11       0.67       0.78       (0.09                 (0.09     9.15       9.28       236,487       1.34       1.20       1.25       112  

 

The accompanying notes are an integral part of these financial statements.

 

 

  84  

 


International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Emerging Markets Equity Fund - (continued)  

For the Year Ended October 31, 2012

 

                 

A

  $ 8.22     $ 0.09     $ 0.12     $ 0.21     $     $     $   —     $     $   8.43       2.59   $   8,104       2.05     1.58     1.09     128

C

    8.20       0.02       0.12       0.14                               8.34       1.71       2,102       2.78       2.31       0.30       128  

I

    8.23       0.11       0.13       0.24       (0.02                 (0.02     8.45       2.88       1,975       1.73       1.26       1.37       128  

R3

    8.21       0.06       0.12       0.18                               8.39       2.19       1,747       2.42       1.85       0.75       128  

R4

    8.22       0.09       0.12       0.21                               8.43       2.55       1,686       2.12       1.55       1.05       128  

R5

    8.23       0.11       0.12       0.23       (0.01                 (0.01     8.45       2.85       1,693       1.82       1.25       1.35       128  

Y

    8.23       0.16       0.09       0.25       (0.02                 (0.02     8.46       3.01       170,292       1.38       0.91       1.97       128  
Hartford Environmental Opportunities Fund    

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   11.53     $ 0.05     $ 0.99     $ 1.04     $ (0.12   $ (0.21   $     $ (0.33   $ 12.24       9.26 %(4)    $ 2,532       1.76 %(5)      1.13 %(5)      0.79 %(5)      12

C

    11.47       0.01       1.00       1.01       (0.05     (0.21           (0.26     12.22       8.99 (4)      1,388       2.44 (5)      1.70 (5)      0.19 (5)      12  

I

    11.55       0.06       1.00       1.06       (0.14     (0.21           (0.35     12.26       9.45 (4)      25,471       1.44 (5)      0.89 (5)      1.00 (5)      12  

R3

    11.50       0.03       1.00       1.03       (0.09     (0.21           (0.30     12.23       9.18 (4)      1,255       2.12 (5)      1.32 (5)      0.57 (5)      12  

R4

    11.52       0.04       0.99       1.03       (0.11     (0.21           (0.32     12.23       9.25 (4)      1,259       1.82 (5)      1.15 (5)      0.74 (5)      12  

R5

    11.54       0.05       1.00       1.05       (0.14     (0.21           (0.35     12.24       9.41 (4)      1,262       1.52 (5)      0.97 (5)      0.91 (5)      12  

R6

    11.55       0.06       0.99       1.05       (0.15     (0.21           (0.36     12.24       9.40 (4)      1,264       1.42 (5)      0.87 (5)      1.01 (5)      12  

Y

    11.55       0.06       0.99       1.05       (0.15     (0.21           (0.36     12.24       9.40 (4)      1,659       1.45 (5)      0.90 (5)      0.99 (5)      12  

F(6)

    11.81       0.02       0.41       0.43                               12.24       3.73 (4)      10       1.64 (5)      0.90 (5)      1.24 (5)      12  

For the Period Ended October 31, 2016

 

                 

A(9)

  $ 10.00     $ 0.13     $ 1.40     $ 1.53     $     $     $     $     $ 11.53       15.30 %(4)    $ 1,489       1.46 %(5)      1.17 %(5)      1.75 %(5)      25 %(4) 

C(9)

    10.00       0.07       1.40       1.47                               11.47       14.70 (4)      1,196       2.20 (5)      1.90 (5)      0.99 (5)      25 (4) 

I(9)

    10.00       0.15       1.40       1.55                               11.55       15.50 (4)      21,506       1.20 (5)      0.90 (5)      1.99 (5)      25 (4) 

R3(9)

    10.00       0.10       1.40       1.50                               11.50       15.00 (4)      1,150       1.90 (5)      1.60 (5)      1.29 (5)      25 (4) 

R4(9)

    10.00       0.12       1.40       1.52                               11.52       15.20 (4)      1,152       1.60 (5)      1.30 (5)      1.59 (5)      25 (4) 

R5(9)

    10.00       0.14       1.40       1.54                               11.54       15.40 (4)      1,154       1.30 (5)      1.00 (5)      1.89 (5)      25 (4) 

R6(9)

    10.00       0.15       1.40       1.55                               11.55       15.50 (4)      1,155       1.20 (5)      0.90 (5)      1.99 (5)      25 (4) 

Y(9)

    10.00       0.15       1.40       1.55                               11.55       15.50 (4)      1,155       1.20 (5)      0.90 (5)      1.99 (5)      25 (4) 
Hartford Global Capital Appreciation Fund    

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 15.61     $ 0.05     $ 1.78     $ 1.83     $ (0.12   $     $     $ (0.12   $ 17.32       11.86 %(4)    $   646,931       1.30 %(5)      1.25 %(5)      0.59 %(5)      61

B

    14.17       (0.02     1.63       1.61                               15.78       11.29 (4)      2,030       2.52 (5)      2.00 (5)      (0.30 )(5)      61  

C

    14.24       (0.01     1.64       1.63       (0.01                 (0.01     15.86       11.42 (4)      206,851       2.00 (5)      1.99 (5)      (0.17 )(5)      61  

I

    16.10       0.07       1.84       1.91       (0.17                 (0.17     17.84       11.95 (4)      132,656       0.97 (5)      0.97 (5)      0.89 (5)      61  

R3

    15.36       0.04       1.75       1.79       (0.10                 (0.10     17.05       11.75 (4)      25,206       1.58 (5)      1.35 (5)      0.47 (5)      61  

R4

    15.85       0.07       1.81       1.88       (0.16                 (0.16     17.57       11.92 (4)      19,588       1.27 (5)      1.05 (5)      0.80 (5)      61  

R5

    16.19       0.08       1.83       1.91       (0.16                 (0.16     17.94       11.92 (4)      536       1.00 (5)      0.95 (5)      0.90 (5)      61  

Y

    16.35       0.09       1.85       1.94       (0.18                 (0.18     18.11       11.99 (4)      8,905       0.87 (5)      0.87 (5)      1.00 (5)      61  

F(6)

    17.18       0.05       0.61       0.66                               17.84       3.84 (4)      10       0.86 (5)      0.86 (5)      1.59 (5)      61  

For the Year Ended October 31, 2016

 

             

A

  $ 16.88     $ 0.12     $   (0.34   $   (0.22   $   (0.16   $   (0.89   $     $   (1.05   $   15.61       (1.23 )%    $ 642,111       1.32     1.27 %(10)      0.77     100

B

    15.37         (0.01     (0.30     (0.31           (0.89           (0.89     14.17       (1.91     5,279       2.24       2.02 (10)      (0.06     100  

C

    15.50             (0.31     0.31       (0.06     (0.89           (0.95     14.24       (1.93     216,714       2.01       2.01 (10)      0.03       100  

I

    17.38       0.16       (0.34     (0.18     (0.21     (0.89           (1.10     16.10       (0.88     107,469       0.98       0.98 (10)      1.04       100  

R3

    16.63       0.10       (0.33     (0.23     (0.15     (0.89           (1.04     15.36       (1.29     27,680       1.59       1.37 (10)      0.67       100  

R4

    17.13       0.15       (0.34     (0.19     (0.20     (0.89           (1.09     15.85       (0.97     17,291       1.28       1.07 (10)      0.98       100  

R5

    17.46       0.18       (0.35     (0.17     (0.21     (0.89           (1.10     16.19       (0.87     540       1.00       0.97 (10)      1.13       100  

Y

    17.65       0.12       (0.31     (0.19     (0.22     (0.89           (1.11     16.35       (0.93     7,536       0.88       0.88 (10)      0.69       100  

 

The accompanying notes are an integral part of these financial statements.

 

 

  85  

 


International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Global Capital Appreciation Fund - (continued)    

For the Year Ended October 31, 2015

 

                 

A

  $ 20.10     $ 0.10     $ (0.09   $ 0.01     $ (0.06   $ (3.17   $   —     $ (3.23   $ 16.88       0.45   $ 706,024       1.26     1.25     0.55     93

B

    18.65       (0.04     (0.07     (0.11           (3.17           (3.17     15.37       (0.27     21,276       2.13       2.00       (0.22     93  

C

    18.78       (0.03     (0.08     (0.11           (3.17           (3.17     15.50       (0.26     262,263       1.96       1.96       (0.16     93  

I

    20.59       0.16       (0.09     0.07       (0.11     (3.17           (3.28     17.38       0.79       113,759       0.93       0.93       0.86       93  

R3

    19.85       0.08       (0.09     (0.01     (0.04     (3.17           (3.21     16.63       0.35       31,389       1.54       1.35       0.45       93  

R4

    20.35       0.13       (0.09     0.04       (0.09     (3.17           (3.26     17.13       0.62       14,478       1.24       1.05       0.75       93  

R5

    20.68       0.12       (0.06     0.06       (0.11     (3.17           (3.28     17.46       0.72       553       0.95       0.95       0.65       93  

Y

    20.86       0.18       (0.09     0.09       (0.13     (3.17           (3.30     17.65       0.87       194,050       0.83       0.83       0.97       93  

For the Year Ended October 31, 2014

 

                 

A

  $ 18.87     $ 0.13     $ 1.60     $ 1.73     $     $ (0.50   $     $ (0.50   $ 20.10       9.39   $ 732,928       1.28     1.25     0.67     144 %(11) 

B

    17.67       (0.02     1.50       1.48             (0.50           (0.50     18.65       8.59       46,336       2.11       2.00       (0.08     144 (11) 

C

    17.78       (0.01     1.51       1.50             (0.50           (0.50     18.78       8.65       282,703       1.98       1.95       (0.03     144 (11) 

I

    19.26       0.20       1.63       1.83             (0.50           (0.50     20.59       9.72       117,640       0.95       0.92       0.98       144 (11) 

R3

    18.66       0.11       1.58       1.69             (0.50           (0.50     19.85       9.27       31,735       1.57       1.35       0.57       144 (11) 

R4

    19.06       0.18       1.61       1.79             (0.50           (0.50     20.35       9.61       10,055       1.26       1.05       0.88       144 (11) 

R5

    19.34       0.20       1.64       1.84             (0.50           (0.50     20.68       9.73       1,549       0.97       0.94       0.98       144 (11) 

Y

    19.50       0.12       1.76       1.88       (0.02     (0.50           (0.52     20.86       9.83       209,340       0.86       0.83       0.58       144 (11) 

For the Year Ended October 31, 2013

 

                 

A

  $ 13.93     $ 0.07     $ 4.93     $ 5.00     $ (0.06   $     $     $ (0.06   $ 18.87       35.97   $ 503,765       1.36     1.25     0.42     128

B

    13.10       (0.05     4.62       4.57                               17.67       34.89       56,743       2.20       2.00       (0.32     128  

C

    13.18       (0.05     4.65       4.60                               17.78       34.90       258,520       2.07       2.00       (0.33     128  

I

    14.22       0.11       5.02       5.13       (0.09                 (0.09     19.26       36.29       117,325       1.04       1.00       0.66       128  

R3

    13.79       0.05       4.87       4.92       (0.05                 (0.05     18.66       35.75       30,704       1.64       1.35       0.31       128  

R4

    14.07       0.11       4.96       5.07       (0.08                 (0.08     19.06       36.18       10,603       1.33       1.05       0.63       128  

R5

    14.28       0.12       5.04       5.16       (0.10                 (0.10     19.34       36.36       1,242       1.05       0.95       0.74       128  

Y

    14.40       0.13       5.08       5.21       (0.11                 (0.11     19.50       36.40       12,947       0.93       0.90       0.76       128  

For the Year Ended October 31, 2012(12)

 

                 

A

  $ 12.80     $ 0.03     $ 1.10     $ 1.13     $     $     $     $     $ 13.93       8.83   $ 411,923       1.41     1.32     0.23     135

B

    12.14       (0.08     1.04       0.96                               13.10       7.91       51,815       2.26       2.10       (0.55     135  

C

    12.21       (0.07     1.04       0.97                               13.18       7.94       222,460       2.12       2.06       (0.51     135  

I

    13.04       0.08       1.10       1.18                               14.22       9.05       87,227       1.10       1.05       0.49       135  

R3

    12.69       0.01       1.09       1.10                               13.79       8.67       24,232       1.69       1.45       0.11       135  

R4

    12.91       0.06       1.10       1.16                               14.07       8.99       10,362       1.37       1.18       0.37       135  

R5

    13.09       0.08       1.11       1.19                               14.28       9.09       1,276       1.09       1.00       0.57       135  

Y

    13.18       0.19       1.03       1.22                               14.40       9.26       12,189       0.97       0.95       0.63       135  
Hartford Global Equity Income Fund              

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   10.73     $   0.13     $   1.02     $   1.15     $   (0.09   $     $     $   (0.09   $   11.79       10.90 %(4)    $   110,520       1.34 %(5)      1.24 %(5)      2.30 %(5)      15

B

    10.52       0.06       1.04       1.10       (0.04                 (0.04     11.58       10.42 (4)      83       2.68 (5)      2.00 (5)      1.17 (5)      15  

C

    10.47       0.08       1.01       1.09       (0.05                 (0.05     11.51       10.46 (4)      11,954       2.11 (5)      2.00 (5)      1.53 (5)      15  

I

    10.74       0.17       1.01       1.18       (0.11                 (0.11     11.81       11.02 (4)      26,045       1.07 (5)      0.97 (5)      2.95 (5)      15  

R3

    10.72       0.12       1.03       1.15       (0.09                 (0.09     11.78       10.82 (4)      278       1.67 (5)      1.45 (5)      2.14 (5)      15  

R4

    10.76       0.13       1.04       1.17       (0.10                 (0.10     11.83       10.92 (4)      173       1.40 (5)      1.15 (5)      2.39 (5)      15  

R5

    10.75       0.15       1.04       1.19       (0.12                 (0.12     11.82       11.09 (4)      242       1.02 (5)      0.85 (5)      2.74 (5)      15  

Y

    10.63       0.15       1.02       1.17       (0.12                 (0.12     11.68       11.07 (4)      5,488       0.90 (5)      0.80 (5)      2.80 (5)      15  

F(6)

    11.48       0.09       0.31       0.40       (0.07                 (0.07     11.81       3.52 (4)      10       0.90 (5)      0.80 (5)      4.59 (5)      15  

 

The accompanying notes are an integral part of these financial statements.

 

 

  86  

 


International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Global Equity Income Fund - (continued)              

For the Year Ended October 31, 2016

 

                 

A

  $ 10.94     $ 0.26     $ (0.19   $ 0.07     $ (0.28   $     $   —     $ (0.28   $ 10.73       0.65   $ 107,363       1.39     1.27 %(13)      2.47     28

B

    10.72       0.17       (0.18     (0.01     (0.19                 (0.19     10.52       (0.09     322       2.40       2.02 (13)      1.66       28  

C

    10.68       0.18       (0.18           (0.21                 (0.21     10.47       0.02       12,015       2.15       2.02 (13)      1.71       28  

I

    10.95       0.26       (0.16     0.10       (0.31                 (0.31     10.74       1.02       11,385       1.06       0.95 (13)      2.48       28  

R3

    10.91       0.21       (0.15     0.06       (0.25                 (0.25     10.72       0.48       210       1.70       1.47 (13)      1.98       28  

R4

    10.95       0.24       (0.16     0.08       (0.27                 (0.27     10.76       0.78       165       1.39       1.17 (13)      2.22       28  

R5

    10.97       0.28       (0.17     0.11       (0.33                 (0.33     10.75       1.08       201       1.03       0.87 (13)      2.63       28  

Y

    10.95       0.21       (0.11     0.10       (0.42                 (0.42     10.63       1.03       5,107       0.92       0.82 (13)      1.94       28  

For the Year Ended October 31, 2015

 

                 

A

  $ 11.72     $ 0.22     $ (0.27   $ (0.05   $ (0.22   $ (0.51   $     $ (0.73   $ 10.94       (0.37 )%    $   107,066       1.33     1.25     2.00     19

B

    11.49       0.14       (0.27     (0.13     (0.13     (0.51           (0.64     10.72       (1.13     1,223       2.33       2.00       1.22       19  

C

    11.47       0.14       (0.28     (0.14     (0.14     (0.51           (0.65     10.68       (1.20     13,097       2.08       2.00       1.23       19  

I

    11.74       0.25       (0.28     (0.03     (0.25     (0.51           (0.76     10.95       (0.15     3,442       1.00       0.97       2.25       19  

R3

    11.69       0.20       (0.27     (0.07     (0.20     (0.51           (0.71     10.91       (0.59     454       1.57       1.45       1.76       19  

R4

    11.73       0.24       (0.28     (0.04     (0.23     (0.51           (0.74     10.95       (0.28     516       1.26       1.15       2.11       19  

R5

    11.75       0.26       (0.27     (0.01     (0.26     (0.51           (0.77     10.97       0.02       582       0.95       0.85       2.33       19  

Y

    11.74       0.27       (0.28     (0.01     (0.27     (0.51           (0.78     10.95       (0.02     175,153       0.84       0.80       2.43       19  

For the Year Ended October 31, 2014

 

                 

A

  $   11.96     $   0.13     $   0.71     $   0.84     $   (0.08   $   (1.00   $     $   (1.08   $   11.72       7.66   $ 75,862       1.57     1.36     1.08     90

B

    11.75       0.03       0.71       0.74             (1.00           (1.00     11.49       6.90       2,208       2.52       2.12       0.26       90  

C

    11.73       0.04       0.70       0.74             (1.00           (1.00     11.47       6.91       10,356       2.31       2.11       0.32       90  

I

    12.00       0.16       0.70       0.86       (0.12     (1.00           (1.12     11.74       7.89       1,377       1.17       1.10       1.35       90  

R3

    11.92       0.10       0.70       0.80       (0.03     (1.00           (1.03     11.69       7.41       465       1.77       1.57       0.81       90  

R4

    11.97       0.14       0.71       0.85       (0.09     (1.00           (1.09     11.73       7.80       508       1.45       1.26       1.19       90  

R5

    12.01       0.18       0.71       0.89       (0.15     (1.00           (1.15     11.75       8.12       659       1.13       0.95       1.53       90  

Y

    12.00       0.18       0.72       0.90       (0.16     (1.00           (1.16     11.74       8.22       192,326       0.87       0.80       1.54       90  

For the Year Ended October 31, 2013

 

                 

A

  $ 9.50     $ 0.07     $ 2.57     $ 2.64     $ (0.18   $     $     $ (0.18   $ 11.96       28.25   $ 59,361       1.73       %1.45       %0.65       %100

B

    9.32       (0.01     2.53       2.52       (0.09                 (0.09     11.75       27.22       3,057       2.66       2.20       (0.07     100  

C

    9.32       (0.01     2.53       2.52       (0.11                 (0.11     11.73       27.27       10,041       2.43       2.20       (0.09     100  

I

    9.54       0.09       2.58       2.67       (0.21                 (0.21     12.00       28.50       1,052       1.38       1.20       0.88       100  

R3

    9.47       0.05       2.57       2.62       (0.17                 (0.17     11.92       28.03       517       1.85       1.65       0.43       100  

R4

    9.52       0.08       2.56       2.64       (0.19                 (0.19     11.97       28.24       436       1.54       1.35       0.75       100  

R5

    9.54       0.11       2.58       2.69       (0.22                 (0.22     12.01       28.75       416       1.23       1.05       1.05       100  

Y

    9.53       0.10       2.60       2.70       (0.23                 (0.23     12.00       28.84       3,975       1.14       1.00       1.02       100  

For the Year Ended October 31, 2012

 

                 

A

  $ 9.30     $ 0.07     $ 0.71     $ 0.78     $ (0.02   $ (0.56   $     $ (0.58   $ 9.50       9.52   $ 46,551       1.78     1.45     0.82     107

B

    9.17             0.71       0.71             (0.56           (0.56     9.32       8.78       3,542       2.69       2.20       0.05       107  

C

    9.17       0.01       0.70       0.71             (0.56           (0.56     9.32       8.78       8,994       2.47       2.20       0.06       107  

I

    9.33       0.09       0.73       0.82       (0.05     (0.56           (0.61     9.54       9.91       708       1.35       1.20       1.03       107  

R3

    9.26       0.06       0.71       0.77             (0.56           (0.56     9.47       9.38       371       1.86       1.65       0.63       107  

R4

    9.31       0.08       0.72       0.80       (0.03     (0.56           (0.59     9.52       9.72       334       1.55       1.35       0.91       107  

R5

    9.33       0.11       0.72       0.83       (0.06     (0.56           (0.62     9.54       10.04       322       1.24       1.05       1.21       107  

Y

    9.32       0.13       0.70       0.83       (0.06     (0.56           (0.62     9.53       10.12       22,849       1.10       1.00       1.48       107  

 

The accompanying notes are an integral part of these financial statements.

 

 

  87  

 


International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford International Equity Fund              

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 9.37     $ 0.04     $ 0.90     $ 0.94     $ (0.17   $     $   —     $ (0.17   $ 10.14       10.26 %(4)    $ 11,130       1.85 %(5)      1.19 %(5)      0.89     58

B

    9.31             0.92       0.92       (0.08                 (0.08     10.15       9.93 (4)      91       2.70 (5)      1.94 (5)      0.02       58  

C

    9.25       0.01       0.90       0.91       (0.10                 (0.10     10.06       9.95 (4)      3,157       2.58 (5)      1.94 (5)      0.20       58  

I

    9.44       0.07       0.89       0.96       (0.18                 (0.18     10.22       10.45 (4)      10,679       1.51 (5)      0.89 (5)      1.47       58  

R3

    9.37       0.03       0.89       0.92       (0.18                 (0.18     10.11       10.05 (4)      99       2.35 (5)      1.49 (5)      0.55       58  

R4

    9.40       0.04       0.90       0.94       (0.19                 (0.19     10.15       10.23 (4)      346       1.87 (5)      1.19 (5)      0.92       58  

R5

    9.38       0.11       0.71       0.82       (1.25                 (1.25     8.95       10.44 (4)      331       1.48 (5)      0.88 (5)      2.57       58  

Y

    9.44       0.06       0.90       0.96       (0.20                 (0.20     10.20       10.48 (4)      12,118       1.39 (5)      0.79 (5)      1.32       58  

F(6)

    9.65       0.05       0.52       0.57                               10.22       5.91 (4)      11       1.38 (5)      0.79 (5)      2.85       58  

For the Year Ended October 31, 2016

 

                 

A

  $ 9.40     $ 0.14     $ 0.06     $ 0.20     $ (0.10   $ (0.13   $     $ (0.23   $ 9.37       2.29   $ 10,519       1.99     1.20 %(14)      1.52     95

B

    9.35       0.01       0.11       0.12       (0.03     (0.13           (0.16     9.31       1.37       120       2.71       1.95 (14)      0.17       95  

C

    9.29       0.07       0.06       0.13       (0.04     (0.13           (0.17     9.25       1.46       2,583       2.73       1.95 (14)      0.80       95  

I

    9.47       0.16       0.07       0.23       (0.13     (0.13           (0.26     9.44       2.55       5,109       1.63       0.90 (14)      1.82       95  

R3

    9.41       0.05       0.13       0.18       (0.09     (0.13           (0.22     9.37       2.02       110       2.26       1.50 (14)      0.57       95  

R4

    9.44       0.07       0.13       0.20       (0.11     (0.13           (0.24     9.40       2.24       251       1.94       1.20 (14)      0.80       95  

R5

    9.47       0.07       0.11       0.18       (0.14     (0.13           (0.27     9.38       2.01       11       1.61       0.90 (14)      0.79       95  

Y

    9.47       0.18       0.07       0.25       (0.15     (0.13           (0.28     9.44       2.73       10,857       1.51       0.80 (14)      1.96       95  

For the Year Ended October 31, 2015

 

                 

A

  $ 9.92     $ 0.07     $ (0.26   $ (0.19   $   (0.08   $   (0.25   $     $   (0.33   $ 9.40       (1.76 )%    $   12,648       1.84     1.39     0.77     125

B

    9.84             (0.24       (0.24           (0.25           (0.25     9.35       (2.34     821       2.49       2.13       0.02       125  

C

    9.80       0.01       (0.25     (0.24     (0.02     (0.25           (0.27     9.29       (2.39     2,859       2.57       2.14       0.08       125  

I

    9.98       0.11       (0.25     (0.14     (0.12     (0.25           (0.37     9.47       (1.30     4,554       1.45       1.07       1.13       125  

R3

    9.91       0.05       (0.24     (0.19     (0.06     (0.25           (0.31     9.41       (1.84     1,226       2.09       1.62       0.55       125  

R4

    9.95       0.08       (0.25     (0.17     (0.09     (0.25           (0.34     9.44       (1.62     1,149       1.78       1.32       0.85       125  

R5

    9.98       0.11       (0.25     (0.14     (0.12     (0.25           (0.37     9.47       (1.30     1,057       1.47       1.02       1.15       125  

Y

    9.98       0.12       (0.26     (0.14     (0.12     (0.25           (0.37     9.47       (1.25     10,625       1.37       0.96       1.21       125  

For the Year Ended October 31, 2014

 

                 

A

  $   9.91     $ 0.06     $   0.03     $ 0.09     $ (0.08   $     $     $ (0.08   $   9.92       0.89   $ 10,810       1.84     1.44     0.57     69

B

    9.84         (0.02     0.03       0.01       (0.01                 (0.01     9.84       0.10       908       2.53       2.13       (0.18     69  

C

    9.81       (0.03     0.04       0.01       (0.02                 (0.02     9.80       0.06       1,910       2.59       2.19       (0.26     69  

I

    9.97       0.10       0.02       0.12       (0.11                 (0.11     9.98       1.19       1,835       1.44       1.04       1.03       69  

R3

    9.91       0.05       0.01       0.06       (0.06                 (0.06     9.91       0.54       1,258       2.12       1.65       0.44       69  

R4

    9.94       0.08       0.01       0.09       (0.08                 (0.08     9.95       0.90       1,151       1.81       1.35       0.74       69  

R5

    9.97       0.11       0.01       0.12       (0.11                 (0.11     9.98       1.18       1,071       1.50       1.05       1.04       69  

Y

    9.97       0.11       0.01       0.12       (0.11                 (0.11     9.98       1.22       10,756       1.40       1.00       1.09       69  

For the Year Ended October 31, 2013

 

                 

A

  $ 8.31     $ 0.10     $ 1.66     $ 1.76     $ (0.16   $     $     $ (0.16   $ 9.91       21.43   $ 12,351       1.95     1.41     1.12     106

B

    8.25       0.04       1.65       1.69       (0.10                 (0.10     9.84       20.63       1,404       2.64       2.11       0.44       106  

C

    8.23       0.04       1.64       1.68       (0.10                 (0.10     9.81       20.64       2,514       2.68       2.15       0.39       106  

I

    8.36       0.14       1.66       1.80       (0.19                 (0.19     9.97       21.90       1,467       1.56       1.03       1.50       106  

R3

    8.31       0.08       1.66       1.74       (0.14                 (0.14     9.91       21.22       1,225       2.25       1.65       0.91       106  

R4

    8.33       0.11       1.67       1.78       (0.17                 (0.17     9.94       21.62       1,122       1.94       1.35       1.21       106  

R5

    8.35       0.14       1.67       1.81       (0.19                 (0.19     9.97       22.02       1,059       1.63       1.05       1.50       106  

Y

    8.36       0.14       1.66       1.80       (0.19                 (0.19     9.97       21.93       10,623       1.53       1.00       1.55       106  

 

The accompanying notes are an integral part of these financial statements.

 

 

  88  

 


International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford International Equity Fund - (continued)              

For the Year Ended October 31, 2012

 

                 

A

  $ 7.98     $ 0.10     $ 0.29     $ 0.39     $ (0.06   $   —     $   —     $ (0.06   $ 8.31       4.94   $ 8,397       2.11     1.44     1.26     85

B

    7.92       0.04       0.29       0.33                               8.25       4.17       1,111       2.80       2.13       0.57       85  

C

    7.90       0.04       0.29       0.33                               8.23       4.18       1,753       2.83       2.16       0.53       85  

I

    8.03       0.13       0.29       0.42       (0.09                 (0.09     8.36       5.39       1,119       1.69       1.02       1.67       85  

R3

    7.98       0.08       0.29       0.37       (0.04                 (0.04     8.31       4.68       963       2.39       1.65       1.05       85  

R4

    8.00       0.11       0.28       0.39       (0.06                 (0.06     8.33       5.02       924       2.08       1.35       1.34       85  

R5

    8.03       0.13       0.28       0.41       (0.09                 (0.09     8.35       5.23       868       1.77       1.05       1.64       85  

Y

    8.03       0.14       0.28       0.42       (0.09                 (0.09     8.36       5.42       8,708       1.67       1.00       1.69       85  
The Hartford International Growth Fund              

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 12.24     $ 0.04     $ 1.08     $ 1.12     $ (0.14   $     $     $ (0.14   $ 13.22       9.33 %(4)    $ 107,937       1.51 %(5)      1.30 %(5)      0.69 %(5)      42

B

    11.27       (0.04     1.05       1.01                               12.28       8.96 (4)      258       2.83 (5)      2.05 (5)      (0.64 )(5)      42  

C

    11.26       (0.01     1.01       1.00       (0.05                 (0.05     12.21       8.99 (4)      13,689       2.24 (5)      2.05 (5)      (0.09 )(5)      42  

I

    12.16       0.07       1.06       1.13       (0.18                 (0.18     13.11       9.51 (4)      53,265       1.32 (5)      1.00 (5)      1.25 (5)      42  

R3

    12.33       0.02       1.10       1.12       (0.08                 (0.08     13.37       9.22 (4)      816       1.80 (5)      1.60 (5)      0.35 (5)      42  

R4

    12.55       0.05       1.11       1.16       (0.15                 (0.15     13.56       9.38 (4)      11,441       1.40 (5)      1.30 (5)      0.75 (5)      42  

R5

    12.67       0.05       1.13       1.18       (0.18                 (0.18     13.67       9.63 (4)      5,113       1.10 (5)      1.00 (5)      0.85 (5)      42  

Y

    12.71       0.04       1.15       1.19       (0.19                 (0.19     13.71       9.57 (4)      9,011       0.99 (5)      0.95 (5)      0.64 (5)      42  

F(6)

    12.18       0.07       0.86       0.93                               13.11       7.64 (4)      11       1.00 (5)      0.90 (5)      3.30 (5)      42  

For the Year Ended October 31, 2016

 

                 

A

  $ 12.38     $ 0.13     $ (0.19   $ (0.06   $ (0.08   $     $     $ (0.08   $ 12.24       (0.39 )%    $ 109,049       1.56     1.32 %(15)      1.07     89

B

    11.41       0.02       (0.16     (0.14                             11.27       (1.23     911       2.69       2.07 (15)      0.19       89  

C

    11.40       0.03       (0.16     (0.13     (0.01                 (0.01     11.26       (1.22     14,706       2.27       2.07 (15)      0.30       89  

I

    12.30       0.17       (0.18     (0.01     (0.13                 (0.13     12.16       (0.12     35,437       1.19       1.02 (15)      1.39       89  

R3

    12.50       0.10       (0.20     (0.10     (0.07                 (0.07     12.33       (0.78     1,027       1.79       1.62 (15)      0.81       89  

R4

    12.72       0.15       (0.20     (0.05     (0.12                 (0.12     12.55       (0.45     10,542       1.43       1.32 (15)      1.18       89  

R5

    12.82       0.17       (0.19     (0.02     (0.13         (0.13     12.67       (0.17     5,925       1.13       1.02 (15)      1.39       89  

Y

    12.86       0.16       (0.17     (0.01     (0.14                 (0.14     12.71       (0.09     17,282       1.03       0.97 (15)      1.25       89  

For the Year Ended October 31, 2015

 

                 

A

  $   12.56     $ 0.08     $   (0.24   $   (0.16   $   (0.02   $     $     $   (0.02   $   12.38       (1.31 )%    $   119,554       1.51     1.43     0.65     121

B

    11.65         (0.03     (0.21     (0.24                             11.41       (2.06     2,379       2.63       2.20       (0.24     121  

C

    11.63             (0.23     (0.23                             11.40       (1.98     18,454       2.22       2.14       (0.04     121  

I

    12.51       0.16       (0.28     (0.12     (0.09                 (0.09     12.30       (0.98     42,404       1.09       1.03       1.27       121  

R3

    12.68       0.08       (0.26     (0.18                             12.50       (1.42     1,152       1.75       1.60       0.59       121  

R4

    12.92       0.11       (0.25     (0.14     (0.06                 (0.06     12.72       (1.09     6,280       1.39       1.30       0.84       121  

R5

    13.01       0.18       (0.28     (0.10     (0.09                 (0.09     12.82       (0.83     5,915       1.08       1.00       1.33       121  

Y

    13.06       0.14       (0.25     (0.11     (0.09                 (0.09     12.86       (0.79     39,569       0.97       0.95       1.09       121  

For the Year Ended October 31, 2014

 

                 

A

  $ 12.10     $ 0.07     $ 0.48     $ 0.55     $ (0.09   $     $     $ (0.09   $ 12.56       4.52   $ 97,732       1.58     1.50     0.55     84

B

    11.23       (0.03     0.45       0.42                               11.65       3.74       4,384       2.64       2.25       (0.25     84  

C

    11.22       (0.02     0.43       0.41                               11.63       3.65       12,978       2.30       2.24       (0.19     84  

I

    12.04       0.12       0.47       0.59       (0.12                 (0.12     12.51       4.94       6,748       1.18       1.12       0.92       84  

R3

    12.19       0.06       0.48       0.54       (0.05                 (0.05     12.68       4.40       458       1.83       1.60       0.48       84  

R4

    12.45       0.10       0.48       0.58       (0.11                 (0.11     12.92       4.68       1,293       1.44       1.30       0.77       84  

R5

    12.53       0.13       0.49       0.62       (0.14                 (0.14     13.01       4.99       182       1.13       1.00       1.03       84  

Y

    12.57       0.11       0.53       0.64       (0.15                 (0.15     13.06       5.10       38,538       1.01       0.95       0.87       84  

 

The accompanying notes are an integral part of these financial statements.

 

 

  89  

 


International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value
at End
of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford International Growth Fund - (continued)              

For the Year Ended October 31, 2013

 

                 

A

  $ 9.75     $ 0.10     $ 2.34     $ 2.44     $ (0.09   $     $   —     $ (0.09   $ 12.10       25.15   $ 93,051       1.65     1.50     0.88     99

B

    9.04       0.02       2.17       2.19                               11.23       24.27       6,816       2.66       2.25       0.16       99  

C

    9.04       0.01       2.19       2.20       (0.02                 (0.02     11.22       24.32       13,213       2.35       2.25       0.14       99  

I

    9.70       0.14       2.32       2.46       (0.12                 (0.12     12.04       25.58       5,549       1.24       1.16       1.25       99  

R3

    9.82       0.09       2.36       2.45       (0.08                 (0.08     12.19       25.03       485       1.83       1.60       0.81       99  

R4

    10.03       0.12       2.41       2.53       (0.11                 (0.11     12.45       25.42       905       1.45       1.30       1.08       99  

R5

    10.09       0.16       2.42       2.58       (0.14                 (0.14     12.53       25.83       152       1.15       1.00       1.37       99  

Y

    10.12       0.16       2.44       2.60       (0.15                 (0.15     12.57       25.91       3,524       1.02       0.95       1.41       99  

For the Year Ended October 31, 2012

 

                 

A

  $ 9.25     $ 0.07     $ 0.51     $ 0.58     $ (0.08   $     $     $ (0.08   $ 9.75       6.33   $ 83,324       1.68     1.50     0.72     106

B

    8.57             0.47       0.47                               9.04       5.48       8,974       2.67       2.25       (0.03     106  

C

    8.57             0.47       0.47                               9.04       5.50       12,465       2.39       2.25       (0.02     106  

I

    9.21       0.10       0.50       0.60       (0.11                 (0.11     9.70       6.63       5,585       1.28       1.21       1.08       106  

R3

    9.33       0.06       0.51       0.57       (0.08                 (0.08     9.82       6.23       700       1.83       1.60       0.65       106  

R4

    9.45       0.09       0.53       0.62       (0.04                 (0.04     10.03       6.61       718       1.46       1.30       0.98       106  

R5

    9.58       0.12       0.52       0.64       (0.13                 (0.13     10.09       6.87       117       1.16       1.00       1.21       106  

Y

    9.61       0.12       0.53       0.65       (0.14                 (0.14     10.12       6.93       2,834       1.02       0.95       1.29       106  
The Hartford International Opportunities Fund              

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 14.36     $ 0.06     $ 1.48     $ 1.54     $ (0.15   $     $     $ (0.15   $ 15.75       10.82 %(4)    $ 484,588       1.16 %(5)      1.15 %(5)      0.83 %(5)      50

B

    12.97       (0.03     1.37       1.34                               14.31       10.33 (4)      554       2.66 (5)      2.01 (5)      (0.39 )(5)      50  

C

    12.61       0.01       1.30       1.31       (0.06                 (0.06     13.86       10.42 (4)      54,456       1.90 (5)      1.90 (5)      0.09 (5)      50  

I

    14.31       0.10       1.46       1.56       (0.21                 (0.21     15.66       10.96 (4)      442,776       0.88 (5)      0.88 (5)      1.34 (5)      50  

R3

    14.58       0.05       1.49       1.54       (0.13                 (0.13     15.99       10.65 (4)      65,435       1.42 (5)      1.42 (5)      0.61 (5)      50  

R4

    14.84       0.07       1.52       1.59       (0.17                 (0.17     16.26       10.80 (4)      161,704       1.12 (5)      1.12 (5)      0.93 (5)      50  

R5

    14.98       0.11       1.52       1.63       (0.21                 (0.21     16.40       11.02 (4)      163,109       0.82 (5)      0.82 (5)      1.42 (5)      50  

R6

    15.06       0.12       1.52       1.64       (0.22                 (0.22     16.48       11.06 (4)      125,902       0.72 (5)      0.71 (5)      1.52 (5)      50  

Y

    15.07       0.10       1.54       1.64       (0.22                 (0.22     16.49       11.05 (4)      1,066,234       0.71 (5)      0.71 (5)      1.28 (5)      50  

F(6)

    14.79       0.10       0.77       0.87                               15.66       5.88 (4)      287,364       0.71 (5)      0.71 (5)      3.99 (5)      50  

For the Year Ended October 31, 2016

 

                 

A

  $   15.11     $   0.18     $   (0.59   $   (0.41   $   (0.11   $   (0.23   $     $   (0.34   $   14.36       (2.68 )%    $ 483,835       1.20     1.20     1.27     82

B

    13.69       0.03       (0.52     (0.49           (0.23           (0.23     12.97       (3.52     1,354       2.39       2.04       0.26       82  

C

    13.32       0.07       (0.53     (0.46     (0.02     (0.23           (0.25     12.61       (3.38     54,507       1.93       1.93       0.52       82  

I

    15.07       0.23       (0.60     (0.37     (0.16     (0.23           (0.39     14.31       (2.34     271,707       0.88       0.88       1.65       82  

R3

    15.33       0.15       (0.60     (0.45     (0.07     (0.23           (0.30     14.58       (2.88     58,367       1.45       1.45       1.02       82  

R4

    15.59       0.19       (0.60     (0.41     (0.11     (0.23           (0.34     14.84       (2.58     139,731       1.14       1.14       1.32       82  

R5

    15.74       0.24       (0.61     (0.37     (0.16     (0.23           (0.39     14.98       (2.33     101,936       0.84       0.84       1.64       82  

R6

    15.82       0.28       (0.64     (0.36     (0.17     (0.23           (0.40     15.06       (2.23     29,571       0.74       0.74       1.87       82  

Y

    15.82       0.27       (0.62     (0.35     (0.17     (0.23           (0.40     15.07       (2.16       1,093,849       0.74       0.74       1.80       82  

For the Year Ended October 31, 2015

 

                 

A

  $ 16.96     $ 0.15     $ 0.04     $ 0.19     $ (0.17   $ (1.87   $     $ (2.04   $ 15.11       1.59   $ 545,253       1.19     1.19     0.99     78

B

    15.52       0.01       0.05       0.06       (0.02     (1.87           (1.89     13.69       0.79       4,594       2.30       2.03       0.07       78  

C

    15.20       0.03       0.04       0.07       (0.08     (1.87           (1.95     13.32       0.90       60,015       1.92       1.92       0.23       78  

I

    16.91       0.20       0.05       0.25       (0.22     (1.87           (2.09     15.07       2.03       102,836       0.84       0.84       1.27       78  

R3

    17.18       0.12       0.04       0.16       (0.14     (1.87           (2.01     15.33       1.36       48,652       1.44       1.44       0.75       78  

R4

    17.43       0.16       0.05       0.21       (0.18     (1.87           (2.05     15.59       1.68       122,311       1.14       1.14       1.03       78  

R5

    17.58       0.21       0.04       0.25       (0.22     (1.87           (2.09     15.74       1.94       98,671       0.84       0.84       1.32       78  

R6(16)

    17.42       0.07       0.43       0.50       (0.23     (1.87           (2.10     15.82       3.44 (4)      2,984       0.85 (5)      0.85 (5)      0.46 (5)      78  

Y

    17.66       0.23       0.03       0.26       (0.23     (1.87           (2.10     15.82       2.03       648,411       0.74       0.74       1.42       78  

 

The accompanying notes are an integral part of these financial statements.

 

 

  90  

 


International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford International Opportunities Fund - (continued)              

For the Year Ended October 31, 2014

 

                 

A

  $ 17.46     $ 0.14     $ 0.11     $ 0.25     $ (0.20   $ (0.55   $   —     $ (0.75   $ 16.96       1.45   $ 465,854       1.20     1.20     0.80     104

B

    16.04       (0.01     0.10       0.09       (0.06     (0.55           (0.61     15.52       0.58       6,825       2.30       2.04       (0.07     104  

C

    15.76       0.01       0.09       0.10       (0.11     (0.55           (0.66     15.20       0.68       55,122       1.93       1.93       0.07       104  

I

    17.41       0.20       0.10       0.30       (0.25     (0.55           (0.80     16.91       1.76       99,430       0.84       0.84       1.15       104  

R3

    17.69       0.09       0.11       0.20       (0.16     (0.55           (0.71     17.18       1.19       40,827       1.44       1.44       0.54       104  

R4

    17.93       0.15       0.11       0.26       (0.21     (0.55           (0.76     17.43       1.47       104,977       1.14       1.14       0.83       104  

R5

    18.06       0.21       0.11       0.32       (0.25     (0.55           (0.80     17.58       1.83       85,424       0.84       0.84       1.16       104  

Y

    18.14       0.25       0.09       0.34       (0.27     (0.55           (0.82     17.66       1.90       581,030       0.74       0.74       1.38       104  

For the Year Ended October 31, 2013

 

                 

A

  $ 14.49     $ 0.22     $ 2.92     $ 3.14     $ (0.17   $     $     $ (0.17   $ 17.46       21.87   $ 394,928       1.26     1.26     1.36     107

B

    13.32       0.08       2.69       2.77       (0.05                 (0.05     16.04       20.89       8,960       2.35       2.05       0.56       107  

C

    13.10       0.09       2.65       2.74       (0.08                 (0.08     15.76       20.99       43,495       1.98       1.98       0.66       107  

I

    14.45       0.28       2.91       3.19       (0.23                 (0.23     17.41       22.30       61,280       0.90       0.90       1.77       107  

R3

    14.70       0.19       2.96       3.15       (0.16                 (0.16     17.69       21.63       33,633       1.46       1.46       1.20       107  

R4

    14.89       0.25       3.00       3.25       (0.21                 (0.21     17.93       22.02       86,150       1.15       1.15       1.51       107  

R5

    14.98       0.29       3.02       3.31       (0.23                 (0.23     18.06       22.37       69,712       0.85       0.85       1.79       107  

Y

    15.04       0.32       3.03       3.35       (0.25                 (0.25     18.14       22.51       770,427       0.75       0.75       1.97       107  

For the Year Ended October 31, 2012

 

                 

A

  $ 13.67     $ 0.18     $ 0.79     $ 0.97     $ (0.15   $     $     $ (0.15   $ 14.49       7.28   $ 264,957       1.36     1.30     1.30     98

B

    12.56       0.07       0.74       0.81       (0.05                 (0.05     13.32       6.46       9,358       2.44       2.05       0.55       98  

C

    12.37       0.07       0.72       0.79       (0.06                 (0.06     13.10       6.48       32,044       2.06       2.05       0.56       98  

I

    13.65       0.22       0.80       1.02       (0.22                 (0.22     14.45       7.68       31,190       0.97       0.97       1.60       98  

R3

    13.90       0.15       0.81       0.96       (0.16                 (0.16     14.70       7.05       18,786       1.52       1.50       1.10       98  

R4

    14.07       0.21       0.80       1.01       (0.19                 (0.19     14.89       7.40       42,803       1.20       1.20       1.45       98  

R5

    14.16       0.25       0.80       1.05       (0.23                 (0.23     14.98       7.67       35,803       0.91       0.90       1.73       98  

Y

    14.20       0.19       0.89       1.08       (0.24                 (0.24     15.04       7.83       467,786       0.79       0.79       1.34       98  
The Hartford International Small Company Fund              

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 13.61     $ 0.03     $ 1.96     $ 1.99     $ (0.06   $     $     $ (0.06   $ 15.54       14.75 %(4)    $ 60,806       1.46 %(5)      1.46 %(5)      0.41 %(5)      15

B

    12.67       (0.07     1.87       1.80                               14.47       14.21 (4)      79       3.17 (5)      2.28 (5)      (1.08 )(5)      15  

C

    12.32       (0.02     1.78       1.76                               14.08       14.29 (4)      11,328       2.21 (5)      2.20 (5)      (0.32 )(5)      15  

I

    13.53       0.06       1.94       2.00       (0.11                 (0.11     15.42       14.92 (4)      56,744       1.07 (5)      1.07 (5)      0.80 (5)      15  

R3

    13.69       0.01       1.98       1.99       (0.03                 (0.03     15.65       14.60 (4)      8,742       1.69 (5)      1.65 (5)      0.21 (5)      15  

R4

    13.77       0.04       1.97       2.01       (0.08                 (0.08     15.70       14.74 (4)      8,534       1.39 (5)      1.35 (5)      0.58 (5)      15  

R5

    13.86       0.06       1.99       2.05       (0.12                 (0.12     15.79       14.97 (4)      1,902       1.09 (5)      1.05 (5)      0.87 (5)      15  

Y

    13.88       0.06       1.99       2.05       (0.13                 (0.13     15.80       14.96 (4)      155,116       0.98 (5)      0.98 (5)      0.79 (5)      15  

F(6)

    14.12       0.05       1.25       1.30                               15.42       9.21 (4)        100,687       0.99 (5)      0.99 (5)      1.84 (5)      15  

For the Year Ended October 31, 2016

 

                 

A

  $   14.49     $ 0.07     $   (0.83   $   (0.76   $   (0.05   $   (0.07   $     $   (0.12   $   13.61       (5.31 )%    $ 61,507       1.47     1.47 %(17)      0.48     43

B

    13.56         (0.07     (0.75     (0.82           (0.07           (0.07     12.67       (6.05     318       2.70       2.29 (17)      (0.53     43  

C

    13.18       (0.03     (0.76     (0.79           (0.07           (0.07     12.32       (5.99     11,202       2.21       2.21 (17)      (0.27     43  

I

    14.41       0.11       (0.81     (0.70     (0.11     (0.07           (0.18     13.53       (4.90     66,525       1.11       1.11 (17)      0.83       43  

R3

    14.58       0.04       (0.84     (0.80     (0.02     (0.07           (0.09     13.69       (5.47     8,954       1.69       1.66 (17)      0.32       43  

R4

    14.66       0.09       (0.85     (0.76     (0.06     (0.07           (0.13     13.77       (5.17     7,619       1.39       1.36 (17)      0.66       43  

R5

    14.76       0.21       (0.93     (0.72     (0.11     (0.07           (0.18     13.86       (4.92     1,975       1.10       1.06 (17)      1.51       43  

Y

    14.76       0.15       (0.84     (0.69     (0.12     (0.07           (0.19     13.88       (4.73     290,395       0.99       0.99 (17)      1.09       43  

 

The accompanying notes are an integral part of these financial statements.

 

 

  91  

 


International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford International Small Company Fund - (continued)              

For the Year Ended October 31, 2015

 

                 

A

  $ 16.85     $ 0.04     $ 0.85     $ 0.89     $ (0.24   $ (3.01   $     $ (3.25   $ 14.49       7.24   $ 74,087       1.47     1.47     0.27     55

B

    15.88       (0.07     0.83       0.76       (0.07     (3.01           (3.08     13.56       6.64       1,072       2.58       2.16       (0.53     55  

C

    15.61       (0.06     0.78       0.72       (0.14     (3.01           (3.15     13.18       6.56       15,623       2.19       2.19       (0.47     55  

I

    16.76       0.11       0.83       0.94       (0.28     (3.01           (3.29     14.41       7.68       77,563       1.09       1.09       0.76       55  

R3

    16.94       0.01       0.87       0.88       (0.23     (3.01           (3.24     14.58       7.12       10,022       1.69       1.65       0.10       55  

R4

    17.02       0.06       0.87       0.93       (0.28     (3.01           (3.29     14.66       7.43       7,413       1.39       1.35       0.42       55  

R5

    17.11       0.11       0.86       0.97       (0.31     (3.01           (3.32     14.76       7.69       476       1.12       1.05       0.75       55  

Y

    17.12       0.12       0.85       0.97       (0.32     (3.01           (3.33     14.76       7.72       166,480       0.99       0.99       0.82       55  

For the Year Ended October 31, 2014

 

                 

A

  $ 17.46     $ 0.07     $   (0.65   $   (0.58   $   (0.03   $     $   —     $   (0.03   $   16.85       (3.33 )%    $ 69,074       1.49     1.49     0.37     66

B

    16.57       (0.10     (0.59     (0.69                             15.88       (4.16     2,524       2.52       2.29       (0.58     66  

C

    16.27       (0.05     (0.61     (0.66                             15.61       (4.06     16,752       2.19       2.19       (0.32     66  

I

    17.39       0.15       (0.68     (0.53     (0.10                 (0.10     16.76       (3.08     37,503       1.19       1.19       0.86       66  

R3

    17.58       0.04       (0.66     (0.62     (0.02                 (0.02     16.94       (3.54     9,399       1.70       1.65       0.20       66  

R4

    17.65       0.09       (0.65     (0.56     (0.07                 (0.07     17.02       (3.22     6,754       1.40       1.35       0.50       66  

R5

    17.72       0.13       (0.64     (0.51     (0.10                 (0.10     17.11       (2.90     343       1.10       1.05       0.70       66  

Y

    17.73       0.15       (0.65     (0.50     (0.11                 (0.11     17.12       (2.88     116,958       0.99       0.99       0.84       66  

For the Year Ended October 31, 2013

 

                 

A

  $ 13.14     $ 0.05     $ 4.51     $ 4.56     $ (0.24   $     $     $ (0.24   $ 17.46       35.16   $ 63,926       1.54     1.54     0.34     78

B

    12.47       (0.06     4.28       4.22       (0.12                 (0.12     16.57       34.12       4,504       2.55       2.29       (0.43     78  

C

    12.26       (0.05     4.20       4.15       (0.14                 (0.14     16.27       34.19       11,936       2.28       2.28       (0.39     78  

I

    13.09       0.10       4.49       4.59       (0.29                 (0.29     17.39       35.66       5,546       1.11       1.11       0.64       78  

R3

    13.24       0.04       4.53       4.57       (0.23                 (0.23     17.58       35.02       7,319       1.69       1.65       0.24       78  

R4

    13.29       0.08       4.55       4.63       (0.27                 (0.27     17.65       35.44       3,662       1.39       1.35       0.53       78  

R5

    13.34       0.14       4.54       4.68       (0.30                 (0.30     17.72       35.74       622       1.11       1.05       0.93       78  

Y

    13.34       0.14       4.56       4.70       (0.31                 (0.31     17.73       35.86       216,574       0.99       0.99       0.94       78  

For the Year Ended October 31, 2012(12)

 

                 

A

  $   12.03     $ 0.08     $ 1.06     $ 1.14     $ (0.03   $     $     $ (0.03   $ 13.14       9.56   $ 47,109       1.61     1.55     0.59     61

B

    11.47         (0.03     1.03       1.00                               12.47       8.72       4,973       2.62       2.30       (0.20     61  

C

    11.28       (0.02     1.00       0.98                               12.26       8.69       8,647       2.37       2.30       (0.17     61  

I

    12.00       0.13       1.06       1.19       (0.10                 (0.10     13.09       10.08       8,781       1.06       1.05       1.12       61  

R3

    12.16       0.08       1.06       1.14       (0.06                 (0.06     13.24       9.44       4,297       1.71       1.65       0.62       61  

R4

    12.20       0.12       1.06       1.18       (0.09                 (0.09     13.29       9.81       1,802       1.41       1.35       0.95       61  

R5

    12.22       0.14       1.08       1.22       (0.10                 (0.10     13.34       10.17       164       1.15       1.05       1.15       61  

Y

    12.23       0.13       1.09       1.22       (0.11                 (0.11     13.34       10.14       162,036       1.01       1.00       1.11       61  
The Hartford International Value Fund              

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 15.02     $ 0.05     $ 1.63     $ 1.68     $ (0.27   $ (0.44   $     $ (0.71   $ 15.99       11.63 %(4)    $ 346,586       1.31 %(5)      1.31 %(5)      0.65 %(5)      16

C

    14.80             1.61       1.61       (0.17     (0.44           (0.61     15.80       11.27 (4)      33,334       1.95 (5)      1.95 (5)            16  

I

    15.19       0.09       1.64       1.73       (0.34     (0.44           (0.78     16.14       11.84 (4)      1,171,999       0.92 (5)      0.92 (5)      1.21 (5)      16  

R3

    15.14       0.02       1.66       1.68       (0.26     (0.44           (0.70     16.12       11.52 (4)      506       1.58 (5)      1.58 (5)      0.30 (5)      16  

R4

    15.12       0.05       1.64       1.69       (0.29     (0.44           (0.73     16.08       11.71 (4)      1,834       1.26 (5)      1.26 (5)      0.70 (5)      16  

R5

    15.24       0.08       1.66       1.74       (0.34     (0.44           (0.78     16.20       11.79 (4)      877       0.96 (5)      0.96 (5)      1.05 (5)      16  

Y

    15.48       0.10       1.67       1.77       (0.35     (0.44           (0.79     16.46       11.89 (4)      511,381       0.84 (5)      0.84 (5)      1.22 (5)      16  

F(6)

    15.50       0.03       0.61       0.64                               16.14       4.13 (4)      19,981       0.84 (5)      0.84 (5)      1.14 (5)      16  

 

The accompanying notes are an integral part of these financial statements.

 

 

  92  

 


International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford International Value Fund - (continued)              

For the Year Ended October 31, 2016

 

                 

A

  $ 14.31     $ 0.19     $ 0.96     $ 1.15     $ (0.18   $ (0.26   $     $ (0.44   $ 15.02       8.38   $ 445,154       1.35     1.35 %(18)      1.40     32

C

    14.06       0.09       0.96       1.05       (0.05     (0.26           (0.31     14.80       7.70       34,860       2.00       2.00 (18)      0.70       32  

I

    14.45       0.24       0.98       1.22       (0.22     (0.26           (0.48     15.19       8.84       685,403       0.98       0.98 (18)      1.74       32  

R3

    14.28       0.12       1.00       1.12             (0.26           (0.26     15.14       8.08       545       1.61       1.61 (18)      0.85       32  

R4

    14.36       0.19       0.98       1.17       (0.15     (0.26           (0.41     15.12       8.48       1,679       1.30       1.30 (18)      1.36       32  

R5

    14.46       0.23       0.99       1.22       (0.18     (0.26           (0.44     15.24       8.83       708       1.00       1.00 (18)      1.67       32  

Y

    14.72       0.27       0.98       1.25       (0.23     (0.26           (0.49     15.48       8.90       361,119       0.89       0.89 (18)      1.88       32  

For the Year Ended October 31, 2015

 

                 

A

  $ 14.37     $ 0.16     $ (0.15   $ 0.01     $ (0.07   $     $     $ (0.07   $ 14.31       0.08   $ 376,993       1.35     1.35     1.11     23

C

    14.16       0.03       (0.11     (0.08     (0.02                 (0.02     14.06       (0.56     47,089       2.01       2.01       0.24       23  

I

    14.49       0.18       (0.12     0.06       (0.10                 (0.10     14.45       0.45       679,114       0.98       0.98       1.24       23  

R3

    14.33       0.10       (0.12     (0.02     (0.03                 (0.03     14.28       (0.15     1,279       1.60       1.60       0.68       23  

R4

    14.42       0.16       (0.15     0.01       (0.07                 (0.07     14.36       0.08       2,431       1.30       1.30       1.08       23  

R5

    14.50       0.19       (0.13     0.06       (0.10                 (0.10     14.46       0.40       1,183       0.99       0.99       1.25       23  

Y

    14.75       0.21       (0.13     0.08       (0.11                 (0.11     14.72       0.55       179,103       0.90       0.90       1.41       23  

For the Year Ended October 31, 2014

 

                 

A

  $ 14.22     $ 0.14     $ 0.01     $ 0.15     $     $     $     $     $ 14.37       1.05   $   116,268       1.37     1.36     0.94     31

C

    14.11       0.03       0.02       0.05                               14.16       0.35       52,779       2.05       2.04       0.19       31  

I

    14.29       0.18       0.02       0.20                               14.49       1.40       515,604       1.02       1.01       1.20       31  

R3

    14.22       0.10       0.01       0.11                               14.33       0.77       1,223       1.70       1.60       0.66       31  

R4

    14.26       0.15       0.01       0.16                               14.42       1.12       1,111       1.39       1.30       0.96       31  

R5

    14.30       0.21       (0.01     0.20                               14.50       1.40       1,185       1.08       1.00       1.37       31  

Y

    14.54       0.19       0.02       0.21                               14.75       1.44       47,264       0.96       0.95       1.26       31  

For the Year Ended October 31, 2013

 

                 

A

  $   11.83     $   0.21     $   3.22     $   3.43     $   (0.94   $     $   (0.10   $   (1.04   $   14.22       30.95   $ 13,315       1.91     1.40     1.67     253

C

    11.75       0.12       3.20       3.32       (0.87           (0.09     (0.96     14.11       30.00       2,604       2.57       2.11       0.91       253  

I

    11.89       0.25       3.24       3.49       (0.98           (0.11     (1.09     14.29       31.36       2,558       1.48       1.02       1.93       253  

R3

    11.83       0.21       3.20       3.41       (0.92           (0.10     (1.02     14.22       30.67       823       2.17       1.60       1.63       253  

R4

    11.86       0.24       3.21       3.45       (0.95           (0.10     (1.05     14.26       31.06       801       1.86       1.30       1.93       253  

R5

    11.89       0.28       3.22       3.50       (0.98           (0.11     (1.09     14.30       31.44       809       1.56       1.00       2.23       253  

Y

    11.91       0.23       3.50       3.73       (0.99           (0.11     (1.10     14.54       33.53       10,725       1.27       0.81       1.86       253  

For the Year Ended October 31, 2012

 

                 

A

  $ 11.28     $ 0.18     $ 0.45     $ 0.63     $ (0.08   $     $     $ (0.08   $ 11.83       5.68   $ 4,126       1.57     1.40     1.64     137

C

    11.19       0.10       0.46       0.56                               11.75       5.00       901       2.18       2.09       0.94       137  

I

    11.32       0.23       0.45       0.68       (0.11                 (0.11     11.89       6.14       615       1.09       1.00       2.02       137  

R3

    11.26       0.16       0.45       0.61       (0.04                 (0.04     11.83       5.47       641       1.80       1.60       1.41       137  

R4

    11.29       0.19       0.46       0.65       (0.08                 (0.08     11.86       5.80       611       1.49       1.30       1.72       137  

R5

    11.32       0.23       0.45       0.68       (0.11                 (0.11     11.89       6.15       615       1.19       1.00       2.02       137  

Y

    11.34       0.28       0.42       0.70       (0.13                 (0.13     11.91       6.32       27,906       1.01       0.92       2.50       137  

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3) Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).

 

The accompanying notes are an integral part of these financial statements.

 

 

  93  

 


International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

(4)  Not annualized.
(5)  Annualized.
(6)  Commenced operations on February 28, 2017.
(7)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
(8)  Excluding the expenses not subject to cap, the ratios would have been 1.75%, 2.50%, 1.35%, 1.95%, 1.65%, 1.35% and 1.30% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(9)  Commenced operations on February 29, 2016.
(10)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.99%, 0.96%, 1.35%, 1.05%, 0.95% and 0.86% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(11)  During the year ended October 31, 2014, the Hartford Global Capital Appreciation Fund incurred $165.7 million in sales of securities held associated with the transition of assets from The Hartford Global Growth Fund, which merged into the Hartford Global Capital Appreciation Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.
(12)  Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.
(13)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 2.00%, 0.93%, 1.45%, 1.15%, 0.85% and 0.80% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(14)  Excluding the expenses not subject to cap, the ratios would have been 1.19%, 1.94%, 1.94%, 0.89%, 1.49%, 1.19%, 0.89% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(15)  Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 1.00%, 1.60%, 1.30%, 1.00% and 0.95% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(16)  Commenced operations on November 7, 2014.
(17)  Excluding the expenses not subject to cap, the ratios would have been 1.46%, 2.28%, 2.20%, 1.10%, 1.65%, 1.35%, 1.05% and 0.98% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(18)  Excluding the expenses not subject to cap, the ratios would have been 1.34%, 1.99%, 0.97%, 1.60%, 1.29%, 0.99%, and 0.88% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

 

The accompanying notes are an integral part of these financial statements.

 

 

  94  

 


International/Global Equity Funds

Notes to Financial Statements

April 30, 2017 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of forty-four series, as of April 30, 2017. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

Hartford Emerging Markets Equity Fund (the “Emerging Markets Equity Fund”)

Hartford Environmental Opportunities Fund (the “Environmental Opportunities Fund”)

Hartford Global Capital Appreciation Fund (the “Global Capital Appreciation Fund”)

Hartford Global Equity Income Fund (the “Global Equity Income Fund”)

Hartford International Equity Fund (the “International Equity Fund”)

The Hartford International Growth Fund (the “International Growth Fund”)

The Hartford International Opportunities Fund (the “International Opportunities Fund”)

The Hartford International Small Company Fund (the “International Small Company Fund”)

The Hartford International Value Fund (the “International Value Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Environmental Opportunities Fund commenced operations on February 29, 2016. Each Fund offers Class A, Class T, Class C, Class I, Class R3, Class R4, Class R5, Class Y and Class F shares. As of April 30, 2017, Class T shares have not commenced operations. In addition, each Fund, except for Emerging Markets Equity Fund, Environmental Opportunities Fund and International Value Fund, offers Class B shares. Both Environmental Opportunities Fund and International Opportunities Fund offer Class R6 shares. Class A shares of each Fund are sold with a front-end sales charge of up to 5.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class B shares were sold with a contingent deferred sales charge which is assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declines from 5.00% to zero, depending on the period of time the shares are held (see note below regarding the closing of Class B shares). Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance, and that Class B shares automatically convert to Class A shares after 8 years. No new or additional investments are allowed in Class B shares (including investments through any systematic investment plan). It is anticipated that all Class B shares will convert to Class A shares on or before September 30, 2017.

Existing shareholders of Class B shares may continue to hold their Class B shares, exchange their Class B shares for Class B shares of another Hartford Fund (as permitted by existing exchange privileges), or redeem their Class B shares as described in the prospectus. Reinstatement privileges with respect to Class B shares are set forth in the prospectus. For investors electing to reinvest gains and dividends, any such gains or dividends on Class B shares will continue to be reinvested in Class B shares of the applicable Fund. All Class B share attributes, including the 12b-1 fee, contingent deferred sales charge schedule, and conversion to Class A shares, remain unchanged.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a)

Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open

 

 

  95  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

  (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b) Investment Valuation and Fair Value Measurements For purposes of calculating the NAV of each 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. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. 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 of the Company 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 interests), 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 Company’s 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 options privately negotiated in the over-the-counter market (“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 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.

 

 

  96  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on 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 Company’s Board of Directors.

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 of the Company 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 of the Company. 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 of the Company 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.

 

 

  97  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Following is quantitative information about Level 3 fair value measurements:

Global Capital Appreciation Fund

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s) Range        Fair Value at
April 30, 2017
 

Common Stock

              

Model

    

EV/EBITDA

       5.6x to 13.1x        $ 1,594,040  

Model

    

EV/Estimated Revenue

       2.5x to 7.7x          830,536  

Cost

    

Trade Price

       $4.07 to $108.71          568,955  

Preferred Stock

              

Model

    

EV/Estimated Revenue

       1.0x to 10.7x          6,049,030  

Cost

    

Trade Price

       $1.04 to $105.00          13,224,932  
              

 

 

 

Total

               $     22,267,493  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g)

Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of

 

 

  98  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

  the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income and realized gains, if any, at least once a year except the Global Equity Income Fund pays dividends from net investment income quarterly.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2017.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2017, Emerging Markets Equity Fund, Global Capital Appreciation Fund, Global Equity Income Fund, International Equity Fund, International Growth Fund, International Opportunities Fund and International Value Fund had engaged in Foreign Currency Contracts.

 

 

  99  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2017, Emerging Markets Equity Fund and International Value Fund had engaged in Futures Contracts.

 

  c) Additional Derivative Instrument Information:

Emerging Markets Equity Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $     —      $     —      $     —      $     20,852      $     —      $     —      $     20,852  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 20,852      $      $      $ 20,852  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

        

Net realized gain (loss) on futures contracts

   $     —      $      $      $ 75,377      $     —      $     —      $ 75,377  

Net realized gain (loss) on foreign currency contracts

            54                                    54  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     54      $     —      $     75,377      $      $      $     75,431  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ 28,641      $      $      $ 28,641  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 28,641      $      $      $ 28,641  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long

     22  

 

 

  100  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Global Capital Appreciation Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $     —      $ 52,362      $     —      $     —      $     —      $     —      $ 52,362  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 52,362      $      $      $      $      $ 52,362  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $     596,389      $      $      $      $      $     596,389  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 596,389      $      $      $      $      $ 596,389  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

        

Net realized gain (loss) on foreign currency contracts

   $     —      $     1,201,904     $     —      $     —      $     —      $     —      $     1,201,904  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 1,201,904     $      $      $      $      $ 1,201,904  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (1,075,728   $      $      $      $      $ (1,075,728
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (1,075,728   $      $      $      $      $ (1,075,728
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased

   $     12,598,113  

Foreign Currency Contracts Sold

   $ 21,716,960  

Global Equity Income Fund

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest
Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on foreign currency contracts

   $     —      $ 154,657     $     —      $     —      $     —      $     —      $ 154,657  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 154,657     $      $      $      $      $ 154,657  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $     (311,288   $      $      $      $      $     (311,288
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (311,288   $      $      $      $      $ (311,288
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  101  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Global Capital Appreciation Fund – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased

   $     13,271,277  

Foreign Currency Contracts Sold

   $ 13,425,934  

International Equity Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $     —      $     1,260      $     —      $     —      $     —      $     —      $     1,260  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 1,260      $      $      $      $      $ 1,260  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 5,434      $      $      $      $      $ 5,434  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 5,434      $      $      $      $      $ 5,434  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on foreign currency contracts

   $     —      $ (6   $     —      $     —      $     —      $     —      $ (6
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (6   $      $      $      $      $ (6
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (4,174   $      $      $      $      $     (4,174
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     (4,174   $      $      $      $      $ (4,174
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased

   $     415,370  

Foreign Currency Contracts Sold

   $ 411,196  

 

 

  102  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

International Growth Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $     —      $     12,035      $     —      $     —      $     —      $     —      $     12,035  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 12,035      $      $      $      $      $ 12,035  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 51,911      $      $      $      $      $ 51,911  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 51,911      $      $      $      $      $ 51,911  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $     —      $     (39,876   $     —      $     —      $     —      $     —      $     (39,876
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (39,876   $      $      $      $      $ (39,876
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased

   $     3,968,364  

Foreign Currency Contracts Sold

   $ 3,928,488  

International Opportunities Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $     —      $ 812,266      $     —      $     —      $     —      $     —      $ 812,266  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 812,266      $      $      $      $      $ 812,266  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 3,648,903      $      $      $      $      $ 3,648,903  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     3,648,903      $      $      $      $      $     3,648,903  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  103  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

International Opportunities Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $     —      $     (2,836,637   $     —      $     —      $     —      $     —      $     (2,836,637
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (2,836,637   $      $      $      $      $ (2,836,637
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased

   $     203,220,389  

Foreign Currency Contracts Sold

   $ 200,383,753  

International Value Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $     —      $     —      $     —      $     1,443,341      $     —      $     —      $     1,443,341  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 1,443,341      $      $      $ 1,443,341  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

        

Net realized gain (loss) on futures contracts

   $     —      $     —      $     —      $ 1,886,165      $     —      $     —      $     1,886,165  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $     1,886,165      $      $      $ 1,886,165  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ 1,715,500      $      $      $ 1,715,500  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 1,715,500      $      $      $ 1,715,500  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long

     517  

 

  (1)  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

 

 

  104  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  d) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2017:

Emerging Markets Equity Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $     20,852     $     —  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     20,852        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (20,852      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

Global Capital Appreciation Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $     52,362      $     (596,389
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     52,362        (596,389
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 52,362      $ (596,389
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Citibank NA

   $ 52,362     $ (52,362   $      $      $  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

BNP Paribas Securities Services

   $     (236,472   $     $      $      $ (236,472

Citibank NA

     (124,693     52,362                     (72,331

Goldman Sachs & Co.

     (235,224                         (235,224
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ (596,389   $     52,362     $     —      $     —      $     (544,027
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  105  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

International Equity Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $     1,260      $     (5,434
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,260        (5,434
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 1,260      $ (5,434
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Goldman Sachs & Co.

   $ 1,260     $      $      $      $ 1,260  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Citibank NA

   $     (5,434   $     —      $     —      $     —      $     (5,434
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

International Growth Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $     12,035      $     (51,911
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     12,035        (51,911
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 12,035      $ (51,911
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Goldman Sachs & Co.

   $ 12,035     $      $      $      $ 12,035  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Citibank NA

   $     (51,911   $     —      $     —      $     —      $     (51,911
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  106  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

International Opportunities Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $     812,266      $     (3,648,903
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     812,266        (3,648,903
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 812,266      $ (3,648,903
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Citibank NA

   $ 812,266     $      $      $      $ 812,266  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Goldman Sachs & Co.

   $     (3,648,903   $     —      $     —      $     —      $     (3,648,903
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

International Value Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $     1,443,341     $     —  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,443,341        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (1,443,341      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s schedule of investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests

 

 

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International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

     Year of Expiration      Unlimited
Short-Term
Capital Loss
Carryforward
     Unlimited
Long-Term
Capital Loss
Carryforward
 

Fund

   2017      2018        

Emerging Markets Equity Fund

   $      $      $     24,762,402      $     2,782,820  

Global Capital Appreciation Fund

                   24,887,453        43,167,388  

Global Equity Income Fund

     169,331            2,733,538        5,980,017        10,465,713  

International Equity Fund

                   1,409,379         

International Growth Fund

         110,545,296           9,522,949         

International Opportunities Fund

                   47,469,406        10,217,877  

International Small Company Fund

                   3,124,435         

The Environmental Opportunities Fund and International Value Fund had no capital loss carryforward for U.S. federal income tax purposes at October 31, 2016.

 

 

  108  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company LLC (“HFMC”) serves as each Fund’s investment manager. The Company, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2017; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Emerging Markets Equity Fund

  

1.1000% on first $250 million and;

  

1.0500% on next $250 million and;

  

1.0000% on next $500 million and;

  

0.9700% over $1 billion

Environmental Opportunities Fund

  

0.8000% on first $500 million and;

  

0.7500% on next $500 million and;

  

0.7300% on next $1.5 billion and ;

  

0.7250% on next $2.5 billion and;

  

0.7200% over $5 billion

Global Capital Appreciation Fund

  

0.8500% on first $500 million and;

  

0.7500% on next $500 million and;

  

0.7000% on next $4 billion and;

  

0.6800% on next $5 billion and;

  

0.6750% over $10 billion

Global Equity Income Fund

  

0.7500% on first $500 million and;

  

0.7000% on next $500 million and;

  

0.6900% on next $4 billion and;

  

0.6850% on next $5 billion and;

  

0.6700% over $10 billion

International Equity Fund

  

0.7000% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6400% on next $1.5 billion and;

  

0.6300% on next $2.5 billion and;

  

0.6250% over $5 billion

International Growth Fund

  

0.8500% on first $500 million and;

  

0.8000% on next $500 million and;

  

0.7500% on next $4 billion and;

  

0.7475% on next $5 billion and;

  

0.7450% over $10 billion

International Opportunities Fund

  

0.7500% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6400% on next $1.5 billion and;

  

0.6350% on next $2.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6250% over $10 billion

 

 

  109  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

International Small Company Fund

  

0.9000% on first $500 million and;

  

0.8500% on next $500 million and;

  

0.8000% on next $4 billion and;

  

0.7975% on next $5 billion and;

  

0.7950% over $10 billion

International Value Fund

  

0.8500% on first $500 million and;

  

0.8000% on next $500 million and;

  

0.7500% on next $4 billion and;

  

0.7475% on next $5 billion and;

  

0.7450% over $10 billion

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Emerging Markets Equity Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Environmental Opportunities Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Global Capital Appreciation Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Global Equity Income Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

International Equity Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

International Growth Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

International Opportunities Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

International Small Company Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

International Value Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

 

 

  110  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Prior to November 1, 2016, the Funds paid the following rates to HFMC for accounting services fees rendered:

 

Fund

  

Accounting Services Fee Rates

Emerging Markets Equity Fund

  

0.025% on first $5 billion and;

  

0.020% on next $5 billion and;

  

0.015% over $10 billion

Environmental Opportunities Fund

  

0.025% on first $5 billion and;

  

0.020% on next $5 billion and;

  

0.015% over $10 billion

Global Capital Appreciation Fund

  

0.014% on first $5 billion and;

  

0.012% on next $5 billion and;

  

0.010% over $10 billion

Global Equity Income Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

International Equity Fund

  

0.020% on first $5 billion and;

  

0.015% on next $5 billion and;

  

0.010% over $10 billion

International Growth Fund

  

0.020% on first $5 billion and;

  

0.015% on next $5 billion and;

  

0.010% over $10 billion

International Opportunities Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

International Small Company Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

International Value Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and class, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2017, HFMC contractually limited the total operating expenses of each Fund, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, through February 28, 2018 as follows:

 

    Expense Limit as a Percentage of Average Daily Net Assets  

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Equity Fund

    1.75     NA       2.50     1.50     1.95     1.65     1.35     NA       1.30     1.25

Environmental Opportunities Fund

    1.30     NA       2.05     1.05     1.60     1.30     1.00     0.87     0.90     0.90

Global Capital Appreciation Fund

    1.25     2.00     2.00     1.00     1.35     1.05     0.95     NA       0.90     0.90

Global Equity Income Fund

    1.25     2.00     2.00     1.00     1.45     1.15     0.85     NA       0.80     0.80

International Equity Fund

    1.19     1.94     1.94     0.89     1.49     1.19     0.89     NA       0.79     0.79

International Growth Fund

    1.30     2.05     2.05     1.00     1.60     1.30     1.00     NA       0.95     0.90

 

 

  111  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

    Expense Limit as a Percentage of Average Daily Net Assets  

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

International Opportunities Fund

    1.30     2.05     2.05     1.05     1.50     1.20     0.90     0.85     0.85     0.85

International Small Company Fund

    1.60     2.35     2.35     1.35     1.65     1.35     1.05     NA       1.00     1.00

International Value Fund

    1.40     NA       2.15     1.15     1.60     1.30     1.00     NA       0.95     0.90

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2017, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Equity Fund

    1.75           2.50     1.45     1.95     1.65     1.35           1.30     1.25

Environmental Opportunities Fund

    1.13           1.70     0.89     1.32     1.15     0.97     0.87     0.90     0.90

Global Capital Appreciation Fund

    1.25     2.00     1.99     0.97     1.35     1.05     0.95           0.86     0.86

Global Equity Income Fund

    1.24     2.00     2.00     0.97     1.45     1.15     0.85           0.80     0.80

International Equity Fund

    1.19     1.94     1.94     0.89     1.49     1.19     0.88           0.79     0.79

International Growth Fund

    1.30     2.05     2.05     1.00     1.60     1.30     1.00           0.95     0.90

International Opportunities Fund

    1.15     2.01     1.90     0.88     1.42     1.12     0.82     0.71     0.71     0.71

International Small Company Fund

    1.46     2.28     2.20     1.07     1.65     1.35     1.05           0.98     0.99

International Value Fund

    1.31           1.95     0.92     1.58     1.26     0.96           0.84     0.84

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, B, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2017, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Emerging Markets Equity Fund

   $ 37,362      $

Environmental Opportunities Fund

     30,809       

Global Capital Appreciation Fund

         382,551        4,704  

Global Equity Income Fund

     157,608            2,334  

International Equity Fund

     24,738        58  

International Growth Fund

     129,367        1,119  

International Opportunities Fund

     756,774        7,125  

International Small Company Fund

     16,053        130  

International Value Fund

     39,001        4,315  

 

  * Total CDSC includes Underwriter Adjustment credits which may cause negative dollar amounts.

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, T, B, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class B, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2017, Class T shares have not commenced operations. Pursuant to the Class B Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% may be used

 

 

  112  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

for shareholder account servicing activities. The Class B Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class B shares. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

 

  f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2017, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Emerging Markets Equity Fund

   $ 125  

Environmental Opportunities Fund

     52  

Global Capital Appreciation Fund

         1,670  

Global Equity Income Fund

     237  

International Equity Fund

     53  

International Growth Fund

     308  

International Opportunities Fund

     4,087  

International Small Company Fund

     680  

International Value Fund

     2,849  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. HASCO has contractually agreed to reimburse all transfer agency fees for Class F shares, and for Class R6 shares of Environmental Opportunities Fund and International Opportunities Fund, until February 28, 2018. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. At a special meeting of the Board of Directors held on January 11, 2017, the Board of Directors approved the removal of the cap on the transfer agency fees for Class Y shares to be effective May 1, 2017. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2017, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:

 

Fund

   Percent of
Average Daily
Net Assets
 

Emerging Markets Equity Fund

     0.06

Environmental Opportunities Fund

     0.01

Global Capital Appreciation Fund

     0.15

Global Equity Income Fund

     0.18

International Equity Fund

     0.12

International Growth Fund

     0.23

International Opportunities Fund

     0.06

 

 

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International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fund

   Percent of
Average Daily
Net Assets
 

International Small Company Fund

     0.05

International Value Fund

     0.09

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

8. Affiliate Holdings:

As of April 30, 2017, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Equity Fund

                      17           37     19           %*       

Environmental Opportunities Fund

    50     NA       93     90     100     100     100     100     76      

Global Capital Appreciation Fund

                                                          100

Global Equity Income Fund

                                        4                 100

International Equity Fund

                                        4           99     100

International Growth Fund

                                                          100

International Opportunities Fund

                                                          %* 

International Small Company Fund

                                                          %* 

International Value Fund

                                                          %* 

Percentage of Fund by Class:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Equity Fund

                      3           %*      %*            %*       

Environmental Opportunities Fund

    3     NA       3     63     3     3     4     4     4      

Global Capital Appreciation Fund

                                                          %* 

Global Equity Income Fund

                                        %*                  %* 

International Equity Fund

                                        %*            32     %* 

International Growth Fund

                                                          %* 

International Opportunities Fund

                                                          %* 

International Small Company Fund

                                                          %* 

International Value Fund

                                                          %* 

 

  * Percentage rounds to zero.

As of April 30, 2017, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of its shares from these affiliated funds of funds. Affiliated funds of funds owned shares in each Fund as follows:

 

Fund

   Percentage of
Fund*
 

Emerging Markets Equity Fund

     16

International Opportunities Fund

     10

International Small Company Fund

     25

International Value Fund

     1

 

  * As of April 30, 2017, the affiliated funds of funds were invested in Class F shares.

 

 

  114  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

9. Investment Transactions:

For the six-month period ended April 30, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Emerging Markets Equity Fund

   $ 29,391,650      $ 53,032,950  

Environmental Opportunities Fund

     7,044,795        3,652,255  

Global Capital Appreciation Fund

     613,990,850        689,575,468  

Global Equity Income Fund

     23,295,664        21,175,590  

International Equity Fund

     23,527,373        18,396,010  

International Growth Fund

     77,550,873        90,725,972  

International Opportunities Fund

         1,495,441,797            1,179,840,254  

International Small Company Fund

     60,318,744        160,912,766  

International Value Fund

     580,422,778        268,053,854  

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Emerging Markets Equity Fund

   $      $  

Environmental Opportunities Fund

             

Global Capital Appreciation Fund

             

Global Equity Income Fund

             

International Equity Fund

             

International Growth Fund

             

International Opportunities Fund

             

International Small Company Fund

             

International Value Fund

             

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Emerging Markets Equity Fund

   $ 29,391,650      $ 53,032,950  

Environmental Opportunities Fund

     7,044,795        3,652,255  

Global Capital Appreciation Fund

     613,990,850        689,575,468  

Global Equity Income Fund

     23,295,664        21,175,590  

International Equity Fund

     23,527,373        18,396,010  

International Growth Fund

     77,550,873        90,725,972  

International Opportunities Fund

         1,495,441,797            1,179,840,254  

International Small Company Fund

     60,318,744        160,912,766  

International Value Fund

     580,422,778        268,053,854  

 

 

  115  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

10. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2017, and the year ended October 31, 2016:

 

Emerging Markets Equity Fund

        
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     428,618     $ 3,381,953       520,870     $ 3,626,610  

Shares Issued for Reinvested Dividends

     13,803       97,724       40,904       269,547  

Shares Redeemed

     (440,417     (3,352,309)       (262,071     (1,846,193)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,004       127,368       299,703           2,049,964  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     221,914     $ 1,654,795       85,169     $ 582,958  

Shares Issued for Reinvested Dividends

     1,571       10,937       8,877       57,268  

Shares Redeemed

     (111,184     (884,327     (200,443     (1,468,600
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     112,301       781,405       (106,397     (828,374
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,517,351     $ 11,923,267       87,824     $ 645,522  

Shares Issued for Reinvested Dividends

     11,280       79,409       15,257       100,346  

Shares Redeemed

     (478,369     (3,567,940     (124,936     (900,718
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,050,262       8,434,736       (21,855     (154,850
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     1,495     $ 11,361       5,740     $ 39,299  

Shares Issued for Reinvested Dividends

                 7,847       51,297  

Shares Redeemed

     (4,640     (33,550     (233,297     (1,397,860
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,145     (22,189     (219,710     (1,307,264
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     842     $ 6,177       1,479     $ 10,371  

Shares Issued for Reinvested Dividends

                 8,432       55,392  

Shares Redeemed

     (2,731     (21,692     (229,928     (1,379,560
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,889     (15,515     (220,017     (1,313,797
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     5,354     $ 43,950           $  

Shares Issued for Reinvested Dividends

     22       151       9,169       60,336  

Shares Redeemed

     (432     (3,443     (231,917     (1,390,990
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,944       40,658       (222,748     (1,330,654
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     1,209,243     $ 8,966,489       7,260,971     $     48,817,316  

Shares Issued for Reinvested Dividends

     134,246       943,751       660,401       4,329,828  

Shares Redeemed

     (6,443,174         (51,283,620     (21,715,124         (142,640,508
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (5,099,685     (41,373,380     (13,793,752     (89,493,364
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     1,282,605     $     10,555,357           $  

Shares Redeemed

     (3,547     (29,619            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,279,058       10,525,738              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (2,656,150   $ (21,501,179     (14,284,776   $ (92,378,339
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

      

     

 

 

  116  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Environmental Opportunities Fund

        
     For the Six-Month
Period Ended
April 30, 2017
    For the Period Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A(1)

        

Shares Sold

     80,828     $ 945,022       129,291     $ 1,340,024  

Shares Issued for Reinvested Dividends

     4,024       45,162              

Shares Redeemed

     (7,159     (83,981     (128     (1,410
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     77,693       906,203       129,163       1,338,614  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C(1)

        

Shares Sold

     7,384     $ 88,457       105,066     $ 1,058,055  

Shares Issued for Reinvested Dividends

     2,408       26,950              

Shares Redeemed

     (377     (4,495     (854     (10,009
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,415       110,912       104,212       1,048,046  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I(1)

        

Shares Sold

     190,740     $     2,233,344       1,861,952     $     18,688,381  

Shares Issued for Reinvested Dividends

     58,467       657,290              

Shares Redeemed

     (32,876     (378,520     (1     (10
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     216,331       2,512,114       1,861,951       18,688,371  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3(1)

        

Shares Sold

         $       100,001     $ 1,000,010  

Shares Issued for Reinvested Dividends

     2,661       29,826              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,661       29,826       100,001       1,000,010  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4(1)

        

Shares Sold

         $       100,001     $ 1,000,010  

Shares Issued for Reinvested Dividends

     2,906       32,621              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,906       32,621       100,001       1,000,010  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5(1)

        

Shares Sold

         $       100,001     $ 1,000,010  

Shares Issued for Reinvested Dividends

     3,154       35,423              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,154       35,423       100,001       1,000,010  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6(1)

        

Shares Sold

         $       100,001     $ 1,000,010  

Shares Issued for Reinvested Dividends

     3,231       36,305              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,231       36,305       100,001       1,000,010  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y(1)

        

Shares Sold

     32,294     $ 371,477       100,001     $ 1,000,010  

Shares Issued for Reinvested Dividends

     3,232       36,306              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     35,526       407,783       100,001       1,000,010  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     847     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     847       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     351,764     $ 4,081,187       2,595,331     $ 26,075,081  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 29, 2016.

      

     

(2)     Inception date of class was February 28, 2017.

      

     

 

 

  117  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Global Capital Appreciation Fund

        
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,511,811     $     24,781,239       5,120,468     $ 77,901,258  

Shares Issued for Reinvested Dividends

     289,997       4,593,557       2,819,448       43,456,913  

Shares Redeemed

     (5,661,320     (92,443,666)       (8,868,779     (136,626,220)  

Shares converted (from) Class B into Class A

     76,369       1,255,924       238,345       3,586,542  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,783,143     (61,812,946     (690,518     (11,681,507
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

         $       6,112     $ 85,466  

Shares Issued for Reinvested Dividends

                 77,516       1,076,699  

Shares Redeemed

     (160,093     (2,382,976     (833,779     (11,536,593

Shares converted (from) Class B into Class A

     (83,865     (1,255,924     (261,786     (3,586,542
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (243,958     (3,638,900     (1,011,937     (13,960,970
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     184,134     $ 2,757,903       673,690     $ 9,437,346  

Shares Issued for Reinvested Dividends

     4,858       70,684       1,053,728       14,791,382  

Shares Redeemed

     (2,359,816     (35,216,320     (3,433,020         (48,190,891
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,170,824         (32,387,733     (1,705,602     (23,962,163
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     2,049,256     $      34,462,442       2,582,608     $ 41,265,462  

Shares Issued for Reinvested Dividends

     65,502       1,067,682       405,754       6,455,750  

Shares Redeemed

     (1,353,179     (22,706,755     (2,858,227     (45,176,937
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     761,579       12,823,369       130,135       2,544,275  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     78,424     $ 1,261,405       286,804     $ 4,260,829  

Shares Issued for Reinvested Dividends

     11,374       177,549       126,623       1,920,552  

Shares Redeemed

     (413,204     (6,687,699     (499,211     (7,574,521
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (323,406     (5,248,745     (85,784     (1,393,140
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     148,338     $ 2,454,012       436,909     $ 6,817,855  

Shares Issued for Reinvested Dividends

     6,860       110,177       45,069       706,172  

Shares Redeemed

     (130,927     (2,170,255     (236,231     (3,686,146
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     24,271       393,934       245,747       3,837,881  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     5,000     $ 83,728       17,050     $ 263,572  

Shares Issued for Reinvested Dividends

     298       4,891       2,306       36,869  

Shares Redeemed

     (8,784     (145,205     (17,698     (288,749
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,486     (56,586     1,658       11,692  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     57,184     $ 988,089       41,504     $ 631,982  

Shares Issued for Reinvested Dividends

     5,136       84,997       592,161       9,541,887  

Shares Redeemed

     (31,501     (555,396     (11,165,385     (180,215,303
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     30,819       517,690       (10,531,720     (170,041,434
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  118  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Global Capital Appreciation Fund – (continued)

        
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class F(1)

        

Shares Sold

     582     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     582       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (5,707,566   $     (89,399,917     (13,648,021   $     (214,645,366
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

        

Global Equity Income Fund

        
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     762,398     $ 8,545,713       2,215,941     $ 23,468,316  

Shares Issued for Reinvested Dividends

     77,848       886,612       275,663       2,912,868  

Shares Redeemed

     (1,488,467     (16,665,169     (2,289,579     (24,348,399

Shares converted (from) Class B into Class A

     9,583       108,826       19,884       207,597  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (638,638     (7,124,018     221,909       2,240,382  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     661     $ 7,134       1,146     $ 11,324  

Shares Issued for Reinvested Dividends

     55       612       1,315       13,614  

Shares Redeemed

     (14,393     (161,516     (65,705     (672,330

Shares converted (from) Class B into Class A

     (9,766     (108,826     (20,303     (207,597
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (23,443     (262,596     (83,547     (854,989
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     63,908     $ 700,514       282,985     $ 2,943,615  

Shares Issued for Reinvested Dividends

     4,967       55,565       23,600       242,991  

Shares Redeemed

     (177,797     (1,940,720     (384,712     (3,981,004
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (108,922     (1,184,641     (78,127     (794,398
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,432,327     $     16,065,935       1,121,156     $      12,066,667  

Shares Issued for Reinvested Dividends

     17,053       195,631       11,023       117,264  

Shares Redeemed

     (304,542     (3,410,165     (386,726     (4,140,726
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,144,838       12,851,401       745,453       8,043,205  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     5,333     $ 57,972       10,310     $ 110,967  

Shares Issued for Reinvested Dividends

     170       1,932       370       3,911  

Shares Redeemed

     (1,469     (16,064     (32,694     (339,121
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,034       43,840       (22,014     (224,243
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  119  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Global Equity Income Fund – (continued)

        
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Sold

     708     $ 7,993       7,323     $ 78,490  

Shares Issued for Reinvested Dividends

     131       1,500       295       3,125  

Shares Redeemed

     (1,582     (17,487     (39,362     (411,327
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (743     (7,994     (31,744     (329,712
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     1,697     $ 19,296       4,425     $ 45,173  

Shares Issued for Reinvested Dividends

     198       2,259       523       5,540  

Shares Redeemed

     (121     (1,398     (39,386     (412,503
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,774       20,157       (34,438     (361,790
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     51,955     $ 570,760       100,124     $ 1,068,151  

Shares Issued for Reinvested Dividends

     5,503       61,989       17,877       187,842  

Shares Redeemed

     (68,199     (771,792     (15,630,481         (163,759,657
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (10,741     (139,043     (15,512,480     (162,503,664
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     871     $ 10,000           $  

Shares Issued for Reinvested Dividends

     6       63              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     877       10,063              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     369,036     $ 4,207,169       (14,794,988   $ (154,785,209
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

        
International Equity Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     230,916     $ 2,193,364       303,761     $ 2,739,324  

Shares Issued for Reinvested Dividends

     20,749       187,567       35,947       321,092  

Shares Redeemed

     (277,573         (2,628,394     (563,556     (4,970,742

Shares converted (from) Class B into Class A

     593       5,660       1,465       13,350  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (25,315     (241,803     (222,383     (1,896,976
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

         $       302     $ 2,851  

Shares Issued for Reinvested Dividends

     106       963       1,579       13,934  

Shares Redeemed

     (3,479     (33,906     (75,353     (628,930

Shares converted (from) Class B into Class A

     (592     (5,660     (1,472     (13,350
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,965     (38,603     (74,944     (625,495
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  120  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

International Equity Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     72,351     $ 692,644       51,902     $ 465,485  

Shares Issued for Reinvested Dividends

     3,090       27,776       5,688       49,962  

Shares Redeemed

     (40,671     (382,733     (86,232     (770,975
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     34,770       337,687       (28,642     (255,528
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     619,527     $ 5,980,036       280,392     $ 2,528,071  

Shares Issued for Reinvested Dividends

     12,787       116,365       14,117       126,988  

Shares Redeemed

     (128,516         (1,247,353     (234,206     (2,038,524
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     503,798       4,849,048       60,303       616,535  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     824     $ 7,843       1,627     $ 14,553  

Shares Issued for Reinvested Dividends

     182       1,643       3,202       28,604  

Shares Redeemed

     (2,996     (27,813     (123,311         (1,028,839
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,990     (18,327     (118,482     (985,682
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     9,794     $ 97,349       15,678     $ 145,278  

Shares Issued for Reinvested Dividends

     540       4,888       3,255       29,200  

Shares Redeemed

     (2,940     (27,910     (113,916     (945,441
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,394       74,327       (94,983     (770,963
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     38,470     $ 329,006           $  

Shares Issued for Reinvested Dividends

     190       1,512       3,333       29,992  

Shares Redeemed

     (2,861     (24,651     (113,792     (944,546
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     35,799       305,867       (110,459     (914,554
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     12,728     $ 123,453       3,493     $ 33,528  

Shares Issued for Reinvested Dividends

     25,847       234,686       34,286       308,593  

Shares Redeemed

     (953     (9,423     (8,914     (73,998
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     37,622       348,716       28,865       268,123  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     1,036     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,036       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     589,149     $     5,626,912       (560,725   $ (4,564,540
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

        

 

 

  121  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

International Growth Fund

        
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     671,472     $ 8,209,710       1,754,340     $ 21,059,282  

Shares Issued for Reinvested Dividends

     105,240       1,210,249       65,338       811,493  

Shares Redeemed

     (1,546,110     (18,766,059     (2,608,733     (31,207,862

Shares converted (from) Class B into Class A

     21,605       264,000       39,923       479,457  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (747,793     (9,082,100     (749,132     (8,857,630
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

         $       514     $ 5,774  

Shares Redeemed

     (36,470     (410,559     (84,996     (941,155

Shares converted (from) Class B into Class A

     (23,286     (264,000)       (43,219     (479,457)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (59,756     (674,559     (127,701     (1,414,838
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     69,721     $ 779,147       186,393     $ 2,067,119  

Shares Issued for Reinvested Dividends

     5,046       53,742       1,428       16,426  

Shares Redeemed

     (260,443     (2,905,940)       (499,578     (5,523,660)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (185,676     (2,073,051     (311,757     (3,440,115
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     2,333,371     $     28,201,158       2,285,382     $ 27,524,212  

Shares Issued for Reinvested Dividends

     45,023       512,815       23,543       289,817  

Shares Redeemed

     (1,230,353         (14,739,830)       (2,840,739         (34,180,946)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,148,041       13,974,143       (531,814     (6,366,917
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     10,280     $ 126,728       25,598     $ 307,139  

Shares Issued for Reinvested Dividends

     244       2,836       311       3,909  

Shares Redeemed

     (32,783     (400,220)       (34,829     (431,935)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (22,259     (270,656     (8,920     (120,887
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     126,334     $ 1,566,533       508,796     $ 6,319,428  

Shares Issued for Reinvested Dividends

     3,102       36,571       2,160       27,521  

Shares Redeemed

     (125,701     (1,572,028)       (164,645     (2,028,918)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,735       31,076       346,311       4,318,031  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     85,790     $ 1,070,091       151,216     $ 1,867,611  

Shares Issued for Reinvested Dividends

     6,998       83,061       5,073       65,031  

Shares Redeemed

     (186,403     (2,380,564)       (150,077     (1,846,207)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (93,615     (1,227,412     6,212       86,435  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     7,404,412     $ 94,882,728       649,741     $ 7,855,364  

Shares Issued for Reinvested Dividends

     21,473       255,533       11,347       145,919  

Shares Redeemed

     (8,128,504     (104,245,275)       (2,378,221     (29,745,112)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (702,619     (9,107,014     (1,717,133     (21,743,829
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  122  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

International Growth Fund – (continued)

        
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class F(1)

        

Shares Sold

     821     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     821       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (659,121   $ (8,419,573     (3,093,934   $ (37,539,750
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

        
International Opportunities Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     3,441,510     $ 51,231,539       7,575,333     $ 106,968,420  

Shares Issued for Reinvested Dividends

     331,392       4,709,086       868,989       12,437,463  

Shares Redeemed

     (6,715,847     (98,799,382     (10,891,481     (155,066,975

Shares converted (from) Class B into Class A

     19,062       282,926       49,782       698,464  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,923,883     (42,575,831     (2,397,377     (34,962,628
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     558     $ 7,582       5,108     $ 63,749  

Shares Issued for Reinvested Dividends

                 5,565       71,245  

Shares Redeemed

     (45,263     (609,132     (186,944     (2,398,535

Shares converted (from) Class B into Class A

     (20,993     (282,926     (54,904     (698,464
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (65,698     (884,476     (231,175     (2,962,005
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     354,553     $ 4,643,025       937,907     $ 11,667,611  

Shares Issued for Reinvested Dividends

     17,802       223,236       87,264       1,090,037  

Shares Redeemed

     (765,664     (9,864,915     (1,208,098     (15,043,633
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (393,309     (4,998,654     (182,927     (2,285,985
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     13,081,176     $ 192,751,043       16,552,819     $ 236,342,309  

Shares Issued for Reinvested Dividends

     286,612       4,044,092       197,080       2,825,752  

Shares Redeemed

     (4,065,481         (59,449,919     (4,594,180         (64,749,919
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,302,307       137,345,216       12,155,719       174,418,142  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     676,157     $ 10,137,366       1,635,959     $ 23,441,858  

Shares Issued for Reinvested Dividends

     33,376       481,953       62,593       907,297  

Shares Redeemed

     (621,251     (9,371,505     (867,997     (12,390,815
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     88,282       1,247,814       830,555       11,958,340  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  123  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

International Opportunities Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Sold

     2,398,763     $ 36,753,347       3,661,160     $ 53,420,418  

Shares Issued for Reinvested Dividends

     97,724       1,433,618       169,248       2,501,857  

Shares Redeemed

     (1,970,493     (29,992,725     (2,256,410     (33,108,803
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     525,994       8,194,240       1,573,998       22,813,472  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     5,022,046     $ 77,455,924       2,603,294     $ 38,437,244  

Shares Issued for Reinvested Dividends

     100,312       1,482,607       168,443       2,518,892  

Shares Redeemed

     (1,980,419     (30,658,962     (2,236,510     (32,758,923
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,141,939       48,279,569       535,227       8,197,213  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     5,860,862     $ 94,254,163       2,164,394     $ 31,878,203  

Shares Issued for Reinvested Dividends

     43,070       639,577       5,475       82,327  

Shares Redeemed

     (227,571     (3,538,722     (395,206     (5,861,161
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,676,361       91,355,018       1,774,663       26,099,369  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     30,126,821     $ 473,307,037       38,570,812     $ 575,377,033  

Shares Issued for Reinvested Dividends

     1,075,205       15,966,799       1,261,017       18,991,929  

Shares Redeemed

     (39,132,927         (621,499,089     (8,200,307         (122,899,503
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,930,901     (132,225,253     31,631,522       471,469,459  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     18,543,837     $ 282,049,885           $  

Shares Redeemed

     (197,832     (3,084,104            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     18,346,005       278,965,781              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     25,767,097     $ 384,703,424       45,690,205     $ 674,745,377  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

        
International Small Company Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     88,278     $ 1,244,204       802,594     $ 11,043,672  

Shares Issued for Reinvested Dividends

     17,363       230,936       44,668       634,707  

Shares Redeemed

     (724,398     (10,013,638     (1,465,519     (20,050,743

Shares converted (from) Class B into Class A

     11,385       159,962       25,164       347,335  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (607,372     (8,378,536     (593,093     (8,025,029
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  124  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

International Small Company Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class B

        

Shares Sold

     162     $ 2,000       8     $ 110  

Shares Issued for Reinvested Dividends

                 404       5,301  

Shares Redeemed

     (7,548     (96,980     (27,536     (355,393

Shares converted (from) Class B into Class A

     (12,218     (159,962     (26,921     (347,335
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (19,604     (254,942     (54,045     (697,317
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     13,663     $ 175,727       113,740     $ 1,432,547  

Shares Issued for Reinvested Dividends

                 5,595       71,279  

Shares Redeemed

     (118,204     (1,497,609     (395,896     (4,955,071
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (104,541     (1,321,882     (276,561     (3,451,245
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     277,776     $ 3,861,273       1,636,158     $ 22,181,642  

Shares Issued for Reinvested Dividends

     27,308       359,912       63,476       900,778  

Shares Redeemed

     (1,541,588     (20,743,265     (2,164,939     (29,240,560
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,236,504     (16,522,080     (465,305     (6,158,140
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     59,494     $ 834,044       176,071     $ 2,448,934  

Shares Issued for Reinvested Dividends

     1,482       19,868       4,663       66,319  

Shares Redeemed

     (156,286     (2,207,941     (214,393     (2,966,119
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (95,310     (1,354,029     (33,659     (450,866
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     55,533     $ 774,642       180,916     $ 2,511,045  

Shares Issued for Reinvested Dividends

     2,554       34,320       3,682       53,004  

Shares Redeemed

     (67,916     (953,304     (137,084     (1,907,057
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (9,829     (144,342     47,514       656,992  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     22,645     $ 322,605       148,260     $ 2,026,021  

Shares Issued for Reinvested Dividends

     473       6,388       425       6,178  

Shares Redeemed

     (45,125     (648,517     (38,493     (544,688
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (22,007     (319,524     110,192       1,487,511  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     871,160     $ 12,349,848       11,570,015     $ 163,272,409  

Shares Issued for Reinvested Dividends

     172,966       2,335,043       209,108       3,046,810  

Shares Redeemed

     (12,153,390         (176,249,933     (2,127,287         (30,085,160
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (11,109,264     (161,565,042     9,651,836       136,234,059  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     6,653,622     $ 97,741,633           $  

Shares Redeemed

     (125,149     (1,891,403            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     6,528,473       95,850,230              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (6,675,958   $ (94,010,147     8,386,879     $ 119,595,965  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

        

 

 

  125  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

International Value Fund                         
     For the Six-Month Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     6,777,844     $     104,082,279       18,187,186     $ 240,656,384  

Shares Issued for Reinvested Dividends

     1,117,911       16,620,294       804,380       10,951,409  

Shares Redeemed

     (15,860,311     (241,991,804     (15,701,748     (212,420,105
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,964,556     (121,289,231     3,289,818       39,187,688  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     46,352     $ 702,999       111,606     $ 1,477,781  

Shares Issued for Reinvested Dividends

     84,509       1,241,832       63,076       839,567  

Shares Redeemed

     (377,291     (5,717,008     (1,168,227     (15,775,218
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (246,430     (3,772,177     (993,545     (13,457,870
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     31,981,400     $ 496,733,261       22,568,274     $ 310,462,776  

Shares Issued for Reinvested Dividends

     1,809,852       27,145,032       1,085,434       14,938,808  

Shares Redeemed

     (6,310,109     (97,605,188     (25,510,856         (344,864,001
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     27,481,143       426,273,105       (1,857,148     (19,462,417
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     7,259     $ 113,638       11,641     $ 159,171  

Shares Issued for Reinvested Dividends

     1,624       24,350       1,697       22,851  

Shares Redeemed

     (13,485     (208,758     (66,872     (898,026
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,602     (70,770     (53,534     (716,004
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     14,558     $ 223,115       29,983     $ 407,374  

Shares Issued for Reinvested Dividends

     3,921       58,658       3,701       50,488  

Shares Redeemed

     (15,530     (240,300     (91,877     (1,241,593
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,949       41,473       (58,193     (783,731
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     7,205     $ 112,763       26,421     $ 358,926  

Shares Issued for Reinvested Dividends

     2,576       38,756       1,915       26,260  

Shares Redeemed

     (2,069     (31,769     (63,648     (865,599
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,712       119,750       (35,312     (480,413
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     10,258,422     $ 162,136,666       15,404,271     $ 217,928,190  

Shares Issued for Reinvested Dividends

     1,280,545       19,568,865       424,304       5,947,505  

Shares Redeemed

     (3,799,375         (60,217,140     (4,664,967     (64,990,064
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,739,592       121,488,391       11,163,608       158,885,631  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     1,242,072     $ 19,536,925           $  

Shares Redeemed

     (4,407     (70,904            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,237,665       19,466,021              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     28,253,473     $ 442,256,562       11,455,694     $ 163,172,884  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)     Inception date of class was February 28, 2017.

        

 

 

  126  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

11. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2017, none of the Funds had borrowings under this facility.

 

12. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

 

13. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

14. Recent Accounting Pronouncement:

In August 2016, Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2016-15, “Statement of Cash Flows (Topic 230), a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-15”). The guidance is intended to reduce diversity in practice in how certain transactions are classified in the statement of cash flows. The issues addressed in ASU 2016-15 are: debt prepayment or debt extinguishment costs, settlement of zero-coupon debt instruments, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, distributions received from equity method investments, beneficial interests in securitization transactions; and, separately identifiable cash flows and application of the predominance principle. The guidance is effective

 

 

  127  

 


International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

In November 2016, FASB issued Accounting Standards Update No. 2016-18, “Statement of Cash Flows (Topic 230), Restricted Cash, a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-18”). The guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. Therefore, amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The amendments in ASU 2016-18 do not provide a definition of restricted cash or restricted cash equivalents. The guidance is required to be presented for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

 

15. Subsequent Events:

The Emerging Markets Equity Fund filed a supplement to its prospectus, dated May 11, 2017, with the U.S. Securities and Exchange Commission that announced modifications effective May 11, 2017 to the Fund’s management fee rate and to certain expense reimbursement arrangements.

The International Equity Fund filed a supplement to its prospectus, dated June 26, 2017, with the U.S. Securities and Exchange Commission that announced modifications effective July 1, 2017 to the Fund’s management fee rate and to certain expense reimbursement arrangements.

 

 

  128  

 


International/Global Equity Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  129  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Customer Privacy Notice

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and

protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

 


Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2017


 

 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with any Fund sub-adviser.

MFSAR-GE17 6/17    201777    Printed in U.S.A.

 

LOGO


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing with Hartford Funds. We are pleased to present you with the Semi-Annual Report, which covers the period from November 1, 2016 through April 30, 2017.

Market Review

With the exception of a brief dip ahead of the US presidential election in

 

November, US stocks, as measured by the S&P 500 Index,1 kept an upward trajectory during the six months ended April 30, 2017. That positive momentum helped push the Index to a nearly 12% gain for 2016, and started 2017 off with just under a 7% return through April 30.

The primary driver of market progress during the period was the outcome of the presidential election. Markets viewed the incoming Trump administration as a positive for businesses and investors, and that optimism carried through past the inauguration. Positive job reports and a growing domestic economy reflected this optimism and have served as the basis of the US Federal Reserve’s continued interest-rate hike cycle that began in December 2015. At the time of this writing, consensus expectations were for a continued gradual rate-hike pace by the Federal Reserve, which should help markets better digest and account for such changes.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. Uncertainty surrounding potential policy changes by the Trump administration, other European elections, and Britain’s “Brexit” undertaking to leave the European Union could all influence markets or cause an uptick in volatility.

For this reason, we encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets with confidence. Regardless of the political environment, your advisor can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing with Hartford Funds. For the most up-to-date information on our mutual funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

 


Fixed Income Funds

Table of Contents

 

Fund Performance and Summary

     2  

Expense Examples

     36  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Emerging Markets Local Debt Fund

     44  

The Hartford Floating Rate Fund

     61  

The Hartford Floating Rate High Income Fund

     71  

The Hartford High Yield Fund

     80  

The Hartford Inflation Plus Fund

     89  

Hartford Municipal Income Fund

     97  

The Hartford Municipal Opportunities Fund

     103  

The Hartford Municipal Real Return Fund

     112  

Hartford Municipal Short Duration Fund

     120  

The Hartford Quality Bond Fund

     125  

The Hartford Short Duration Fund

     131  

The Hartford Strategic Income Fund

     145  

The Hartford Total Return Bond Fund

     167  

The Hartford Unconstrained Bond Fund

     195  

The Hartford World Bond Fund

     214  

Statements of Assets and Liabilities

     238  

Statements of Operations

     246  

Statements of Changes in Net Assets

     254  

Financial Highlights

     260  

Notes to Financial Statements

     277  

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records

     341  

Quarterly Portfolio Holdings Information

     341  


The Hartford Emerging Markets Local Debt Fund inception 05/31/2011

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks capital appreciation and income.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Emerging Markets Local Debt A3

     3.37%        6.04%        -0.28%        -0.42%  

Emerging Markets Local Debt A4

     -1.28%        1.27%        -1.20%        -1.19%  

Emerging Markets Local Debt C3

     2.98%        5.11%        -1.04%        -1.18%  

Emerging Markets Local Debt C4

     1.98%        4.11%        -1.04%        -1.18%  

Emerging Markets Local Debt I3

     3.52%        6.19%        -0.04%        -0.19%  

Emerging Markets Local Debt R33

     3.29%        5.83%        -0.66%        -0.80%  

Emerging Markets Local Debt R43

     3.30%        5.99%        -0.32%        -0.47%  

Emerging Markets Local Debt R53

     3.42%        6.52%        -0.12%        -0.24%  

Emerging Markets Local Debt Y3

     3.45%        6.20%        0.01%        -0.18%  

Emerging Markets Local Debt F3

     3.54%        6.21%        -0.03%        -0.19%  

JP Morgan GBI Emerging Markets Global Diversified Index

     2.01%        4.03%        -1.58%        -1.18%  

 

1  Not Annualized
2  Inception: 05/31/2011
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

JP Morgan GBI Emerging Markets Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a comprehensive global, local emerging-markets index, and consists of liquid, fixed-rate, domestic-currency government bonds.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  2  

 


The Hartford Emerging Markets Local Debt Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Emerging Markets Local Debt Class A

     1.26%        1.49%  

Emerging Markets Local Debt Class C

     2.01%        2.28%  

Emerging Markets Local Debt Class I

     1.01%        1.27%  

Emerging Markets Local Debt Class R3

     1.56%        1.77%  

Emerging Markets Local Debt Class R4

     1.26%        1.47%  

Emerging Markets Local Debt Class R5

     0.96%        1.16%  

Emerging Markets Local Debt Class Y

     0.91%        1.11%  

Emerging Markets Local Debt Class F

     0.91%        1.06%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund is non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Corporate Bonds

     23.0

Foreign Government Obligations

     69.5  
  

 

 

 

Total

     92.5
  

 

 

 

Short-Term Investments

     0.7  

Purchased Options

     0.4  

Other Assets & Liabilities

     6.4  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  3  

 


The Hartford Floating Rate Fund inception 04/29/2005

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Floating Rate A2

     3.52%        8.83%        3.83%        3.38%  

Floating Rate A3

     0.42%        5.56%        3.20%        3.07%  

Floating Rate B2

     3.14%        8.15%        3.04%        2.74% 4 

Floating Rate B3

     -1.86%        3.15%        2.69%        2.74% 4 

Floating Rate C2

     3.15%        8.18%        3.07%        2.62%  

Floating Rate C3

     2.15%        7.18%        3.07%        2.62%  

Floating Rate I2

     3.66%        9.12%        4.13%        3.66%  

Floating Rate R32

     3.26%        8.54%        3.57%        3.13%  

Floating Rate R42

     3.40%        8.82%        3.81%        3.36%  

Floating Rate R52

     3.67%        9.28%        4.12%        3.62%  

Floating Rate Y2

     3.70%        9.34%        4.18%        3.72%  

Floating Rate F2

     3.67%        9.13%        4.14%        3.66%  

Credit Suisse Leveraged Loan Index

     3.14%        8.16%        4.81%        4.23%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 3.00% and returns for Class B shares reflect a contingent deferred sales charge of up to

5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 4/23/12, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 5/18/12, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Credit Suisse Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  4  

 


The Hartford Floating Rate Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Floating Rate Class A

     1.01%        1.02%  

Floating Rate Class B

     1.76%        1.90%  

Floating Rate Class C

     1.74%        1.74%  

Floating Rate Class I

     0.74%        0.74%  

Floating Rate Class R3

     1.26%        1.38%  

Floating Rate Class R4

     1.01%        1.07%  

Floating Rate Class R5

     0.71%        0.80%  

Floating Rate Class Y

     0.71%        0.71%  

Floating Rate Class F

     0.66%        0.66%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans can be difficult to value and highly illiquid; they are subject to credit risk, bankruptcy risk, and insolvency. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”).

The Fund should not be considered an alternative to CDs or money market funds. This Fund is for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.9

Exchange Traded Funds

     2.0  
  

 

 

 

Total

     2.9
  

 

 

 

Fixed Income Securities

  

Corporate Bonds

     6.8

Senior Floating Rate Interests

     89.7  
  

 

 

 

Total

     96.5
  

 

 

 

Short-Term Investments

     7.2  

Other Assets & Liabilities

     (6.6
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  5  

 


The Hartford Floating Rate High Income Fund inception 09/30/2011

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Floating Rate High Income A3

     3.93%        10.40%        4.52%        5.58%  

Floating Rate High Income A4

     0.81%        7.08%        3.88%        5.00%  

Floating Rate High Income C3

     3.54%        9.58%        3.74%        4.79%  

Floating Rate High Income C4

     2.54%        8.58%        3.74%        4.79%  

Floating Rate High Income I3

     4.05%        10.66%        4.80%        5.86%  

Floating Rate High Income R33

     3.78%        10.08%        4.21%        5.25%  

Floating Rate High Income R43

     3.93%        10.41%        4.51%        5.55%  

Floating Rate High Income R53

     4.08%        10.74%        5.03%        6.06%  

Floating Rate High Income Y3

     4.09%        10.74%        4.81%        5.86%  

Floating Rate High Income F3

     4.06%        10.68%        4.80%        5.86%  

Credit Suisse Leveraged Loan Index

     3.14%        8.16%        4.81%        5.59%  

 

1  Not Annualized
2  Inception: 09/30/2011
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 3.00% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 4/23/12, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 5/18/12, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Credit Suisse Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  6  

 


The Hartford Floating Rate High Income Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Floating Rate High Income Class A

     1.07%        1.16%  

Floating Rate High Income Class C

     1.82%        1.91%  

Floating Rate High Income Class I

     0.82%        0.91%  

Floating Rate High Income Class R3

     1.37%        1.55%  

Floating Rate High Income Class R4

     1.07%        1.23%  

Floating Rate High Income Class R5

     0.77%        0.92%  

Floating Rate High Income Class Y

     0.77%        0.87%  

Floating Rate High Income Class F

     0.77%        0.82%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

The Fund should not be considered an alternative to CDs or money market funds. This Fund is for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.7

Exchange Traded Funds

     3.2  
  

 

 

 

Total

     3.9
  

 

 

 

Fixed Income Securities

  

Corporate Bonds

     9.4

Senior Floating Rate Interests

     88.0  
  

 

 

 

Total

     97.4
  

 

 

 

Short-Term Investments

     10.5  

Other Assets & Liabilities

     (11.8
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  7  

 


The Hartford High Yield Fund inception 09/30/1998

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

High Yield A2

     4.78%        10.44%        5.37%        5.75%  

High Yield A3

     0.07%        5.47%        4.41%        5.26%  

High Yield B2

     4.41%        9.50%        4.58%        5.11% 4 

High Yield B3

     -0.59%        4.50%        4.24%        5.11% 4 

High Yield C2

     4.41%        9.49%        4.58%        4.96%  

High Yield C3

     3.41%        8.49%        4.58%        4.96%  

High Yield I2

     5.04%        10.68%        5.65%        6.07%  

High Yield R32

     4.77%        10.11%        5.09%        5.44%  

High Yield R42

     4.92%        10.40%        5.39%        5.76%  

High Yield R52

     5.08%        10.76%        5.69%        6.04%  

High Yield Y2

     4.97%        10.68%        5.72%        6.10%  

High Yield F2

     4.92%        10.55%        5.62%        6.06%  

Bloomberg Barclays U.S. Corporate High Yield Bond Index

     5.30%        13.30%        6.84%        7.44%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/31/07. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects performance of Class I shares from 5/31/07 through 2/27/17 and Class A shares (excluding sales charges) prior to 5/31/07.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Corporate High Yield Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged broad-based market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  8  

 


The Hartford High Yield Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

High Yield Class A

     1.06%        1.22%  

High Yield Class B

     1.81%        2.11%  

High Yield Class C

     1.81%        1.87%  

High Yield Class I

     0.81%        0.87%  

High Yield Class R3

     1.36%        1.49%  

High Yield Class R4

     1.06%        1.19%  

High Yield Class R5

     0.76%        0.89%  

High Yield Class Y

     0.71%        0.81%  

High Yield Class F

     0.71%        0.76%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     1.1
  

 

 

 

Total

     1.1
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     0.0 %* 

Convertible Bonds

     2.7  

Corporate Bonds

     89.4  

Senior Floating Rate Interests

     0.4  
  

 

 

 

Total

     92.5
  

 

 

 

Short-Term Investments

     6.6  

Other Assets & Liabilities

     (0.2
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  9  

 


The Hartford Inflation Plus Fund inception 10/31/2002

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks a total return that exceeds the rate of inflation over an economic cycle.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Inflation Plus A2

     0.27%        2.02%        -0.26%        3.69%  

Inflation Plus A3

     -4.24%        -2.57%        -1.18%        3.22%  

Inflation Plus B2

     -0.19%        1.25%        -1.02%        3.06% 4 

Inflation Plus B3

     -5.18%        -3.75%        -1.39%        3.06% 4 

Inflation Plus C2

     -0.08%        1.36%        -1.00%        2.92%  

Inflation Plus C3

     -1.08%        0.36%        -1.00%        2.92%  

Inflation Plus I2

     0.35%        2.26%        -0.03%        3.96%  

Inflation Plus R32

     0.03%        1.62%        -0.62%        3.31%  

Inflation Plus R42

     0.22%        1.98%        -0.31%        3.61%  

Inflation Plus R52

     0.36%        2.27%        -0.03%        3.91%  

Inflation Plus Y2

     0.41%        2.31%        0.05%        4.01%  

Inflation Plus F2

     0.35%        2.26%        -0.03%        3.96%  

Bloomberg Barclays U.S. TIPS 1-10 Year Index

     0.13%        1.64%        0.47%        3.55%  

Bloomberg Barclays U.S. TIPS Index

     -0.19%        1.73%        0.69%        4.22%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. TIPS 1-10 Year Index (reflects no deduction for fees, expenses or taxes) represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S currency, and have maturities of 1 to 10 years.

Bloomberg Barclays U.S. TIPS Index (reflects no deduction for fees, expenses or taxes) represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S. currency, and have more than one year to maturity.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  10  

 


The Hartford Inflation Plus Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Inflation Plus Class A

     0.85%        0.96%  

Inflation Plus Class B

     1.60%        1.81%  

Inflation Plus Class C

     1.60%        1.67%  

Inflation Plus Class I

     0.60%        0.74%  

Inflation Plus Class R3

     1.20%        1.26%  

Inflation Plus Class R4

     0.90%        0.96%  

Inflation Plus Class R5

     0.60%        0.68%  

Inflation Plus Class Y

     0.55%        0.61%  

Inflation Plus Class F

     0.55%        0.56%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     2.8

Foreign Government Obligations

     3.2  

Senior Floating Rate Interests

     5.1  

U.S. Government Agencies

     0.0

U.S. Government Securities

     80.7  
  

 

 

 

Total

     91.8
  

 

 

 

Short-Term Investments

     1.2  

Other Assets & Liabilities

     7.0  
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  11  

 


Hartford Municipal Income Fund inception 05/29/2015

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide a high level of current income that is generally exempt from federal income taxes, and long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      Since
Inception2
 

Municipal Income A3

     -0.75%        0.28%        2.86%  

Municipal Income A4

     -5.21%        -4.24%        0.43%  

Municipal Income C3

     -1.03%        -0.37%        2.15%  

Municipal Income C4

     -2.01%        -1.35%        2.15%  

Municipal Income I3

     -0.72%        0.44%        3.06%  

Municipal Income F3

     -0.72%        0.45%        3.07%  

Bloomberg Barclays Municipal Bond Index

     -0.34%        0.14%        2.94%  

 

1  Not Annualized
2  Inception: 05/29/2015
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Bloomberg Barclays Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that is considered representative of the broad market for investment grade, tax-exempt bonds with a maturity of at least one year.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  12  

 


Hartford Municipal Income Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Municipal Income Class A

     0.71%        1.71%  

Municipal Income Class C

     1.46%        2.41%  

Municipal Incomes Class I

     0.46%        1.41%  

Municipal Incomes Class F

     0.41%        1.41%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2017

 

Municipal Bonds    Percentage of
Net Assets
 
     0.1

Airport

     8.4  

Development

     2.3  

Education

     3.8  

Facilities

     0.2  

General Obligation

     13.6  

Higher Education

     2.1  

Medical

     10.7  

Mello-Roos District

     1.5  

Nursing Homes

     6.8  

Other(2)

     15.8  

Pollution

     0.2  

Power

     1.8  

School District

     5.5  

Single Family Housing

     2.2  

Tobacco

     3.9  

Transportation

     11.7  

Utilities

     3.1  

Water

     3.0  

Short-Term Investments

     2.0  

Other Assets & Liabilities

     1.3  
  

 

 

 

Total

     100.0
  

 

 

 

 

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

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  13  

 


The Hartford Municipal Opportunities Fund inception 05/31/2007

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

     6 Months1     1 Year     5 Years     Since
Inception2
 

Municipal Opportunities A3

    -0.81%       0.00%       3.14%       2.62%  

Municipal Opportunities A4

    -5.28%       -4.50%       2.20%       2.14%  

Municipal Opportunities B3

    -1.19%       -0.86%       2.35%       1.98% 5 

Municipal Opportunities B4

    -6.09%       -5.74%       1.98%       1.98% 5 

Municipal Opportunities C3

    -1.19%       -0.86%       2.35%       1.84%  

Municipal Opportunities C4

    -2.17%       -1.84%       2.35%       1.84%  

Municipal Opportunities I3

    -0.69%       0.25%       3.39%       2.88%  

Municipal Opportunities F3

    -0.80%       0.14%       3.37%       2.87%  

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index

    -0.06%       0.21%       2.61%       4.19%  

 

1  Not Annualized
2  Inception: 05/31/2007
3  Without sales charge
4  With sales charge
5  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to 17 years engineered for the tax-exempt bond market.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  14  

 


The Hartford Municipal Opportunities Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Municipal Opportunities Class A

     0.71%        0.71%  

Municipal Opportunities Class B

     1.46%        1.52%  

Municipal Opportunities Class C

     1.46%        1.47%  

Municipal Opportunities Class I

     0.46%        0.47%  

Municipal Opportunities Class F

     0.41%        0.42%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. High-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2017

 

Municipal Bonds    Percentage of
Net Assets
 
     0.5

Airport

     4.7  

Bond Bank

     0.2  

Development

     4.1  

Education

     1.9  

Facilities

     0.8  

General Obligation

     12.4  

Higher Education

     2.2  

Housing

     0.1  

Medical

     11.4  

Mello-Roos District

     1.5  

Multifamily Housing

     0.5  

Nursing Homes

     6.9  

Other(2)

     19.6  

Pollution

     0.3  

Power

     1.8  

School District

     6.3  

Single Family Housing

     3.1  

Tobacco

     4.2  

Transportation

     8.4  

Utilities

     0.9  

Water

     4.6  

Short-Term Investments

     3.1  

Other Assets & Liabilities

     0.5  
  

 

 

 

Total

     100.0
  

 

 

 

 

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

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  15  

 


The Hartford Municipal Real Return Fund inception 06/02/1986

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income exempt from federal income tax, and after-tax inflation-adjusted total returns.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

     6 Months1     1 Year     5 Years     10 Years  

Municipal Real Return A2

    0.07%       1.56%       1.92%       1.62%  

Municipal Real Return A3

    -4.43%       -3.01%       0.98%       1.16%  

Municipal Real Return B2

    -0.31%       0.80%       1.17%       1.03% 4 

Municipal Real Return B3

    -5.25%       -4.14%       0.80%       1.03% 4 

Municipal Real Return C2

    -0.31%       0.81%       1.16%       0.87%  

Municipal Real Return C3

    -1.29%       -0.18%       1.16%       0.87%  

Municipal Real Return I2

    0.20%       1.81%       2.19%       1.90%  

Municipal Real Return Y2

    0.19%       1.81%       2.18%       1.89%  

Municipal Real Return F2

    0.21%       1.82%       2.19%       1.90%  

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index

    -0.06%       0.21%       2.61%       4.12%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17 which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to 17 years engineered for the tax-exempt bond market.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  16  

 


The Hartford Municipal Real Return Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Municipal Real Return Class A

     0.70%        0.77%  

Municipal Real Return Class B

     1.45%        1.60%  

Municipal Real Return Class C

     1.45%        1.51%  

Municipal Real Return Class I

     0.45%        0.53%  

Municipal Real Return Class Y

     0.45%        0.51%  

Municipal Real Return Class F

     0.40%        0.46%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. The value of inflation-protected securities generally fluctuates with changes in real interest rates and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2017

 

Municipal Bonds    Percentage of
Net Assets
 
     0.1

Airport

     9.8  

Bond Bank

     0.2  

Development

     2.1  

Education

     2.2  

Facilities

     1.9  

General Obligation

     10.9  

Higher Education

     5.3  

Medical

     12.5  

Mello-Roos District

     0.8  

Multifamily Housing

     0.2  

Nursing Homes

     4.5  

Other(2)

     17.7  

Power

     2.2  

School District

     7.5  

Single Family Housing

     0.2  

Tobacco

     1.9  

Transportation

     6.2  

Utilities

     1.4  

Water

     6.9  

Short-Term Investments

     4.6  

Other Assets & Liabilities

     0.9  
  

 

 

 

Total

     100.0
  

 

 

 

 

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

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  17  

 


Hartford Municipal Short Duration Fund inception 05/29/2015

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      Since
Inception2
 

Municipal Short Duration A3

     -0.21%        0.10%        0.96%  

Municipal Short Duration A4

     -4.70%        -4.41%        -1.43%  

Municipal Short Duration C3

     -0.43%        -0.39%        0.31%  

Municipal Short Duration C4

     -1.42%        -1.38%        0.31%  

Municipal Short Duration I3

     -0.09%        0.35%        1.21%  

Municipal Short Duration F3

     -0.08%        0.36%        1.21%  

Bloomberg Barclays Municipal Bond Short 1-5 Year Index

     0.54%        0.64%        1.36%  

 

1  Not Annualized
2  Inception: 5/29/2015
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value

available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Bloomberg Barclays Municipal Bond Short 1-5 Year Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to six years engineered for the tax-exempt bond market.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  18  

 


Hartford Municipal Short Duration Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Municipal Short Duration Class A

     0.70%        1.55%  

Municipal Short Duration Class C

     1.45%        2.29%  

Municipal Short Duration Class I

     0.45%        1.27%  

Municipal Short Duration Class F

     0.40%        1.27%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2017

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     10.7

Development

     2.5  

Education

     2.3  

General Obligation

     9.2  

Higher Education

     2.8  

Housing

     0.8  

Medical

     14.4  

Mello-Roos District

     3.2  

Nursing Homes

     6.8  

Other(2)

     12.6  

Pollution

     0.2  

Power

     1.3  

School District

     6.5  

Single Family Housing

     2.6  

Tobacco

     5.3  

Transportation

     8.9  

Utilities

     1.5  

Water

     3.1  

Short-Term Investments

     4.3  

Other Assets & Liabilities

     1.0  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  19  

 


The Hartford Quality Bond Fund inception 11/30/2012

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to maximize total return while providing a high level of current income consistent with prudent investment risk.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      Since
Inception2
 

Quality Bond A3

     -1.33%        -0.03%        1.65%  

Quality Bond A4

     -5.77%        -4.53%        0.59%  

Quality Bond C3

     -1.61%        -0.78%        0.90%  

Quality Bond C4

     -2.57%        -1.75%        0.90%  

Quality Bond I3

     -1.10%        0.23%        1.94%  

Quality Bond R33

     -1.48%        -0.33%        1.41%  

Quality Bond R43

     -1.20%        0.33%        1.76%  

Quality Bond R53

     -1.08%        0.51%        2.06%  

Quality Bond Y3

     -1.07%        0.41%        1.98%  

Quality Bond F3

     -1.08%        0.25%        1.94%  

Bloomberg Barclays U.S. Aggregate Bond Index

        

 

1  Not Annualized
2  Inception: 11/30/2012
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all

fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  20  

 


The Hartford Quality Bond Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Quality Bond Class A

     1.00%        1.08%  

Quality Bond Class C

     1.75%        1.82%  

Quality Bond Class I

     0.75%        0.83%  

Quality Bond Class R3

     1.30%        1.42%  

Quality Bond Class R4

     1.00%        1.12%  

Quality Bond Class R5

     0.70%        0.82%  

Quality Bond Class Y

     0.65%        0.77%  

Quality Bond Class F

     0.60%        0.72%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. The Fund may use dollar rolls, repurchase agreements, or reverse repurchase agreements, which can increase risk and volatility. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The main risk of real estate related securities is that the value of the underlying real estate may decrease in value. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     24.1

U.S. Government Agencies

     100.8  

U.S. Government Securities

     5.1  
  

 

 

 

Total

     130.0
  

 

 

 

Short-Term Investments

     1.2  

Other Assets & Liabilities

     (31.2
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  21  

 


The Hartford Short Duration Fund inception 10/31/2002

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income and long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Short Duration A2

     0.77%        2.00%        1.76%        2.47%  

Short Duration A3

     -1.24%        -0.04%        1.35%        2.27%  

Short Duration B2

     0.88%        2.21%        1.92%        2.24% 4 

Short Duration B3

     -4.12%        -2.79%        1.55%        2.24% 4 

Short Duration C2

     0.41%        1.36%        1.01%        1.71%  

Short Duration C3

     -0.59%        0.36%        1.01%        1.71%  

Short Duration I2

     0.92%        2.39%        2.08%        2.70%  

Short Duration R32

     0.63%        1.81%        1.46%        2.45%  

Short Duration R42

     0.77%        2.10%        1.81%        2.63%  

Short Duration R52

     1.02%        2.51%        2.11%        2.80%  

Short Duration Y2

     0.95%        2.46%        2.14%        2.82%  

Short Duration F2

     0.93%        2.40%        2.08%        2.71%  

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index

     0.24%        0.76%        0.93%        2.32%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 2.00% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 2/26/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 2/26/10 through 2/27/17 and Class A shares (excluding sales charges) prior to 2/26/10.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

 

 

 

  22  

 


The Hartford Short Duration Fund inception 10/31/2002

 

 

 

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index comprised of the U.S. Government/Credit component of the U.S. Aggregate Index. The 1-3 Year U.S. Government/Credit Index includes securities in the 1-3 year maturity range in the U.S. Government/Credit Index.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  23  

 


The Hartford Short Duration Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Short Duration Class A

     0.85%        0.89%  

Short Duration Class B

     1.60%        1.77%  

Short Duration Class C

     1.60%        1.60%  

Short Duration Class I

     0.56%        0.56%  

Short Duration Class R3

     1.15%        1.23%  

Short Duration Class R4

     0.85%        0.93%  

Short Duration Class R5

     0.55%        0.62%  

Short Duration Class Y

     0.55%        0.55%  

Short Duration Class F

     0.50%        0.50%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     13.6

Corporate Bonds

     58.4  

Foreign Government Obligations

     0.3  

Municipal Bonds

     0.4  

Senior Floating Rate Interests

     22.1  

U.S. Government Agencies

     5.4  

U.S. Government Securities

     0.6  
  

 

 

 

Total

     100.8
  

 

 

 

Short-Term Investments

     1.8  

Other Assets & Liabilities

     (2.6
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  24  

 


The Hartford Strategic Income Fund inception 05/31/2007

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income and long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      Since
Inception2
 

Strategic Income A3

     3.88%        8.33%        3.92%        4.65%  

Strategic Income A4

     -0.80%        3.46%        2.97%        4.16%  

Strategic Income B3

     3.84%        8.41%        3.37%        3.99% 5 

Strategic Income B4

     -1.16%        3.41%        3.03%        3.99% 5 

Strategic Income C3

     3.46%        7.57%        3.16%        3.89%  

Strategic Income C4

     2.46%        6.57%        3.16%        3.89%  

Strategic Income I3

     4.00%        8.59%        4.20%        4.94%  

Strategic Income R33

     3.62%        7.89%        3.57%        4.89%  

Strategic Income R43

     3.85%        8.43%        3.92%        5.09%  

Strategic Income R53

     4.05%        8.69%        4.24%        5.28%  

Strategic Income R63

     4.08%        8.76%        4.30%        5.30%  

Strategic Income Y3

     4.07%        8.74%        4.30%        5.30%  

Strategic Income F3

     4.01%        8.61%        4.20%        4.94%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -0.67%        0.83%        2.27%        4.41%  

 

1 Not Annualized
2 Inception: ”Since Inception” returns for Classes A, B, C, I and F and the Bloomberg Barclays U.S. Aggregate Bond Index are since 5/31/2007. “Since Inception” returns for Classes R3, R4, R5, R6 and Y are since 8/31/2007.
3  Without sales charge
4  With sales charge
5  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class Y shares commenced operations on 8/31/07. Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 4/2/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

 

 

 

  25  

 


The Hartford Strategic Income Fund inception 05/31/2007

 

 

 

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  26  

 


The Hartford Strategic Income Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Strategic Income Class A

     0.96%        1.05%  

Strategic Income Class B

     1.71%        1.87%  

Strategic Income Class C

     1.71%        1.75%  

Strategic Income Class I

     0.71%        0.75%  

Strategic Income Class R3

     1.26%        1.42%  

Strategic Income Class R4

     0.96%        1.08%  

Strategic Income Class R5

     0.66%        0.76%  

Strategic Income Class R6

     0.61%        0.65%  

Strategic Income Class Y

     0.61%        0.70%  

Strategic Income Class F

     0.61%        0.65%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they

may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.3
  

 

 

 

Total

     0.3
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     17.8

Corporate Bonds

     14.0  

Foreign Government Obligations

     25.1  

Municipal Bonds

     1.9  

Senior Floating Rate Interests

     25.3  

U.S. Government Agencies

     0.9  

U.S. Government Securities

     4.7  
  

 

 

 

Total

     89.7
  

 

 

 

Short-Term Investments

     10.1  

Purchased Options

     0.0

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  27  

 


The Hartford Total Return Bond Fund inception 07/22/1996

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Total Return Bond Fund A2

     0.14%        2.25%        2.56%        3.65%  

Total Return Bond Fund A3

     -4.36%        -2.35%        1.62%        3.18%  

Total Return Bond Fund B2

     -0.25%        1.57%        1.81%        3.05% 4 

Total Return Bond Fund B3

     -5.19%        -3.42%        1.45%        3.05% 4 

Total Return Bond Fund C2

     -0.22%        1.50%        1.83%        2.90%  

Total Return Bond Fund C3

     -1.21%        0.50%        1.83%        2.90%  

Total Return Bond Fund I2

     0.25%        2.50%        2.85%        3.95%  

Total Return Bond Fund R32

     0.00%        2.03%        2.26%        3.39%  

Total Return Bond Fund R42

     0.16%        2.26%        2.58%        3.68%  

Total Return Bond Fund R52

     0.31%        2.66%        2.89%        3.98%  

Total Return Bond Fund R62

     0.45%        2.80%        2.97%        4.06%  

Total Return Bond Fund Y2

     0.36%        2.67%        2.99%        4.08%  

Total Return Bond Fund F2

     0.38%        2.63%        2.88%        3.96%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -0.67%        0.83%        2.27%        4.30%  

 

1  Not Annualized
2  Without sales charge
3 With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

 

 

 

  28  

 


The Hartford Total Return Bond Fund inception 07/22/1996

 

 

 

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  29  

 


The Hartford Total Return Bond Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Total Return Bond Class A

     0.87%        0.87%  

Total Return Bond Class B

     1.63%        1.89%  

Total Return Bond Class C

     1.60%        1.60%  

Total Return Bond Class I

     0.61%        0.61%  

Total Return Bond Class R3

     1.18%        1.18%  

Total Return Bond Class R4

     0.86%        0.86%  

Total Return Bond Class R5

     0.56%        0.56%  

Total Return Bond Class R6

     0.45%        0.45%  

Total Return Bond Class Y

     0.50%        0.50%  

Total Return Bond Class F

     0.45%        0.45%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund has the ability to invest in foreign, emerging-market, and high-yield (“junk”) bonds. Investments in these securities generally involve greater risk, volatility, and possibility of loss. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.0 %* 

Preferred Stocks

     0.1  
  

 

 

 

Total

     0.1
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     28.0

Corporate Bonds

     30.5  

Foreign Government Obligations

     2.1  

Municipal Bonds

     1.1  

Senior Floating Rate Interests

     4.3  

U.S. Government Agencies

     38.3  

U.S. Government Securities

     12.7  
  

 

 

 

Total

     117.0
  

 

 

 

Short-Term Investments

     4.1  

Purchased Options

     0.0

Other Assets & Liabilities

     (21.2
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  30  

 


The Hartford Unconstrained Bond Fund inception 10/31/2002

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to maximize long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Unconstrained Bond A2

     2.36%        5.26%        1.66%        3.32%  

Unconstrained Bond A3

     -2.25%        0.52%        0.73%        2.85%  

Unconstrained Bond B2

     1.88%        4.48%        0.88%        2.71% 4 

Unconstrained Bond B3

     -3.12%        -0.52%        0.52%        2.71% 4 

Unconstrained Bond C2

     1.98%        4.48%        0.91%        2.55%  

Unconstrained Bond C3

     0.98%        3.48%        0.91%        2.55%  

Unconstrained Bond I2

     2.38%        5.52%        1.92%        3.45%  

Unconstrained Bond R32

     2.22%        5.07%        1.36%        3.30%  

Unconstrained Bond R42

     2.25%        5.26%        1.64%        3.46%  

Unconstrained Bond R52

     2.41%        5.58%        1.97%        3.63%  

Unconstrained Bond Y2

     2.51%        5.58%        2.01%        3.63%  

Unconstrained Bond F2

     2.40%        5.54%        1.92%        3.45%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -0.67%        0.83%        2.27%        4.30%  

Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index

     0.23%        0.39%        0.15%        0.65%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 5/25/12. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 5/25/12 through 2/27/17 and Class A shares (excluding sales charges) prior to 5/25/12.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a different investment strategy and in pursuit of a different investment objective. As of 4/23/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

 

 

 

  31  

 


The Hartford Unconstrained Bond Fund inception 10/31/2002

 

 

 

Bank of America Merrill Lynch 3-Month U.S Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is a subset of The Bank of America Merrill Lynch 0-1 Year U.S. Treasury Index including all securities with a remaining term to final maturity less than 3 months.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  32  

 


The Hartford Unconstrained Bond Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Unconstrained Bond Class A

     1.00%        1.27%  

Unconstrained Bond Class B

     1.75%        2.19%  

Unconstrained Bond Class C

     1.75%        1.95%  

Unconstrained Bond Class I

     0.75%        0.93%  

Unconstrained Bond Class R3

     1.30%        1.53%  

Unconstrained Bond Class R4

     1.00%        1.22%  

Unconstrained Bond Class R5

     0.70%        0.92%  

Unconstrained Bond Class Y

     0.70%        0.86%  

Unconstrained Bond Class F

     0.65%        0.81%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk such as nonpayment of principal or interest, and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more

difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.1
  

 

 

 

Total

     0.1
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     41.8

Corporate Bonds

     13.5  

Foreign Government Obligations

     3.8  

Municipal Bonds

     2.1  

Senior Floating Rate Interests

     17.5  

U.S. Government Agencies

     47.0  

U.S. Government Securities

     8.1  
  

 

 

 

Total

     133.8
  

 

 

 

Short-Term Investments

     10.1  

Purchased Options

     0.1  

Other Assets & Liabilities

     (44.1
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  33  

 


The Hartford World Bond Fund inception 05/31/2011

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks capital appreciation with income as a secondary goal.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

World Bond A3

     -0.48%        0.19%        1.91%        2.83%  

World Bond A4

     -4.96%        -4.31%        0.98%        2.03%  

World Bond C3

     -0.87%        -0.58%        1.17%        2.07%  

World Bond C4

     -1.87%        -1.58%        1.17%        2.07%  

World Bond I3

     -0.29%        0.49%        2.19%        3.10%  

World Bond R33

     -0.68%        -0.10%        1.60%        2.48%  

World Bond R43

     -0.48%        0.19%        1.92%        2.81%  

World Bond R53

     -0.29%        0.58%        2.23%        3.11%  

World Bond R63

     -0.38%        0.48%        2.30%        3.19%  

World Bond Y3

     -0.29%        0.58%        2.32%        3.21%  

World Bond F3

     -0.29%        0.49%        2.19%        3.10%  

Citigroup World Government Bond Index

     -2.56%        -3.61%        -0.62%        0.05%  

 

1  Not Annualized
2  Inception: 05/31/2011
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Citigroup World Government Bond Index (reflects no deduction for fees, expenses or taxes) is a market-capitalization weighted index consisting of government bond markets. Country eligibility is based on market capitalization and investability criteria. All issues have a remaining maturity of at least one year.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  34  

 


The Hartford World Bond Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

World Bond Class A

     1.05%        1.11%  

World Bond Class C

     1.77%        1.77%  

World Bond Class I

     0.79%        0.79%  

World Bond Class R3

     1.35%        1.40%  

World Bond Class R4

     1.05%        1.08%  

World Bond Class R5

     0.75%        0.81%  

World Bond Class R6

     0.67%        0.72%  

World Bond Class Y

     0.70%        0.72%  

World Bond Class F

     0.67%        0.72%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability. The Fund is non-diversified, so it may be more exposed to the risks associated with individual issuers than a diversified fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.1

Convertible Preferred Stocks

     0.0
  

 

 

 

Total

     0.1
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     11.7

Convertible Bonds

     0.5  

Corporate Bonds

     18.5  

Foreign Government Obligations

     52.2  

Senior Floating Rate Interests

     1.6  

U.S. Government Agencies

     0.7  

U.S. Government Securities

     10.7  
  

 

 

 

Total

     95.9
  

 

 

 

Short-Term Investments

     4.1  

Purchased Options

     0.0

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  35  

 


Fixed Income Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2016 through April 30, 2017, except as indicated below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

The Hartford Emerging Markets Local Debt Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 1,033.70     $ 6.30     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class C

  $ 1,000.00     $ 1,029.80     $     10.07     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class I

  $ 1,000.00     $ 1,035.20     $ 5.05     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class R3

  $ 1,000.00     $ 1,032.90     $ 7.81     $ 1,000.00     $ 1,017.11     $ 7.75       1.55     181       365  

Class R4

  $ 1,000.00     $ 1,033.00     $ 6.30     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R5

  $ 1,000.00     $ 1,034.20     $ 4.79     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class Y

  $ 1,000.00     $ 1,034.50     $ 4.54     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class F(2)

  $     1,000.00     $     1,042.10     $ 1.54 (3)    $     1,000.00     $     1,020.33     $     4.51       0.90     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  36  

 


Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Floating Rate Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 1,035.20     $ 4.95     $ 1,000.00     $ 1,019.94     $ 4.91       0.98     181       365  

Class B

  $ 1,000.00     $ 1,031.40     $ 8.81     $ 1,000.00     $ 1,016.12     $ 8.75       1.75     181       365  

Class C

  $ 1,000.00     $ 1,031.50     $ 8.66     $ 1,000.00     $ 1,016.27     $ 8.60       1.72     181       365  

Class I

  $ 1,000.00     $ 1,036.60     $ 3.59     $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

Class R3

  $ 1,000.00     $ 1,032.60     $ 6.30     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R4

  $ 1,000.00     $ 1,034.00     $ 5.04     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class R5

  $ 1,000.00     $ 1,036.70     $ 3.53     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class Y

  $ 1,000.00     $ 1,037.00     $ 3.28     $ 1,000.00     $ 1,021.57     $ 3.26       0.65     181       365  

Class F(2)

  $     1,000.00     $     1,005.30     $     1.07 (3)    $     1,000.00     $     1,021.62     $     3.21       0.64     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford Floating Rate High Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 1,039.30     $ 5.31     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class C

  $ 1,000.00     $ 1,035.40     $ 9.08     $ 1,000.00     $ 1,015.87     $ 9.00       1.80     181       365  

Class I

  $ 1,000.00     $ 1,040.50     $ 4.05     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 1,037.80     $ 6.82     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,039.30     $ 5.31     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 1,040.80     $ 3.80     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,040.90     $ 3.80     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class F(2)

  $     1,000.00     $     1,005.60     $     1.26 (3)    $     1,000.00     $     1,021.08     $     3.76       0.75     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  37  

 


Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford High Yield Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 1,047.80     $ 5.33     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class B

  $ 1,000.00     $ 1,044.10     $ 9.12     $ 1,000.00     $ 1,015.87     $ 9.00       1.80     181       365  

Class C

  $ 1,000.00     $ 1,044.10     $ 9.12     $ 1,000.00     $ 1,015.87     $ 9.00       1.80     181       365  

Class I

  $ 1,000.00     $ 1,050.40     $ 4.07     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 1,047.70     $ 6.85     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,049.20     $ 5.33     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 1,050.80     $ 3.81     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,049.70     $ 3.56     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class F(2)

  $     1,000.00     $     1,007.60     $     1.17 (3)    $     1,000.00     $     1,021.32     $     3.51       0.70     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford Inflation Plus Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 1,002.70     $ 4.22     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class B

  $ 1,000.00     $ 998.10     $ 7.93     $ 1,000.00     $ 1,016.86     $ 8.00       1.60     181       365  

Class C

  $ 1,000.00     $ 999.20     $ 7.93     $ 1,000.00     $ 1,016.86     $ 8.00       1.60     181       365  

Class I

  $ 1,000.00     $ 1,003.50     $ 2.98     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

Class R3

  $ 1,000.00     $ 1,000.30     $ 5.95     $ 1,000.00     $ 1,018.84     $ 6.01       1.20     181       365  

Class R4

  $ 1,000.00     $ 1,002.20     $ 4.47     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class R5

  $ 1,000.00     $ 1,003.60     $ 2.98     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

Class Y

  $ 1,000.00     $ 1,004.10     $ 2.73     $ 1,000.00     $ 1,022.07     $ 2.76       0.55     181       365  

Class F(1)

  $     1,000.00     $     1,004.50     $     0.92 (2)    $     1,000.00     $     1,022.07     $     2.76       0.55     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  38  

 


Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Municipal Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 992.50     $ 3.41     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class C

  $ 1,000.00     $ 989.70     $ 5.18     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class I

  $ 1,000.00     $ 992.80     $ 2.17     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class F(2)

  $     1,000.00     $     1,014.20     $     0.66 (3)    $     1,000.00     $     1,022.86     $     1.96       0.39     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford Municipal Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 991.90     $ 3.36     $ 1,000.00     $ 1,021.42     $ 3.41       0.68     181       365  

Class B

  $ 1,000.00     $ 988.10     $ 7.10     $ 1,000.00     $ 1,017.65     $ 7.20       1.44     181       365  

Class C

  $ 1,000.00     $ 988.10     $ 7.10     $ 1,000.00     $ 1,017.65     $ 7.20       1.44     181       365  

Class I

  $ 1,000.00     $ 993.10     $ 2.17     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class F(2)

  $     1,000.00     $     1,011.80     $     0.66 (3)    $     1,000.00     $     1,022.86     $     1.96       0.39     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1) Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  39  

 


Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Municipal Real Return Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 1,000.70     $ 3.42     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class B

  $ 1,000.00     $ 996.90     $ 7.13     $ 1,000.00     $ 1,017.65     $ 7.20       1.44     181       365  

Class C

  $ 1,000.00     $ 996.90     $ 7.13     $ 1,000.00     $ 1,017.65     $ 7.20       1.44     181       365  

Class I

  $ 1,000.00     $ 1,002.00     $ 2.18     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class Y

  $ 1,000.00     $ 1,001.90     $ 2.18     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class F(2)

  $     1,000.00     $     1,006.10     $     0.65 (3)    $     1,000.00     $     1,022.86     $     1.96       0.39     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

Hartford Municipal Short Duration Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 997.90     $ 3.42     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class C

  $ 1,000.00     $ 995.70     $ 5.59     $ 1,000.00     $ 1,019.19     $ 5.66       1.13     181       365  

Class I

  $ 1,000.00     $ 999.10     $ 2.18     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class F(2)

  $     1,000.00     $     1,006.50     $     0.65 (3)    $     1,000.00     $     1,022.86     $     1.96       0.39     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  40  

 


Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Quality Bond Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 986.70     $ 4.68     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class C

  $ 1,000.00     $ 983.90     $ 8.36     $ 1,000.00     $ 1,016.36     $ 8.50       1.70     181       365  

Class I

  $ 1,000.00     $ 989.00     $ 3.45     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class R3

  $ 1,000.00     $ 985.20     $ 6.15     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R4

  $ 1,000.00     $ 988.00     $ 4.53     $ 1,000.00     $ 1,020.23     $ 4.61       0.92     181       365  

Class R5

  $ 1,000.00     $ 989.20     $ 3.21     $ 1,000.00     $ 1,021.57     $ 3.26       0.65     181       365  

Class Y

  $ 1,000.00     $ 989.30     $ 2.96     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

Class F(2)

  $     1,000.00     $     1,007.10     $     0.92 (3)    $     1,000.00     $     1,022.07     $     2.76       0.55     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford Short Duration Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 1,007.70     $ 4.23     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class B

  $ 1,000.00     $ 1,008.80     $ 4.23     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class C

  $ 1,000.00     $ 1,004.10     $ 7.85     $ 1,000.00     $ 1,016.96     $ 7.90       1.58     181       365  

Class I

  $ 1,000.00     $ 1,009.20     $ 2.84     $ 1,000.00     $ 1,021.97     $ 2.86       0.57     181       365  

Class R3

  $ 1,000.00     $ 1,006.30     $ 5.67     $ 1,000.00     $ 1,019.14     $ 5.71       1.14     181       365  

Class R4

  $ 1,000.00     $ 1,007.70     $ 4.23     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R5

  $ 1,000.00     $ 1,010.20     $ 2.74     $ 1,000.00     $ 1,022.07     $ 2.76       0.55     181       365  

Class Y

  $ 1,000.00     $ 1,009.50     $ 2.44     $ 1,000.00     $ 1,022.37     $ 2.46       0.49     181       365  

Class F(1)

  $     1,000.00     $     1,003.90     $     0.82 (2)    $     1,000.00     $     1,022.37     $     2.46       0.49     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  41  

 


Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Strategic Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 1,038.80     $ 4.80     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class B

  $ 1,000.00     $ 1,038.40     $ 4.80     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class C

  $ 1,000.00     $ 1,034.60     $ 8.58     $ 1,000.00     $ 1,016.36     $ 8.50       1.70     181       365  

Class I

  $ 1,000.00     $ 1,040.00     $ 3.54     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class R3

  $ 1,000.00     $ 1,036.20     $ 6.31     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R4

  $ 1,000.00     $ 1,038.50     $ 4.80     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class R5

  $ 1,000.00     $ 1,040.50     $ 3.29     $ 1,000.00     $ 1,021.57     $ 3.26       0.65     181       365  

Class R6

  $ 1,000.00     $ 1,040.80     $ 3.04     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

Class Y

  $ 1,000.00     $ 1,040.70     $ 3.04     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

Class F(2)

  $     1,000.00     $     1,018.30     $     1.01 (3)    $     1,000.00     $     1,021.82     $     3.01       0.60     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford Total Return Bond Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 1,001.40     $ 4.22     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class B

  $ 1,000.00     $ 997.50     $ 8.02     $ 1,000.00     $ 1,016.76     $ 8.10       1.62     181       365  

Class C

  $ 1,000.00     $ 997.80     $ 7.88     $ 1,000.00     $ 1,016.91     $ 7.95       1.59     181       365  

Class I

  $ 1,000.00     $ 1,002.50     $ 3.08     $ 1,000.00     $ 1,021.72     $ 3.11       0.62     181       365  

Class R3

  $ 1,000.00     $ 1,000.00     $ 5.80     $ 1,000.00     $ 1,018.99     $ 5.86       1.17     181       365  

Class R4

  $ 1,000.00     $ 1,001.60     $ 4.22     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R5

  $ 1,000.00     $ 1,003.10     $ 2.73     $ 1,000.00     $ 1,022.07     $ 2.76       0.55     181       365  

Class R6

  $ 1,000.00     $ 1,004.50     $ 2.19     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class Y

  $ 1,000.00     $ 1,003.60     $ 2.19     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class F(2)

  $     1,000.00     $     1,010.90     $     0.74 (3)    $     1,000.00     $     1,022.61     $     2.21       0.44     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  42  

 


Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Unconstrained Bond Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 1,023.60     $ 4.97     $ 1,000.00     $ 1,019.89     $ 4.96       0.99     181       365  

Class B

  $ 1,000.00     $ 1,018.80     $ 8.71     $ 1,000.00     $ 1,016.17     $ 8.70       1.74     181       365  

Class C

  $ 1,000.00     $ 1,019.80     $ 8.71     $ 1,000.00     $ 1,016.17     $ 8.70       1.74     181       365  

Class I

  $ 1,000.00     $ 1,023.80     $ 3.71     $ 1,000.00     $ 1,021.13     $ 3.71       0.74     181       365  

Class R3

  $ 1,000.00     $ 1,022.20     $ 6.37     $ 1,000.00     $ 1,018.50     $ 6.36       1.27     181       365  

Class R4

  $ 1,000.00     $ 1,022.50     $ 4.96     $ 1,000.00     $ 1,019.89     $ 4.96       0.99     181       365  

Class R5

  $ 1,000.00     $ 1,024.10     $ 3.46     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class Y

  $ 1,000.00     $ 1,025.10     $ 3.46     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class F(2)

  $     1,000.00     $     1,009.20     $     1.07 (3)    $     1,000.00     $     1,021.62     $     3.21       0.64     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford World Bond Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $ 1,000.00     $ 995.20     $ 5.19     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class C

  $ 1,000.00     $ 991.30     $ 8.79     $ 1,000.00     $ 1,015.97     $ 8.90       1.78     181       365  

Class I

  $ 1,000.00     $ 997.10     $ 3.96     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 993.20     $ 6.67     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 995.20     $ 5.19     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 997.10     $ 3.71     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class R6

  $ 1,000.00     $ 996.20     $ 3.42     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class Y

  $ 1,000.00     $ 997.10     $ 3.32     $ 1,000.00     $ 1,021.47     $ 3.36       0.67     181       365  

Class F(1)

  $     1,000.00     $     1,002.90     $     1.12 (2)    $     1,000.00     $     1,021.47     $     3.36       0.67     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  43  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 23.0%  
            Argentina - 0.8%  
  $       175,000    

Aeropuertos Argentina S.A.
6.88%, 02/01/2027(1)

  $ 184,713  
    250,000    

Cia Latinoamericana de Infraestructura & Servicios S.A.
9.50%, 07/20/2023(1)

    262,187  
    50,000    

IRSA Propiedades Comerciales S.A.
8.75%, 03/23/2023(1)

    56,000  
    150,000    

Pampa Energia S.A.
7.50%, 01/24/2027(1)

    159,750  
    150,000    

Tarjeta Naranja S.A.
22.44%, 04/11/2022(1)(2)

    153,750  
     

 

 

 
        816,400  
     

 

 

 
            Austria - 0.2%  
    200,000    

Eldorado Intl. Finance GmbH
8.63%, 06/16/2021(1)

    173,100  
     

 

 

 
            Azerbaijan - 0.7%  
    400,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(1)

    441,460  
    260,000    

State Oil Co. of the Azerbaijan Republic
6.95%, 03/18/2030(3)

    281,450  
     

 

 

 
        722,910  
     

 

 

 
            Barbados - 0.3%  
    240,000    

Columbus Cable Barbados Ltd.
7.38%, 03/30/2021(3)

    258,300  
     

 

 

 
            Bermuda - 0.8%  
    275,000    

Digicel Group Ltd.
7.13%, 04/01/2022(3)

    230,725  
    215,000    

GCX Ltd.
7.00%, 08/01/2019(3)

    220,365  
    310,000    

Inkia Energy Ltd.
8.38%, 04/04/2021(3)

    319,920  
     

 

 

 
        771,010  
     

 

 

 
            Brazil - 0.9%  
    270,000    

Banco do Brasil S.A.
5.88%, 01/26/2022(3)

    281,813  
    200,000    

Centrais Electricas Brasileiras S.A.
5.75%, 10/27/2021(3)

    204,800  
    200,000    

Samarco Mineracao S.A.
4.13%, 11/01/2022(3)(4)

    128,000  
    325,000    

Votorantim Cimentos S.A.
7.25%, 04/05/2041(3)

    331,906  
     

 

 

 
        946,519  
     

 

 

 
            British Virgin Islands - 2.1%  
    245,000    

CLP Power HK Finance Ltd.
4.25%, 11/07/2019(2)(3)(5)

    250,222  
    270,000    

GTL Trade Finance, Inc.
5.89%, 04/29/2024(3)

    275,130  
    470,000    

HLP Finance Ltd.
4.75%, 06/25/2022(3)

    501,545  
    615,000    

SmarTone Finance Ltd.
3.88%, 04/08/2023(3)

    622,175  
   

State Grid Overseas Investment Ltd.

 
    235,000    

2.75%, 05/04/2022(1)

    233,905  
    240,000    

3.50%, 05/04/2027(1)

    239,423  
     

 

 

 
        2,122,400  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 23.0% - (continued)  
            British Virgin Islands - 0.1%  
  $       120,000    

Arcos Dorados Holdings, Inc.
5.88%, 04/04/2027(1)

  $ 120,049  
     

 

 

 
            Cayman Islands - 1.7%  
    230,000    

Alliance Global Group Cayman Islands, Inc.
6.50%, 08/18/2017(3)

    232,875  
    266,000    

CK Hutchison International 17 Ltd.
3.50%, 04/05/2027(1)

    266,865  
    275,000    

Emirates NBD Tier Ltd.
5.75%, 05/30/2019(2)(3)(5)

    281,930  
    300,000    

KWG Property Holding Ltd.
8.98%, 01/14/2019(3)

    313,492  
    200,000    

Pontis IV Ltd.
5.13%, 03/31/2027(1)

    198,500  
    200,000    

Semiconductor Manufacturing International Corp.
4.13%, 10/07/2019(3)

    205,209  
    200,000    

Yuzhou Properties Co., Ltd.
6.00%, 10/25/2023(3)

    203,472  
     

 

 

 
        1,702,343  
     

 

 

 
            Chile - 0.8%  
    200,000    

Cencosud S.A.
5.15%, 02/12/2025(1)

    211,046  
    350,000    

Empresa Electrica Angamos S.A.
4.88%, 05/25/2029(3)

    355,115  
    275,000    

Inversiones CMPC S.A.
4.38%, 04/04/2027(1)

    275,542  
     

 

 

 
        841,703  
     

 

 

 
            China - 0.2%  
    225,000    

Industrial & Commercial Bank of China Ltd. 4.88%, 09/21/2025(1)

    237,727  
     

 

 

 
            Colombia - 0.6%  
    200,000    

Banco de Bogota S.A.
6.25%, 05/12/2026(1)

    213,040  
    280,000    

Empresa de Energia de Bogota S.A. ESP
6.13%, 11/10/2021(3)

    288,750  
  COP       280,000,000    

Empresa de Telecomunicaciones de Bogota
7.00%, 01/17/2023(1)

    73,008  
     

 

 

 
        574,798  
     

 

 

 
            Dominican Republic - 0.2%  
  $       200,000    

Aeropuertos Dominicanos Siglo XXI S.A.
6.75%, 03/30/2029(1)

    214,176  
     

 

 

 
            India - 1.3%  
    255,000    

Bharti Airtel Ltd.
4.38%, 06/10/2025(1)

    255,944  
    240,000    

ICICI Bank Ltd.
6.38%, 04/30/2022(2)(3)

    240,000  
    230,000    

Indian Oil Corp. Ltd.
5.75%, 08/01/2023(3)

    258,686  
    230,000    

NTPC Ltd.
4.38%, 11/26/2024(3)

    239,462  
    275,000    

Reliance Industries Ltd.
4.88%, 02/10/2045(1)

    273,704  
     

 

 

 
        1,267,796  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  44  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 23.0% - (continued)  
            Ireland - 1.5%  
   

Borets Finance Ltd.

 
  $       250,000    

6.50%, 04/07/2022(1)

  $ 258,750  
    350,000    

7.63%, 09/26/2018(3)

    360,985  
    240,000    

Koks OAO Via Koks Finance Ltd.
7.50%, 05/04/2022(1)

    241,128  
    200,000    

Novolipetsk Steel via Steel Funding DAC
4.50%, 06/15/2023(3)

    203,000  
  EUR       400,000    

Vnesheconombank Via VEB Finance plc
4.03%, 02/21/2023(3)

    469,549  
     

 

 

 
        1,533,412  
     

 

 

 
            Kazakhstan - 0.3%  
  $       310,000    

Zhaikmunai LLP
6.38%, 02/14/2019(3)

    302,404  
     

 

 

 
            Luxembourg - 1.5%  
    200,000    

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

    194,720  
  ZAR       475,000    

European Investment Bank
0.00%, 12/31/2018(6)

    31,482  
  EUR       200,000    

Gazprom OAO Via Gaz Capital S.A.
4.36%, 03/21/2025(3)

    241,250  
  $       352,000    

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(1)

    366,784  
    200,000    

Severstal OAO Via Steel Capital S.A.
5.90%, 10/17/2022(3)

    218,750  
    200,000    

VM Holding S.A.
5.38%, 05/04/2027

    198,096  
    200,000    

VTB Bank OJSC Via VTB Capital S.A.
6.95%, 10/17/2022(3)

    218,000  
     

 

 

 
        1,469,082  
     

 

 

 
            Mauritius - 0.4%  
    200,000    

Greenko Investment Co.
4.88%, 08/16/2023(3)

    196,991  
    200,000    

MTN Mauritius Investment Ltd.
5.37%, 02/13/2022(1)

    203,649  
     

 

 

 
        400,640  
     

 

 

 
            Mexico - 2.5%  
    265,000    

Banco Inbursa S.A. Institucion de Banca Multiple
4.38%, 04/11/2027(1)

    259,700  
    200,000    

Mexico City Airport Trust
5.50%, 10/31/2046(1)

    197,770  
  EUR       105,000    

Nemak S.A.B. de C.V.
3.25%, 03/15/2024(1)

    115,978  
   

Petroleos Mexicanos

 
    835,000    

5.50%, 02/24/2025(3)

    1,032,703  
  $       585,000    

6.75%, 09/21/2047

    594,536  
  EUR       125,000    

Sigma Alimentos S.A. de C.V.
2.63%, 02/07/2024(1)

    141,421  
  $       200,000    

Trust F
5.25%, 01/30/2026(1)

    202,500  
     

 

 

 
        2,544,608  
     

 

 

 
            Morocco - 0.3%  
    295,000    

OCP S.A.
6.88%, 04/25/2044(3)

    319,338  
     

 

 

 
            Netherlands - 0.9%  
    240,000    

ICTSI Treasury B.V.
5.88%, 09/17/2025(3)

    260,018  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 23.0% - (continued)  
            Netherlands - 0.9% - (continued)  
  $       200,000    

Ihs Netherlands Holdco B.V.
9.50%, 10/27/2021(1)

  $ 208,656  
    330,000    

Myriad International Holdings B.V.
5.50%, 07/21/2025(3)

    349,553  
    90,000    

Petrobras Global Finance B.V.
7.38%, 01/17/2027

    96,777  
     

 

 

 
        915,004  
     

 

 

 
            Peru - 0.3%  
    221,000    

Banco de Credito del Peru
6.88%, 09/16/2026(2)(3)

    248,912  
     

 

 

 
            Philippines - 0.3%  
    240,000    

SM Investments Corp.
4.88%, 06/10/2024(3)

    251,106  
     

 

 

 
            Singapore - 1.4%  
    200,000    

BOC Aviation Ltd.
3.88%, 04/27/2026(1)

    199,157  
    265,000    

Indika Energy Capital II Pte Ltd.
6.88%, 04/10/2022(1)

    263,195  
   

STATS ChipPAC Pte Ltd.

 
    260,000    

8.50%, 11/24/2020(1)

    280,475  
    200,000    

8.50%, 11/24/2020(3)

    215,750  
    390,000    

United Overseas Bank Ltd.
3.75%, 09/19/2024(2)(3)

    396,845  
     

 

 

 
        1,355,422  
     

 

 

 
            Thailand - 0.7%  
    225,000    

Krung Thai Bank PCL/Cayman Islands
5.20%, 12/26/2024(2)(3)

    232,788  
    435,000    

PTT Exploration & Production PCL
4.88%, 06/18/2019(1)(2)(5)

    444,797  
     

 

 

 
        677,585  
     

 

 

 
            Turkey - 1.2%  
    200,000    

Turkcell Iletisim Hizmetleri AS
5.75%, 10/15/2025(3)

    206,751  
    200,000    

Turkiye Is Bankasi
6.13%, 04/25/2024(1)

    203,088  
   

Turkiye Sinai Kalkinma Bankasi AS

 
    200,000    

4.88%, 05/18/2021(3)

    196,734  
    400,000    

5.13%, 04/22/2020(3)

    402,913  
    200,000    

Yasar Holding AS
8.88%, 05/06/2020(3)

    204,494  
     

 

 

 
        1,213,980  
     

 

 

 
            United Arab Emirates - 0.1%  
    110,000    

DP World Ltd.
6.85%, 07/02/2037(3)

    129,250  
     

 

 

 
            United Kingdom - 0.6%  
  ZAR       550,000    

European Bank for Reconstruction & Development
0.00%, 12/31/2020(6)

    31,162  
  $       200,000    

MARB BondCo plc
7.00%, 03/15/2024(1)

    202,240  
    340,000    

Tullow Oil PLC
6.25%, 04/15/2022(3)

    325,101  
     

 

 

 
        558,503  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  45  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 23.0% - (continued)  
            United States - 0.3%  
  $       230,000    

Southern Copper Corp.
6.75%, 04/16/2040

  $ 261,132  
     

 

 

 
   

Total Corporate Bonds
(cost $22,376,370)

  $ 22,949,609  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 69.5%  
            Argentina - 2.7%  
   

Argentine Bonos del Tesoro

 
  ARS       14,040,763    

15.50%, 10/17/2026

  $ 1,005,254  
    3,895,000    

16.00%, 10/17/2023

    270,700  
    5,325,000    

18.20%, 10/03/2021

    377,292  
    3,970,000    

City of Buenos Aires Argentina
22.63%, 03/29/2024(2)

    265,045  
   

Provincia de Buenos Aires

 
  $       250,000    

7.88%, 06/15/2027(1)

    260,982  
    150,000    

9.13%, 03/16/2024(1)

    170,325  
    351,000    

Provincia de Entre Rios Argentina
8.75%, 02/08/2025(1)

    358,610  
     

 

 

 
        2,708,208  
     

 

 

 
            Brazil - 10.7%  
  EUR       100,000    

Banco Nacional de Desenvolvimento Economico e Social
3.63%, 01/21/2019(3)

    112,993  
   

Brazil Letras do Tesouro Nacional

 
  BRL       1,795,000    

0.00%, 04/01/2018(6)

    521,263  
    3,446,000    

0.00%, 01/01/2019(6)

    935,390  
    5,651,000    

0.00%, 04/01/2019(6)

    1,497,742  
    13,746,000    

0.00%, 01/01/2020(6)

    3,379,635  
    8,940,000    

0.00%, 07/01/2020(6)

    2,087,257  
   

Brazil Notas do Tesouro Nacional

 
    4,789,000    

10.00%, 01/01/2021

    1,512,998  
    1,467,000    

10.00%, 01/01/2023

    459,786  
    498,000    

10.00%, 01/01/2027

    154,179  
     

 

 

 
        10,661,243  
     

 

 

 
            Chile - 0.3%  
   

Bonos de la Tesoreria de la Republica en pesos

 
  CLP       70,000,000    

4.50%, 02/28/2021

    109,146  
    75,000,000    

4.50%, 03/01/2026

    117,416  
    77,500,000    

Chile Government International Bond
5.50%, 08/05/2020

    123,031  
     

 

 

 
        349,593  
     

 

 

 
            Colombia - 4.1%  
   

Colombian TES

 
  COP       1,173,800,000    

6.00%, 04/28/2028

    384,275  
    491,500,000    

7.00%, 09/11/2019

    171,730  
    1,834,100,000    

7.00%, 06/30/2032

    642,119  
    1,052,900,000    

7.50%, 08/26/2026

    389,514  
    1,303,300,000    

7.75%, 09/18/2030

    492,797  
    2,930,700,000    

10.00%, 07/24/2024

    1,219,000  
    2,014,500,000    

11.00%, 07/24/2020

    788,321  
     

 

 

 
        4,087,756  
     

 

 

 
            Egypt - 0.2%  
  $       205,000    

Egypt Government International Bond
7.50%, 01/31/2027(1)

    220,969  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 69.5% - (continued)  
            Ghana - 1.1%  
   

Ghana Government Bond

 
  GHS       180,000    

21.00%, 03/23/2020

  $ 43,303  
    185,000    

24.00%, 11/23/2020

    47,851  
    100,000    

24.50%, 06/21/2021

    26,727  
    1,900,000    

24.75%, 07/19/2021

    514,657  
    1,835,000    

Ghana Treasury Note
21.00%, 01/07/2019

    437,292  
     

 

 

 
        1,069,830  
     

 

 

 
            Hungary - 3.1%  
   

Hungary Government Bond

 
  HUF       288,970,000    

2.00%, 10/30/2019

    1,044,525  
    60,510,000    

2.50%, 10/27/2021

    219,024  
    159,380,000    

3.00%, 06/26/2024

    559,159  
    85,850,000    

3.50%, 06/24/2020

    323,675  
    192,250,000    

5.50%, 06/24/2025

    785,342  
    46,750,000    

6.00%, 11/24/2023

    196,259  
     

 

 

 
        3,127,984  
     

 

 

 
            Indonesia - 6.6%  
   

Indonesia Treasury Bond

 
  IDR       5,466,000,000    

5.63%, 05/15/2023

    381,389  
    13,567,000,000    

6.63%, 05/15/2033

    917,979  
    13,954,000,000    

7.88%, 04/15/2019

    1,073,062  
    4,319,000,000    

8.25%, 07/15/2021

    341,042  
    7,375,000,000    

8.25%, 06/15/2032

    581,202  
    1,301,000,000    

8.25%, 05/15/2036

    102,731  
    10,197,000,000    

8.38%, 03/15/2024

    820,797  
    13,885,000,000    

8.38%, 03/15/2034

    1,105,258  
    1,226,000,000    

8.75%, 05/15/2031

    101,638  
    6,780,000,000    

8.75%, 02/15/2044

    553,515  
    7,321,000,000    

9.00%, 03/15/2029

    615,426  
     

 

 

 
        6,594,039  
     

 

 

 
            Kazakhstan - 0.1%  
  EUR       125,000    

KazAgro National Management Holding JSC
3.26%, 05/22/2019(3)

    138,820  
     

 

 

 
            Kuwait - 0.3%  
  $       260,000    

Kuwait International Government Bond
3.50%, 03/20/2027(1)

    265,876  
     

 

 

 
            Malaysia - 4.7%  
   

Malaysia Government Bond

 
  MYR       1,085,000    

3.42%, 08/15/2022

    245,379  
    2,145,000    

3.49%, 03/31/2020

    493,249  
    2,175,000    

3.58%, 09/28/2018

    503,423  
    375,000    

3.66%, 10/15/2020

    86,294  
    1,470,000    

3.80%, 09/30/2022

    338,428  
    2,775,000    

3.80%, 08/17/2023

    634,980  
    660,000    

3.96%, 09/15/2025

    150,569  
    2,820,000    

4.05%, 09/30/2021

    657,167  
    1,635,000    

4.16%, 07/15/2021

    383,279  
    3,240,000    

4.50%, 04/15/2030

    751,470  
    1,850,000    

Malaysia Government Investment Issue
4.39%, 07/07/2023

    436,101  
     

 

 

 
        4,680,339  
     

 

 

 
            Mexico - 5.9%  
   

Mexican Bonos

 
  MXN       12,653,300    

5.75%, 03/05/2026

    610,543  
    9,429,000    

6.50%, 06/09/2022

    488,333  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 69.5% - (continued)  
            Mexico - 5.9% - (continued)  
  MXN       2,571,900    

7.50%, 06/03/2027

  $ 139,243  
    7,497,900    

7.75%, 05/29/2031

    408,836  
    11,669,900    

7.75%, 11/23/2034

    633,272  
    14,255,500    

8.00%, 12/07/2023

    792,777  
    5,590,400    

8.50%, 05/31/2029

    324,812  
    6,668,600    

8.50%, 11/18/2038

    387,737  
    9,708,200    

10.00%, 12/05/2024

    601,864  
    22,872,000    

10.00%, 11/20/2036

    1,511,221  
    125,894    

Mexican Udibonos
4.50%, 12/04/2025(7)

    7,323  
     

 

 

 
        5,905,961  
     

 

 

 
            Peru - 1.4%  
   

Peru Government Bond

 
  PEN       425,000    

5.70%, 08/12/2024

    133,969  
    100,000    

6.35%, 08/12/2028

    31,908  
    378,000    

6.85%, 02/12/2042

    122,641  
    2,010,000    

6.90%, 08/12/2037

    668,979  
    575,000    

6.95%, 08/12/2031

    191,445  
    600,000    

8.20%, 08/12/2026

    219,101  
     

 

 

 
        1,368,043  
     

 

 

 
            Poland - 7.6%  
   

Poland Government Bond

 
  PLN       1,750,000    

1.75%, 07/25/2021

    434,116  
    1,300,000    

2.00%, 04/25/2021

    327,145  
    1,100,000    

5.25%, 10/25/2020

    309,651  
    650,000    

5.75%, 10/25/2021

    188,690  
    6,150,000    

5.75%, 09/23/2022

    1,806,697  
   

Republic of Poland Government Bond

 
    11,165,000    

2.25%, 04/25/2022

    2,794,992  
    5,020,000    

2.50%, 07/25/2027

    1,190,555  
    1,985,000    

4.00%, 10/25/2023

    539,540  
     

 

 

 
        7,591,386  
     

 

 

 
            Russia - 6.0%  
   

Russian Federal Bond - OFZ

 
  RUB       32,715,000    

7.00%, 01/25/2023

    559,667  
    47,490,000    

7.00%, 08/16/2023

    807,892  
    26,625,000    

7.05%, 01/19/2028

    449,973  
    10,950,000    

7.40%, 12/07/2022

    190,206  
    26,050,000    

7.70%, 03/23/2033

    451,138  
    128,240,000    

7.75%, 09/16/2026

    2,276,295  
    67,810,000    

8.50%, 09/17/2031

    1,268,566  
     

 

 

 
        6,003,737  
     

 

 

 
            South Africa - 7.4%  
   

Republic of South Africa Government Bond

 
  ZAR       31,417,218    

6.25%, 03/31/2036

    1,697,453  
    3,750,000    

6.50%, 02/28/2041

    200,187  
    5,935,000    

8.25%, 03/31/2032

    407,162  
    6,385,000    

8.50%, 01/31/2037

    434,202  
    940,000    

8.75%, 01/31/2044

    64,237  
    1,825,000    

8.75%, 02/28/2048

    124,241  
    23,415,000    

10.50%, 12/21/2026

    1,955,643  
   

South Africa Government Bond

 
    8,690,000    

7.00%, 02/28/2031

    541,768  
    100,000    

7.75%, 02/28/2023

    7,359  
    8,185,000    

8.00%, 01/31/2030

    561,096  
    3,070,000    

8.88%, 02/28/2035

    218,130  
    16,280,000    

9.00%, 01/31/2040

    1,146,110  
     

 

 

 
        7,357,588  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 69.5% - (continued)  
            Thailand - 2.6%  
   

Thailand Government Bond

 
  THB       21,359,936    

1.25%, 03/12/2028(3)(7)

  $ 573,044  
    27,690,000    

1.88%, 06/17/2022

    788,247  
    5,600,000    

3.65%, 06/20/2031

    170,443  
    9,920,000    

3.85%, 12/12/2025

    313,255  
    10,875,000    

3.88%, 06/13/2019

    329,234  
    13,075,000    

4.88%, 06/22/2029

    449,789  
     

 

 

 
        2,624,012  
     

 

 

 
            Turkey - 4.1%  
  $       200,000    

Export Credit Bank of Turkey
5.38%, 10/24/2023(1)

    200,500  
   

Turkey Government Bond

 
  TRY       1,275,000    

8.00%, 03/12/2025

    317,319  
    1,245,000    

8.80%, 09/27/2023

    326,327  
    595,000    

9.00%, 07/24/2024

    157,756  
    145,000    

9.20%, 09/22/2021

    38,822  
    3,085,000    

9.50%, 01/12/2022

    836,401  
    735,000    

10.40%, 03/20/2024

    207,963  
    3,765,000    

10.70%, 02/17/2021

    1,061,041  
    3,340,000    

11.00%, 03/02/2022

    958,195  
     

 

 

 
        4,104,324  
     

 

 

 
            Uruguay - 0.4%  
   

Uruguay Government International Bond

 
  UYU       768,174    

4.00%, 07/10/2030(7)

    24,572  
    12,133,952    

4.38%, 12/15/2028(7)

    406,480  
     

 

 

 
        431,052  
     

 

 

 
            Zambia - 0.2%  
   

Zambia Government Bond

 
  ZMW       680,000    

11.00%, 02/27/2022

    54,493  
    850,000    

13.00%, 08/29/2026

    58,136  
    950,000    

14.00%, 04/24/2032

    64,975  
     

 

 

 
        177,604  
     

 

 

 
   

Total Foreign Government Obligations
(cost $68,570,711)

  $ 69,468,364  
     

 

 

 
   

Total Long-Term Investments
(cost $90,947,081)

  $ 92,417,973  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 0.7%  
            Other Investment Pools & Funds - 0.7%  
    746,072    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 746,072  
     

 

 

 
   

Total Short-Term Investments
(cost $746,072)

  $ 746,072  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $91,693,153)

    93.2   $ 93,164,045  
   

Total Purchased Options
(cost $647,720)

    0.4   $ 366,601  
     

 

 

   

 

 

 
   

Total Investments
(cost $92,340,873)^

    93.6   $ 93,530,646  
   

Other Assets and Liabilities

    6.4     6,379,632  
     

 

 

   

 

 

 
   

Total Net Assets

    100.0   $ 99,910,278  
     

 

 

   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  47  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

     For Fund compliance purposes, the Fund may not use the same classification system 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

   $ 3,253,280  

Unrealized Depreciation

         (2,063,507
  

 

 

 

Net Unrealized Appreciation

   $ 1,189,773  
  

 

 

 

 

(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 April 30, 2017, the aggregate value of these securities was $9,705,159, which represented 9.7% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 April 30, 2017, the aggregate value of these securities was $14,333,384, which represented 14.3% of total net assets.

 

(4)  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(5)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(6)  Security is a zero-coupon bond.

 

(7)  The principal amount for these securities is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

OTC Option Contracts Outstanding at April 30, 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      $ 9,341      $ 30,585      $ (21,244

USD Call/BRL Put

   GSC      3.93 BRL per USD        05/18/17      USD      1,027,000        7        20,930        (20,923

USD Call/HUF Put

   BOA      319.59 HUF per USD        06/19/17      USD      1,053,000        493        17,206        (16,713

USD Call/HUF Put

   UBS      310.10 HUF per USD        07/28/17      USD      1,868,000        4,937        29,178        (24,241

USD Call/INR Put

   CBK      69.65 INR per USD        07/10/17      USD      694,000        237        13,498        (13,261

USD Call/INR Put

   DEUT      70.40 INR per USD        09/01/17      USD      982,000        1,194        6,147        (4,953

USD Call/KRW Put

   JPM      1,139.60 KRW per USD        10/10/17      USD      781,000        21,446        23,703        (2,257

USD Call/KRW Put

   BCLY      1,180.00 KRW per USD        05/08/17      USD      2,069,000        1,587        43,821        (42,234

USD Call/MXN Put

   CBK      22.92 MXN per USD        02/23/18      USD      981,000        12,817        22,318        (9,501

USD Call/MXN Put

   JPM      23.91 MXN per USD        02/19/18      USD      1,440,000        12,887        35,295        (22,408

USD Call/RUB Put

   GSC      67.70 RUB per USD        07/14/17      USD      2,250,000        3,607        10,418        (6,811

USD Call/TRY Put

   BOA      3.95 TRY per USD        02/19/18      USD      919,000        38,053        68,557        (30,504

USD Call/ZAR Put

   CBK      14.11 ZAR per USD        07/10/17      USD      694,000        10,701        35,428        (24,727
              

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

     15,452,000      $     117,307      $     357,084      $     (239,777
              

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Option Contracts Outstanding at April 30, 2017 - (continued)  

Description

   Counter-
party
   Exercise Price/
FX Rate/ Rate
     Expiration
Date
     Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Puts

 

EUR Put/CZK Call

   HSBC      26.00 CZK per EUR        03/21/19      EUR      940,000     $ 19,875     $ 22,916     $ (3,041

USD Put/COP Call

   CBK      2,738.00 COP per USD        10/06/17      USD      1,042,000       6,457       15,156       (8,699

USD Put/INR Call

   DEUT      65.00 INR per USD        09/01/17      USD      997,000       12,214       9,182       3,032  

USD Put/KRW Call

   JPM      1,139.60 KRW per USD        10/10/17      USD      781,000       24,144       23,704       440  

USD Put/MXN Call

   MSC      18.83 MXN per USD        09/21/17      USD      1,518,000       32,594       32,377       217  

USD Put/MYR Call

   JPM      3.75 MYR per USD        07/04/17      USD      1,163,000       5       5,967       (5,962

USD Put/PLN Call

   BCLY      3.84 PLN per USD        08/10/17      USD      1,900,000       29,461       22,420       7,041  

USD Put/TRY Call

   CBK      3.65 TRY per USD        07/12/17      USD      1,039,000       27,241       18,060       9,181  

USD Put/ZAR Call

   JPM      12.60 ZAR per USD        08/22/17      USD      1,460,000       12,070       23,886       (11,816
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

     10,840,000     $ 164,061     $ 173,668     $ (9,607
              

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

     26,292,000     $ 281,368     $ 530,752     $     (249,384
              

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Calls

 

USD Call/KRW Put

   JPM      1,250.00 KRW per USD        05/08/17      USD      (2,069,000   $ (99   $ (26,483   $ 26,384  

USD Call/KRW Put

   GSC      1,250.00 KRW per USD        05/08/17      USD      (2,069,000     (99     (26,535     26,436  

USD Call/KRW Put

   JPM      1,141.20 KRW per USD        05/10/17      USD      (1,952,000     (13,149     (24,869     11,720  

USD Call/MXN Put

   JPM      21.70 MXN per USD        05/18/17      USD      (2,880,000     (168     (33,033     32,865  

USD Call/MXN Put

   CBK      20.97 MXN per USD        05/25/17      USD      (1,961,000     (751     (21,306     20,555  

USD Call/MXN Put

   CBK      22.19 MXN per USD        07/10/17      USD      (2,082,000     (2,721     (91,452     88,731  

USD Call/PLN Put

   BCLY      4.35 PLN per USD        08/10/17      USD      (1,900,000     (4,007     (27,094     23,087  

USD Call/TRY Put

   BOA      6.05 TRY per USD        02/19/18      USD      (919,000     (2,098     (19,299     17,201  

USD Call/ZAR Put

   JPM      15.09 ZAR per USD        07/10/17      USD      (694,000     (3,593     (10,250     6,657  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

     (16,526,000   $ (26,685   $ (280,321   $ 253,636  
              

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Puts

 

EUR Put/CZK Call

   HSBC      24.00 CZK per EUR        03/21/19      EUR      (940,000   $ (3,965   $ (7,114   $ 3,149  

USD Put/BRL Call

   GSC      3.33 BRL per USD        05/16/17      USD      (1,027,000     (48,817     (16,103     (32,714

USD Put/BRL Call

   CBK      3.15 BRL per USD        06/28/17      USD      (1,045,000     (13,388     (19,009     5,621  

USD Put/COP Call

   CBK      2,589.00 COP per USD        10/06/17      USD      (1,042,000     (1,850     (4,585     2,735  

USD Put/HUF Call

   BOA      280.17 HUF per USD        06/19/17      USD      (1,053,000     (4,502     (12,457     7,955  

USD Put/HUF Call

   UBS      274.10 HUF per USD        07/28/17      USD      (1,868,000     (6,491     (22,453     15,962  

USD Put/INR Call

   HSBC      65.00 INR per USD        09/01/17      USD      (997,000     (12,214     (4,526     (7,688

USD Put/KRW Call

   JPM      1,141.20 KRW per USD        05/10/17      USD      (1,952,000     (19,161     (24,869     5,708  

USD Put/KRW Call

   BCLY      1,116.32 KRW per USD        05/19/17      USD      (1,012,000     (2,882     (16,455     13,573  

USD Put/MXN Call

   MSC      17.77 MXN per USD        09/21/17      USD      (1,518,000     (9,065     (10,533     1,468  

USD Put/MXN Call

   CBK      17.77 MXN per USD        09/21/17      USD      (1,518,000     (9,066     (12,780     3,714  

USD Put/RUB Call

   HSBC      55.35 RUB per USD        07/14/17      USD      (2,250,000     (12,251     (18,000     5,749  

USD Put/TRY Call

   CBK      3.44 TRY per USD        07/12/17      USD      (1,039,000     (4,345     (3,430     (915

USD Put/ZAR Call

   JPM      11.85 ZAR per USD        08/22/17      USD      (1,460,000     (2,776     (7,300     4,524  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

     (18,721,000   $ (150,773   $ (179,614   $ 28,841  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

     (35,247,000   $     (177,458   $     (459,935   $ 282,477  
              

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 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      $ 14,335      $ 19,638      $ (5,303

Interest Rate Swaption KRW

   CBK    1.94%     01/26/18      KRW      2,069,095,000        27,807        38,847        (11,040
             

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

     3,103,640,000      $ 42,142      $ 58,485      $ (16,343
             

 

 

    

 

 

    

 

 

    

 

 

 

Puts

 

Interest Rate Swaption KRW

   BOA    1.95%     01/26/18      KRW      1,034,545,000      $ 14,074      $ 19,638      $ (5,564

Interest Rate Swaption KRW

   CBK    1.94%     01/26/18      KRW      2,069,095,000        29,017        38,846        (9,829
             

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

     3,103,640,000      $ 43,091      $ 58,484      $ (15,393
             

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

     6,207,280,000      $     85,233      $     116,969      $     (31,736
             

 

 

    

 

 

    

 

 

    

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

U.S. Treasury 5-Year Note Future

     23        06/30/2017      $     2,721,925      $     2,723,344      $ 1,419  
              

 

 

 

Short position contracts:

 

Euro-BOBL Future

     4        06/08/2017      $ 574,710      $ 574,540      $ 170  

Euro-Bund Future

     6        06/08/2017        1,050,023        1,057,361        (7,338

U.S. Treasury 10-Year Note Future

     21        06/21/2017        2,639,212        2,640,094        (882

U.S. Treasury Long Bond Future

     1        06/21/2017        150,069        152,969        (2,900
              

 

 

 

Total

 

   $     (10,950
              

 

 

 

Total futures contracts

 

   $ (9,531
              

 

 

 

 

Cross Currency Swap Contracts Outstanding at April 30, 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 6.98% 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

    06/21/22       JPM       RUB       99,700,000       USD       1,687,542     $ 18,408     $     $ 63,770     $ 45,362  

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

 

Fixed Rate equal to 6.98% based on the notional amount of currency delivered

    06/21/22       JPM       USD       1,687,542       RUB       99,699,999             (18,408     (64,568     (46,160

Fixed Rate equal to 7.28% 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

    06/21/20       JPM       RUB       157,275,000       USD       2,662,068       29,038             105,027       75,989  

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

 

Fixed Rate equal to 7.28% based on the notional amount of currency delivered

    06/21/20       JPM       USD       2,662,068       RUB       157,274,998             (29,038         (100,595         (71,557
               

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $     47,446     $     (47,446   $ 3,634     $ 3,634  
               

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 accompanying notes are an integral part of these financial statements.

 

 

  50  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2017  

Counterparty

   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      $      $      $ (9,004   $ (9,004

BCLY

   1.70% Fixed    3M PLN WIBOR      PLN        7,325,000        10/06/17                      10,002       10,002  

BNP

   3M KRW KSDA    1.24% Fixed      KRW        264,840,000        12/21/21                      (4,875     (4,875

BNP

   3M KRW KSDA    1.80% Fixed      KRW        2,066,075,000        01/29/28                          (25,004         (25,004

DEUT

   1.31% Fixed    3M KRW KSDA      KRW        1,578,050,000        12/21/26                      70,708       70,708  

DEUT

   3M KRW KSDA    1.24% Fixed      KRW        116,000,000        12/21/21                      (5,493     (5,493

GSC

   3M KRW KSDA    1.24% Fixed      KRW        207,185,000        12/21/21                      (3,847     (3,847

JPM

   1.68% Fixed    3M PLN WIBOR      PLN        5,450,000        10/03/17                      2,161       2,161  
                 

 

 

    

 

 

    

 

 

   

 

 

 

Total

 

   $     —      $     —      $ 34,648     $ 34,648  
                 

 

 

    

 

 

    

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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      $      $      $ (4,324   $ (4,324

1M MXN TIIE

   7.36% Fixed      MXN        45,660,000        01/10/18                      (3,679     (3,679

1M MXN TIIE

   7.32% Fixed      MXN        45,665,000        01/12/18                      (2,867     (2,867

1M MXN TIIE

   7.63% Fixed      MXN        45,685,000        01/09/19                      17,286       17,286  

1M MXN TIIE

   7.57% Fixed      MXN        45,690,000        01/11/19                      14,770       14,770  

1M MXN TIIE

   7.82% Fixed      MXN        20,300,000        01/03/22                      (26,043     (26,043

1M MXN TIIE

   7.94% Fixed      MXN        10,075,000        01/05/22                      (15,433     (15,433

1M MXN TIIE

   7.84% Fixed      MXN        10,075,000        01/07/22                      (13,222     (13,222

1M MXN TIIE

   7.68% Fixed      MXN        16,950,000        03/22/32                      4,289       4,289  

3M JIBAR

   7.31% Fixed      ZAR        55,325,000        06/21/19                      3,692       3,692  

3M JIBAR

   7.68% Fixed      ZAR        24,675,000        06/21/22                      (11,177     (11,177

6M PRIBOR

   0.47% Fixed      CZK        59,091,000        06/21/19                      11,766       11,766  

6M PRIBOR

   0.67% Fixed      CZK        45,275,000        06/21/19                      1,564       1,564  
              

 

 

    

 

 

    

 

 

   

 

 

 

Total

 

   $     —      $     —      $     (23,378   $     (23,378
              

 

 

    

 

 

    

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

AUD

   Buy      06/21/17      CSFB    $ 216,257      $ 213,210      $ (3,047

AUD

   Sell      06/21/17      BNP      726,314        721,923        4,391  

BRL

   Buy      05/22/17      GSC      452,746        508,580        55,834  

BRL

   Buy      06/02/17      GSC      383,733        386,686        2,953  

BRL

   Buy      06/02/17      JPM      123,461        124,939        1,478  

BRL

   Buy      06/02/17      SSG      191,529        192,094        565  

BRL

   Buy      06/02/17      MSC      458,240        457,902        (338

BRL

   Buy      06/02/17      MSC      94,808        93,704        (1,104

BRL

   Buy      06/02/17      DEUT      274,984        273,304        (1,680

BRL

   Buy      06/02/17      SCB      166,113        163,982        (2,131

BRL

   Buy      06/02/17      BNP      238,660        235,823        (2,837

BRL

   Buy      06/02/17      MSC          1,090,361            1,085,095        (5,266

BRL

   Buy      06/02/17      BCLY      976,544        963,592        (12,952

BRL

   Buy      06/02/17      CIB      6,686,646        6,585,845            (100,801

BRL

   Buy      06/30/17      CBK      462,091        460,046        (2,045

BRL

   Buy      07/12/17      CBK      277,503        287,134        9,631  

BRL

   Buy      11/03/17      JPM      3,570,432        3,879,571        309,139  

BRL

   Sell      06/02/17      CIB      3,714,838        3,658,837        56,001  

BRL

   Sell      06/02/17      MSC      1,001,745        986,393        15,352  

BRL

   Sell      06/02/17      MSC      922,709        919,863        2,846  

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

BRL

   Sell      06/02/17      MSC    $ 219,174      $ 217,082      $ 2,092  

BRL

   Sell      06/02/17      MSC      274,510        273,304        1,206  

BRL

   Sell      11/03/17      MSC      3,152,672        3,880,481        (727,809

BRL

   Sell      11/03/17      MSC      3,152,037        3,880,177        (728,140

CLP

   Buy      06/21/17      SSG      206,451        207,598        1,147  

CLP

   Buy      06/21/17      SSG      22,512        21,971        (541

CLP

   Buy      06/21/17      CSFB      140,460        139,743        (717

CLP

   Buy      06/21/17      SSG      147,942        147,216        (726

CLP

   Buy      06/21/17      SSG      775,969        773,146        (2,823

CLP

   Buy      06/21/17      BNP      499,624        496,201        (3,423

CLP

   Buy      06/21/17      CBK      5,362,572        5,223,323        (139,249

CLP

   Sell      06/21/17      CBK          6,702,521            6,528,478        174,043  

CLP

   Sell      06/21/17      MSC      87,070        84,892        2,178  

COP

   Buy      06/21/17      GSC      6,038,903        6,055,702        16,799  

COP

   Buy      06/21/17      SSG      130,734        133,963        3,229  

COP

   Buy      06/21/17      SCB      84,493        84,329        (164

COP

   Buy      06/21/17      DEUT      259,946        258,653        (1,293

COP

   Buy      06/21/17      SCB      144,146        141,145        (3,001

COP

   Buy      06/21/17      MSC      130,115        125,870        (4,245

COP

   Buy      07/18/17      BNP      755,286        794,162        38,876  

COP

   Buy      07/18/17      SSG      397,960        417,521        19,561  

COP

   Buy      07/18/17      SSG      161,900        169,820        7,920  

COP

   Buy      07/21/17      SSG      228,804        241,287        12,483  

COP

   Buy      07/21/17      SSG      153,022        160,857        7,835  

COP

   Buy      08/01/17      RBS      340,076        375,965        35,889  

COP

   Buy      08/03/17      CBK      313,345        346,013        32,668  

COP

   Buy      08/03/17      CIB      172,884        191,024        18,140  

COP

   Buy      08/04/17      GSC      478,669        530,434        51,765  

COP

   Sell      06/21/17      HSBC      908,239        888,646        19,593  

COP

   Sell      06/21/17      UBS      245,730        240,479        5,251  

COP

   Sell      06/21/17      UBS      648,829        644,289        4,540  

COP

   Sell      06/21/17      MSC      70,578        68,147        2,431  

COP

   Sell      06/21/17      SSG      492,372        491,882        490  

COP

   Sell      06/21/17      HSBC      533,450        541,229        (7,779

COP

   Sell      06/21/17      SCB      530,365        541,229        (10,864

COP

   Sell      06/21/17      SSG      517,388        531,737        (14,349

COP

   Sell      07/18/17      SCB      1,326,420        1,381,502        (55,082

COP

   Sell      07/21/17      CIB      392,142        402,145        (10,003

COP

   Sell      08/01/17      CIB      366,305        375,966        (9,661

COP

   Sell      08/03/17      CIB      523,452        537,038        (13,586

COP

   Sell      08/04/17      CIB      516,825        530,434        (13,609

COP

   Sell      10/11/17      CBK      159,569        154,932        4,637  

CZK

   Buy      06/21/17      HSBC      978,043        978,814        771  

CZK

   Buy      03/25/19      JPM      228,413        230,577        2,164  

CZK

   Sell      06/21/17      SCB      221,313        226,789        (5,476

CZK

   Sell      03/25/19      HSBC      228,861        230,578        (1,717

EGP

   Buy      06/21/17      CBK      54,822        59,174        4,352  

EGP

   Buy      06/21/17      SCB      32,727        35,505        2,778  

EGP

   Buy      06/21/17      DEUT      21,654        23,670        2,016  

EGP

   Buy      06/21/17      CBK      125,347        123,829        (1,518

EGP

   Buy      06/21/17      GSC      97,139        89,310        (7,829

EGP

   Buy      07/31/17      CBK      242,416        256,815        14,399  

EGP

   Buy      07/31/17      CBK      121,359        128,435        7,076  

EGP

   Buy      07/31/17      CBK      121,495        128,381        6,886  

EGP

   Buy      08/07/17      SCB      100,280        105,686        5,406  

EGP

   Buy      03/13/18      SCB      113,039        112,279        (760

EGP

   Buy      03/13/18      SCB      113,674        112,382        (1,292

EGP

   Buy      03/13/18      CBK      113,853        112,382        (1,471

 

The accompanying notes are an integral part of these financial statements.

 

 

  52  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EGP

   Buy      03/13/18      SCB    $ 114,031      $ 112,382      $ (1,649

EGP

   Buy      04/05/18      GSC      109,700        110,904        1,204  

EUR

   Buy      06/21/17      DEUT      882,626        901,066        18,440  

EUR

   Buy      06/21/17      HSBC      496,862        507,874        11,012  

EUR

   Buy      06/21/17      MSC      280,925        282,880        1,955  

EUR

   Buy      03/25/19      HSBC      227,037        228,096        1,059  

EUR

   Sell      06/21/17      UBS      112,833        114,681        (1,848

EUR

   Sell      06/21/17      UBS      120,889        124,511        (3,622

EUR

   Sell      06/21/17      CBK      571,053        588,697        (17,644

EUR

   Sell      06/21/17      CBK          4,368,434            4,495,504        (127,070

EUR

   Sell      03/25/19      JPM      226,406        228,096        (1,690

GBP

   Sell      06/21/17      HSBC      492,533        525,347        (32,814

HUF

   Buy      06/21/17      JPM      2,091,323        2,143,168        51,845  

HUF

   Buy      06/21/17      BOA      530,819        550,165        19,346  

HUF

   Buy      06/21/17      CBK      149,917        152,495        2,578  

HUF

   Buy      06/21/17      UBS      559,075        559,572        497  

HUF

   Buy      06/21/17      CBK      150,611        150,349        (262

HUF

   Buy      06/21/17      JPM      104,727        103,483        (1,244

HUF

   Buy      06/21/17      BCLY      7,661,476        7,645,861        (15,615

HUF

   Buy      08/01/17      UBS      872,939        882,079        9,140  

HUF

   Sell      06/21/17      DEUT      492,254        490,584        1,670  

HUF

   Sell      06/21/17      DEUT      274,619        273,643        976  

HUF

   Sell      06/21/17      CSFB      109,946        109,412        534  

HUF

   Sell      06/21/17      UBS      103,922        103,483        439  

HUF

   Sell      06/21/17      CBK      109,887        109,483        404  

HUF

   Sell      06/21/17      CSFB      62,047        62,368        (321

HUF

   Sell      06/21/17      SCB      225,653        226,129        (476

HUF

   Sell      06/21/17      SCB      85,847        86,758        (911

HUF

   Sell      06/21/17      JPM      359,356        361,666        (2,310

HUF

   Sell      06/21/17      JPM      1,760,431        1,804,073        (43,642

HUF

   Sell      09/20/17      BCLY      383,502        383,555        (53

HUF

   Sell      09/20/17      JPM      383,101        383,556        (455

HUF

   Sell      09/20/17      BCLY      382,500        383,556        (1,056

HUF

   Sell      09/20/17      JPM      382,300        383,556        (1,256

HUF

   Sell      09/20/17      JPM      761,469        767,112        (5,643

HUF

   Sell      09/20/17      BCLY      530,469        536,977        (6,508

HUF

   Sell      09/20/17      BCLY      452,035        460,267        (8,232

HUF

   Sell      09/20/17      BCLY      296,060        306,844        (10,784

HUF

   Sell      09/20/17      BCLY      443,268        460,266        (16,998

HUF

   Sell      09/20/17      BCLY      518,525        536,977        (18,452

HUF

   Sell      09/20/17      BCLY      2,964,003        3,068,444            (104,441

IDR

   Buy      06/21/17      CBK      3,087,104        3,110,850        23,746  

IDR

   Buy      06/21/17      SCB      242,382        244,373        1,991  

IDR

   Buy      06/21/17      JPM      151,183        152,425        1,242  

IDR

   Buy      06/21/17      BNP      82,960        82,924        (36

IDR

   Buy      06/21/17      BCLY      80,436        80,389        (47

IDR

   Buy      06/21/17      SCB      199,702        199,555        (147

IDR

   Buy      06/21/17      DEUT      229,160        228,787        (373

IDR

   Buy      06/21/17      MSC      172,397        171,963        (434

IDR

   Sell      06/21/17      UBS      413,039        411,042        1,997  

IDR

   Sell      06/21/17      BCLY      216,482        216,036        446  

IDR

   Sell      06/21/17      CSFB      191,515        191,874        (359

IDR

   Sell      06/21/17      CBK      224,712        225,133        (421

IDR

   Sell      06/21/17      HSBC      627,635        628,344        (709

IDR

   Sell      06/21/17      BCLY      218,385        220,211        (1,826

IDR

   Sell      06/21/17      SCB      383,543        387,849        (4,306

INR

   Buy      06/21/17      CBK      1,069,986        1,114,058        44,072  

INR

   Buy      07/12/17      CBK      286,266        306,763        20,497  

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

INR

   Buy      09/05/17      HSBC    $ 218,163      $ 223,381      $ 5,218  

INR

   Buy      09/05/17      DEUT      241,695        243,047        1,352  

INR

   Sell      06/21/17      BCLY      105,087        106,468        (1,381

INR

   Sell      06/21/17      HSBC      162,436        165,874        (3,438

INR

   Sell      06/21/17      BNP      204,131        208,153        (4,022

INR

   Sell      06/21/17      BCLY      220,049        229,138        (9,089

KRW

   Buy      05/11/17      JPM      309,570        319,429        9,859  

KRW

   Buy      05/11/17      BCLY      353,865        355,552        1,687  

KRW

   Buy      05/11/17      BCLY      30,532        31,476        944  

KRW

   Buy      05/12/17      JPM      227,995        228,686        691  

KRW

   Buy      05/12/17      DEUT      6,395        6,424        29  

KRW

   Buy      05/23/17      BCLY      579,968        569,120        (10,848

KRW

   Buy      06/21/17      BNP      547,077        551,284        4,207  

KRW

   Buy      06/21/17      DEUT      129,441        129,355        (86

KRW

   Buy      06/21/17      BCLY      55,381        54,711        (670

KRW

   Buy      06/21/17      MSC      354,247        353,140        (1,107

KRW

   Buy      06/21/17      SCB      398,280        397,070        (1,210

KRW

   Buy      06/21/17      BNP      341,927        339,475        (2,452

KRW

   Buy      06/21/17      CBK      357,478        354,371        (3,107

KRW

   Buy      06/21/17      DEUT      711,176        707,264        (3,912

KRW

   Buy      06/21/17      BCLY      466,920        458,973        (7,947

KRW

   Buy      07/20/17      CBK      186,478        191,836        5,358  

KRW

   Sell      05/10/17      GSC      429,135        448,549        (19,414

KRW

   Sell      05/11/17      JPM      431,509        450,068            (18,559

KRW

   Sell      06/21/17      CBK          1,417,741            1,405,418        12,323  

KRW

   Sell      06/21/17      CBK      305,640        298,987        6,653  

KRW

   Sell      06/21/17      BCLY      433,490        428,697        4,793  

KRW

   Sell      06/21/17      CSFB      363,589        360,262        3,327  

KRW

   Sell      06/21/17      CBK      207,752        205,477        2,275  

KRW

   Sell      06/21/17      MSC      279,461        279,902        (441

KRW

   Sell      06/21/17      DEUT      440,133        440,692        (559

KRW

   Sell      06/21/17      CBK      142,264        143,020        (756

KRW

   Sell      06/21/17      HSBC      459,663        460,530        (867

KRW

   Sell      06/21/17      BCLY      446,632        449,556        (2,924

KRW

   Sell      07/20/17      BOA      471,861        474,026        (2,165

KRW

   Sell      10/12/17      DEUT      6,379        6,406        (27

KRW

   Sell      10/12/17      JPM      133,521        134,033        (512

KZT

   Buy      05/10/17      SCB      100,940        105,833        4,893  

KZT

   Buy      06/21/17      CBK      448,834        451,120        2,286  

KZT

   Buy      06/21/17      DEUT      77,945        77,063        (882

KZT

   Buy      06/21/17      DEUT      78,006        77,062        (944

KZT

   Buy      06/21/17      CBK      78,006        77,062        (944

KZT

   Buy      06/21/17      CBK      78,254        77,062        (1,192

KZT

   Buy      06/21/17      DEUT      411,200        408,603        (2,597

MXN

   Buy      05/02/17      CBK      432,361        483,430        51,069  

MXN

   Buy      05/02/17      GSC      151,330        153,249        1,919  

MXN

   Buy      05/31/17      DEUT      440,796        444,791        3,995  

MXN

   Buy      06/05/17      GSC      4,843,457        5,177,240        333,783  

MXN

   Buy      06/05/17      GSC      2,897,901        3,028,695        130,794  

MXN

   Buy      06/05/17      GSC      2,029,265        2,148,544        119,279  

MXN

   Buy      06/08/17      GSC      820,877        946,606        125,729  

MXN

   Buy      06/08/17      GSC      824,258        838,654        14,396  

MXN

   Buy      06/14/17      GSC      3,654,597        4,216,650        562,053  

MXN

   Buy      06/14/17      BOA      3,763,350        4,216,651        453,301  

MXN

   Buy      06/21/17      RBC      7,518,864        7,939,263        420,399  

MXN

   Buy      06/21/17      DEUT      380,413        399,686        19,273  

MXN

   Buy      06/21/17      MSC      867,159        884,574        17,415  

MXN

   Buy      06/21/17      GSC      297,922        314,904        16,982  

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

MXN

   Buy      06/21/17      BNP    $ 163,097      $ 166,930      $ 3,833  

MXN

   Buy      06/21/17      BNP      237,346        240,127        2,781  

MXN

   Buy      06/21/17      JPM      361,928        363,878        1,950  

MXN

   Buy      06/21/17      HSBC      285,306        286,310        1,004  

MXN

   Buy      06/21/17      DEUT      710,955        711,588        633  

MXN

   Buy      06/21/17      DEUT      23,714        24,276        562  

MXN

   Buy      06/21/17      SSG      473,039        473,462        423  

MXN

   Buy      06/21/17      GSC      136,096        135,861        (235

MXN

   Buy      06/21/17      BCLY      93,657        93,208        (449

MXN

   Buy      06/21/17      BCLY      273,177        272,618        (559

MXN

   Buy      06/21/17      CBK      1,691,819        1,687,948        (3,871

MXN

   Buy      08/31/17      BOA          2,745,233            2,916,223            170,990  

MXN

   Buy      09/25/17      CBK      286,029        282,705        (3,324

MXN

   Buy      12/04/17      GSC      2,381,881        2,477,208        95,327  

MXN

   Buy      12/04/17      RBC      5,028,520        5,112,481        83,961  

MXN

   Buy      12/04/17      DEUT      2,429,853        2,477,208        47,355  

MXN

   Buy      01/25/18      GSC      130,482        143,025        12,543  

MXN

   Buy      01/25/18      GSC      129,222        141,194        11,972  

MXN

   Buy      01/25/18      BCLY      6,418        7,024        606  

MXN

   Buy      01/25/18      BCLY      6,381        6,973        592  

MXN

   Buy      02/21/18      JPM      275,686        300,338        24,652  

MXN

   Buy      02/27/18      CBK      176,513        185,461        8,948  

MXN

   Sell      05/02/17      CBK      582,769        636,679        (53,910

MXN

   Sell      05/22/17      JPM      579,299        631,413        (52,114

MXN

   Sell      05/30/17      CBK      391,457        412,462        (21,005

MXN

   Sell      05/31/17      GSC      387,266        405,489        (18,223

MXN

   Sell      06/05/17      DEUT      2,495,863        2,547,974        (52,111

MXN

   Sell      06/05/17      RBC      5,168,085        5,258,530        (90,445

MXN

   Sell      06/05/17      GSC      2,446,900        2,547,974        (101,074

MXN

   Sell      06/08/17      GSC      126,976        131,800        (4,824

MXN

   Sell      06/08/17      MSC      105,115        110,273        (5,158

MXN

   Sell      06/08/17      MSC      105,115        110,273        (5,158

MXN

   Sell      06/08/17      BCLY      548,578        564,396        (15,818

MXN

   Sell      06/08/17      BOA      178,619        196,591        (17,972

MXN

   Sell      06/08/17      BCLY      653,094        671,926        (18,832

MXN

   Sell      06/14/17      BNP      773,293        843,330        (70,037

MXN

   Sell      06/14/17      BNP      772,392        843,330        (70,938

MXN

   Sell      06/14/17      MSC      1,542,913        1,686,660        (143,747

MXN

   Sell      06/14/17      RBS      1,765,532        1,922,770        (157,238

MXN

   Sell      06/14/17      CBK      2,887,509        3,137,211        (249,702

MXN

   Sell      06/21/17      DEUT      1,257,397        1,237,551        19,846  

MXN

   Sell      06/21/17      BNP      291,294        288,837        2,457  

MXN

   Sell      06/21/17      BNP      563,174        562,403        771  

MXN

   Sell      06/21/17      MSC      278,812        278,042        770  

MXN

   Sell      06/21/17      SCB      618,432        618,223        209  

MXN

   Sell      06/21/17      ANZ      102,359        102,686        (327

MXN

   Sell      06/21/17      UBS      70,588        71,090        (502

MXN

   Sell      06/21/17      RBC      428,478        429,754        (1,276

MXN

   Sell      06/21/17      GSC      150,098        151,975        (1,877

MXN

   Sell      06/21/17      BNP      212,946        214,851        (1,905

MXN

   Sell      06/21/17      CBK      71,196        73,249        (2,053

MXN

   Sell      06/21/17      HSBC      347,805        352,029        (4,224

MXN

   Sell      06/21/17      CBK      438,206        443,130        (4,924

MXN

   Sell      06/21/17      SSG      144,244        153,766        (9,522

MXN

   Sell      06/21/17      RBC      1,123,621        1,146,713        (23,092

MXN

   Sell      06/21/17      RBC      683,294        714,853        (31,559

MXN

   Sell      07/12/17      CBK      879,313        1,023,870        (144,557

MXN

   Sell      08/31/17      BOA      2,911,511        2,916,223        (4,712

 

The accompanying notes are an integral part of these financial statements.

 

 

  55  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

MXN

   Sell      09/25/17      MSC    $ 342,961      $ 347,390      $ (4,429

MXN

   Sell      12/04/17      GSC      1,977,218        2,088,871            (111,653

MXN

   Sell      12/04/17      GSC      2,822,838        2,944,577        (121,739

MXN

   Sell      12/04/17      GSC      4,720,377        5,033,447        (313,070

MXN

   Sell      01/25/18      GSC      386,882        446,077        (59,195

MYR

   Buy      06/21/17      BCLY      4,330,079        4,383,829        53,750  

MYR

   Buy      06/21/17      MSC      186,724        188,462        1,738  

MYR

   Buy      06/21/17      BCLY      190,298        189,612        (686

MYR

   Buy      06/21/17      CBK      290,553        289,819        (734

MYR

   Buy      07/06/17      JPM      107,974        110,259        2,285  

MYR

   Sell      06/21/17      BCLY      701,997        698,691        3,306  

MYR

   Sell      06/21/17      UBS      395,224        395,313        (89

MYR

   Sell      07/06/17      JPM      115,260        110,259        5,001  

NGN

   Buy      07/26/17      SCB      38,908        44,975        6,067  

NGN

   Buy      07/26/17      CBK      23,029        26,908        3,879  

NGN

   Buy      07/26/17      DEUT      14,566        16,951        2,385  

NGN

   Buy      07/26/17      SCB      6,284        7,264        980  

NGN

   Buy      08/02/17      BCLY      45,346        54,436        9,090  

NGN

   Buy      08/02/17      SCB      35,795        42,942        7,147  

NGN

   Buy      08/02/17      JPM      33,130        39,719        6,589  

NGN

   Buy      08/02/17      GSC      20,595        24,691        4,096  

NGN

   Sell      07/26/17      CBK      36,532        48,049        (11,517

NGN

   Sell      07/26/17      CBK      36,532        48,049        (11,517

NGN

   Sell      08/02/17      CBK      55,403        72,806        (17,403

NGN

   Sell      08/02/17      CBK      67,713        88,983        (21,270

NZD

   Buy      06/21/17      DEUT      206,005        202,279        (3,726

NZD

   Sell      06/21/17      JPM      713,767        709,692        4,075  

PEN

   Buy      06/21/17      HSBC          2,832,051            2,867,260            35,209  

PEN

   Buy      06/21/17      BNP      107,332        108,841        1,509  

PEN

   Buy      06/21/17      DEUT      239,731        240,675        944  

PEN

   Buy      06/21/17      HSBC      104,652        104,242        (410

PEN

   Sell      06/21/17      UBS      160,944        160,961        (17

PEN

   Sell      06/21/17      DEUT      215,605        216,454        (849

PEN

   Sell      06/21/17      HSBC      387,923        392,746        (4,823

PHP

   Buy      06/21/17      BCLY      573,026        583,011        9,985  

PHP

   Buy      06/21/17      BOA      818,768        823,720        4,952  

PHP

   Buy      06/21/17      CBK      226,044        229,532        3,488  

PHP

   Buy      06/21/17      MSC      479,714        482,615        2,901  

PHP

   Sell      06/21/17      CBK      200,634        202,188        (1,554

PHP

   Sell      06/21/17      CSFB      208,902        210,770        (1,868

PHP

   Sell      06/21/17      CBK      1,308,717        1,328,909        (20,192

PLN

   Buy      05/02/17      BCLY      952,062        952,746        684  

PLN

   Buy      06/21/17      UBS      7,023,970        7,396,173        372,203  

PLN

   Buy      06/21/17      MSC      333,040        349,132        16,092  

PLN

   Buy      06/21/17      GSC      256,033        267,968        11,935  

PLN

   Buy      06/21/17      MSC      227,767        235,761        7,994  

PLN

   Buy      06/21/17      SCB      197,787        203,553        5,766  

PLN

   Buy      06/21/17      BNP      188,137        193,246        5,109  

PLN

   Buy      06/21/17      GSC      209,442        213,860        4,418  

PLN

   Buy      06/21/17      DEUT      329,202        331,095        1,893  

PLN

   Buy      06/21/17      CBK      338,988        338,567        (421

PLN

   Sell      05/02/17      BCLY      930,420        952,746        (22,326

PLN

   Sell      06/21/17      GSC      854,586        852,859        1,727  

PLN

   Sell      06/21/17      UBS      486,250        485,691        559  

PLN

   Sell      06/21/17      BCLY      951,532        952,317        (785

PLN

   Sell      06/21/17      MSC      119,683        122,389        (2,706

PLN

   Sell      06/21/17      SSG      192,206        196,595        (4,389

PLN

   Sell      06/21/17      CBK      98,220        103,065        (4,845

PLN

   Sell      06/21/17      UBS      370,008        374,898        (4,890

 

The accompanying notes are an integral part of these financial statements.

 

 

  56  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

PLN

   Sell      06/21/17      CBK    $ 302,472      $ 310,224      $ (7,752

PLN

   Sell      06/21/17      JPM      786,265        811,376        (25,111

PLN

   Sell      06/21/17      DEUT      1,271,612        1,298,099        (26,487

PLN

   Sell      08/14/17      BCLY      896,926        937,382        (40,456

RON

   Buy      06/21/17      JPM          2,913,996            3,015,401            101,405  

RON

   Buy      06/21/17      DEUT      113,499        114,128        629  

RON

   Sell      06/21/17      UBS      67,469        67,276        193  

RUB

   Buy      05/22/17      BCLY      1,152,872        1,241,348        88,476  

RUB

   Buy      05/22/17      BCLY      696,031        743,342        47,311  

RUB

   Buy      06/07/17      CBK      274,698        314,511        39,813  

RUB

   Buy      06/07/17      CBK      301,797        310,679        8,882  

RUB

   Buy      06/21/17      DEUT      1,092,317        1,132,406        40,089  

RUB

   Buy      06/21/17      DEUT      714,692        740,922        26,230  

RUB

   Buy      06/21/17      DEUT      305,237        318,729        13,492  

RUB

   Buy      06/21/17      JPM      105,527        111,104        5,577  

RUB

   Buy      06/21/17      DEUT      112,918        116,311        3,393  

RUB

   Buy      06/21/17      MSC      50,566        51,142        576  

RUB

   Buy      06/21/17      DEUT      52,634        52,809        175  

RUB

   Buy      06/21/17      BCLY      165,806        165,770        (36

RUB

   Buy      06/21/17      UBS      120,004        119,090        (914

RUB

   Buy      06/21/17      HSBC      202,828        201,723        (1,105

RUB

   Buy      07/17/17      GSC      1,383,475        1,417,738        34,263  

RUB

   Sell      05/22/17      BCLY      203,599        240,179        (36,580

RUB

   Sell      05/22/17      CBK      991,840        1,168,133        (176,293

RUB

   Sell      06/07/17      GSC      385,570        477,879        (92,309

RUB

   Sell      06/21/17      MSC      398,545        394,713        3,832  

RUB

   Sell      06/21/17      JPM      418,025        416,292        1,733  

RUB

   Sell      06/21/17      MSC      207,304        206,930        374  

RUB

   Sell      06/21/17      CSFB      45,638        46,003        (365

RUB

   Sell      06/21/17      BNP      247,039        253,455        (6,416

RUB

   Sell      06/21/17      BOA      366,107        376,347        (10,240

RUB

   Sell      06/21/17      BOA      374,080        388,342        (14,262

RUB

   Sell      06/21/17      CBK      2,317,934        2,383,972        (66,038

RUB

   Sell      07/17/17      HSBC      519,128        551,991        (32,863

SGD

   Sell      06/21/17      JPM      75,471        75,194        277  

SGD

   Sell      06/21/17      DEUT      207,464        207,678        (214

SGD

   Sell      06/21/17      CBK      207,043        207,679        (636

SGD

   Sell      06/21/17      UBS      545,361        551,422        (6,061

THB

   Buy      06/21/17      JPM      3,452,827        3,525,706        72,879  

THB

   Buy      06/21/17      JPM      300,833        304,605        3,772  

THB

   Buy      06/21/17      BCLY      128,198        130,050        1,852  

THB

   Buy      06/21/17      JPM      228,730        228,599        (131

THB

   Buy      06/21/17      JPM      41,876        41,616        (260

THB

   Buy      06/21/17      JPM      85,574        85,255        (319

THB

   Buy      06/21/17      HSBC      105,789        105,195        (594

THB

   Buy      06/21/17      DEUT      184,183        182,937        (1,246

THB

   Sell      06/21/17      UBS      289,261        287,554        1,707  

THB

   Sell      06/21/17      BNP      243,087        241,604        1,483  

THB

   Sell      06/21/17      CBK      200,696        199,988        708  

THB

   Sell      06/21/17      DEUT      202,169        202,010        159  

THB

   Sell      06/21/17      JPM      272,949        275,417        (2,468

THB

   Sell      06/21/17      BCLY      210,660        215,015        (4,355

TRY

   Buy      06/02/17      GSC      98,548        100,400        1,852  

TRY

   Buy      06/21/17      CBK      4,165,806        4,428,707        262,901  

TRY

   Buy      06/21/17      BCLY      625,243        647,569        22,326  

TRY

   Buy      06/21/17      CBK      643,765        664,209        20,444  

TRY

   Buy      06/21/17      CBK      460,920        476,733        15,813  

TRY

   Buy      06/21/17      GSC      586,104        599,036        12,932  

TRY

   Buy      06/21/17      CBK      309,740        321,427        11,687  

 

The accompanying notes are an integral part of these financial statements.

 

 

  57  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

TRY

   Buy      06/21/17      CSFB    $ 312,623      $ 323,646      $ 11,023  

TRY

   Buy      06/21/17      JPM      205,710        213,545        7,835  

TRY

   Buy      06/21/17      CBK      226,241        233,790        7,549  

TRY

   Buy      06/21/17      MSC      206,898        213,546        6,648  

TRY

   Buy      06/21/17      HSBC      149,608        153,919        4,311  

TRY

   Buy      06/21/17      DEUT      117,140        120,639        3,499  

TRY

   Buy      06/21/17      CBK      263,819        263,465        (354

TRY

   Buy      02/20/18      DEUT      9,172        8,565        (607

TRY

   Buy      02/20/18      BOA      34,209        31,924        (2,285

TRY

   Buy      02/20/18      HSBC      145,616        135,997        (9,619

TRY

   Sell      06/02/17      GSC      185,569        204,984        (19,415

TRY

   Sell      06/21/17      MSC      971,735        969,273        2,462  

TRY

   Sell      06/21/17      DEUT      18,619        18,859        (240

TRY

   Sell      06/21/17      CBK      57,835        61,013        (3,178

TRY

   Sell      06/21/17      GSC      294,074        297,854        (3,780

TRY

   Sell      06/21/17      UBS      303,519        307,838        (4,319

TRY

   Sell      06/21/17      CBK      133,837        141,162        (7,325

TRY

   Sell      06/21/17      CBK      276,513        287,039        (10,526

TRY

   Sell      06/21/17      BOA      545,972        564,370        (18,398

TRY

   Sell      06/21/17      CBK      885,387        941,263        (55,876

TRY

   Sell      07/13/17      CBK      299,707        310,308        (10,601

TRY

   Sell      02/20/18      DEUT      190,652        176,485        14,167  

ZAR

   Buy      06/21/17      BCLY      185,797        193,556        7,759  

ZAR

   Buy      06/21/17      JPM      232,010        237,310        5,300  

ZAR

   Buy      06/21/17      MSC      199,267        203,938        4,671  

ZAR

   Buy      06/21/17      BOA      313        297        (16

ZAR

   Buy      06/21/17      CBK      188,624        188,587        (37

ZAR

   Buy      06/21/17      CBK      3,077        2,893        (184

ZAR

   Buy      06/21/17      DEUT      42,299        41,456        (843

ZAR

   Buy      06/21/17      JPM      175,611        174,274        (1,337

ZAR

   Buy      06/21/17      HSBC      110,636        109,014        (1,622

ZAR

   Buy      06/21/17      JPM      57,134        54,878        (2,256

ZAR

   Buy      06/21/17      CBK      62,007        59,550        (2,457

ZAR

   Buy      06/21/17      DEUT      88,661        86,024        (2,637

ZAR

   Buy      06/21/17      CBK      78,449        75,420        (3,029

ZAR

   Buy      06/21/17      GSC      98,876        95,665        (3,211

ZAR

   Buy      06/21/17      CBK      235,603        226,038        (9,565

ZAR

   Buy      06/21/17      CBK          6,636,235            6,526,760            (109,475

ZAR

   Buy      07/12/17      CBK      283,437        295,604        12,167  

ZAR

   Sell      06/21/17      CBK      3,766,917        3,704,776        62,141  

ZAR

   Sell      06/21/17      GSC      398,466        377,471        20,995  

ZAR

   Sell      06/21/17      JPM      166,019        156,476        9,543  

ZAR

   Sell      06/21/17      CBK      751,039        741,667        9,372  

ZAR

   Sell      06/21/17      JPM      515,354        507,991        7,363  

ZAR

   Sell      06/21/17      UBS      203,918        199,489        4,429  

ZAR

   Sell      06/21/17      CIB      630,131        626,646        3,485  

ZAR

   Sell      06/21/17      DEUT      99,212        99,374        (162

ZAR

   Sell      06/21/17      CBK      28,551        29,737        (1,186

ZAR

   Sell      06/21/17      BOA      49,333        51,096        (1,763

ZAR

   Sell      06/21/17      DEUT      168,053        174,793        (6,740

ZAR

   Sell      06/21/17      DEUT      258,750        267,789        (9,039

ZAR

   Sell      07/12/17      JPM      120,780        124,819        (4,039

ZAR

   Sell      08/24/17      JPM      212,108        211,328        780  

ZMW

   Buy      05/15/17      BCLY      46,176        50,195        4,019  

ZMW

   Buy      05/15/17      CBK      46,635        50,195        3,560  

ZMW

   Buy      05/24/17      SCB      94,859        99,888        5,029  
                 

 

 

 

Total

 

   $ 244,423  
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  58  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

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

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

RBC

   RBC Dominion Securities, Inc.

RBS

   RBS Greenwich Capital

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real

CLP

   Chilean Peso

COP

   Colombian Peso

CZK

   Czech Koruna

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

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 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

UYU

   Uruguayan Peso

ZAR

   South African Rand

ZMW

   Zambian Kwacha
Other Abbreviations:

CJSC

   Closed Joint Stock Company

JIBAR

   Johannesburg Interbank Agreed Rate

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 accompanying notes are an integral part of these financial statements.

 

 

  59  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Corporate Bonds

   $ 22,949,609     $     $ 22,949,609     $  

Foreign Government Obligations

     69,468,364             69,468,364        

Short-Term Investments

     746,072       746,072              

Purchased Options

     366,601             366,601        

Foreign Currency Contracts(2)

     5,673,466             5,673,466        

Futures Contracts(2)

     1,589       1,589              

Swaps - Cross Currency(2)

     121,351             121,351        

Swaps - Interest Rate(2)

     136,296             136,296        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 99,463,348     $ 747,661     $ 98,715,687     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (5,429,043   $     $ (5,429,043   $  

Futures Contracts(2)

     (11,120     (11,120            

Swaps - Cross Currency(2)

     (117,717           (117,717      

Swaps - Interest Rate(2)

     (124,968           (124,968      

Written Options

     (177,458           (177,458      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     (5,860,306   $     (11,120   $     (5,849,186   $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  60  

 


The Hartford Floating Rate Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 6.8%  
            Advertising - 0.1%  
  $       4,000,000    

Acosta, Inc.
7.75%, 10/01/2022(1)

  $ 3,390,000  
     

 

 

 
            Agriculture - 0.1%  
    5,320,000    

Kernel Holding S.A.
8.75%, 01/31/2022(1)

    5,639,200  
     

 

 

 
            Biotechnology - 0.1%  
    6,250,000    

Sterigenics-Nordion Topco LLC (cash)
8.13%, 11/01/2021(1)(2)

    6,437,500  
     

 

 

 
            Coal - 0.2%  
    4,585,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

    4,361,481  
    4,000,000    

Peabody Energy Corp.
6.00%, 03/31/2022(1)

    4,080,000  
     

 

 

 
        8,441,481  
     

 

 

 
            Commercial Banks - 3.2%  
    4,050,000    

Access Bank plc
9.25%, 06/24/2021(1)(3)

    3,939,435  
  EUR       11,400,000    

Banco Bilbao Vizcaya Argentaria S.A.
7.00%, 02/19/2019(3)(4)(5)

    12,790,557  
  $       4,000,000    

Banco do Brasil S.A.
9.00%, 06/18/2024(3)(4)(5)

    4,216,000  
  EUR       10,800,000    

Banco Santander S.A.
6.25%, 03/12/2019(3)(4)(5)

    11,896,434  
  $       5,000,000    

Barclays plc
8.25%, 12/15/2018(3)(4)

    5,318,750  
   

Credit Agricole S.A.

 
    5,000,000    

6.63%, 09/23/2019(3)(4)(5)

    5,105,260  
    7,600,000    

6.63%, 09/23/2019(1)(3)(4)

    7,759,995  
    2,150,000    

7.88%, 01/23/2024(1)(3)(4)

    2,300,113  
    7,000,000    

Credit Suisse Group AG
7.50%, 12/11/2023(1)(3)(4)

    7,763,280  
  GBP       4,000,000    

CYBG plc
8.00%, 12/08/2022(3)(4)(5)

    5,116,037  
  $       9,000,000    

Deutsche Bank AG
7.50%, 04/30/2025(3)(4)

    9,146,250  
  EUR       4,000,000    

Erste Group Bank AG
8.88%, 10/15/2021(3)(4)(5)

    5,026,334  
  $       7,220,000    

HSBC Holdings plc
6.38%, 03/30/2025(3)(4)

    7,544,900  
    7,000,000    

ING Groep N.V.
6.50%, 04/16/2025(3)(4)

    7,178,150  
    2,000,000    

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(3)(4)

    1,972,500  
    3,000,000    

Lloyds Banking Group plc
7.50%, 06/27/2024(3)(4)

    3,232,500  
    7,060,000    

Royal Bank of Scotland Group plc
8.63%, 08/15/2021(3)(4)

    7,621,270  
    10,915,000    

Societe Generale S.A.
6.00%, 01/27/2020(1)(3)(4)

    10,745,774  
    5,000,000    

Standard Chartered plc
7.75%, 04/02/2023(1)(3)(4)

    5,331,250  
   

Turkiye Is Bankasi

 
    2,000,000    

5.50%, 04/21/2022(1)

    2,006,000  
    2,000,000    

6.00%, 10/24/2022(5)

    1,998,544  
    5,000,000    

UBS Group AG
7.13%, 02/19/2020(3)(4)(5)

    5,306,250  
    2,500,000    

UniCredit S.p.A.
8.00%, 06/03/2024(3)(4)(5)

    2,461,875  
     

 

 

 
        135,777,458  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 6.8% - (continued)  
            Commercial Services - 0.0%  
  $       1,500,000    

Hertz Corp.
5.50%, 10/15/2024(1)

  $ 1,293,750  
     

 

 

 
            Electric - 0.2%  
    4,000,000    

Dynegy, Inc.
7.38%, 11/01/2022

    3,830,000  
    4,000,000    

GenOn Energy, Inc.
7.88%, 06/15/2017

    2,750,000  
     

 

 

 
        6,580,000  
     

 

 

 
            Entertainment - 0.1%  
    5,750,000    

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

    5,598,200  
     

 

 

 
            Food - 0.4%  
  GBP       5,035,000    

Iceland Bondco plc
4.59%, 07/15/2020(1)(3)

    6,521,458  
  $       7,835,000    

MARB BondCo plc
7.00%, 03/15/2024(1)

    7,922,752  
    4,000,000    

Marfrig Holdings Europe B.V.
8.00%, 06/08/2023(5)

    4,244,960  
     

 

 

 
        18,689,170  
     

 

 

 
            Healthcare-Services - 0.4%  
   

Community Health Systems, Inc.

 
    5,300,000    

5.13%, 08/01/2021

    5,253,625  
    8,490,000    

6.25%, 03/31/2023

    8,638,575  
    5,000,000    

7.13%, 07/15/2020

    4,487,500  
     

 

 

 
        18,379,700  
     

 

 

 
            Insurance - 0.1%  
    2,250,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(1)

    2,289,375  
     

 

 

 
            Iron/Steel - 0.1%  
    4,870,000    

Koks OAO Via Koks Finance Ltd.
7.50%, 05/04/2022(1)

    4,892,889  
     

 

 

 
            Lodging - 0.3%  
    10,524,000    

Chester Downs & Marina LLC / Chester Downs Finance Corp.
9.25%, 02/01/2020(1)

    10,773,945  
     

 

 

 
            Machinery - Construction & Mining - 0.1%  
    4,870,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

    5,089,150  
     

 

 

 
            Machinery-Diversified - 0.1%  
    2,625,000    

Cloud Crane LLC
10.13%, 08/01/2024(1)

    2,802,188  
     

 

 

 
            Media - 0.1%  
    4,525,000    

Viacom, Inc.
5.88%, 02/28/2057(3)

    4,672,062  
     

 

 

 
            Oil & Gas - 0.8%  
    3,065,000    

KCA Deutag UK Finance plc
7.25%, 05/15/2021(1)

    2,904,088  
    6,295,000    

MEG Energy Corp.
6.50%, 01/15/2025(1)

    6,216,312  
    12,100,000    

Permian Resources LLC / AEPB Finance Corp.
7.67%, 08/01/2019(1)(3)

    9,816,125  
    10,902,833    

Shelf Drilling Holdings Ltd.
9.50%, 11/02/2020(1)

    10,848,319  
    4,000,000    

Zhaikmunai LLP
7.13%, 11/13/2019(5)

    3,916,928  
     

 

 

 
        33,701,772  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  61  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 6.8% - (continued)  
            Pharmaceuticals - 0.1%  
  $       3,493,000    

Valeant Pharmaceuticals International, Inc.
6.75%, 08/15/2018(1)

  $ 3,484,268  
     

 

 

 
            Pipelines - 0.1%  
    3,680,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(1)

    4,061,432  
     

 

 

 
            Transportation - 0.2%  
    6,580,000    

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(1)

    6,856,360  
     

 

 

 
   

Total Corporate Bonds
(cost $283,590,841)

  $     288,849,900  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 89.7%(6)  
            Advertising - 0.8%  
  $       36,690,422    

Acosta Holdco, Inc.
4.25%, 09/26/2021

  $ 34,106,682  
     

 

 

 
            Aerospace/Defense - 1.4%  
    7,862,527    

Fly Funding II S.a.r.l.
3.79%, 02/09/2022

    7,864,964  
   

TransDigm, Inc.

 
    14,714,423    

3.99%, 05/14/2022

    14,694,264  
    36,223,375    

3.99%, 06/09/2023

    36,173,025  
     

 

 

 
        58,732,253  
     

 

 

 
            Agriculture - 0.1%  
    3,852,184    

Pinnacle Operating Corp.
8.25%, 11/15/2021

    3,585,729  
     

 

 

 
            Airlines - 0.7%  
    29,700,000    

American Airlines, Inc.
3.49%, 04/28/2023

    29,713,959  
     

 

 

 
            Auto Manufacturers - 0.4%  
    15,672,177    

Jaguar Holding Co.
4.25%, 08/18/2022

    15,750,538  
     

 

 

 
            Auto Parts & Equipment - 0.5%  
    20,140,000    

USI, Inc.
0.00%, 03/30/2024(7)

    20,051,988  
     

 

 

 
            Beverages - 0.3%  
    12,623,458    

Oak Tea, Inc.
3.69%, 07/02/2022

    12,651,103  
     

 

 

 
            Chemicals - 0.9%  
   

Chemours Co.

 
  EUR       6,965,000    

0.00%, 05/12/2022(7)

    7,594,104  
  $       14,073,057    

3.49%, 05/12/2022

    14,169,880  
    16,083,590    

Nexeo Solutions LLC
5.30%, 06/09/2023

    16,244,426  
     

 

 

 
        38,008,410  
     

 

 

 
            Coal - 1.2%  
    11,665,000    

Arch Coal, Inc.
5.00%, 03/07/2024

    11,667,916  
   

Ascent Resources - Marcellus LLC

 
    15,944,225    

5.28%, 08/04/2020

    11,094,470  
    1,835,000    

8.53%, 08/04/2021

    194,510  
    18,930,000    

Foresight Energy LLC
0.00%, 03/10/2024(7)

    18,273,318  
    10,540,000    

Peabody Energy Corp.
0.00%, 03/31/2022(7)

    10,566,350  
     

 

 

 
        51,796,564  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 89.7%(6) - (continued)  
            Commercial Services - 5.8%  
  $       5,804,044    

Affinion Group, Inc.
6.75%, 04/30/2018

  $ 5,788,722  
    12,602,788    

Allied Universal Holdco LLC
4.79%, 07/28/2022

    12,644,755  
   

Brickman Group Ltd. LLC

 
    33,347,244    

4.00%, 12/18/2020

    33,458,291  
    11,912,388    

7.50%, 12/17/2021

    11,964,564  
    2,898,000    

Brock Holdings III, Inc.
11.25%, 03/16/2018

    2,825,550  
   

Capital Automotive L.P.

 
    3,645,000    

4.00%, 03/24/2024

    3,672,337  
    6,570,000    

7.00%, 03/24/2025

    6,701,400  
   

Constellis Holdings LLC

 
    12,500,000    

0.00%, 04/13/2024(7)

    12,349,000  
    5,000,000    

0.00%, 04/18/2025(7)

    4,925,000  
    4,588,500    

DigitalGlobe, Inc.
3.74%, 01/15/2024

    4,605,707  
    6,110,000    

Gartner, Inc.
0.00%, 04/05/2024(7)

    6,152,037  
   

Global Payments, Inc.

 
    11,360,000    

0.00%, 04/22/2023(7)

    11,396,920  
    7,374,705    

3.49%, 04/22/2023

    7,398,673  
    4,509,450    

KAR Auction Services, Inc.
4.50%, 03/09/2023

    4,543,271  
    10,688,155    

ON Assignment, Inc.
3.24%, 06/03/2022

    10,761,689  
    13,965,000    

Quikrete Holdings, Inc.
4.24%, 11/15/2023

    13,985,389  
    9,702,595    

Russell Investment Group
6.74%, 06/01/2023

    9,805,734  
    32,962,675    

ServiceMaster Co.
3.48%, 11/08/2023

    33,313,068  
    16,990,000    

Team Health Holdings, Inc.
3.75%, 02/06/2024

    16,830,804  
    17,260,644    

Trans Union LLC
3.49%, 04/09/2023

    17,398,729  
    15,147,038    

Xerox Business Services LLC
4.99%, 12/07/2023

    15,399,539  
     

 

 

 
        245,921,179  
     

 

 

 
            Construction Materials - 0.2%  
    8,619,697    

Summit Materials Cos. I LLC
3.75%, 07/17/2022

    8,695,119  
     

 

 

 
            Distribution/Wholesale - 1.3%  
    4,274,358    

FPC Holdings, Inc.
5.25%, 11/19/2019

    4,076,669  
   

PowerTeam Services LLC

 
    16,164,823    

4.40%, 05/06/2020

    16,043,587  
    2,665,000    

8.40%, 11/06/2020

    2,651,675  
    31,539,036    

Univar, Inc.
3.74%, 07/01/2022

    31,617,883  
     

 

 

 
        54,389,814  
     

 

 

 
            Diversified Financial Services - 4.4%  
    17,020,000    

AlixPartners, LLP
4.15%, 07/28/2022

    17,159,734  
    14,337,950    

Camelot UK Holdco Ltd.
4.50%, 10/03/2023

    14,402,471  
   

EVO Payments International LLC

 
    15,165,000    

6.00%, 12/22/2023

    15,326,204  
    2,150,000    

10.00%, 11/15/2024

    2,150,000  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  62  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 89.7%(6) - (continued)  
            Diversified Financial Services - 4.4% - (continued)  
  $       4,011,923    

Infinity Acquisition LLC
4.15%, 08/06/2021

  $ 3,971,804  
    6,000,000    

LSF9 Atlantis Holdings LLC
0.00%, 04/21/2023(7)

    6,000,000  
    3,965,063    

NFP Corp.
4.65%, 01/08/2024

    3,992,342  
    13,511,138    

RP Crown Parent LLC
4.50%, 10/12/2023

    13,609,634  
   

SAM Finance Lux S.a.r.l.

 
    23,589,186    

4.39%, 12/17/2020

    23,777,899  
  EUR       7,567,080    

4.50%, 12/17/2020

    8,290,874  
  $       29,724,828    

Silver II U.S. Holdings LLC
4.15%, 12/13/2019

    29,559,558  
   

Telenet International Finance S.a.r.l.

 
    26,405,000    

0.00%, 03/31/2025(7)

    26,471,012  
  EUR       3,300,000    

0.00%, 03/31/2026(7)

    3,604,970  
  $       19,500,000    

3.97%, 01/31/2025

    19,527,495  
     

 

 

 
        187,843,997  
     

 

 

 
            Electric - 5.1%  
   

Calpine Construction Finance Co., L.P.

 
    11,378,562    

3.24%, 05/03/2020

    11,382,090  
    32,497,464    

3.49%, 01/31/2022

    32,487,390  
   

Calpine Corp.

 
    9,000,000    

2.75%, 11/30/2017

    9,018,720  
    27,631,200    

3.90%, 05/31/2023

    27,717,686  
    7,256,044    

3.90%, 01/15/2024

    7,274,982  
    13,650,000    

Chief Exploration & Development LLC
7.93%, 05/16/2021

    13,104,000  
    14,820,000    

Dynegy, Inc.
4.25%, 02/07/2024

    14,808,292  
    37,473,967    

Energy Future Intermediate Holding Co. LLC 4.30%, 06/30/2017

    37,654,592  
    10,713,799    

ExGen Texas Power LLC
5.90%, 09/16/2021

    5,764,024  
    14,029,411    

Gates Global LLC
4.41%, 04/01/2024

    14,092,544  
    11,185,000    

Helix Gen Funding LLC
0.00%, 02/23/2024(7)

    11,285,665  
    20,346,250    

NRG Energy, Inc.
3.24%, 06/30/2023

    20,412,782  
   

Pike Corp.

 
    4,290,000    

4.75%, 03/01/2024

    4,332,900  
    910,000    

9.00%, 09/02/2024

    921,375  
    9,572,673    

Seadrill Partners Finco LLC
4.15%, 02/21/2021

    6,437,622  
    2,074,800    

Vistra Operations Co. LLC
4.24%, 12/14/2023

    2,081,294  
     

 

 

 
        218,775,958  
     

 

 

 
            Electronics - 0.1%  
    5,456,175    

Ceridian LLC
4.50%, 09/15/2020

    5,445,972  
    489,048    

Provo Craft & Novelty, Inc.
0.00%, 07/07/2019(1)(7)(8)(9)(10)

     
     

 

 

 
        5,445,972  
     

 

 

 
            Energy-Alternate Sources - 1.2%  
    2,869,679    

EMG Utica LLC
4.90%, 03/27/2020

    2,882,248  
    27,219,663    

MEG Energy Corp.
4.67%, 12/31/2023

    27,233,273  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 89.7%(6) - (continued)  
            Energy-Alternate Sources - 1.2% - (continued)  
   

TEX Operations Co. LLC

 
  $       3,890,902    

3.74%, 08/04/2023

  $ 3,882,381  
    17,006,898    

3.79%, 08/04/2023

    16,969,653  
     

 

 

 
        50,967,555  
     

 

 

 
            Entertainment - 1.2%  
    10,909,129    

CityCenter Holdings LLC
3.49%, 04/18/2024

    10,922,765  
    25,890,000    

Eldorado Resorts LLC
0.00%, 03/13/2024(7)

    25,825,275  
    12,490,285    

Scientific Games International, Inc.
4.99%, 10/01/2021

    12,671,769  
     

 

 

 
        49,419,809  
     

 

 

 
            Environmental Control - 0.3%  
    11,529,774    

Advanced Disposal Services, Inc.
3.70%, 11/10/2023

    11,624,434  
     

 

 

 
            Food - 2.7%  
   

Albertsons LLC

 
    33,853,698    

3.99%, 08/22/2021

    33,963,045  
    5,617,656    

4.40%, 12/22/2022

    5,641,531  
    16,949,847    

Hostess Brands LLC
4.00%, 08/03/2022

    17,087,650  
    59,405,000    

JBS USA LLC
3.48%, 10/30/2022

    59,649,155  
     

 

 

 
        116,341,381  
     

 

 

 
            Food Service - 0.2%  
    8,756,534    

Hearthside Group Holdings LLC
4.00%, 06/02/2021

    8,814,940  
     

 

 

 
            Hand/Machine Tools - 0.2%  
    11,191,285    

Ameriforge Group, Inc.
5.00%, 12/19/2019

    7,087,777  
     

 

 

 
            Healthcare-Products - 2.6%  
    30,916,892    

Alere, Inc.
4.25%, 06/18/2022

    31,058,491  
    9,915,848    

Immucor, Inc.
5.00%, 08/17/2018

    9,876,185  
    26,395,000    

Kinetic Concepts, Inc.
4.40%, 02/02/2024

    26,502,164  
    16,618,994    

Revlon Consumer Products Corp.
4.49%, 09/07/2023

    16,635,779  
    27,774,048    

Sterigenics-Nordion Holdings LLC
4.15%, 05/15/2022

    27,704,612  
     

 

 

 
        111,777,231  
     

 

 

 
            Healthcare-Services - 6.1%  
    16,641,884    

Air Medical Group Holdings, Inc.
4.25%, 04/28/2022

    16,517,070  
    12,007,992    

American Renal Holdings, Inc.
4.75%, 09/20/2019

    12,075,597  
    7,553,035    

CDRH Parent, Inc.
5.32%, 07/01/2021

    6,608,906  
    26,456,032    

Community Health Systems, Inc.
4.00%, 01/27/2021

    26,279,570  
    13,678,995    

DJO Finance LLC
4.25%, 06/08/2020

    13,350,699  
    26,318,328    

Envision Healthcare Corp.
4.15%, 12/01/2023

    26,561,773  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  63  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 89.7%(6) - (continued)  
            Healthcare-Services - 6.1% - (continued)  
   

Genoa, a QoL Healthcare Co. LLC

 
  $       9,696,275    

4.90%, 10/28/2023

  $ 9,736,708  
    1,750,000    

9.15%, 10/25/2024

    1,758,750  
    34,957,388    

inVentiv Health, Inc.
4.80%, 11/09/2023

    35,137,068  
    26,756,563    

MPH Acquisition Holdings LLC
4.90%, 06/07/2023

    27,095,837  
    24,188,425    

Opal Acquisition, Inc.
5.15%, 11/27/2020

    22,737,119  
    18,907,188    

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

    18,804,900  
    12,639,179    

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

    12,702,374  
   

U.S. Renal Care, Inc.

 
    28,652,686    

5.40%, 12/31/2022

    27,148,420  
    5,000,000    

9.15%, 12/31/2023

    4,537,500  
     

 

 

 
        261,052,291  
     

 

 

 
            Holding Companies-Diversified - 0.7%  
    29,870,000    

PSAV Holdings LLC
0.00%, 04/21/2024(7)

    29,795,325  
     

 

 

 
            Home Furnishings - 0.2%  
    9,223,793    

Hillman Group, Inc.
4.65%, 06/30/2021

    9,277,567  
     

 

 

 
            Household Products - 0.1%  
    5,519,191    

Prestige Brands, Inc.
3.74%, 01/26/2024

    5,568,863  
     

 

 

 
            Household Products/Wares - 0.2%  
    6,875,578    

Galleria Co.
4.00%, 09/29/2023

    6,921,438  
     

 

 

 
            Insurance - 2.9%  
   

Asurion LLC

 
    1,452,404    

4.24%, 07/08/2020

    1,461,786  
    5,586,213    

4.75%, 11/03/2023

    5,628,110  
    10,215,000    

8.50%, 03/03/2021

    10,363,935  
    14,918,304    

Evertec Group LLC
3.49%, 04/17/2020

    14,871,758  
    21,329,790    

HUB International Ltd.
4.04%, 10/02/2020

    21,429,613  
   

Sedgwick Claims Management Services, Inc.

 
    32,520,808    

3.75%, 03/01/2021

    32,528,938  
    18,125,000    

6.75%, 02/28/2022

    18,140,044  
    19,925,641    

USI, Inc.
4.25%, 12/27/2019

    19,826,013  
     

 

 

 
        124,250,197  
     

 

 

 
            Internet - 0.3%  
    17,425,330    

Lands’ End, Inc.
4.25%, 04/04/2021

    14,346,797  
     

 

 

 
            IT Services - 0.9%  
    39,680,000    

Tempo Acquisition LLC
0.00%, 03/15/2024(7)

    39,650,240  
     

 

 

 
            Leisure Time - 1.3%  
    22,845,572    

Aristocrat Leisure Ltd.
3.41%, 10/20/2021

    23,024,681  
   

Delta 2 (LUX) S.a.r.l.

 
    17,549,500    

4.57%, 02/01/2024

    17,567,049  
    8,442,000    

8.07%, 07/29/2022

    8,515,868  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 89.7%(6) - (continued)  
            Leisure Time - 1.3% - (continued)  
  $       6,877,500    

Lindblad Expeditions, Inc.
5.82%, 05/08/2021

  $ 6,929,081  
     

 

 

 
        56,036,679  
     

 

 

 
            Lodging - 2.9%  
   

Caesars Entertainment Operating Co.

 
    37,935,000    

0.00%, 03/31/2024(7)

    37,707,390  
    7,414,870    

8.13%, 03/01/2022

    9,089,371  
    36,057,582    

Caesars Entertainment Resort Properties LLC
7.00%, 10/11/2020

    36,125,371  
    19,342,187    

Caesars Growth Properties Holdings LLC
3.75%, 05/08/2021

    19,438,898  
    20,816,038    

Station Casinos LLC
3.50%, 06/08/2023

    20,797,095  
     

 

 

 
        123,158,125  
     

 

 

 
            Machinery-Construction & Mining - 0.7%  
    8,043,804    

American Rock Salt Holdings LLC
4.90%, 05/20/2021

    8,043,804  
    6,890,103    

Headwaters, Inc.
4.00%, 03/24/2022

    6,900,438  
    15,788,705    

Neff Rental LLC
7.54%, 06/09/2021

    15,788,705  
     

 

 

 
        30,732,947  
     

 

 

 
            Machinery-Diversified - 1.8%  
    24,757,230    

Brand Energy & Infrastructure Services, Inc.
4.93%, 11/26/2020

    24,819,123  
   

Gardner Denver, Inc.

 
    18,702,096    

4.57%, 07/30/2020

    18,686,573  
  EUR       11,402,386    

4.75%, 07/30/2020

    12,465,454  
    12,800,000    

Gates Global LLC
3.50%, 04/01/2024

    13,934,392  
  $       8,027,917    

Paladin Brands Holding, Inc.
7.25%, 08/16/2019

    7,606,451  
     

 

 

 
        77,511,993  
     

 

 

 
            Media - 6.4%  
   

Advantage Sales & Marketing, Inc.

 
    21,279,786    

4.25%, 07/23/2021

    20,756,729  
    8,805,000    

7.50%, 07/25/2022

    8,377,958  
    16,211,696    

AVSC Holding Corp.
4.50%, 01/24/2021

    16,177,976  
   

CBS Radio, Inc.

 
    3,600,000    

0.00%, 03/02/2024(7)

    3,624,012  
    6,656,292    

4.50%, 10/17/2023

    6,700,690  
   

Charter Communications Operating LLC

 
    997,409    

3.00%, 07/01/2020

    1,002,396  
    9,974,811    

3.00%, 01/15/2022

    10,010,820  
    23,755,050    

3.24%, 01/15/2024

    23,867,887  
    19,862,656    

CSC Holdings LLC
3.24%, 07/15/2025

    19,844,978  
    1,157,094    

Dex Media, Inc
11.00%, 07/29/2021

    1,180,236  
    520,394    

Mission Broadcasting, Inc.
3.99%, 01/17/2024

    524,947  
    5,367,679    

Nexstar Broadcasting, Inc.
3.99%, 01/17/2024

    5,414,646  
   

Numericable Group S.A.

 
  EUR       2,665,000    

0.00%, 06/20/2025(7)

    2,898,629  
  $       10,120,000    

0.00%, 06/21/2025(7)

    10,066,566  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  64  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 89.7%(6) - (continued)  
            Media - 6.4% - (continued)  
  $       18,660,143    

Numericable U.S. LLC
4.42%, 01/14/2025

  $ 18,674,138  
    21,181,750    

Quebecor Media, Inc.
3.54%, 08/17/2020

    21,201,661  
    25,385,365    

Tribune Media Co.
3.99%, 01/27/2024

    25,528,285  
    17,980,000    

UPC Financing Partnership
3.74%, 04/15/2025

    18,036,277  
    24,518,348    

Virgin Media Bristol LLC
3.74%, 01/31/2025

    24,604,653  
  GBP       24,235,000    

Virgin Media Investment Holdings Ltd.
3.76%, 01/31/2026

    31,475,473  
  $       5,000,000    

Ziggo Secured Finance Partnership
3.49%, 04/15/2025

    5,000,250  
     

 

 

 
        274,969,207  
     

 

 

 
            Metal Fabricate/Hardware - 0.6%  
   

NN, Inc.

 
    4,690,000    

0.00%, 03/22/2021(7)

    4,687,092  
    2,000,000    

0.00%, 10/19/2022(7)

    1,994,380  
    17,477,076    

Rexnord LLC
3.75%, 08/21/2023

    17,530,206  
     

 

 

 
        24,211,678  
     

 

 

 
            Oil & Gas - 3.0%  
   

California Resources Corp.

 
    36,907,138    

3.99%, 10/01/2019

    35,646,022  
    10,715,000    

11.38%, 12/31/2021

    11,773,106  
    6,600,000    

Chesapeake Energy Corp.
8.55%, 08/23/2021

    7,125,954  
    5,065,360    

Drillships Ocean Ventures, Inc.
7.50%, 07/25/2021

    4,695,994  
    27,399,647    

Energy Transfer Equity L.P.
3.73%, 02/02/2024

    27,456,638  
   

Fieldwood Energy LLC

 
    9,464,446    

3.88%, 10/01/2018

    9,219,979  
    3,500,000    

8.00%, 08/31/2020

    3,418,345  
    12,597,199    

KCA Deutag US Finance LLC
6.81%, 05/15/2020

    11,935,846  
    13,371,487    

Pinnacle Holdco S.a.r.l.
4.75%, 07/30/2019

    10,830,905  
    8,303,217    

Western Refining, Inc.
5.25%, 11/12/2020

    8,313,596  
     

 

 

 
        130,416,385  
     

 

 

 
            Oil & Gas Services - 1.0%  
    21,078,863    

Crosby U.S. Acquisition Corp.
4.05%, 11/23/2020

    19,511,228  
    6,779,524    

Drillships Financing Holding, Inc.
8.00%, 03/31/2021

    5,091,422  
    4,176,225    

Pacific Drilling S.A.
4.63%, 06/03/2018

    1,921,064  
    15,875,012    

Paragon Offshore Finance Co.
5.75%, 07/18/2021

    6,072,192  
   

Utex Industries, Inc.

 
    7,087,828    

5.00%, 05/22/2021

    6,534,127  
    3,000,000    

8.25%, 05/22/2022

    2,580,000  
     

 

 

 
        41,710,033  
     

 

 

 
            Packaging & Containers - 2.9%  
   

Berlin Packaging LLC

 
    1,144,169    

4.50%, 10/01/2021

    1,149,478  
    5,313,000    

7.75%, 10/01/2022

    5,304,127  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 89.7%(6) - (continued)  
            Packaging & Containers - 2.9% - (continued)  
   

Berry Plastics Group, Inc.

 
  $       17,029,164    

3.24%, 02/08/2020

  $ 17,124,187  
    13,991,343    

3.49%, 10/01/2022

    14,078,789  
    2,795,000    

3.52%, 01/19/2024

    2,809,841  
    19,595,000    

Flex Acquisition Co., Inc.
4.40%, 12/29/2023

    19,680,826  
   

Proampac PG Borrower LLC

 
    6,471,863    

5.06%, 11/18/2023

    6,562,469  
    3,105,000    

9.56%, 11/18/2024

    3,157,412  
    39,425,356    

Reynolds Group Holdings, Inc.
3.99%, 02/05/2023

    39,620,118  
    13,252,119    

Signode Industrial Group U.S., Inc.
3.75%, 05/01/2021

    13,301,814  
     

 

 

 
        122,789,061  
     

 

 

 
            Pharmaceuticals - 1.9%  
    21,205,000    

Endo Luxembourg Finance Co. I S.a r.l.
0.00%, 04/05/2024(7)

    21,364,037  
    8,678,205    

Quintiles IMS, Inc.
3.15%, 03/07/2024

    8,760,301  
    49,034,843    

Valeant Pharmaceuticals International, Inc.
5.74%, 04/01/2022

    49,315,813  
     

 

 

 
        79,440,151  
     

 

 

 
            Pipelines - 0.3%  
    14,208,997    

Philadelphia Energy Solutions LLC
6.25%, 04/04/2018

    13,107,800  
     

 

 

 
            Real Estate - 1.1%  
   

DTZ U.S. Borrower LLC

 
    26,592,315    

4.42%, 11/04/2021

    26,688,313  
    453,617    

9.42%, 11/04/2022

    451,349  
    18,614,565    

Realogy Corp.
3.24%, 07/20/2022

    18,754,174  
     

 

 

 
        45,893,836  
     

 

 

 
            Real Estate Investment Trusts - 1.2%  
  EUR       15,840,000    

Equinix, Inc.
3.25%, 01/05/2024

    17,374,599  
  $       31,972,050    

MGM Growth Properties Operating Partnership L.P.
3.49%, 04/25/2023

    32,029,280  
     

 

 

 
        49,403,879  
     

 

 

 
            Retail - 4.5%  
    3,577,500    

84 Lumber Co.
6.75%, 10/04/2023

    3,613,275  
   

Bass Pro Group LLC

 
    17,781,840    

4.24%, 06/05/2020

    17,744,854  
    31,515,000    

6.15%, 12/16/2023

    30,665,986  
   

Coinstar LLC

 
    8,472,425    

5.25%, 09/27/2023

    8,490,980  
    5,265,000    

9.75%, 09/27/2024

    5,350,556  
    3,400,164    

Coty, Inc.
3.48%, 10/27/2022

    3,416,110  
    6,505,713    

Harbor Freight Tools USA, Inc.
4.24%, 08/19/2023

    6,485,415  
    8,844,747    

HD Supply, Inc.
3.90%, 08/13/2021

    8,902,768  
    21,169,081    

Michaels Stores, Inc.
3.75%, 01/30/2023

    21,122,721  
    10,357,845    

Neiman Marcus Group Ltd. LLC
4.25%, 10/25/2020

    8,251,784  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  65  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 89.7%(6) - (continued)  
            Retail - 4.5% - (continued)  
  $       4,584,571    

Party City Holdings, Inc.
4.03%, 08/19/2022

  $ 4,579,482  
    6,987,374    

Petco Animal Supplies, Inc.
4.17%, 01/26/2023

    6,312,673  
    11,891,780    

PetSmart, Inc.
4.02%, 03/11/2022

    10,879,670  
    6,683,250    

Pilot Travel Centers LLC
2.99%, 05/25/2023

    6,735,446  
   

Rite Aid Corp.

 
    19,330,000    

4.88%, 06/21/2021

    19,348,170  
    7,755,000    

5.75%, 08/21/2020

    7,767,098  
    3,000,000    

Smart & Final Stores LLC
0.00%, 11/15/2022(7)

    2,930,010  
    16,114,926    

Sports Authority, Inc.
7.50%, 11/16/2017

    966,896  
    3,612,074    

SuperValu, Inc.
5.50%, 03/21/2019

    3,638,370  
    16,452,611    

U.S. Foods, Inc.
3.74%, 06/27/2023

    16,595,091  
     

 

 

 
        193,797,355  
     

 

 

 
            Semiconductors - 0.4%  
    4,865,000    

Integrated Device Technology, Inc.
0.00%, 03/20/2024(7)

    4,877,163  
    5,415,621    

Lattice Semiconductor Corp.
5.25%, 03/10/2021

    5,402,082  
    8,226,520    

ON Semiconductor Corp.
3.24%, 03/31/2023

    8,261,236  
     

 

 

 
        18,540,481  
     

 

 

 
            Software - 8.9%  
    3,600,000    

CCC Information Services, Inc.
0.00%, 03/29/2024(7)

    3,582,900  
    38,047,082    

CDW LLC
3.15%, 08/17/2023

    38,276,506  
    41,750,000    

Change Healthcare Holdings, Inc.
3.75%, 03/01/2024

    41,859,803  
    21,086,689    

Dell, Inc.
3.50%, 09/07/2023

    21,160,914  
    15,199,162    

Epicor Software Corp.
4.75%, 06/01/2022

    15,175,451  
   

First Data Corp.

 
    54,651,484    

3.49%, 04/26/2024

    54,628,530  
    18,729,040    

3.99%, 07/10/2022

    18,827,367  
    26,750,000    

Go Daddy Operating Co. LLC
3.49%, 02/15/2024

    26,853,790  
    6,724,359    

Hyland Software, Inc.
4.24%, 07/01/2022

    6,764,705  
    11,451,428    

Infor U.S., Inc.
3.90%, 02/01/2022

    11,424,632  
  EUR       3,724,058    

Infor US, Inc.
3.75%, 02/01/2022

    4,073,856  
  $       1,765,000    

iPayment, Inc.
0.00%, 04/06/2023(7)

    1,771,619  
    1,946,281    

MA FinanceCo LLC
0.00%, 04/18/2024(7)

    1,951,751  
    22,175,067    

Magic Newco LLC
5.00%, 12/12/2018

    22,194,803  
   

Misys Europe S.A.

 
    23,710,000    

0.00%, 04/27/2024(7)

    23,873,125  
    3,345,000    

0.00%, 04/27/2025(7)

    3,411,900  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 89.7%(6) - (continued)  
            Software - 8.9% - (continued)  
   

Peak 10, Inc.

 
  $       2,742,450    

5.15%, 06/17/2021

  $ 2,751,582  
    4,310,000    

8.41%, 06/17/2022

    4,245,350  
    12,945,527    

Quest Software U.S. Holdings, Inc.
7.04%, 10/31/2022

    13,155,891  
    13,143,719    

Seattle Spinco, Inc.
0.00%, 04/30/2024(7)

    13,180,652  
    17,064,967    

SS&C Technologies, Inc.
3.24%, 07/08/2022

    17,182,373  
    35,114,650    

WEX, Inc.
4.49%, 07/01/2023

    35,454,911  
     

 

 

 
        381,802,411  
     

 

 

 
            Telecommunications - 6.2%  
    8,866,404    

CommScope, Inc.
3.49%, 12/29/2022

    8,927,405  
    11,078,512    

Entravision Communications Corp.
3.65%, 05/31/2020

    11,106,208  
    72,352,500    

Level 3 Financing, Inc.
3.24%, 02/22/2024

    72,559,428  
    27,628,787    

LTS Buyer LLC
4.40%, 04/13/2020

    27,702,832  
    4,330,061    

Salem Communications Corp.
4.50%, 03/13/2020

    4,243,460  
    74,025,000    

Sprint Communications, Inc.
3.50%, 02/02/2024

    74,071,636  
    54,101,830    

Univision Communications, Inc.
3.75%, 03/15/2024

    53,721,494  
    12,661,986    

Zayo Group LLC
3.50%, 01/19/2024

    12,741,883  
     

 

 

 
        265,074,346  
     

 

 

 
            Transportation - 0.3%  
    14,241,505    

Kenan Advantage Group, Inc.
4.00%, 07/31/2022

    14,250,476  
     

 

 

 
            Trucking & Leasing - 1.3%  
   

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.

 
    8,000,000    

3.24%, 09/20/2020

    8,075,040  
    39,400,000    

3.74%, 03/20/2022

    39,973,664  
    6,670,168    

Consolidated Container Co. LLC
5.00%, 07/03/2019

    6,670,168  
     

 

 

 
        54,718,872  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $3,874,205,251)

  $     3,829,930,825  
     

 

 

 
     
COMMON STOCKS - 0.9%  
            Energy - 0.4%  
    180,008    

Arch Coal, Inc. Class A*

  $ 12,643,762  
    418,220,006    

KCA Deutag*(1)(8)(9)

    4,608,366  
    389,285    

Templar Energy LLC Class A*(8)(9)

    3,892,849  
     

 

 

 
        21,144,977  
     

 

 

 
            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.*(8)(9)

    1,272,406  
     

 

 

 
        2,286,133  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  66  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 0.9% - (continued)  
            Utilities - 0.4%  
    70,000,000    

TCEH Corp.*(8)(9)

  $ 70  
    1,167,128    

Vistra Energy Corp.

    17,448,564  
     

 

 

 
        17,448,634  
     

 

 

 
   

Total Common Stocks
(cost $46,339,536)

  $ 40,879,750  
     

 

 

 
     
EXCHANGE TRADED FUNDS - 2.0%  
            Other Investment Pools & Funds - 2.0%  
    968,000    

Alerian MLP ETF

  $ 12,196,800  
    402,700    

iShares U.S. Preferred Stock ETF

    15,709,327  
    908,900    

PowerShares Senior Loan Portfolio

    21,159,192  
    402,200    

PowerShares Variable Rate Preferred Portfolio

    10,344,584  
    361,100    

SPDR Barclays Short Term High Yield Bond ETF

    10,125,244  
    318,400    

SPDR Blackstone / GSO Senior Loan ETF

    15,133,552  
     

 

 

 
        84,668,699  
     

 

 

 
   

Total Exchange Traded Funds
(cost $83,595,879)

  $ 84,668,699  
     

 

 

 
   

Total Long-Term Investments
(cost $4,287,731,507)

  $ 4,244,329,174  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 7.2%      
            Other Investment Pools & Funds - 7.2%  
    308,165,462    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 308,165,462  
     

 

 

 
   

Total Short-Term Investments
(cost $308,165,462)

  $ 308,165,462  
     

 

 

 
   

Total Investments
(cost $4,595,896,969)^

    106.6    $ 4,552,494,636  
   

Other Assets and Liabilities

    (6.6 )%       (281,007,686
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 4,271,486,950  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  67  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

     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

   $ 44,013,391  

Unrealized Depreciation

     (87,415,724
  

 

 

 

Net Unrealized Depreciation

   $     (43,402,333
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $161,705,511, which represented 3.8% 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 April 30, 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 April 30, 2017, the aggregate value of these securities was $62,079,179, which represented 1.5% 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 April 30, 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 April 30, 2017, the aggregate fair value of these securities was $10,787,424, which represented 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.

 

(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  
  03/2011        418,220,006     

KCA Deutag

     5,667,717  
  10/2014        138,305     

MPM Holdings, Inc.

     4,993,987  
  10/2016        5,846,778     

PC Holdings

      
  09/2013        489,048     

Provo Craft & Novelty, Inc.

     81,873  
  10/2016        70,000,000     

TCEH Corp.

      
  09/2016        389,285     

Templar Energy LLC Class A

     3,333,177  
        

 

 

 
         $     14,780,905  
        

 

 

 

 

     At April 30, 2017, the aggregate value of these securities was $10,787,424, which represented 0.3% of total net assets.

 

(10)  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  68  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EUR

   Sell      05/31/17      CSFB    $ 1,633,022      $ 1,626,710      $ 6,312  

EUR

   Sell      05/31/17      ANZ      2,946,564        2,945,753        811  

EUR

   Sell      05/31/17      CBK          95,882,511            97,216,401            (1,333,890

GBP

   Buy      05/31/17      DEUT      2,949,081        2,988,084        39,003  

GBP

   Sell      05/31/17      UBS      44,371,318        44,941,927        (570,609
                 

 

 

 

Total

 

   $ (1,858,373
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

CBK

   Citibank NA

CSFB

   Credit Suisse First Boston Corp.

DEUT

   Deutsche Bank Securities, Inc.

UBS

   UBS AG
Currency Abbreviations:

EUR

   Euro

GBP

   British Pound
Other Abbreviations:

CJSC

   Closed Joint Stock Company

ETF

   Exchange Traded Fund

SPDR

   Standard & Poor’s Depositary Receipt
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  69  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Corporate Bonds

   $ 288,849,900     $      $ 288,849,900     $  

Senior Floating Rate Interests

     3,829,930,825              3,829,930,825        

Common Stocks

 

Energy

     21,144,977       12,643,762              8,501,215  

Food & Staples Retailing

     6                    6  

Media

     2,286,133                    2,286,133  

Utilities

     17,448,634       17,448,564              70  

Exchange Traded Funds

     84,668,699       84,668,699               

Short-Term Investments

     308,165,462       308,165,462               

Foreign Currency Contracts(2)

     46,126              46,126        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     4,552,540,762     $     422,926,487      $     4,118,826,851     $     10,787,424  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (1,904,499   $      $ (1,904,499   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (1,904,499   $      $ (1,904,499   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  70  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 9.4%  
            Advertising - 0.2%  
  $       1,000,000    

Acosta, Inc.
7.75%, 10/01/2022(1)

  $ 847,500  
     

 

 

 
            Agriculture - 0.3%  
    1,206,000    

Kernel Holding S.A.
8.75%, 01/31/2022(1)

    1,278,360  
     

 

 

 
            Biotechnology - 0.3%  
    1,250,000    

Sterigenics-Nordion Topco LLC (cash)
8.13%, 11/01/2021(1)(2)

    1,287,500  
     

 

 

 
            Coal - 0.2%  
    915,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

    870,394  
     

 

 

 
            Commercial Banks - 4.3%  
    625,000    

Access Bank plc
9.25%, 06/24/2021(1)(3)

    607,937  
   

Banco Bilbao Vizcaya Argentaria S.A.

 
  EUR       800,000    

7.00%, 02/19/2019(3)(4)(5)

    897,583  
  $       1,000,000    

9.00%, 05/09/2018(3)(4)(5)

    1,054,294  
    600,000    

Banco do Brasil S.A.
9.00%, 06/18/2024(3)(4)(5)

    632,400  
  EUR       1,000,000    

Banco Santander S.A.
6.25%, 03/12/2019(3)(4)(5)

    1,101,522  
  $       1,000,000    

Barclays plc
8.25%, 12/15/2018(3)(4)

    1,063,750  
    2,085,000    

Credit Agricole S.A.
7.88%, 01/23/2024(1)(3)(4)

    2,230,575  
    1,250,000    

Credit Suisse Group AG
7.50%, 12/11/2023(1)(3)(4)

    1,386,300  
  GBP       500,000    

CYBG plc
8.00%, 12/08/2022(3)(4)(5)

    639,505  
  $       1,000,000    

Deutsche Bank AG
7.50%, 04/30/2025(3)(4)

    1,016,250  
  EUR       400,000    

Erste Group Bank AG
8.88%, 10/15/2021(3)(4)(5)

    502,633  
  $       1,250,000    

ING Groep N.V.
6.50%, 04/16/2025(3)(4)

    1,281,812  
    200,000    

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(3)(4)

    197,250  
    1,500,000    

Lloyds Banking Group plc
7.50%, 06/27/2024(3)(4)

    1,616,250  
    1,000,000    

Royal Bank of Scotland Group plc
8.63%, 08/15/2021(3)(4)

    1,079,500  
    1,970,000    

Societe Generale S.A.
6.00%, 01/27/2020(1)(3)(4)

    1,939,457  
    1,000,000    

Standard Chartered plc
7.75%, 04/02/2023(1)(3)(4)

    1,066,250  
   

Turkiye Is Bankasi

 
    461,000    

5.50%, 04/21/2022(1)

    462,383  
    300,000    

6.00%, 10/24/2022(5)

    299,782  
    1,000,000    

UBS Group AG
7.13%, 02/19/2020(3)(4)(5)

    1,061,250  
    500,000    

UniCredit S.p.A.
8.00%, 06/03/2024(3)(4)(5)

    492,375  
     

 

 

 
        20,629,058  
     

 

 

 
            Electric - 0.2%  
    500,000    

Dynegy, Inc.
7.38%, 11/01/2022

    478,750  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 9.4% - (continued)  
            Electric - 0.2% - (continued)  
  $       1,000,000    

GenOn Energy, Inc.
7.88%, 06/15/2017

  $ 687,500  
     

 

 

 
        1,166,250  
     

 

 

 
            Entertainment - 0.2%  
    1,250,000    

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

    1,217,000  
     

 

 

 
            Food - 0.7%  
  GBP       765,000    

Iceland Bondco plc
4.59%, 07/15/2020(1)(3)

    990,847  
  $       1,115,000    

MARB BondCo plc
7.00%, 03/15/2024(1)

    1,127,488  
    1,000,000    

Marfrig Holdings Europe B.V.
8.00%, 06/08/2023(5)

    1,061,240  
     

 

 

 
        3,179,575  
     

 

 

 
            Healthcare-Services - 0.5%  
   

Community Health Systems, Inc.

 
    1,620,000    

6.25%, 03/31/2023

    1,648,350  
    1,000,000    

7.13%, 07/15/2020

    897,500  
     

 

 

 
        2,545,850  
     

 

 

 
            Insurance - 0.1%  
    560,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(1)

    569,800  
     

 

 

 
            Iron/Steel - 0.2%  
    975,000    

Koks OAO Via Koks Finance Ltd.
7.50%, 05/04/2022(1)(6)

    979,582  
     

 

 

 
            Lodging - 0.4%  
    2,005,000    

Chester Downs & Marina LLC / Chester Downs Finance Corp.
9.25%, 02/01/2020(1)

    2,052,619  
     

 

 

 
            Machinery - Construction & Mining - 0.1%  
    720,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

    752,400  
     

 

 

 
            Machinery-Diversified - 0.1%  
    375,000    

Cloud Crane LLC
10.13%, 08/01/2024(1)

    400,313  
     

 

 

 
            Media - 0.3%  
    1,510,000    

Viacom, Inc.
5.88%, 02/28/2057(3)

    1,559,075  
     

 

 

 
            Oil & Gas - 1.0%  
    485,000    

KCA Deutag UK Finance plc
7.25%, 05/15/2021(1)

    459,538  
    631,000    

MEG Energy Corp.
6.50%, 01/15/2025(1)

    623,112  
    1,400,000    

Permian Resources LLC / AEPB Finance Corp.
7.67%, 08/01/2019(1)(3)

    1,135,750  
    1,716,572    

Shelf Drilling Holdings Ltd.
9.50%, 11/02/2020(1)

    1,707,989  
    750,000    

Zhaikmunai LLP
7.13%, 11/13/2019(5)

    734,424  
     

 

 

 
        4,660,813  
     

 

 

 
            Pharmaceuticals - 0.1%  
    437,000    

Valeant Pharmaceuticals International, Inc.
6.75%, 08/15/2018(1)

    435,907  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  71  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 9.4% - (continued)  
            Transportation - 0.2%  
  $       1,056,000    

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(1)

  $ 1,100,352  
     

 

 

 
   

Total Corporate Bonds
(cost $44,179,018)

  $ 45,532,348  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 88.0%(7)      
            Advertising - 0.6%  
  $       2,966,049    

Acosta Holdco, Inc.
4.25%, 09/26/2021

  $ 2,757,180  
     

 

 

 
            Aerospace/Defense - 1.1%  
    5,113,116    

TransDigm, Inc.
3.99%, 06/09/2023

    5,106,009  
     

 

 

 
            Agriculture - 0.1%  
    307,821    

Pinnacle Operating Corp.
8.25%, 11/15/2021

    286,529  
     

 

 

 
            Auto Manufacturers - 0.4%  
    1,762,882    

Jaguar Holding Co.
4.33%, 08/18/2022

    1,771,696  
     

 

 

 
            Auto Parts & Equipment - 0.5%  
    2,285,000    

USI, Inc.
0.00%, 03/30/2024(8)

    2,275,015  
     

 

 

 
            Beverages - 0.3%  
    1,517,418    

Oak Tea, Inc.
3.69%, 07/02/2022

    1,520,741  
     

 

 

 
            Chemicals - 1.0%  
   

Chemours Co.

 
  EUR       2,535,000    

0.00%, 05/12/2022(8)

    2,763,970  
  $       1,379,995    

3.49%, 05/12/2022

    1,389,490  
    853,561    

Nexeo Solutions LLC
4.87%, 06/09/2023

    862,096  
     

 

 

 
        5,015,556  
     

 

 

 
            Coal - 1.5%  
    1,665,000    

Arch Coal, Inc.
5.00%, 03/07/2024

    1,665,416  
   

Ascent Resources - Marcellus LLC

 
    1,473,518    

5.28%, 08/04/2020

    1,025,318  
    430,000    

8.53%, 08/04/2021

    45,580  
    3,605,000    

Foresight Energy LLC
0.00%, 03/10/2024(8)

    3,479,943  
    1,170,000    

Peabody Energy Corp.
0.00%, 03/31/2022(8)

    1,172,925  
     

 

 

 
        7,389,182  
     

 

 

 
            Commercial Services - 6.3%  
    1,364,099    

Allied Universal Holdco LLC
4.79%, 07/28/2022

    1,368,641  
   

Brickman Group Ltd. LLC

 
    3,402,690    

4.14%, 12/18/2020

    3,414,021  
    3,587,411    

7.50%, 12/17/2021

    3,603,123  
    402,000    

Brock Holdings III, Inc.
11.25%, 03/16/2018

    391,950  
   

Capital Automotive L.P.

 
    405,000    

4.00%, 03/24/2024

    408,037  
    730,000    

7.00%, 03/24/2025

    744,600  
   

Constellis Holdings LLC

 
    2,500,000    

0.00%, 04/13/2024(8)

    2,469,800  
    2,500,000    

0.00%, 04/18/2025(8)

    2,462,500  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 88.0%(7) - (continued)      
            Commercial Services - 6.3% - (continued)  
  $       887,775    

DigitalGlobe, Inc.
3.74%, 01/15/2024

  $ 891,104  
   

Global Payments, Inc.

 
    1,260,000    

0.00%, 04/22/2023(8)

    1,264,095  
    1,504,550    

3.49%, 04/22/2023

    1,509,440  
    499,950    

KAR Auction Services, Inc.
4.50%, 03/09/2023

    503,700  
    1,306,725    

Quikrete Holdings, Inc.
4.24%, 11/15/2023

    1,308,633  
    873,089    

Russell Investment Group
6.75%, 06/01/2023

    882,370  
    1,893,807    

ServiceMaster Co.
3.48%, 11/08/2023

    1,913,938  
    1,890,000    

Team Health Holdings, Inc.
3.75%, 02/06/2024

    1,872,291  
    1,451,267    

Trans Union LLC
3.49%, 04/09/2023

    1,462,877  
    3,790,500    

Xerox Business Services LLC
4.99%, 12/07/2023

    3,853,688  
     

 

 

 
        30,324,808  
     

 

 

 
            Distribution/Wholesale - 0.9%  
   

PowerTeam Services LLC

 
    433,107    

4.40%, 05/06/2020

    429,859  
    665,000    

8.40%, 11/06/2020

    661,675  
    3,168,212    

Univar, Inc.
3.74%, 07/01/2022

    3,176,132  
     

 

 

 
        4,267,666  
     

 

 

 
            Diversified Financial Services - 3.7%  
    1,905,000    

AlixPartners LLP
4.15%, 07/28/2022

    1,920,640  
    1,656,675    

Camelot UK Holdco Ltd.
4.50%, 10/03/2023

    1,664,130  
   

EVO Payments International LLC

 
    1,215,000    

6.00%, 12/22/2023

    1,227,915  
    205,000    

10.00%, 11/15/2024

    205,000  
    252,232    

Infinity Acquisition LLC
4.15%, 08/06/2021

    249,710  
    1,000,000    

LSF9 Atlantis Holdings LLC
0.00%, 04/21/2023(8)

    1,000,000  
    384,038    

NFP Corp.
4.65%, 01/08/2024

    386,680  
    1,167,075    

RP Crown Parent LLC
4.50%, 10/12/2023

    1,175,583  
    2,703,849    

Silver II U.S. Holdings LLC
4.15%, 12/13/2019

    2,688,816  
   

Telenet International Finance S.a.r.l.

 
    3,770,000    

0.00%, 03/31/2025(8)

    3,779,425  
  EUR       1,200,000    

0.00%, 03/31/2026(8)

    1,310,898  
  $       2,370,000    

3.97%, 01/31/2025

    2,373,342  
     

 

 

 
        17,982,139  
     

 

 

 
            Electric - 4.7%  
   

Calpine Corp.

 
    1,909,091    

2.75%, 11/30/2017

    1,913,062  
    1,088,713    

3.90%, 01/15/2023

    1,092,120  
    1,215,813    

3.90%, 05/31/2023

    1,219,618  
    915,000    

Chief Exploration & Development LLC
7.93%, 05/16/2021

    878,400  
    1,930,000    

Dynegy, Inc.
4.25%, 02/07/2024

    1,928,475  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  72  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 88.0%(7) - (continued)      
            Electric - 4.7% - (continued)  
  $       7,500,000    

Energy Future Intermediate Holding Co. LLC
0.00%, 06/30/2017(8)

  $ 7,536,150  
    1,456,653    

ExGen Texas Power LLC
5.90%, 09/16/2021

    783,679  
    3,290,000    

Helix Gen Funding LLC
0.00%, 02/23/2024(8)

    3,319,610  
    2,481,250    

NRG Energy, Inc.
3.24%, 06/30/2023

    2,489,364  
   

Pike Corp.

 
    540,000    

4.75%, 03/01/2024

    545,400  
    455,000    

9.00%, 09/02/2024

    460,688  
    509,448    

Seadrill Partners Finco LLC
4.15%, 02/21/2021

    342,604  
    209,475    

Vistra Operations Co. LLC
4.25%, 12/14/2023

    210,131  
     

 

 

 
        22,719,301  
     

 

 

 
            Electronics - 0.1%  
    491,090    

Ceridian LLC
4.50%, 09/15/2020

    490,172  
     

 

 

 
            Energy-Alternate Sources - 1.5%  
    319,850    

EMG Utica LLC
4.90%, 03/27/2020

    321,250  
    2,551,703    

MEG Energy Corp.
4.63%, 12/31/2023

    2,552,979  
   

TEX Operations Co. LLC

 
    836,955    

3.74%, 08/04/2023

    835,122  
    3,678,402    

3.75%, 08/04/2023

    3,670,347  
     

 

 

 
        7,379,698  
     

 

 

 
            Entertainment - 1.4%  
    1,355,000    

CityCenter Holdings LLC
3.49%, 04/18/2024

    1,356,694  
    4,570,000    

Eldorado Resorts LLC
0.00%, 03/13/2024(8)

    4,558,575  
    961,907    

Scientific Games International, Inc.
4.99%, 10/01/2021

    975,884  
     

 

 

 
        6,891,153  
     

 

 

 
            Food - 2.9%  
   

Albertsons LLC

 
    2,725,915    

3.99%, 08/22/2021

    2,734,719  
    1,741,870    

4.40%, 12/22/2022

    1,749,273  
    2,028,126    

Hostess Brands LLC
4.00%, 08/03/2022

    2,044,615  
    7,340,000    

JBS USA LLC
3.48%, 10/30/2022

    7,370,168  
     

 

 

 
        13,898,775  
     

 

 

 
            Food Service - 0.2%  
    957,289    

Hearthside Group Holdings LLC
4.00%, 06/02/2021

    963,674  
     

 

 

 
            Hand/Machine Tools - 0.3%  
    2,219,909    

Ameriforge Group, Inc.
5.00%, 12/19/2019

    1,405,935  
     

 

 

 
            Healthcare-Products - 3.2%  
    2,969,773    

Alere, Inc.
4.25%, 06/18/2022

    2,983,375  
    1,391,941    

Immucor, Inc.
5.00%, 08/17/2018

    1,386,373  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 88.0%(7) - (continued)      
            Healthcare-Products - 3.2% - (continued)  
  $       3,925,000    

Kinetic Concepts, Inc.
4.40%, 02/02/2024

  $ 3,940,935  
    2,987,494    

Revlon Consumer Products Corp.
4.49%, 09/07/2023

    2,990,511  
    4,219,799    

Sterigenics-Nordion Holdings LLC
4.15%, 05/15/2022

    4,209,250  
     

 

 

 
        15,510,444  
     

 

 

 
            Healthcare-Services - 5.8%  
    929,149    

Air Medical Group Holdings, Inc.
4.25%, 04/28/2022

    922,181  
    1,024,939    

American Renal Holdings, Inc.
4.75%, 09/20/2019

    1,030,710  
    1,098,524    

CDRH Parent, Inc.
5.32%, 07/01/2021

    961,209  
    3,298,185    

Community Health Systems, Inc.
4.05%, 01/27/2021

    3,276,186  
    1,278,882    

DJO Finance LLC
4.25%, 06/08/2020

    1,248,189  
   

Genoa, a QoL Healthcare Co. LLC

 
    1,427,825    

4.90%, 10/28/2023

    1,433,779  
    750,000    

9.15%, 10/25/2024

    753,750  
    5,007,450    

inVentiv Health, Inc.
4.80%, 11/09/2023

    5,033,188  
    2,207,291    

MPH Acquisition Holdings LLC
4.90%, 06/07/2023

    2,235,279  
    3,182,602    

Opal Acquisition, Inc.
5.15%, 11/27/2020

    2,991,646  
    2,787,224    

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

    2,772,145  
    972,620    

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

    977,484  
   

U.S. Renal Care, Inc.

 
    2,221,054    

5.40%, 12/31/2022

    2,104,449  
    2,500,000    

9.15%, 12/31/2023

    2,268,750  
     

 

 

 
        28,008,945  
     

 

 

 
            Holding Companies-Diversified - 0.7%  
    3,365,000    

PSAV Holdings LLC
0.00%, 04/21/2024(8)

    3,356,587  
     

 

 

 
            Home Furnishings - 0.2%  
    969,761    

Hillman Group, Inc.
4.65%, 06/30/2021

    975,414  
     

 

 

 
            Household Products - 0.2%  
    847,624    

Prestige Brands, Inc.
3.74%, 01/26/2024

    855,253  
     

 

 

 
            Insurance - 2.5%  
    1,430,000    

Asurion LLC
8.50%, 03/03/2021

    1,450,850  
    1,971,676    

Evertec Group LLC
3.49%, 04/17/2020

    1,965,524  
    2,038,960    

HUB International Ltd.
4.03%, 10/02/2020

    2,048,502  
   

Sedgwick Claims Management Services, Inc.

 
    1,989,744    

3.75%, 03/01/2021

    1,990,241  
    1,989,975    

4.40%, 03/01/2021

    1,989,975  
    2,500,000    

6.75%, 02/28/2022

    2,502,075  
     

 

 

 
        11,947,167  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  73  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 88.0%(7) - (continued)      
            Internet - 0.2%  
  $       1,280,237    

Lands’ End, Inc.
4.25%, 04/04/2021

  $ 1,054,057  
     

 

 

 
            IT Services - 1.2%  
    1,220,000    

Gartner, Inc.
0.00%, 04/05/2024(8)

    1,228,394  
    4,460,000    

Tempo Acquisition LLC
0.00%, 03/15/2024(8)

    4,456,655  
     

 

 

 
        5,685,049  
     

 

 

 
            Leisure Time - 1.0%  
    2,017,527    

Aristocrat Leisure Ltd.
3.41%, 10/20/2021

    2,033,345  
   

Delta 2 (LUX) S.a.r.l.

 
    917,063    

4.57%, 02/01/2024

    917,979  
    983,500    

8.07%, 07/29/2022

    992,106  
    982,500    

Lindblad Expeditions, Inc.
5.82%, 05/08/2021

    989,869  
     

 

 

 
        4,933,299  
     

 

 

 
            Lodging - 4.1%  
    6,950,000    

Caesars Entertainment Operating Co.
0.00%, 03/31/2024(8)

    6,908,300  
    5,025,309    

Caesars Entertainment Resort Properties LLC
7.00%, 10/11/2020

    5,034,757  
    2,937,108    

Caesars Growth Properties Holdings LLC
3.75%, 05/08/2021

    2,951,793  
    4,607,744    

Station Casinos LLC
3.50%, 06/08/2023

    4,603,550  
     

 

 

 
        19,498,400  
     

 

 

 
            Machinery-Construction & Mining - 0.7%  
    317,437    

American Rock Salt Holdings LLC
4.90%, 05/20/2021

    317,437  
    518,347    

Headwaters, Inc.
4.00%, 03/24/2022

    519,125  
    2,613,732    

Neff Rental LLC
7.54%, 06/09/2021

    2,613,732  
     

 

 

 
        3,450,294  
     

 

 

 
            Machinery-Diversified - 2.8%  
    2,508,689    

Brand Energy & Infrastructure Services, Inc.
4.92%, 11/26/2020

    2,514,961  
    3,981,090    

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

    3,977,786  
   

Gates Global LLC

 
  EUR       3,200,000    

3.50%, 04/01/2024

    3,483,598  
  $       2,533,413    

4.41%, 04/01/2024

    2,544,813  
    877,396    

Paladin Brands Holding, Inc.
7.25%, 08/16/2019

    831,333  
     

 

 

 
        13,352,491  
     

 

 

 
            Media - 7.2%  
   

Advantage Sales & Marketing, Inc.

 
    2,001,423    

4.25%, 07/23/2021

    1,952,228  
    520,000    

7.50%, 07/25/2022

    494,780  
    1,252,772    

AVSC Holding Corp.
4.54%, 01/24/2021

    1,250,166  
   

CBS Radio, Inc.

 
    900,000    

0.00%, 03/02/2024(8)

    906,003  
    745,107    

4.50%, 10/17/2023

    750,077  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 88.0%(7) - (continued)      
            Media - 7.2% - (continued)  
   

Charter Communications Operating LLC

 
  $       498,705    

3.00%, 07/01/2020

  $ 501,198  
    2,970,000    

3.24%, 01/15/2024

    2,984,107  
    2,062,344    

CSC Holdings LLC
3.24%, 07/15/2025

    2,060,508  
    41,254    

Mission Broadcasting, Inc.
3.99%, 01/17/2024

    41,615  
    425,519    

Nexstar Broadcasting, Inc.
3.99%, 01/17/2024

    429,243  
   

Numericable Group S.A.

 
  EUR       1,335,000    

0.00%, 06/20/2025(8)

    1,452,034  
  $       1,840,000    

0.00%, 06/21/2025(8)

    1,830,285  
    2,359,145    

Numericable U.S. LLC
4.42%, 01/14/2025

    2,360,914  
    3,232,154    

Tribune Media Co.
3.99%, 01/27/2024

    3,250,351  
    2,005,000    

UPC Financing Partnership
3.74%, 04/15/2025

    2,011,276  
    7,855,000    

Virgin Media Bristol LLC
3.74%, 01/31/2025

    7,882,650  
  GBP       2,765,000    

Virgin Media Investment Holdings Ltd.
3.76%, 01/31/2026

    3,591,074  
  $       1,000,000    

Ziggo Secured Finance Partnership
3.49%, 04/15/2025

    1,000,050  
     

 

 

 
        34,748,559  
     

 

 

 
            Metal Fabricate/Hardware - 0.2%  
   

NN, Inc.

 
    670,000    

0.00%, 03/22/2021(8)

    669,585  
    500,000    

0.00%, 10/19/2022(8)

    498,595  
     

 

 

 
        1,168,180  
     

 

 

 
            Oil & Gas - 2.0%  
   

California Resources Corp.

 
    4,029,869    

3.99%, 10/01/2019

    3,892,168  
    715,000    

11.38%, 12/31/2021

    785,606  
    625,000    

Chesapeake Energy Corp.
8.55%, 08/23/2021

    674,806  
    298,555    

Drillships Ocean Ventures, Inc.
7.50%, 07/25/2021

    276,784  
    1,945,000    

Energy Transfer Equity L.P.
3.73%, 02/02/2024

    1,949,046  
    750,000    

Fieldwood Energy LLC
8.00%, 08/31/2020

    732,503  
    794,293    

KCA Deutag US Finance LLC
6.81%, 05/15/2020

    752,593  
    955,106    

Pinnacle Holdco S.a.r.l.
4.75%, 07/30/2019

    773,636  
     

 

 

 
        9,837,142  
     

 

 

 
            Oil & Gas Services - 1.0%  
    2,754,413    

Crosby U.S. Acquisition Corp.
4.05%, 11/23/2020

    2,549,568  
    285,068    

Drillships Financing Holding, Inc.
8.00%, 03/31/2021

    214,086  
    2,654,900    

Paragon Offshore Finance Co.
5.75%, 07/18/2021

    1,015,499  
   

Utex Industries, Inc.

 
    472,130    

5.00%, 05/22/2021

    435,247  
    750,000    

8.25%, 05/22/2022

    645,000  
     

 

 

 
        4,859,400  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  74  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 88.0%(7) - (continued)      
            Packaging & Containers - 2.4%  
   

Berlin Packaging LLC

 
  $       283,555    

4.50%, 10/01/2021

  $ 284,870  
    1,976,143    

7.75%, 10/01/2022

    1,972,843  
   

Berry Plastics Group, Inc.

 
    1,554,594    

3.51%, 10/01/2022

    1,564,310  
    700,000    

3.52%, 01/19/2024

    703,717  
    1,960,000    

Flex Acquisition Co., Inc.
4.40%, 12/29/2023

    1,968,585  
   

Proampac PG Borrower LLC

 
    798,775    

5.06%, 11/18/2023

    809,958  
    970,000    

9.56%, 11/18/2024

    986,373  
    2,407,915    

Reynolds Group Holdings, Inc.
3.99%, 02/05/2023

    2,419,810  
    1,015,833    

Signode Industrial Group U.S., Inc.
3.81%, 05/01/2021

    1,019,643  
     

 

 

 
        11,730,109  
     

 

 

 
            Pharmaceuticals - 2.2%  
    2,725,000    

Endo Luxembourg Finance Co. I S.a r.l.
0.00%, 04/05/2024(8)

    2,745,437  
    7,985,203    

Valeant Pharmaceuticals International, Inc.
5.74%, 04/01/2022

    8,030,958  
     

 

 

 
        10,776,395  
     

 

 

 
            Real Estate - 1.0%  
   

DTZ U.S. Borrower LLC

 
    4,647,579    

4.34%, 11/04/2021

    4,664,357  
    95,745    

9.42%, 11/04/2022

    95,266  
     

 

 

 
        4,759,623  
     

 

 

 
            Real Estate Investment Trusts - 1.0%  
  EUR       1,560,000    

Equinix, Inc.
3.25%, 01/05/2024

    1,711,135  
  $       3,296,700    

MGM Growth Properties Operating Partnership L.P.
3.49%, 04/25/2023

    3,302,601  
     

 

 

 
        5,013,736  
     

 

 

 
            Retail - 2.6%  
    397,500    

84 Lumber Co.
6.75%, 10/04/2023

    401,475  
   

Bass Pro Group LLC

 
    1,534,841    

4.24%, 06/05/2020

    1,531,649  
    2,375,000    

6.15%, 12/16/2023

    2,311,017  
   

Coinstar LLC

 
    676,600    

5.25%, 09/27/2023

    678,082  
    1,050,000    

9.75%, 09/27/2024

    1,067,062  
    569,191    

Harbor Freight Tools USA, Inc.
4.24%, 08/19/2023

    567,415  
    997,242    

Michaels Stores, Inc.
3.75%, 01/30/2023

    995,058  
    709,792    

Neiman Marcus Group Ltd. LLC
4.25%, 10/25/2020

    565,470  
    1,397,475    

Petco Animal Supplies, Inc.
4.17%, 01/26/2023

    1,262,535  
    1,202,484    

PetSmart, Inc.
4.02%, 03/11/2022

    1,100,141  
    1,296,750    

Pilot Travel Centers LLC
2.99%, 05/25/2023

    1,306,878  
    400,000    

Smart & Final Stores LLC
0.00%, 11/15/2022(8)

    390,668  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 88.0%(7) - (continued)      
            Retail - 2.6% - (continued)  
  $       2,487,027    

Sports Authority, Inc.
7.50%, 11/16/2017

  $ 149,222  
    283,114    

SuperValu, Inc.
5.50%, 03/21/2019

    285,175  
     

 

 

 
        12,611,847  
     

 

 

 
            Semiconductors - 0.4%  
    540,000    

Integrated Device Technology, Inc.
0.00%, 03/20/2024(8)

    541,350  
    773,658    

Lattice Semiconductor Corp.
5.25%, 03/10/2021

    771,723  
    491,700    

ON Semiconductor Corp.
3.24%, 03/31/2023

    493,775  
     

 

 

 
        1,806,848  
     

 

 

 
            Software - 8.6%  
    1,205,000    

CCC Information Services, Inc.
0.00%, 03/29/2024(8)

    1,199,276  
    1,969,736    

CDW LLC
3.15%, 08/17/2023

    1,981,613  
    4,250,000    

Change Healthcare Holdings, Inc.
3.75%, 03/01/2024

    4,261,178  
    1,960,162    

Dell, Inc.
3.50%, 09/07/2023

    1,967,062  
    11,856,988    

First Data Corp.
3.49%, 04/26/2024

    11,852,008  
    2,735,000    

Go Daddy Operating Co. LLC
3.49%, 02/15/2024

    2,745,612  
    956,015    

Hyland Software, Inc.
4.24%, 07/01/2022

    961,751  
    440,000    

iPayment, Inc.
0.00%, 04/06/2023(8)

    441,650  
    73,518    

MA FinanceCo LLC
0.00%, 04/18/2024(8)

    73,724  
    1,742,710    

Magic Newco LLC
5.00%, 12/12/2018

    1,744,261  
   

Misys Europe S.A.

 
    2,670,000    

0.00%, 04/27/2024(8)

    2,688,370  
  EUR       2,000,000    

0.00%, 04/30/2024(8)

    2,189,492  
  $       345,000    

0.00%, 04/27/2025(8)

    351,900  
   

Peak 10, Inc.

 
    685,613    

5.15%, 06/17/2021

    687,896  
    1,845,000    

8.41%, 06/17/2022

    1,817,325  
    1,724,771    

Quest Software U.S. Holdings, Inc.
7.00%, 10/31/2022

    1,752,798  
    496,482    

Seattle Spinco, Inc.
0.00%, 04/30/2024(8)

    497,878  
    1,537,781    

SS&C Technologies, Inc.
3.24%, 07/08/2022

    1,548,361  
    2,883,213    

WEX, Inc.
4.49%, 07/01/2023

    2,911,151  
     

 

 

 
        41,673,306  
     

 

 

 
            Telecommunications - 6.2%  
    890,133    

CommScope, Inc.
3.49%, 12/29/2022

    896,257  
    2,038,000    

Level 3 Financing, Inc.
3.24%, 02/22/2024

    2,043,829  
    2,159,173    

LTS Buyer LLC
4.40%, 04/13/2020

    2,164,960  
    16,205,000    

Sprint Communications, Inc.
3.50%, 02/02/2024

    16,215,209  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  75  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 88.0%(7) - (continued)      
            Telecommunications - 6.2% - (continued)  
  $       5,991,955    

Univision Communications, Inc.
3.75%, 03/15/2024

  $ 5,949,831  
    2,495,219    

Zayo Group LLC
3.50%, 01/19/2024

    2,510,964  
     

 

 

 
        29,781,050  
     

 

 

 
            Transportation - 0.6%  
    2,738,258    

Kenan Advantage Group, Inc.
4.00%, 07/31/2022

    2,739,983  
     

 

 

 
            Trucking & Leasing - 2.5%      
   

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.

 
    2,000,000    

3.24%, 09/20/2020

    2,018,760  
    9,885,000    

3.74%, 03/20/2022

    10,028,926  
     

 

 

 
        12,047,686  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $429,429,823)

  $ 424,626,493  
     

 

 

 
     
COMMON STOCKS - 0.7%  
            Energy - 0.3%  
    9,084    

Arch Coal, Inc. Class A*

  $ 638,060  
    78,609    

Templar Energy LLC Class A*(9)(10)

    786,091  
     

 

 

 
        1,424,151  
     

 

 

 
            Media - 0.1%  
    69,152    

MPM Holdings, Inc.*(9)(10)

    636,199  
     

 

 

 
            Utilities - 0.3%  
    4,500,000    

TCEH Corp.*(9)(10)

    5  
    75,030    

Vistra Energy Corp.

    1,121,698  
     

 

 

 
        1,121,703  
     

 

 

 
   

Total Common Stocks
(cost $5,047,361)

  $ 3,182,053  
     

 

 

 
     
EXCHANGE TRADED FUNDS - 3.2%  
            Other Investment Pools & Funds - 3.2%  
    155,000    

Alerian MLP ETF

  $ 1,953,000  
    72,800    

iShares U.S. Preferred Stock ETF

    2,839,928  
    140,300    

PowerShares Senior Loan Portfolio

    3,266,184  
    111,000    

PowerShares Variable Rate Preferred Portfolio

    2,854,920  
    36,100    

SPDR Barclays Short Term High Yield Bond ETF

    1,012,244  
    68,799    

SPDR Blackstone / GSO Senior Loan ETF

    3,270,063  
     

 

 

 
        15,196,339  
     

 

 

 
   

Total Exchange Traded Funds
(cost $15,030,830)

  $ 15,196,339  
     

 

 

 
   

Total Long-Term Investments
(cost $493,687,032)

  $ 488,537,233  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 10.5%  
            Other Investment Pools & Funds - 10.5%  
    50,777,766    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 50,777,766  
     

 

 

 
   

Total Short-Term Investments
(cost $50,777,766)

  $ 50,777,766  
     

 

 

 
   

Total Investments
(cost $544,464,798)^

    111.8    $ 539,314,999  
   

Other Assets and Liabilities

    (11.8 )%       (57,051,610
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 482,263,389  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  76  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

     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

   $ 5,700,582  

Unrealized Depreciation

         (10,850,381
  

 

 

 

Net Unrealized Depreciation

   $ (5,149,799
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $25,726,603, which represented 5.3% 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 April 30, 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 April 30, 2017, the aggregate value of these securities was $8,477,008, which represented 1.8% of total net assets.

 

(6)  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 $975,000 at April 30, 2017.

 

(7)  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 April 30, 2017.

 

(8)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(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 April 30, 2017, the aggregate fair value of these securities was $1,422,295, which represented 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.

 

(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  
  04/2014        69,152     

MPM Holdings, Inc.

   $ 2,496,994  
  10/2016        4,500,000     

TCEH Corp.

      
  10/2016        78,609     

Templar Energy LLC Class A

     673,075  
        

 

 

 
         $     3,170,069  
        

 

 

 

 

     At April 30, 2017, the aggregate value of these securities was $1,422,295, which represented 0.3% of total net assets.

 

The accompanying notes are an integral part of these financial statements.

 

 

  77  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

  

Buy/Sell

     Delivery
Date
     Counterparty      Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EUR

     Buy        05/31/17        BNP      $ 783,299      $ 784,443      $ 1,144  

EUR

     Sell        05/31/17        CSFB        552,007        549,873        2,134  

EUR

     Sell        05/31/17        ANZ        327,396        327,306        90  

EUR

     Sell        05/31/17        CBK            13,462,462            13,649,748        (187,286

GBP

     Buy        05/31/17        DEUT        513,051        519,836        6,785  

GBP

     Sell        05/31/17        UBS        5,541,924        5,613,192        (71,268
                 

 

 

 

Total

                  $     (248,401
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BNP

   BNP Paribas Securities Services

CBK

   Citibank NA

CSFB

   Credit Suisse First Boston Corp.

DEUT

   Deutsche Bank Securities, Inc.

UBS

   UBS AG
Currency Abbreviations:

EUR

   Euro

GBP

   British Pound
Other Abbreviations:

ETF

   Exchange Traded Fund

SPDR

   Standard & Poor’s Depositary Receipt
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  78  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

         

Corporate Bonds

   $ 45,532,348     $      $ 45,532,348     $  

Senior Floating Rate Interests

     424,626,493              424,626,493        

Common Stocks

         

Energy

     1,424,151       638,060              786,091  

Media

     636,199                    636,199  

Utilities

     1,121,703       1,121,698              5  

Exchange Traded Funds

     15,196,339       15,196,339               

Short-Term Investments

     50,777,766       50,777,766               

Foreign Currency Contracts(2)

     10,153              10,153        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     539,325,152     $     67,733,863      $     470,168,994     $     1,422,295  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (258,554   $      $ (258,554   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (258,554   $      $ (258,554   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 six-month period ended April 30, 2017 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  79  

 


The Hartford High Yield Fund

Schedule of Investments

April 30, 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)(4)

  $  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $915,920)

  $  
     

 

 

 
     
CORPORATE BONDS - 89.4%  
            Biotechnology - 0.1%  
  $       430,000    

Sterigenics-Nordion Topco LLC (cash)
8.13%, 11/01/2021(1)(5)

  $ 442,900  
     

 

 

 
            Chemicals - 1.8%  
   

Chemours Co.

 
    2,160,000    

6.63%, 05/15/2023

    2,311,200  
    290,000    

7.00%, 05/15/2025

    318,637  
    1,580,000    

Hexion, Inc.
10.38%, 02/01/2022(1)

    1,619,500  
    2,300,000    

Platform Specialty Products Corp.
6.50%, 02/01/2022(1)

    2,357,500  
     

 

 

 
        6,606,837  
     

 

 

 
            Coal - 1.1%  
    780,000    

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

    833,625  
    2,830,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

    2,692,037  
   

Peabody Energy Corp.

 
    235,000    

6.00%, 03/31/2022(1)

    239,700  
    255,000    

6.38%, 03/31/2025(1)

    258,825  
     

 

 

 
        4,024,187  
     

 

 

 
            Commercial Banks - 3.3%  
   

Banco Bilbao Vizcaya Argentaria S.A

 
  EUR       800,000    

7.00%, 02/19/2019(6)(7)(8)

    897,583  
    800,000    

8.88%, 04/14/2021(6)(7)(8)

    989,968  
   

Barclays plc

 
  $       850,000    

7.88%, 03/15/2022(6)(7)(8)

    911,625  
    1,060,000    

8.25%, 12/15/2018(6)(8)

    1,127,575  
    1,050,000    

BNP Paribas S.A.
7.63%, 03/30/2021(1)(6)(8)

    1,140,615  
   

Credit Agricole S.A.

 
    395,000    

7.88%, 01/23/2024(1)(6)(8)

    422,579  
    505,000    

8.13%, 12/23/2025(1)(6)(8)

    557,328  
    1,905,000    

Credit Suisse Group AG
6.25%, 12/18/2024(6)(7)(8)

    1,985,810  
    725,000    

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(6)(8)

    715,031  
   

Royal Bank of Scotland Group plc

 
    755,000    

6.99%, 10/05/2017(1)(6)(8)

    853,150  
    1,200,000    

7.64%, 09/30/2017(6)(8)

    1,122,000  
    1,130,000    

Societe Generale S.A.
8.25%, 11/29/2018(6)(7)(8)

    1,198,614  
     

 

 

 
        11,921,878  
     

 

 

 
            Commercial Services - 2.5%  
   

APX Group, Inc.

 
    1,040,000    

7.88%, 12/01/2022

    1,133,600  
    1,355,000    

7.88%, 12/01/2022(1)

    1,476,950  
    1,970,000    

GW Honos Security Corp.
8.75%, 05/15/2025(9)

    2,009,400  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 89.4% - (continued)  
            Commercial Services - 2.5% - (continued)  
   

Herc Rentals, Inc.

 
  $       994,000    

7.50%, 06/01/2022(1)

  $ 1,080,975  
    904,000    

7.75%, 06/01/2024(1)

    986,490  
    2,435,000    

Hertz Corp.
5.50%, 10/15/2024(1)

    2,100,187  
     

 

 

 
        8,787,602  
     

 

 

 
            Construction Materials - 1.8%      
    1,650,000    

Cemex Finance LLC
6.00%, 04/01/2024(1)

    1,744,875  
    940,000    

Cemex S.A.B. de C.V.
6.13%, 05/05/2025(1)

    1,009,287  
    1,705,000    

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

    1,781,725  
    1,760,000    

Standard Industries, Inc.
5.38%, 11/15/2024(1)

    1,834,800  
     

 

 

 
        6,370,687  
     

 

 

 
            Distribution/Wholesale - 0.1%  
    420,000    

American Builders & Contractors Supply Co., Inc.
5.75%, 12/15/2023(1)

    447,300  
     

 

 

 
            Diversified Financial Services - 4.4%      
    710,000    

FBM Finance, Inc.
8.25%, 08/15/2021(1)

    766,800  
    835,000    

Hexion, Inc.
13.75%, 02/01/2022(1)

    820,388  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 
    1,905,000    

6.50%, 08/01/2018

    1,924,050  
    1,590,000    

6.50%, 07/01/2021

    1,613,850  
    171,000    

7.88%, 10/01/2020

    177,840  
   

Navient Corp.

 
    560,000    

5.50%, 01/25/2023

    554,036  
    340,000    

5.63%, 08/01/2033

    272,000  
    1,764,000    

5.88%, 10/25/2024

    1,715,490  
    2,535,000    

6.13%, 03/25/2024

    2,509,650  
    955,000    

6.50%, 06/15/2022

    987,231  
   

Springleaf Finance Corp.

 
    525,000    

5.25%, 12/15/2019

    532,985  
    705,000    

7.75%, 10/01/2021

    755,672  
    1,935,000    

8.25%, 12/15/2020

    2,120,179  
    860,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(1)(9)

    883,650  
     

 

 

 
        15,633,821  
     

 

 

 
            Electric - 0.7%  
    1,855,000    

Dynegy, Inc.
8.00%, 01/15/2025(1)

    1,701,962  
    100,000    

GenOn Americas Generation LLC
9.13%, 05/01/2031

    89,750  
    815,000    

GenOn Energy, Inc.
7.88%, 06/15/2017

    560,313  
    1,460,000    

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020(2)(3)(4)

     
     

 

 

 
        2,352,025  
     

 

 

 
            Entertainment - 2.1%  
    445,000    

Eagle II Acquisition Co. LLC
6.00%, 04/01/2025(1)

    460,019  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  80  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 89.4% - (continued)  
            Entertainment - 2.1% - (continued)  
  $       1,640,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

  $ 1,713,800  
    1,850,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

    1,863,875  
    1,410,000    

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024(1)

    1,455,825  
    705,000    

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%, 08/15/2021(1)

    712,635  
    1,345,000    

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

    1,296,244  
     

 

 

 
        7,502,398  
     

 

 

 
            Environmental Control - 0.4%      
    810,000    

Clean Harbors, Inc.
5.13%, 06/01/2021

    829,570  
    441,000    

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

    453,127  
     

 

 

 
        1,282,697  
     

 

 

 
            Food - 1.3%      
    2,660,000    

Post Holdings, Inc.
5.00%, 08/15/2026(1)

    2,646,700  
    1,870,000    

TreeHouse Foods, Inc.
4.88%, 03/15/2022

    1,935,450  
     

 

 

 
        4,582,150  
     

 

 

 
            Gas - 0.2%      
    640,000    

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.50%, 05/20/2025

    646,400  
     

 

 

 
            Healthcare-Products - 2.2%      
   

Alere, Inc.

 
    2,791,000    

6.38%, 07/01/2023(1)

    3,038,701  
    2,140,000    

6.50%, 06/15/2020

    2,188,150  
    2,595,000    

Sterigenics-Nordion Holdings LLC
6.50%, 05/15/2023(1)

    2,672,850  
     

 

 

 
        7,899,701  
     

 

 

 
            Healthcare-Services - 6.5%      
   

Community Health Systems, Inc.

 
    435,000    

6.25%, 03/31/2023

    442,613  
    3,760,000    

6.88%, 02/01/2022

    3,111,400  
    2,965,000    

7.13%, 07/15/2020

    2,661,087  
   

Envision Healthcare Corp.

 
    970,000    

5.13%, 07/01/2022(1)

    984,550  
    705,000    

5.63%, 07/15/2022

    727,313  
    2,645,000    

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

    2,869,825  
   

HCA, Inc.

 
    2,215,000    

5.38%, 02/01/2025

    2,306,369  
    1,135,000    

5.88%, 05/01/2023

    1,235,107  
    1,776,000    

7.50%, 11/15/2095

    1,749,360  
    495,000    

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

    511,088  
    350,000    

MPH Acquisition Holdings LLC
7.13%, 06/01/2024(1)

    376,250  
   

Tenet Healthcare Corp.

 
    1,770,000    

4.75%, 06/01/2020

    1,796,550  
    2,840,000    

5.00%, 03/01/2019

    2,845,339  
    455,000    

6.75%, 06/15/2023

    434,525  
    1,130,000    

8.13%, 04/01/2022

    1,146,950  
     

 

 

 
        23,198,326  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 89.4% - (continued)  
            Home Builders - 1.7%      
   

Beazer Homes USA, Inc.

 
  $       705,000    

6.75%, 03/15/2025(1)

  $ 720,863  
    1,210,000    

8.75%, 03/15/2022

    1,346,125  
   

KB Home

 
    1,030,000    

7.00%, 12/15/2021

    1,151,025  
    1,090,000    

8.00%, 03/15/2020

    1,227,612  
    1,595,000    

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

    1,670,762  
     

 

 

 
        6,116,387  
     

 

 

 
            Household Products - 0.9%      
    1,335,000    

Avon International Operations, Inc.
7.88%, 08/15/2022(1)

    1,435,125  
    1,865,000    

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

    1,818,375  
     

 

 

 
        3,253,500  
     

 

 

 
            Household Products/Wares - 0.3%      
    920,000    

ACCO Brands Corp.
5.25%, 12/15/2024(1)

    947,600  
     

 

 

 
            Housewares - 0.6%      
    2,020,000    

American Greetings Corp.
7.88%, 02/15/2025(1)

    2,156,350  
     

 

 

 
            Insurance - 1.1%      
   

Genworth Holdings, Inc.

 
    135,000    

4.80%, 02/15/2024

    112,050  
    890,000    

4.90%, 08/15/2023

    747,600  
    505,000    

7.20%, 02/15/2021

    478,487  
    280,000    

7.63%, 09/24/2021

    266,700  
    180,000    

7.70%, 06/15/2020

    178,146  
    445,000    

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

    477,263  
    1,495,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(1)

    1,521,162  
     

 

 

 
        3,781,408  
     

 

 

 
            Internet - 1.7%      
    2,685,000    

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

    2,913,225  
   

Zayo Group LLC / Zayo Capital, Inc.

 
    2,175,000    

6.00%, 04/01/2023

    2,319,093  
    835,000    

6.38%, 05/15/2025

    902,844  
     

 

 

 
        6,135,162  
     

 

 

 
            Iron/Steel - 1.6%      
   

AK Steel Corp.

 
    910,000    

7.63%, 10/01/2021

    949,813  
    1,095,000    

8.38%, 04/01/2022

    1,133,325  
    630,000    

Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(1)

    648,969  
   

United States Steel Corp.

 
    661,000    

7.38%, 04/01/2020

    710,575  
    315,000    

7.50%, 03/15/2022

    320,513  
    1,650,000    

8.38%, 07/01/2021(1)

    1,817,062  
     

 

 

 
        5,580,257  
     

 

 

 
            IT Services - 0.5%      
    1,575,000    

Conduent Finance, Inc. / Xerox Business Services LLC
10.50%, 12/15/2024(1)

    1,827,000  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  81  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 89.4% - (continued)  
            Lodging - 1.8%      
  $       1,285,000    

Boyd Gaming Corp.
6.38%, 04/01/2026

  $ 1,384,588  
    2,415,000    

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

    2,578,012  
    1,810,000    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(1)

    1,891,450  
    645,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)(9)

    645,806  
     

 

 

 
        6,499,856  
     

 

 

 
            Machinery - Construction & Mining - 0.6%      
    1,900,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

    1,985,500  
     

 

 

 
            Machinery-Diversified - 0.7%      
    1,800,000    

Cloud Crane LLC
10.13%, 08/01/2024(1)

    1,921,500  
    605,000    

Gardner Denver, Inc.
6.88%, 08/15/2021(1)

    627,688  
     

 

 

 
        2,549,188  
     

 

 

 
            Media - 10.1%  
    685,000    

CBS Radio, Inc.
7.25%, 11/01/2024(1)

    744,937  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    105,000    

5.13%, 02/15/2023

    109,200  
    1,685,000    

5.13%, 05/01/2023(1)

    1,758,719  
    495,000    

5.75%, 09/01/2023

    519,750  
    190,000    

5.75%, 01/15/2024

    199,975  
    1,610,000    

5.75%, 02/15/2026(1)

    1,710,110  
    2,760,000    

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(1)

    2,822,100  
    560,000    

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

    566,300  
   

CSC Holdings LLC

 
    1,800,000    

5.25%, 06/01/2024

    1,821,366  
    600,000    

10.13%, 01/15/2023(1)

    696,000  
    705,000    

10.88%, 10/15/2025(1)

    846,881  
   

DISH DBS Corp.

 
    1,050,000    

5.00%, 03/15/2023

    1,052,625  
    3,290,000    

6.75%, 06/01/2021

    3,577,875  
    1,512,000    

7.88%, 09/01/2019

    1,678,320  
   

Gray Television, Inc.

 
    1,520,000    

5.13%, 10/15/2024(1)

    1,523,800  
    400,000    

5.88%, 07/15/2026(1)

    414,000  
    2,320,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    2,487,968  
    925,000    

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

    973,562  
    2,330,000    

SFR Group S.A.
7.38%, 05/01/2026(1)

    2,449,412  
   

Sinclair Television Group, Inc.

 
    590,000    

5.13%, 02/15/2027(1)

    585,575  
    1,005,000    

5.88%, 03/15/2026(1)

    1,046,456  
   

TEGNA, Inc.

 
    1,760,000    

4.88%, 09/15/2021(1)

    1,817,200  
    1,250,000    

5.13%, 10/15/2019

    1,281,250  
    270,000    

5.50%, 09/15/2024(1)

    277,088  
    1,310,000    

6.38%, 10/15/2023

    1,391,875  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 89.4% - (continued)  
            Media - 10.1% - (continued)  
  $       2,175,000    

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

  $ 2,284,881  
   

Viacom, Inc.

 
    405,000    

5.88%, 02/28/2057(8)

    418,163  
    150,000    

6.25%, 02/28/2057(8)

    153,938  
    990,000    

Videotron Ltd.
5.00%, 07/15/2022

    1,049,499  
     

 

 

 
        36,258,825  
     

 

 

 
            Metal Fabricate/Hardware - 0.5%  
   

Novelis Corp.

 
    650,000    

5.88%, 09/30/2026(1)

    667,875  
    1,200,000    

6.25%, 08/15/2024(1)

    1,263,000  
     

 

 

 
        1,930,875  
     

 

 

 
            Mining - 2.2%  
   

Anglo American Capital plc

 
    250,000    

4.13%, 04/15/2021(1)

    255,625  
    200,000    

4.13%, 09/27/2022(1)

    204,000  
    1,120,000    

4.88%, 05/14/2025(1)

    1,167,600  
    376,000    

9.38%, 04/08/2019(1)

    423,000  
   

Constellium N.V.

 
    1,975,000    

7.88%, 04/01/2021(1)

    2,130,828  
    1,100,000    

8.00%, 01/15/2023(1)

    1,136,850  
    1,290,000    

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

    1,360,950  
    95,000    

New Gold, Inc.
6.25%, 11/15/2022(1)

    96,900  
    975,000    

Teck Resources Ltd.
8.50%, 06/01/2024(1)

    1,129,781  
     

 

 

 
        7,905,534  
     

 

 

 
            Miscellaneous Manufacturing - 1.1%      
    3,775,000    

Bombardier, Inc.
6.13%, 01/15/2023(1)

    3,765,563  
     

 

 

 
            Office/Business Equipment - 0.1%      
    405,000    

CDW LLC / CDW Finance Corp.
5.00%, 09/01/2023

    416,138  
     

 

 

 
            Oil & Gas - 12.6%      
   

Antero Resources Corp.

 
    470,000    

5.38%, 11/01/2021

    485,275  
    1,055,000    

5.63%, 06/01/2023

    1,085,331  
    2,460,000    

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(1)

    2,521,500  
    2,785,000    

California Resources Corp.
8.00%, 12/15/2022(1)

    2,130,525  
    375,000    

Callon Petroleum Co.
6.13%, 10/01/2024(1)

    392,813  
   

Concho Resources, Inc.

 
    1,740,000    

5.50%, 10/01/2022

    1,805,772  
    460,000    

5.50%, 04/01/2023

    476,963  
   

Continental Resources, Inc.

 
    500,000    

3.80%, 06/01/2024

    470,000  
    250,000    

4.50%, 04/15/2023

    246,250  
    1,935,000    

4.90%, 06/01/2044

    1,678,612  
    1,065,000    

5.00%, 09/15/2022

    1,074,319  
    2,665,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

    2,811,575  
    205,000    

Diamondback Energy, Inc.
4.75%, 11/01/2024(1)

    205,513  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  82  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 89.4% - (continued)  
            Oil & Gas - 12.6% - (continued)      
  $       1,385,000    

Energen Corp.
4.63%, 09/01/2021

  $ 1,388,462  
    1,640,000    

Ensco plc
5.75%, 10/01/2044

    1,194,576  
   

Laredo Petroleum, Inc.

 
    1,380,000    

5.63%, 01/15/2022

    1,380,000  
    875,000    

6.25%, 03/15/2023

    883,750  
    855,000    

7.38%, 05/01/2022

    888,131  
   

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)

    880,000  
    1,210,000    

6.50%, 01/15/2025(1)

    1,194,875  
    1,935,000    

7.00%, 03/31/2024(1)

    1,726,987  
   

Noble Holding International Ltd.

 
    1,310,000    

6.20%, 08/01/2040

    923,550  
    1,395,000    

7.75%, 01/15/2024

    1,272,938  
    425,000    

PDC Energy, Inc.
6.13%, 09/15/2024(1)

    435,625  
   

QEP Resources, Inc.

 
    2,135,000    

5.25%, 05/01/2023

    2,086,962  
    200,000    

5.38%, 10/01/2022

    197,500  
    235,000    

6.80%, 03/01/2020

    244,988  
   

Rice Energy, Inc.

 
    660,000    

6.25%, 05/01/2022

    690,116  
    500,000    

7.25%, 05/01/2023

    540,000  
    930,000    

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

    730,050  
    1,040,000    

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

    1,095,900  
   

SM Energy Co.

 
    1,745,000    

5.00%, 01/15/2024

    1,644,662  
    15,000    

5.63%, 06/01/2025

    14,325  
    240,000    

6.13%, 11/15/2022

    244,200  
    115,000    

6.50%, 11/15/2021

    117,588  
    210,000    

6.75%, 09/15/2026

    211,575  
   

Transocean, Inc.

 
    385,000    

6.80%, 03/15/2038

    308,000  
    115,000    

7.50%, 04/15/2031

    102,350  
    470,000    

9.10%, 12/15/2041

    437,100  
   

Tullow Oil plc

 
    1,650,000    

6.00%, 11/01/2020(1)

    1,604,625  
    1,340,000    

6.25%, 04/15/2022(1)

    1,281,281  
   

WPX Energy, Inc.

 
    1,480,000    

5.25%, 09/15/2024

    1,443,000  
    1,410,000    

6.00%, 01/15/2022

    1,431,150  
    1,250,000    

8.25%, 08/01/2023

    1,393,750  
     

 

 

 
        45,250,364  
     

 

 

 
            Oil & Gas Services - 0.4%  
   

Weatherford International Ltd.

 
    335,000    

5.95%, 04/15/2042

    293,125  
    880,000    

6.50%, 08/01/2036

    831,600  
    335,000    

7.00%, 03/15/2038

    320,763  
     

 

 

 
        1,445,488  
     

 

 

 
            Packaging & Containers - 4.1%  
    1,840,000    

ARD Finance S.A. (cash)
7.13%, 09/15/2023(1)(5)

    1,909,000  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 89.4% - (continued)  
            Packaging & Containers - 4.1% - (continued)  
   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
  $       1,395,000    

6.00%, 06/30/2021(1)

  $ 1,445,569  
    370,000    

6.00%, 02/15/2025(1)

    382,487  
    1,581,000    

7.25%, 05/15/2024(1)

    1,721,314  
    1,865,000    

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

    1,981,562  
    2,170,000    

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(1)

    2,235,100  
    1,895,000    

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

    2,027,650  
   

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

 
    2,050,000    

5.13%, 07/15/2023(1)

    2,137,125  
    815,000    

7.00%, 07/15/2024(1)

    877,144  
     

 

 

 
        14,716,951  
     

 

 

 
            Pharmaceuticals - 3.6%  
   

Endo Finance LLC

 
    2,095,000    

6.00%, 07/15/2023(1)

    1,835,744  
    2,985,000    

6.00%, 02/01/2025(1)

    2,520,832  
    1,692,000    

PRA Holdings, Inc.
9.50%, 10/01/2023(1)

    1,869,660  
   

Valeant Pharmaceuticals International, Inc.

 
    1,155,000    

5.50%, 03/01/2023(1)

    846,038  
    6,280,000    

5.88%, 05/15/2023(1)

    4,639,350  
    1,000,000    

6.13%, 04/15/2025(1)

    738,250  
    355,000    

7.00%, 03/15/2024(1)

    362,100  
     

 

 

 
        12,811,974  
     

 

 

 
            Pipelines - 1.1%  
   

Energy Transfer Equity L.P.

 
    670,000    

5.50%, 06/01/2027

    720,250  
    1,907,000    

7.50%, 10/15/2020

    2,148,951  
    1,070,000    

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

    1,166,300  
     

 

 

 
        4,035,501  
     

 

 

 
            REITS - 0.3%  
    1,095,000    

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

    1,179,863  
     

 

 

 
            Retail - 1.3%  
    1,905,000    

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

    1,989,258  
    1,495,000    

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

    1,474,070  
    1,305,000    

Party City Holdings, Inc.
6.13%, 08/15/2023(1)

    1,344,150  
     

 

 

 
        4,807,478  
     

 

 

 
            Semiconductors - 1.6%  
    1,650,000    

Entegris, Inc.
6.00%, 04/01/2022(1)

    1,720,125  
    2,005,000    

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

    2,095,225  
   

Sensata Technologies B.V.

 
    1,005,000    

5.00%, 10/01/2025(1)

    1,026,356  
    770,000    

5.63%, 11/01/2024(1)

    816,200  
     

 

 

 
        5,657,906  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  83  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 89.4% - (continued)  
            Software - 3.3%  
  $       1,135,000    

Camelot Finance S.A.
7.88%, 10/15/2024(1)

  $ 1,217,287  
    1,150,000    

Change Healthcare Holdings, Inc.
5.75%, 03/01/2025(1)

    1,180,188  
   

First Data Corp.

 
    610,000    

5.38%, 08/15/2023(1)

    634,400  
    2,110,000    

5.75%, 01/15/2024(1)

    2,189,125  
    2,305,000    

7.00%, 12/01/2023(1)

    2,471,421  
    544,000    

Infor Software Parent LLC (cash)
7.13%, 05/01/2021(1)(5)

    555,968  
    2,925,000    

Infor U.S., Inc.
6.50%, 05/15/2022

    3,042,000  
    475,000    

RP Crown Parent LLC
7.38%, 10/15/2024(1)

    496,375  
     

 

 

 
        11,786,764  
     

 

 

 
            Telecommunications - 6.5%  
   

Alcatel-Lucent USA, Inc.

 
    3,070,000    

6.45%, 03/15/2029

    3,453,750  
    660,000    

6.50%, 01/15/2028

    729,300  
   

Altice Financing S.A.

 
    235,000    

6.50%, 01/15/2022(1)

    246,456  
    1,570,000    

6.63%, 02/15/2023(1)

    1,662,237  
    1,870,000    

7.50%, 05/15/2026(1)

    2,019,600  
   

Frontier Communications Corp.

 
    765,000    

10.50%, 09/15/2022

    768,825  
    1,280,000    

11.00%, 09/15/2025

    1,233,600  
   

Level 3 Financing, Inc.

 
    1,880,000    

5.38%, 08/15/2022

    1,941,476  
    690,000    

5.63%, 02/01/2023

    715,875  
    1,435,000    

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

    1,553,388  
   

Sprint Corp.

 
    1,084,000    

7.13%, 06/15/2024

    1,182,243  
    2,660,000    

7.25%, 09/15/2021

    2,909,375  
    110,000    

7.63%, 02/15/2025

    122,788  
    4,141,000    

7.88%, 09/15/2023

    4,648,272  
     

 

 

 
        23,187,185  
     

 

 

 
            Trucking & Leasing - 0.6%  
   

Park Aerospace Holdings Ltd.

 
    1,105,000    

5.25%, 08/15/2022(1)

    1,167,156  
    805,000    

5.50%, 02/15/2024(1)

    851,288  
     

 

 

 
        2,018,444  
     

 

 

 
   

Total Corporate Bonds
(cost $309,833,530)

  $     319,705,970  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 0.4%(10)      
            Insurance - 0.1%  
  $       485,000    

Asurion LLC
8.50%, 03/03/2021

  $ 492,071  
     

 

 

 
            Machinery-Diversified - 0.3%      
    1,002,670    

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

    1,001,838  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $1,475,382)

  $     1,493,909  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CONVERTIBLE BONDS - 2.7%      
            Commercial Services - 0.2%  
  $       800,000    

Cardtronics, Inc.
1.00%, 12/01/2020

  $ 821,500  
     

 

 

 
            Diversified Financial Services - 0.3%  
    930,000    

Blackhawk Network Holdings, Inc.
1.50%, 01/15/2022(1)

    1,007,888  
     

 

 

 
            Home Builders - 0.2%      
    873,000    

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

    887,732  
     

 

 

 
            Internet - 0.5%  
    870,000    

Zillow Group, Inc.
2.00%, 12/01/2021(1)

    910,237  
    870,000    

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

    990,169  
     

 

 

 
        1,900,406  
     

 

 

 
            Media - 0.6%  
    770,000    

DISH Network Corp.
3.38%, 08/15/2026(1)

    942,288  
    940,000    

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023(1)

    1,055,737  
     

 

 

 
        1,998,025  
     

 

 

 
            Oil & Gas - 0.2%  
    130,000    

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

    125,531  
    1,645,000    

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

    625,100  
     

 

 

 
        750,631  
     

 

 

 
            Semiconductors - 0.7%  
   

Microchip Technology, Inc.

 
    705,000    

1.63%, 02/15/2025

    1,030,622  
    656,000    

1.63%, 02/15/2027(1)

    671,580  
    684,000    

2.25%, 02/15/2037(1)

    706,230  
     

 

 

 
        2,408,432  
     

 

 

 
   

Total Convertible Bonds
(cost $10,599,217)

  $ 9,774,614  
     

 

 

 
     
COMMON STOCKS - 1.1%      
            Banks - 0.3%  
    96,368    

MGIC Investment Corp.

  $ 1,015,721  
     

 

 

 
            Energy - 0.3%  
    104,555,002    

KCA Deutag*(1)(2)(4)

    1,152,092  
     

 

 

 
            Pharmaceuticals, Biotechnology & Life Sciences - 0.1%  
    35,700    

Endo International plc*

    405,909  
     

 

 

 
            Utilities - 0.4%      
    3,200,000    

TCEH Corp.*(2)(4)

    3  
    78,357    

Vistra Energy Corp.

    1,171,437  
     

 

 

 
        1,171,440  
     

 

 

 
   

Total Common Stocks
(cost $5,042,065)

  $ 3,745,162  
     

 

 

 
   

Total Long-Term Investments
(cost $327,866,114)

  $ 334,719,655  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  84  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

     

Market Value

 
SHORT-TERM INVESTMENTS - 6.6%          
            Other Investment Pools & Funds - 6.6%      
    23,764,130    

Fidelity Institutional Government Fund, Institutional Class

    $ 23,764,130  
       

 

 

 
   

Total Short-Term Investments
(cost $23,764,130)

    $ 23,764,130  
       

 

 

 
   

Total Investments
(cost $351,630,244)^

    100.2    $ 358,483,785  
   

Other Assets and Liabilities

    (0.2 )%       (727,843
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     357,755,942  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  85  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

     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

   $ 14,669,401  

Unrealized Depreciation

         (7,815,860
  

 

 

 

Net Unrealized Appreciation

   $ 6,853,541  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $156,814,877, which represented 43.8% 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 April 30, 2017, the aggregate fair value of these securities was $1,152,095, which represented 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.

 

(3)  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(4)  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  
  03/2011        104,555,002     

KCA Deutag

   $ 1,416,929  
  01/2015        920,000     

Soundview NIM Trust

     915,920  
  10/2016        3,200,000     

TCEH Corp.

      
  10/2016        1,460,000     

Texas Competitive Electric Holdings Co. LLC

      
        

 

 

 
         $     2,332,849  
        

 

 

 

 

     At April 30, 2017, the aggregate value of these securities was $1,152,095, which represented 0.3% of total net assets.

 

(5)  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(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 April 30, 2017, the aggregate value of these securities was $5,983,600, which represented 1.7% of total net assets.

 

(8)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 $3,460,776 at April 30, 2017.

 

(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 April 30, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  86  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 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.28

   USD      5,250,000        (5.00 %)    06/20/22    $     361,526      $     416,315      $     54,789  
             

 

 

    

 

 

    

 

 

 

Total

   $ 361,526      $ 416,315      $ 54,789  
             

 

 

    

 

 

    

 

 

 

 

(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 April 30, 2017  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EUR

   Sell      05/31/17      CBK    $     1,545,208      $     1,566,704        $    (21,496
           

 

 

    

 

 

    

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

CBK

   Citibank NA
Currency Abbreviations:

EUR

   Euro

USD

   United States Dollar
Index Abbreviations:

CDX.NA.HY

   Credit Derivatives North American High Yield

 

The accompanying notes are an integral part of these financial statements.

 

 

  87  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 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

     319,705,970              319,705,970        

Senior Floating Rate Interests

     1,493,909              1,493,909        

Convertible Bonds

     9,774,614              9,774,614        

Common Stocks

         

Banks

     1,015,721       1,015,721               

Energy

     1,152,092                    1,152,092  

Pharmaceuticals, Biotechnology & Life Sciences

     405,909       405,909               

Utilities

     1,171,440       1,171,437              3  

Short-Term Investments

     23,764,130       23,764,130               

Swaps - Credit Default(2)

     54,789              54,789        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     358,538,574     $     26,357,197      $     331,029,282     $     1,152,095  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (21,496   $      $ (21,496   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (21,496   $      $ (21,496   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 six-month period ended April 30, 2017 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  88  

 


The Hartford Inflation Plus Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.8%  
            Asset-Backed - Finance & Insurance - 0.2%  
  $       1,360,000    

HSI Asset Securitization Corp. Trust
1.26%, 02/25/2036(1)

  $ 1,226,091  
     

 

 

 
            Asset-Backed - Home Equity - 0.2%  
    797,911    

GSAA Home Equity Trust
5.99%, 06/25/2036(1)

    409,152  
    745,927    

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036(2)

    469,662  
     

 

 

 
        878,814  
     

 

 

 
            Whole Loan Collateral CMO - 2.4%  
    893,543    

Adjustable Rate Mortgage Trust
1.53%, 11/25/2035(1)

    828,444  
    326,001    

Banc of America Alternative Loan Trust
6.23%, 10/25/2036(2)

    191,599  
    1,274,471    

Banc of America Funding Trust
6.05%, 10/25/2036(2)

    1,113,756  
    457,666    

Bear Stearns Adjustable Rate Mortgage Trust
2.83%, 10/25/2035(1)

    439,375  
    770,645    

Chase Mortgage Finance Trust
3.20%, 12/25/2035(1)

    744,239  
    558,148    

Deutsche Alt-A Securities Mortgage Loan Trust
1.14%, 12/25/2036(1)

    449,031  
    265,450    

GreenPoint Mortgage Funding Trust
2.04%, 10/25/2045(1)

    206,723  
    800,813    

GSR Mortgage Loan Trust
3.30%, 10/25/2035(1)

    671,819  
   

HarborView Mortgage Loan Trust

 
    657,247    

1.18%, 01/19/2038(1)

    596,491  
    654,107    

1.99%, 10/25/2037(1)

    613,040  
    2,976,685    

IndyMac Index Mortgage Loan Trust
1.28%, 01/25/2036(1)

    2,192,608  
    1,218,645    

JP Morgan Mortgage Trust
3.23%, 01/25/2037(1)

    1,120,351  
    185,673    

Lehman XS Trust
1.23%, 06/25/2047(1)

    152,052  
    610,919    

Luminent Mortgage Trust
1.19%, 10/25/2046(1)

    545,351  
   

MASTR Adjustable Rate Mortgages Trust

 
    1,329,948    

1.23%, 05/25/2037(1)

    822,901  
    16,686    

3.05%, 11/21/2034(1)

    17,028  
    120,424    

Residential Asset Securitization Trust
1.44%, 03/25/2035(1)

    104,248  
   

Residential Funding Mortgage Securities, Inc.

 
    285,629    

3.90%, 02/25/2036(1)

    257,843  
    527,409    

6.00%, 07/25/2037

    485,903  
    723,246    

Structured Adjustable Rate Mortgage Loan Trust
3.47%, 06/25/2035(1)

    630,054  
   

WaMu Mortgage Pass-Through Certificates Trust

 
    758,047    

1.41%, 06/25/2044(1)

    708,953  
    785,426    

1.46%, 12/25/2046(1)

    665,643  
   

Washington Mutual Mortgage Pass-
Through Certificates WMALT Trust

 
    266,077    

1.08%, 02/25/2037(1)

    167,355  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.8% - (continued)  
            Whole Loan Collateral CMO - 2.4% - (continued)  
  $       929,590    

1.49%, 11/25/2046(1)

  $ 764,637  
     

 

 

 
        14,489,444  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $16,443,391)

  $ 16,594,349  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 3.2%  
            Argentina - 0.1%  
  ARS       10,479,132    

Argentina Treasury Bond
2.25%, 04/28/2020(3)

  $ 688,335  
     

 

 

 
            Brazil - 0.6%  
  BRL       11,801,159    

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2022(3)

    3,828,280  
     

 

 

 
            Colombia - 0.3%  
  COP       4,910,799,717    

Colombian TES
4.75%, 02/23/2023(3)

    1,815,610  
     

 

 

 
            Mexico - 0.5%  
  MXN       52,951,987    

Mexican Udibonos
4.00%, 11/08/2046(3)

    2,928,846  
     

 

 

 
            Russia - 0.6%  
  RUB       219,623,996    

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(3)

    3,694,841  
     

 

 

 
            South Africa - 0.5%  
   

South Africa Government Bond - CPI Linked

 
  ZAR       19,732,758    

1.88%, 02/28/2033(3)

    1,389,957  
    24,855,678    

2.00%, 01/31/2025(3)

    1,819,238  
     

 

 

 
        3,209,195  
     

 

 

 
            Thailand - 0.6%  
  THB       113,000,000    

Bank of Thailand
1.49%, 02/17/2018(1)

    3,266,023  
     

 

 

 
   

Total Foreign Government Obligations
(cost $18,839,305)

  $ 19,431,130  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 5.1%(4)  
            Aerospace/Defense - 0.1%  
  $       601,358    

TransDigm, Inc.
3.99%, 06/09/2023

  $ 600,522  
     

 

 

 
            Airlines - 0.2%  
    326,700    

American Airlines, Inc.
3.49%, 04/28/2023

    326,854  
    985,000    

Delta Air Lines, Inc.
3.49%, 08/24/2022

    992,387  
     

 

 

 
        1,319,241  
     

 

 

 
            Auto Parts & Equipment - 0.0%  
    140,000    

USI, Inc.
0.00%, 03/30/2024(5)

    139,388  
     

 

 

 
            Chemicals - 0.2%  
    65,334    

Chemours Co.
3.49%, 05/12/2022

    65,784  
    297,878    

Huntsman International LLC
3.99%, 04/01/2023

    301,417  
    352,000    

Minerals Technologies, Inc.
3.41%, 02/14/2024

    353,760  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  89  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 5.1%(4) - (continued)  
            Chemicals - 0.2% - (continued)  
  $       183,615    

Nexeo Solutions LLC
4.88%, 06/09/2023

  $ 185,451  
     

 

 

 
        906,412  
     

 

 

 
            Coal - 0.0%  
    115,000    

Peabody Energy Corp.
0.00%, 03/31/2022(5)

    115,288  
     

 

 

 
            Commercial Services - 0.3%  
    104,738    

DigitalGlobe, Inc.
3.74%, 01/15/2024

    105,130  
   

Global Payments, Inc.

 
    200,000    

0.00%, 04/22/2023(5)

    200,650  
    61,972    

3.49%, 04/22/2023

    62,174  
    198,500    

Hertz Corp.
3.74%, 06/30/2023

    198,641  
    148,500    

KAR Auction Services, Inc.
4.50%, 03/09/2023

    149,614  
    144,638    

Quikrete Holdings, Inc.
4.24%, 11/15/2023

    144,848  
    223,312    

Russell Investment Group
6.74%, 06/01/2023

    225,686  
    190,000    

Team Health Holdings, Inc.
3.75%, 02/06/2024

    188,220  
    173,217    

Trans Union LLC
3.49%, 04/09/2023

    174,603  
    149,625    

Xerox Business Services LLC
4.99%, 12/07/2023

    152,119  
     

 

 

 
        1,601,685  
     

 

 

 
            Construction Materials - 0.1%  
    500,000    

American Builders & Contractors Supply Co., Inc.
3.74%, 10/31/2023

    502,915  
     

 

 

 
            Distribution/Wholesale - 0.0%  
    119,700    

Univar, Inc.
3.74%, 07/01/2022

    119,999  
     

 

 

 
            Diversified Financial Services - 0.3%  
    500,000    

AerCap Holdings N.V.
3.40%, 10/06/2023

    505,750  
    200,000    

AlixPartners LLP
4.15%, 07/28/2022

    201,642  
    114,425    

Camelot UK Holdco Ltd.
4.50%, 10/03/2023

    114,940  
    433,160    

RPI Finance Trust
3.15%, 03/27/2023

    434,516  
   

Telenet International Finance S.a.r.l.

 
    225,000    

0.00%, 03/31/2025(5)

    225,562  
    395,000    

3.97%, 01/31/2025

    395,557  
     

 

 

 
        1,877,967  
     

 

 

 
            Electric - 0.1%  
    441,663    

Calpine Corp.
3.90%, 05/31/2023

    443,045  
    130,000    

Helix Gen Funding LLC
0.00%, 02/23/2024(5)

    131,170  
     

 

 

 
        574,215  
     

 

 

 
            Energy-Alternate Sources - 0.2%  
    752,446    

MEG Energy Corp.
4.63%, 12/31/2023

    752,822  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 5.1%(4) - (continued)  
            Energy-Alternate Sources - 0.2% - (continued)  
   

TEX Operations Co. LLC

 
  $       35,000    

3.74%, 08/04/2023

  $ 34,923  
    144,638    

3.75%, 08/04/2023

    144,321  
     

 

 

 
        932,066  
     

 

 

 
            Entertainment - 0.0%  
    220,000    

Eldorado Resorts LLC
0.00%, 03/13/2024(5)

    219,450  
     

 

 

 
            Environmental Control - 0.0%  
    132,863    

Advanced Disposal Services, Inc.
3.70%, 11/10/2023

    133,953  
     

 

 

 
            Food - 0.1%  
    263,017    

Albertsons LLC
4.40%, 12/22/2022

    264,136  
    110,952    

B&G Foods, Inc.
3.24%, 11/02/2022

    111,923  
    320,000    

JBS USA LLC
3.48%, 10/30/2022

    321,315  
     

 

 

 
        697,374  
     

 

 

 
            Healthcare-Products - 0.0%  
    100,000    

Kinetic Concepts, Inc.
4.40%, 02/02/2024

    100,406  
    104,475    

Revlon Consumer Products Corp.
4.49%, 09/07/2023

    104,581  
     

 

 

 
        204,987  
     

 

 

 
            Healthcare-Services - 0.2%  
    207,375    

Acadia Healthcare Co., Inc.
3.98%, 02/16/2023

    207,375  
   

Community Health Systems, Inc.

 
    106,231    

3.80%, 12/31/2019

    105,792  
    195,463    

4.05%, 01/27/2021

    194,159  
    244,388    

Envision Healthcare Corp.
4.15%, 12/01/2023

    246,648  
    299,250    

inVentiv Health, Inc.
4.80%, 11/09/2023

    300,788  
    323,797    

MPH Acquisition Holdings LLC
4.90%, 06/07/2023

    327,903  
     

 

 

 
        1,382,665  
     

 

 

 
            Holding Companies-Diversified - 0.0%  
    210,000    

PSAV Holdings LLC
0.00%, 04/21/2024(5)

    209,475  
     

 

 

 
            Household Products/Wares - 0.1%  
    290,000    

Galleria Co.
4.00%, 09/29/2023

    291,934  
     

 

 

 
            Insurance - 0.1%  
   

Asurion LLC

 
    145,979    

4.24%, 07/08/2020

    146,922  
    563,522    

4.75%, 11/03/2023

    567,748  
    99,743    

HUB International Ltd.
4.04%, 10/02/2020

    100,210  
     

 

 

 
        814,880  
     

 

 

 
            IT Services - 0.0%  
    290,000    

Tempo Acquisition LLC
0.00%, 03/15/2024(5)

    289,782  
     

 

 

 
            Leisure Time - 0.0%  
    189,525    

Boyd Gaming Corp.
3.45%, 09/15/2023

    190,257  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  90  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 5.1%(4) - (continued)  
            Lodging - 0.1%  
  $       175,000    

Caesars Entertainment Operating Co.
0.00%, 03/31/2024(5)

  $ 173,950  
    168,725    

Station Casinos LLC
3.50%, 06/08/2023

    168,571  
     

 

 

 
        342,521  
     

 

 

 
            Media - 0.3%  
    100,000    

CBS Radio, Inc.
0.00%, 03/02/2024(5)

    100,667  
    297,000    

Charter Communications Operating LLC
3.24%, 01/15/2024

    298,411  
    301,875    

CSC Holdings LLC
3.24%, 07/15/2025

    301,606  
    328,350    

Numericable U.S. LLC
4.42%, 01/14/2025

    328,596  
    275,000    

UPC Financing Partnership
3.74%, 04/15/2025

    275,861  
    673,321    

Virgin Media Bristol LLC
3.74%, 01/31/2025

    675,691  
     

 

 

 
        1,980,832  
     

 

 

 
            Oil & Gas - 0.2%  
    110,000    

Chesapeake Energy Corp.
8.55%, 08/23/2021

    118,766  
    1,200,250    

Energy Transfer Equity L.P.
3.73%, 02/02/2024

    1,202,746  
     

 

 

 
        1,321,512  
     

 

 

 
            Packaging & Containers - 0.3%  
    421,949    

Berry Plastics Group, Inc.
3.24%, 02/08/2020

    424,303  
    165,000    

Flex Acquisition Co., Inc.
4.40%, 12/29/2023

    165,723  
    966,202    

Reynolds Group Holdings, Inc.
3.99%, 02/05/2023

    970,975  
     

 

 

 
        1,561,001  
     

 

 

 
            Pharmaceuticals - 0.2%  
    370,000    

Endo Luxembourg Finance Co. I S.a r.l.
0.00%, 04/05/2024(5)

    372,775  
    596,663    

Quintiles IMS, Inc.
3.08%, 03/07/2024

    602,308  
     

 

 

 
        975,083  
     

 

 

 
            Real Estate - 0.1%  
    457,671    

DTZ U.S. Borrower LLC
4.34%, 11/04/2021

    459,323  
     

 

 

 
            Real Estate Investment Trusts - 0.1%  
  EUR       210,000    

Equinix, Inc.
3.25%, 01/05/2024

    230,345  
  $       262,350    

MGM Growth Properties Operating Partnership L.P.
3.49%, 04/25/2023

    262,820  
     

 

 

 
        493,165  
     

 

 

 
            Retail - 0.2%  
    124,740    

B.C. Unlimited Liability Co.
3.31%, 02/16/2024

    124,771  
    300,000    

Bass Pro Group LLC
6.15%, 12/16/2023

    291,918  
    179,100    

Coinstar LLC
5.25%, 09/27/2023

    179,492  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 5.1%(4) - (continued)  
            Retail - 0.2% - (continued)  
  $       243,054    

Coty, Inc.
3.48%, 10/27/2022

  $ 244,194  
    129,025    

Harbor Freight Tools USA, Inc.
4.24%, 08/19/2023

    128,623  
    318,767    

Michaels Stores, Inc.
3.75%, 01/30/2023

    318,069  
    184,075    

Yum! Brands, Inc.
2.99%, 06/16/2023

    184,995  
     

 

 

 
        1,472,062  
     

 

 

 
            Semiconductors - 0.0%  
    162,639    

ON Semiconductor Corp.
3.24%, 03/31/2023

    163,326  
     

 

 

 
            Software - 0.9%  
    250,000    

Change Healthcare Holdings, Inc.
3.75%, 03/01/2024

    250,658  
    278,602    

Dell, Inc.
3.50%, 09/07/2023

    279,583  
   

First Data Corp.

 
    446,918    

3.49%, 04/26/2024

    446,731  
    909,630    

3.99%, 07/10/2022

    914,405  
    230,000    

Go Daddy Operating Co. LLC
3.49%, 02/15/2024

    230,893  
    566,814    

Infor U.S., Inc.
3.90%, 02/01/2022

    565,488  
    18,702    

MA FinanceCo LLC
0.00%, 04/18/2024(5)

    18,754  
    1,676,099    

Magic Newco LLC
5.00%, 12/12/2018

    1,677,590  
    165,000    

Misys Europe S.A.
0.00%, 04/27/2024(5)

    166,135  
    126,298    

Seattle Spinco, Inc.
0.00%, 04/30/2024(5)

    126,653  
    240,960    

SS&C Technologies, Inc.
3.24%, 07/08/2022

    242,617  
    491,288    

WEX, Inc.
4.49%, 07/01/2023

    496,048  
     

 

 

 
        5,415,555  
     

 

 

 
            Telecommunications - 0.6%  
    630,000    

Level 3 Financing, Inc.
3.24%, 02/22/2024

    631,802  
    190,000    

MaxLinear, Inc.
0.00%, 04/05/2024(5)

    190,000  
    440,000    

Sprint Communications, Inc.
3.50%, 02/02/2024

    440,277  
    992,413    

Telesat Canada
4.15%, 11/17/2023

    999,360  
    983,292    

Univision Communications, Inc.
3.75%, 03/15/2024

    976,379  
    100,095    

Zayo Group LLC
3.50%, 01/19/2024

    100,727  
     

 

 

 
        3,338,545  
     

 

 

 
            Trucking & Leasing - 0.1%  
    300,000    

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.74%, 03/20/2022

    304,368  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $30,777,871)

  $ 30,951,748  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  91  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT AGENCIES - 0.0%  
            FNMA - 0.0%  
  $       834    

FNMA
10.50%, 12/01/2018

  $ 838  
     

 

 

 
   

Total U.S. Government Agencies
(cost $849)

  $ 838  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 80.7%  
            U.S. Treasury Securities - 80.7%  
            U.S. Treasury Bonds - 7.2%  
  $       35,540,482    

U.S. Treasury Bonds
2.50%, 01/15/2029(3)

  $ 43,718,311  
     

 

 

 
        43,718,311  
     

 

 

 
            U.S. Treasury Notes - 73.5%  
    19,183,627    

0.13%, 04/15/2018(3)(6)

    19,223,912  
    20,608,286    

0.13%, 04/15/2019(3)

    20,799,118  
    4,239,570    

0.13%, 04/15/2020(3)

    4,289,448  
    12,465,216    

0.13%, 04/15/2021(3)

    12,584,022  
    6,126,320    

0.13%, 04/15/2022(3)

    6,166,105  
    68,353,354    

0.13%, 07/15/2022(3)

    68,999,498  
    39,266,225    

0.13%, 01/15/2023(3)

    39,353,671  
    64,705,648    

0.13%, 07/15/2024(3)

    64,407,420  
    4,298,670    

0.25%, 01/15/2025(3)

    4,279,004  
    42,433,134    

0.38%, 07/15/2025(3)

    42,794,367  
    73,322,853    

0.63%, 01/15/2024(3)

    75,365,041  
    20,177,371    

1.13%, 01/15/2021(3)(7)

    21,204,359  
    60,239,461    

1.25%, 07/15/2020(3)

    63,514,982  
     

 

 

 
        442,980,947  
     

 

 

 
        486,699,258  
     

 

 

 
   

Total U.S. Government Securities
(cost $483,948,436)

  $ 486,699,258  
     

 

 

 
   

Total Long-Term Investments
(cost $550,009,852)

  $ 553,677,323  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 1.2%  
            Other Investment Pools & Funds - 1.2%  
    7,164,358    

Fidelity Institutional Government Fund, Institutional Class

  $ 7,164,358  
     

 

 

 
   

Total Short-Term Investments
(cost $7,164,358)

  $ 7,164,358  
     

 

 

 
   

Total Investments
(cost $557,174,210) ^

    93.0    $ 560,841,681  
   

Other Assets and Liabilities

    7.0      41,967,931  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 602,809,612  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  92  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

   For Fund compliance purposes, the Fund may not use the same classification system 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

   $ 4,800,729  

Unrealized Depreciation

     (1,133,258
  

 

 

 

Net Unrealized Appreciation

   $     3,667,471  
  

 

 

 

 

(1)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 is 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 April 30, 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.

 

(7)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

U.S. 10-Year Ultra Future

     26        06/21/2017      $ 3,442,136      $ 3,521,781      $ 79,645  

U.S. Treasury 10-Year Note Future

     115        06/21/2017        14,277,921        14,457,656        179,735  

U.S. Treasury 5-Year Note Future

     70        06/30/2017        8,225,206        8,288,438        63,232  
              

 

 

 

Total

 

   $ 322,612  
              

 

 

 

Short position contracts:

 

Long Gilt Future

     64        06/28/2017      $     10,534,228      $     10,632,653      $ (98,425

U.S. Treasury 2-Year Note Future

     235        06/30/2017        50,870,275        50,903,203        (32,928
              

 

 

 

Total

 

   $     (131,353
              

 

 

 

Total futures contracts

 

   $ 191,259  
              

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017  

Reference Entity

  Counterparty     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:

 

CMBX.NA.AAA.6

    GSC       USD       19,525,881       0.50%       05/11/63     $     $ (15,763   $ (950   $ 14,813  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

            $     $ (15,763   $ (950   $ 14,813  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $     —     $     (15,763   $     (950   $     14,813  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 accompanying notes are an integral part of these financial statements.

 

 

  93  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 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 April 30, 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 April 30, 2017        

Counterparty

   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      $      $      $ (41,371   $ (41,371

BCLY

     2.29% Fixed        CPURNSA        USD        29,572,000        01/15/22                          (193,974         (193,974

BOA

     2.12% Fixed        CPURNSA        USD        9,480,000        01/15/24                      4,366       4,366  

DEUT

     1.44% Fixed        CPURNSA        USD        16,190,000        09/11/20                      357,307       357,307  
                 

 

 

    

 

 

    

 

 

   

 

 

 

Total

                  $     —      $     —      $ 126,328     $ 126,328  
                 

 

 

    

 

 

    

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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

     0.93% Fixed        USD        13,439,000        08/22/24      $      $      $ 775,376      $ 775,376  

12M Federal Funds Rate

     1.03% Fixed        USD        9,012,000        09/06/26                      656,882        656,882  

12M Federal Funds Rate

     1.00% Fixed        USD        3,322,000        09/29/26        94,840               256,019        161,179  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

   $     94,840      $     —      $     1,688,277      $     1,593,437  
              

 

 

    

 

 

    

 

 

    

 

 

 

 

Bond Forward Contracts Outstanding at April 30, 2017  

Counterparty

  

Reference
Obligation

   Notional
Amount
     Expiration
Date
     Unrealized
Appreciation/
(Depreciation)
 

BOA

   U.S. Treasury Bonds, 0.13%, 04/15/2020      USD        6,975,035        05/31/2017      $ (2,174

BOA

   U.S. Treasury Bonds, 0.13%, 07/15/2024      USD        11,906,077        05/31/2017        24,095  

BOA

   U.S. Treasury Bonds, 0.63%, 01/15/2024      USD        4,103,126        05/31/2017        (3

BOA

   U.S. Treasury Bonds, 0.63%, 01/15/2026      USD        17,400,273        05/31/2017        66,337  

BOA

   U.S. Treasury Bonds, 2.38%, 01/15/2025      USD        24,884,246        05/31/2017        106,932  
              

 

 

 

Total

 

   $     195,187  
              

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

AUD

   Buy      05/31/17      CBA    $ 1,206,662      $ 1,193,667      $ (12,995

AUD

   Buy      05/31/17      ANZ      1,207,008        1,193,666        (13,342

BRL

   Sell      06/21/17      SSG      3,581,354        3,617,167        (35,813

CAD

   Buy      05/31/17      ANZ      8,399,271        8,258,151        (141,120

CHF

   Sell      05/31/17      SCB      3,725,803        3,727,202        (1,399

COP

   Buy      06/21/17      JPM      2,979,899        2,901,778        (78,121

COP

   Sell      06/21/17      SCB      4,310,844        4,431,488        (120,644

EUR

   Sell      05/31/17      CBK      7,575,392        7,680,779        (105,387

GBP

   Sell      05/31/17      UBS      6,121,714        6,200,438        (78,724

JPY

   Sell      05/15/17      HSBC          38,073,534            37,249,153        824,381  

JPY

   Sell      05/31/17      HSBC      5,415,042        5,355,860        59,182  

JPY

   Sell      05/31/17      NOM      3,576,280        3,534,865        41,415  

JPY

   Sell      05/31/17      DEUT      1,838,270        1,820,986        17,284  

 

The accompanying notes are an integral part of these financial statements.

 

 

  94  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

MXN

   Sell      06/21/17      JPM    $ 1,195,632      $ 1,192,738      $ 2,894  

MXN

   Sell      06/21/17      GSC      269,686        270,248        (562

MXN

   Sell      06/21/17      SSG      1,481,254        1,501,269        (20,015

RUB

   Sell      06/21/17      BOA      3,539,264        3,676,194            (136,930

THB

   Sell      06/21/17      JPM      3,201,925        3,269,508        (67,583

ZAR

   Sell      06/21/17      JPM      1,849,437        1,815,197        34,240  

ZAR

   Sell      06/21/17      CBK      1,445,404        1,421,560        23,844  
                 

 

 

 

Total

 

   $ 190,605  
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

NOM

   Nomura International

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

COP

   Colombian Peso

EUR

   Euro

GBP

   British Pound

JPY

   Japanese Yen

MXN

   Mexican Peso

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 accompanying notes are an integral part of these financial statements.

 

 

  95  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 16,594,349     $ -—     $ 16,594,349     $  

Foreign Government Obligations

     19,431,130             19,431,130        

Senior Floating Rate Interests

     30,951,748             30,951,748        

U.S. Government Agencies

     838             838        

U.S. Government Securities

     486,699,258             486,699,258        

Short-Term Investments

     7,164,358       7,164,358              

Bond Forward Contracts(2)

     197,364             197,364        

Foreign Currency Contracts(2)

     1,003,240             1,003,240        

Futures Contracts(2)

     322,612       322,612              

Swaps - Credit Default(2)

     14,813             14,813        

Swaps - Interest Rate(2)

     1,955,110             1,955,110        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     564,334,820     $     7,486,970     $     556,847,850     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Bond Forward Contracts(2)

   $ (2,177   $     $ (2,177   $  

Foreign Currency Contracts(2)

     (812,635           (812,635      

Futures Contracts(2)

     (131,353     (131,353            

Swaps - Interest Rate(2)

     (235,345           (235,345      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (1,181,510   $ (131,353   $ (1,050,157   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  96  

 


Hartford Municipal Income Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.7%  
            Alabama - 1.9%  
  $       145,000    

Alabama 21st Century Auth Rev
5.00%, 06/01/2021

  $ 164,569  
    200,000    

Birmingham, AL, Water Works Board Water Rev
5.00%, 01/01/2029

    238,318  
     

 

 

 
        402,887  
     

 

 

 
            Alaska - 0.6%  
    100,000    

CIVICVentures, AK, Rev
5.00%, 09/01/2023

    115,367  
     

 

 

 
            Arizona - 1.1%  
    200,000    

Salt Verde Financial Corp., AZ, Rev
5.00%, 12/01/2037

    234,358  
     

 

 

 
               
            California - 8.1%      
    250,000    

Abag Finance Auth for Nonprofit Corps., CA, Rev
6.00%, 08/01/2030

    290,157  
    170,000    

Alameda Corridor, CA, Transportation Auth Rev
0.00%, 10/01/2018(1)

    164,441  
    160,000    

California County Tobacco Securitization Agency
5.00%, 06/01/2020

    176,221  
    250,000    

California Health Facs Finance Auth Rev
5.88%, 07/01/2025

    276,157  
    45,000    

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

    51,551  
    150,000    

Inglewood, CA, Redevelopment Agency
5.00%, 05/01/2027

    179,753  
    90,000    

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%, 06/01/2034

    95,998  
   

Orange County, CA, Community Facs Dist

 
    100,000    

5.00%, 08/15/2023

    112,223  
    150,000    

5.00%, 08/15/2033

    165,692  
    10,000    

Palomar Health, CA, Rev
3.00%, 11/01/2017

    10,051  
    255,000    

San Joaquin Hills, CA, Transportation Corridor Agency
0.00%, 01/15/2025(1)

    190,834  
     

 

 

 
        1,713,078  
     

 

 

 
            Colorado - 1.7%  
    150,000    

Denver Convention Center Hotel, CO, Auth Rev
5.00%, 12/01/2040

    164,334  
   

E-470 Public Highway, CO, Auth Rev

 
    45,000    

1.72%, 09/01/2039(2)

    45,180  
    25,000    

5.00%, 09/01/2019

    27,036  
    100,000    

Park Creek, CO, Metropolitan Dist Rev
5.00%, 12/01/2023

    112,428  
     

 

 

 
        348,978  
     

 

 

 
            Connecticut - 2.1%  
    50,000    

City of Hartford, CT, GO
5.00%, 07/01/2027

    56,302  
    100,000    

Connecticut State Health & Educational Facs Auth
3.25%, 09/01/2021(3)

    100,192  
    250,000    

Town of Hamden, CT, GO
5.00%, 08/15/2025

    293,630  
     

 

 

 
        450,124  
     

 

 

 
            District of Columbia - 1.7%  
    300,000    

Dist of Columbia, GO
5.00%, 06/01/2025

    366,318  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.7% - (continued)  
            Florida - 3.5%  
  $       200,000    

City of Port State Lucie, FL
4.00%, 07/01/2027

  $ 212,284  
   

Lee County, FL, Airport Rev

 
    125,000    

5.00%, 10/01/2032

    141,572  
    100,000    

5.00%, 10/01/2033

    112,629  
   

Miami-Dade County, FL, Aviation Rev

 
    15,000    

5.00%, 10/01/2029

    17,263  
    15,000    

5.00%, 10/01/2031

    17,107  
    20,000    

5.00%, 10/01/2032

    22,699  
    20,000    

5.00%, 10/01/2033

    22,589  
    65,000    

Miami-Dade County, FL, Seaport Department Rev
5.00%, 10/01/2023

    74,404  
    100,000    

Orange County, FL, Health Facs Auth
5.00%, 08/01/2031

    110,400  
     

 

 

 
        730,947  
     

 

 

 
            Georgia - 1.2%  
    70,000    

Burke County, GA, DA Rev
2.35%, 10/01/2032(2)

    70,652  
    45,000    

Georgia Housing & Finance Auth Rev
3.50%, 06/01/2039

    46,816  
    125,000    

Municipal Electric Auth, GA
5.00%, 11/01/2022

    142,534  
     

 

 

 
        260,002  
     

 

 

 
            Illinois - 20.5%  
    100,000    

Chicago, IL, Board of Education
5.75%, 04/01/2035

    102,499  
    250,000    

Chicago, IL, Midway International Airport Rev
5.00%, 01/01/2041

    269,325  
    100,000    

Chicago, IL, O’Hare International Airport Rev
5.00%, 01/01/2029

    114,848  
    250,000    

Chicago, IL, Park Dist, GO
5.00%, 01/01/2020

    262,692  
   

Chicago, IL, Transit Auth Rev

 
    75,000    

5.00%, 06/01/2020

    82,082  
    160,000    

5.25%, 12/01/2024

    177,674  
    250,000    

City of Chicago, IL, GO
5.00%, 01/01/2026

    249,810  
    105,000    

City of Chicago, IL, Waterworks Rev
5.00%, 11/01/2018

    110,539  
   

Cook County, IL, Community High School Dist No. 212 Leyden

 
    105,000    

5.00%, 12/01/2027

    119,518  
    170,000    

5.00%, 12/01/2030

    190,320  
    105,000    

Cook County, IL, GO
5.00%, 11/15/2028

    112,536  
    250,000    

Illinois Sales Tax Rev
5.00%, 06/15/2025

    287,535  
   

Illinois State Finance Auth Rev

 
    90,000    

4.50%, 05/15/2020

    93,297  
    125,000    

5.00%, 08/15/2017

    126,103  
    15,000    

5.00%, 07/01/2018

    15,685  
    150,000    

5.00%, 11/15/2030

    168,991  
    150,000    

5.00%, 02/15/2033

    160,407  
    245,000    

5.00%, 08/15/2035

    263,010  
    150,000    

5.00%, 10/01/2041

    166,634  
   

Illinois State, GO

 
    100,000    

5.00%, 07/01/2017

    100,514  
    250,000    

5.00%, 05/01/2029

    256,525  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  97  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.7% - (continued)  
            Illinois - 20.5% - (continued)  
  $       150,000    

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2035

  $ 163,911  
    100,000    

Kane McHenry Cook & DeKalb Counties, IL, USD GO
5.00%, 01/01/2023

    114,882  
    150,000    

Kendall Kane & Will County, IL, USD GO
5.00%, 02/01/2024

    173,439  
    125,000    

Metropolitan Pier & Exposition Auth, IL
0.00%, 06/15/2020(1)

    115,330  
   

Regional Transportation, IL, Auth Rev

 
    80,000    

5.00%, 06/01/2026

    92,170  
    125,000    

6.25%, 07/01/2022

    150,924  
    90,000    

University of Illinois, IL, Auxiliary Facs Rev
5.00%, 04/01/2024

    102,503  
     

 

 

 
        4,343,703  
     

 

 

 
            Indiana - 0.4%  
    85,000    

Indianapolis, IN, Airport Auth Rev
4.75%, 01/01/2030

    90,321  
     

 

 

 
            Louisiana - 2.2%  
   

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

 
    100,000    

5.75%, 11/15/2030

    102,434  
    100,000    

6.00%, 11/15/2030

    104,474  
   

Louisiana State Public Facs Auth Rev

 
    100,000    

5.00%, 05/15/2035

    109,690  
    100,000    

5.00%, 05/15/2047

    107,911  
    40,000    

6.38%, 05/15/2031

    47,882  
     

 

 

 
        472,391  
     

 

 

 
            Massachusetts - 2.0%  
    100,000    

Commonwealth of Massachusetts, GO
4.00%, 09/01/2034

    105,249  
    100,000    

Massachusetts Health & Educational Facs Auth
5.00%, 07/01/2039

    106,685  
    200,000    

Massachusetts State PA
4.00%, 07/01/2046

    201,674  
     

 

 

 
        413,608  
     

 

 

 
            Michigan - 3.0%  
    150,000    

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2046

    164,905  
   

Michigan Finance Auth

 
    150,000    

5.00%, 04/01/2019

    159,180  
    100,000    

5.00%, 07/01/2035

    108,348  
    100,000    

5.00%, 05/15/2038

    108,817  
    50,000    

State of Michigan
5.00%, 03/15/2027

    60,238  
    35,000    

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

    40,373  
     

 

 

 
        641,861  
     

 

 

 
            Minnesota - 1.4%  
    20,000    

Duluth, MN, ISD, No. 709
4.00%, 02/01/2027

    21,963  
    100,000    

Minneapolis-St Paul, MN, Metropolitan Airports Commission
5.00%, 01/01/2031

    113,342  
    100,000    

Rochester, MN, Healthcare & Housing Rev Facs
4.00%, 12/01/2019

    103,164  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.7% - (continued)  
            Minnesota - 1.4% - (continued)  
  $       50,000    

Saint Paul, MN, Housing & Redevelopment Auth Healthcare Rev
5.25%, 11/15/2028

  $ 54,959  
     

 

 

 
        293,428  
     

 

 

 
            Missouri - 0.5%  
    100,000    

Kirkwood, MO, IDA
5.25%, 05/15/2032

    106,249  
     

 

 

 
            Montana - 0.8%  
    150,000    

Montana Facs Finance Auth
5.00%, 02/15/2033

    168,496  
     

 

 

 
            Nebraska - 0.5%  
    100,000    

Central Plains, NE, Energy Proj Gas Rev
5.25%, 12/01/2021

    114,478  
     

 

 

 
            Nevada - 1.7%  
    95,000    

Clark County, NV
2.25%, 12/01/2019

    95,641  
    250,000    

Clark County, NV, School Dist GO
5.00%, 06/15/2022

    256,318  
     

 

 

 
        351,959  
     

 

 

 
            New Jersey - 3.6%  
    205,000    

City of Bayonne, NJ,
GO 5.00%, 07/01/2034

    230,797  
    285,000    

New Jersey Educational Facs Auth Rev
5.00%, 09/01/2019

    300,741  
   

New Jersey Health Care Facs Financing Auth Rev

 
    150,000    

5.00%, 07/01/2022

    173,073  
    50,000    

5.25%, 07/01/2026

    57,929  
     

 

 

 
        762,540  
     

 

 

 
            New York - 6.9%  
    250,000    

City of New York, NY, GO
5.00%, 12/01/2035

    289,095  
    100,000    

Liberty Corp., NY, Development Goldman Sachs Headquarters
5.25%, 10/01/2035

    121,159  
    40,000    

Long Island, NY, Power Auth
1.57%, 05/01/2033(2)

    40,102  
   

Metropolitan Transportation Auth, NY, Rev

 
    100,000    

5.25%, 11/15/2036

    118,170  
    70,000    

5.25%, 11/15/2040

    78,206  
    100,000    

New York City Water & Sewer System
5.00%, 06/15/2043

    109,802  
    130,000    

New York City, NY, Transitional Finance Auth
5.00%, 11/01/2038

    148,617  
    150,000    

New York State Dormitory Auth Rev
5.00%, 03/15/2031

    175,923  
   

New York Transportation Development Corp. Rev

 
    75,000    

5.00%, 08/01/2018

    77,693  
    100,000    

5.00%, 07/01/2046

    106,778  
    80,000    

Town of Oyster Bay, NY, GO
3.00%, 08/15/2020

    77,607  
    100,000    

TSASC, Inc., NY
5.00%, 06/01/2023

    114,438  
     

 

 

 
        1,457,590  
     

 

 

 
            North Carolina - 0.1%  
    25,000    

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027(4)

    29,298  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  98  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.7% - (continued)  
            Ohio - 3.8%  
  $       200,000    

American Municipal Power, Inc., OH
4.00%, 02/15/2036

  $ 204,758  
   

Buckeye, OH, Tobacco Settlement Finance Auth

 
    250,000    

6.00%, 06/01/2042

    242,430  
    150,000    

6.50%, 06/01/2047

    150,495  
   

City of Cleveland, OH, Airport System Rev

 
    60,000    

5.00%, 01/01/2022

    68,000  
    55,000    

5.00%, 01/01/2023

    63,343  
    70,000    

County of Montgomery, OH
5.00%, 05/01/2039

    72,937  
    25,000    

Ohio Air Quality DA Rev
3.13%, 07/01/2033(2)

    11,059  
     

 

 

 
        813,022  
     

 

 

 
            Oregon - 0.1%      
    15,000    

Washington County, OR, School Dist No. 48, GO
0.00%, 06/15/2035(1)(4)

    16,430  
     

 

 

 
            Pennsylvania - 5.8%  
   

Beaver County, PA, IDA Rev

 
    50,000    

2.50%, 12/01/2041(2)

    37,749  
    50,000    

2.70%, 04/01/2035(2)

    22,119  
    100,000    

Delaware River, PA, JT Toll Bridge Commission
5.00%, 07/01/2047

    113,003  
    100,000    

Lancaster County, PA, Hospital Auth
5.13%, 07/01/2037

    106,304  
    100,000    

Montgomery County, PA, IDA Rev
5.00%, 12/01/2025

    113,326  
    150,000    

Pennsylvania Higher Educational Facs Auth Rev
5.00%, 05/01/2025

    176,664  
   

Pennsylvania Turnpike Commission Rev

 
    250,000    

1.88%, 12/01/2021(2)

    251,077  
    150,000    

5.00%, 12/01/2025

    178,023  
    90,000    

5.00%, 12/01/2031

    102,521  
    115,000    

Philadelphia, PA, School Dist GO
5.00%, 09/01/2019

    122,130  
     

 

 

 
        1,222,916  
     

 

 

 
            Puerto Rico - 0.6%  
    200,000    

Commonwealth of Puerto Rico, GO
6.00%, 07/01/2039*

    122,500  
     

 

 

 
            Rhode Island - 1.2%  
    80,000    

Rhode Island Health & Educational Bldg Corp.
5.00%, 05/15/2028

    92,871  
    160,000    

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

    164,259  
     

 

 

 
        257,130  
     

 

 

 
            South Carolina - 0.3%  
    50,000    

South Carolina State Public Service Auth
5.00%, 12/01/2034

    53,917  
     

 

 

 
            Tennessee - 2.0%  
    150,000    

Shelby County, TN, Health Educational & Housing Facs Board Rev
5.00%, 09/01/2025

    166,812  
    250,000    

Tennessee Housing Development Agency Rev
3.50%, 01/01/2047

    262,792  
     

 

 

 
        429,604  
     

 

 

 
            Texas - 12.5%  
    150,000    

Arlington, TX, Higher Education Finance Corp. Rev
4.00%, 08/15/2030

    161,441  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.7% - (continued)  
            Texas - 12.5% - (continued)  
  $       250,000    

Central Texas Turnpike System Rev
5.00%, 08/15/2042

  $ 274,417  
    200,000    

City of Austin, TX, Airport System Rev
5.00%, 11/15/2031

    224,640  
    250,000    

City of San Antonio, TX, Electric & Gas Systems Rev
5.00%, 02/01/2032

    294,290  
    250,000    

Dallas/Fort Worth, TX, International Airport Rev
5.00%, 11/01/2043

    271,837  
    150,000    

El Paso, TX, ISD GO
5.00%, 08/15/2027

    182,000  
    100,000    

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

    111,197  
    75,000    

Kerrville, TX, Health Facs Development Corp.
5.00%, 08/15/2023

    84,489  
    150,000    

Lower Colorado River, TX, Auth Rev
5.00%, 05/15/2040

    167,192  
    100,000    

New Hope, TX, Cultural Education Facs Finance Corp.
5.00%, 11/01/2031

    104,615  
    185,000    

North Texas Tollway Auth Rev
6.25%, 01/01/2039

    200,202  
    180,000    

Northside, TX, ISD GO
1.65%, 08/01/2045(2)

    180,997  
    100,000    

Tarrant County, TX, Cultural Education Facs Finance Corp
4.50%, 11/15/2021

    100,092  
    250,000    

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%, 12/15/2025

    286,900  
     

 

 

 
        2,644,309  
     

 

 

 
            Virginia - 1.2%  
    150,000    

Chesapeake Bay, VA, Bridge & Tunnel Dist
5.00%, 07/01/2046

    165,517  
    90,000    

Wise County, VA, IDA Rev
1.88%, 11/01/2040(2)

    90,067  
     

 

 

 
        255,584  
     

 

 

 
            Washington - 3.2%  
    300,000    

State of Washington, GO
5.00%, 08/01/2032

    352,083  
    95,000    

Tobacco Settlement Auth Rev, WA
5.00%, 06/01/2017

    95,326  
    115,000    

Washington State Health Care Facs Auth Rev
5.00%, 01/01/2026

    134,620  
    100,000    

Washington State Housing Finance Commission Rev
7.00%, 07/01/2050(3)

    96,018  
     

 

 

 
        678,047  
     

 

 

 
            Wisconsin - 0.5%  
    100,000    

Public Finance Auth, WI
5.00%, 05/15/2019(3)

    105,231  
     

 

 

 
   

Total Municipal Bonds
(cost $20,445,452)

  $ 20,466,671  
     

 

 

 
   

Total Long-Term Investments
(cost $20,445,452)

  $ 20,466,671  
     

 

 

 
     
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  99  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 2.0%  
            Other Investment Pools & Funds - 2.0%      
    422,561    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 422,561  
     

 

 

 
   

Total Short-Term Investments
(cost $422,561)

  $ 422,561  
     

 

 

 
   

Total Investments
(cost $20,868,013)^

    98.7    $ 20,889,232  
   

Other Assets and Liabilities

    1.3      268,301  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 21,157,533  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  100  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

     For Fund compliance purposes, the Fund may not use the same classification system 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

   $     319,048  

Unrealized Depreciation

     (297,829
  

 

 

 

Net Unrealized Appreciation

   $ 21,219  
  

 

 

 

 

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(1)  Security is a zero-coupon bond.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 April 30, 2017, the aggregate value of these securities was $301,441, which represented 1.4% of total net assets.

 

(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 $46,950 at April 30, 2017.

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:

DA

   Development 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 accompanying notes are an integral part of these financial statements.

 

 

  101  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Municipal Bonds

   $     20,466,671      $      $     20,466,671      $     —  

Short-Term Investments

     422,561        422,561                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 20,889,232      $     422,561      $ 20,466,671      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  102  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4%  
            Alabama - 0.9%      
  $       1,615,000    

Alabama Federal Aid Highway Finance Auth
5.00%, 09/01/2026

  $ 1,855,134  
    1,415,000    

Birmingham, AL, Water Works Board Water Rev 5.00%, 01/01/2029

    1,686,100  
    2,000,000    

Jefferson County, AL, Sewer Rev
5.00%, 10/01/2017

    2,026,380  
     

 

 

 
        5,567,614  
     

 

 

 
            Alaska - 0.4%      
    2,000,000    

CIVICVentures, AK, Rev
5.00%, 09/01/2025

    2,336,060  
     

 

 

 
            Arizona - 1.0%      
    265,000    

Estrella Mountain Ranch, AZ, Community Facs Dist GO
6.20%, 07/15/2032

    267,796  
    380,000    

Maricopa County, AZ, IDA
5.25%, 07/01/2032

    382,679  
    1,400,000    

Pima County, AZ, IDA Education Rev, Legacy Traditional Charter School
8.50%, 07/01/2039

    1,594,474  
    3,000,000    

Salt River, AZ, Agricultural Improvement
5.00%, 12/01/2027

    3,459,960  
    855,000    

Salt Verde Financial Corp., AZ
5.25%, 12/01/2020

    960,866  
     

 

 

 
        6,665,775  
     

 

 

 
            California - 10.2%      
   

Alameda Corridor, CA, Transportation Auth

 
    600,000    

5.00%, 10/01/2024

    697,362  
    500,000    

5.00%, 10/01/2025

    584,365  
   

California County Tobacco Securitization Agency

 
    175,000    

4.00%, 06/01/2017

    175,392  
    800,000    

4.00%, 06/01/2018

    823,472  
    1,000,000    

California County, CA, Tobacco Securitization
5.00%, 06/01/2022

    1,145,710  
   

California State Communities DA Rev

 
    955,000    

1.55%, 04/01/2036(1)

    806,574  
    1,000,000    

5.63%, 10/01/2032

    1,067,300  
   

California State Health Facs

 
    750,000    

5.00%, 02/01/2029

    871,763  
    1,500,000    

6.00%, 07/01/2029

    1,660,950  
    1,000,000    

California State Public Works Board, Correctional Facs Improvement
6.00%, 03/01/2035

    1,135,740  
    2,000,000    

California State Public Works Board, Lease Rev
5.25%, 10/01/2023

    2,313,380  
    2,000,000    

California State Public Works Board, State University Trustees
6.25%, 04/01/2034

    2,200,660  
    2,000,000    

California State, GO
5.00%, 08/01/2029

    2,383,040  
    780,000    

City of Los Angeles, CA, Department of Airports
5.00%, 05/15/2030

    908,669  
    910,000    

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

    1,042,478  
    660,000    

Foothill-Eastern, CA, Transportation Corridor Agency
5.00%, 01/15/2053(1)

    664,534  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            California - 10.2% - (continued)      
  $       5,000,000    

Golden State, CA, Tobacco Securitization Corp.
5.75%, 06/01/2047

  $ 5,023,549  
   

Hemet, CA, USD Finance Auth Special Tax

 
    1,440,000    

5.00%, 09/01/2030

    1,575,360  
    535,000    

5.00%, 09/01/2031

    582,626  
   

Inglewood, CA, Redevelopment Agency

 
    800,000    

5.00%, 05/01/2028

    950,208  
    800,000    

5.00%, 05/01/2029

    940,304  
    5,225,000    

Long Beach, CA, Finance Auth Natural Gas
2.15%, 11/15/2027(1)

    4,943,790  
    3,600,000    

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%, 06/01/2034

    3,839,904  
    1,000,000    

Oakland, CA, Airport Rev
5.00%, 05/01/2026

    1,106,110  
   

Orange County, CA, Community Facs Dist, Special Tax

 
    1,000,000    

5.00%, 08/15/2034

    1,086,020  
    1,000,000    

5.00%, 08/15/2036

    1,094,720  
    2,500,000    

5.00%, 08/15/2041

    2,734,750  
    480,000    

Palomar Health, CA, Rev
3.00%, 11/01/2017

    482,443  
    500,000    

Port of Oakland, CA
5.00%, 05/01/2023

    567,140  
    1,000,000    

Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation
5.00%, 09/01/2029

    1,167,140  
    1,150,000    

San Bernardino, CA, USD GO
5.00%, 08/01/2021

    1,312,346  
    1,000,000    

San Buenaventura, CA, Community Memorial Health System
7.50%, 12/01/2041

    1,148,200  
    3,000,000    

San Diego, CA, Redevelopment Agency Tax Allocation
7.00%, 11/01/2039

    3,436,740  
   

San Diego, CA, USD GO

 
    805,000    

4.00%, 07/01/2034

    842,062  
    865,000    

4.00%, 07/01/2035

    901,062  
    875,000    

San Joaquin Hills, CA, Transportation Auth
5.00%, 01/15/2029

    988,706  
   

San Jose, CA, Redevelopment Agency

 
    2,575,000    

5.00%, 08/01/2022

    2,597,402  
    500,000    

6.50%, 08/01/2023

    529,860  
   

San Mateo, CA, Joint Powers Finance Auth

 
    1,250,000    

5.00%, 06/15/2029

    1,486,625  
    1,250,000    

5.00%, 06/15/2030

    1,478,462  
    1,335,000    

Santa Cruz County, CA, Redevelopment Agency
6.63%, 09/01/2029

    1,504,024  
   

Santa Margarita, CA, Water Dist Special Tax

 
    500,000    

4.25%, 09/01/2021

    536,940  
    500,000    

5.00%, 09/01/2022

    554,860  
    500,000    

5.00%, 09/01/2023

    558,445  
    1,095,000    

5.00%, 09/01/2028

    1,208,497  
    1,500,000    

Stockton, CA, Redevelopment Agency
5.00%, 09/01/2029

    1,730,580  
   

Tustin, CA, Community Facs Dist, Special Tax

 
    775,000    

5.00%, 09/01/2020

    850,260  
    600,000    

5.00%, 09/01/2021

    670,026  
     

 

 

 
        66,910,550  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  103  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            Colorado - 1.4%      
  $       1,330,000    

Colorado Health Facs Auth Rev
1.92%, 10/01/2039(1)

  $ 1,330,439  
    3,610,000    

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2027

    4,123,089  
    1,510,000    

E-470 Public Highway, CO, Auth Rev
1.72%, 09/01/2039(1)

    1,516,040  
    2,000,000    

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2029

    2,226,860  
     

 

 

 
        9,196,428  
     

 

 

 
            Connecticut - 2.7%      
    5,000,000    

City of Bridgeport, CT, GO
5.00%, 08/15/2025

    5,780,000  
    1,500,000    

City of New Britain, CT, GO
5.00%, 03/01/2031

    1,724,715  
    2,600,000    

City of New Haven, CT, GO
5.00%, 08/01/2024

    2,990,988  
   

Connecticut Housing Finance Auth

 
    755,000    

4.00%, 11/15/2044

    801,750  
    1,855,000    

4.00%, 11/15/2045

    1,975,556  
    700,000    

Connecticut State Health & Educational Facs Auth
2.88%, 09/01/2020(2)

    700,070  
    2,500,000    

Connecticut State, GO
5.00%, 04/15/2029(3)

    2,899,325  
    1,000,000    

Town of Hamden, CT, GO
4.00%, 08/15/2018

    1,032,160  
     

 

 

 
        17,904,564  
     

 

 

 
            Florida - 4.7%      
   

City of Port State Lucie, FL

 
    2,410,000    

4.00%, 07/01/2028

    2,536,501  
    2,415,000    

4.00%, 07/01/2029

    2,520,415  
   

Collier County, FL, IDA

 
    200,000    

6.25%, 05/15/2035(2)

    200,494  
    500,000    

7.00%, 05/15/2024(2)

    566,590  
    1,965,000    

Florida Village Community Development Dist No. 8
6.38%, 05/01/2038

    2,033,618  
    1,040,000    

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2024

    1,176,729  
    2,000,000    

Jacksonville, FL, Econ Development Commission
6.25%, 09/01/2027(2)

    2,020,360  
    1,750,000    

Lakeland, FL, Retirement Community Rev
6.38%, 01/01/2043

    1,816,605  
    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

    1,156,930  
   

Miami-Dade County, FL, Aviation Rev

 
    1,000,000    

5.00%, 10/01/2024

    1,140,440  
    2,500,000    

5.00%, 10/01/2026

    2,840,175  
    200,000    

5.00%, 10/01/2035

    221,220  
    3,000,000    

Miami-Dade County, FL, GO
5.00%, 07/01/2032

    3,466,590  
    2,000,000    

Miami-Dade County, FL, School Board
5.00%, 08/01/2027

    2,370,420  
   

Orange County, FL, Health Facs Auth

 
    1,190,000    

5.00%, 08/01/2024

    1,366,417  
    1,280,000    

5.00%, 08/01/2025

    1,458,995  
    1,350,000    

5.00%, 08/01/2026

    1,525,486  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            Florida - 4.7% - (continued)      
  $       1,000,000    

Palm Beach County, FL, Health Facs Auth
6.75%, 06/01/2024

  $ 1,149,040  
    715,000    

River Bend Community Development Dist, FL, Capital Improvement Rev
7.13%, 11/01/2015*

    73,645  
    375,000    

Village, FL, Community Development Dist No. 11
3.25%, 05/01/2019

    383,205  
    775,000    

Volusia County, FL, School Board
5.00%, 08/01/2025

    921,274  
     

 

 

 
        31,050,149  
     

 

 

 
            Georgia - 1.3%      
    2,860,000    

Burke County, GA, DA Rev
2.35%, 10/01/2032(1)

    2,886,655  
    1,500,000    

Dekalb Newton and Gwinnett Counties, GA, Joint DA
6.00%, 07/01/2034

    1,657,545  
    1,500,000    

Marietta, GA, DA Life University, Inc. Proj
7.00%, 06/15/2030

    1,556,925  
   

Municipal Electric Auth, GA

 
    1,000,000    

5.00%, 11/01/2022

    1,140,270  
    1,075,000    

5.00%, 01/01/2024

    1,219,050  
     

 

 

 
        8,460,445  
     

 

 

 
            Hawaii - 0.2%      
    1,000,000    

Hawaii State Dept of Transportation
5.00%, 08/01/2022

    1,147,550  
     

 

 

 
            Illinois - 15.2%      
    745,000    

Aurora, IL, Tax Increment Rev
6.75%, 12/30/2027

    773,496  
    1,255,000    

Chicago, IL, Board of Education
6.00%, 01/01/2020

    1,331,066  
    1,510,000    

Chicago, IL, Board of Education, GO
5.00%, 12/01/2042

    1,203,998  
    565,000    

Chicago, IL, Board of Education, Special Tax
6.00%, 04/01/2046

    588,962  
   

Chicago, IL, Metropolitan Water Reclamation Dist GO

 
    3,500,000    

5.00%, 12/01/2027

    4,155,830  
    2,530,000    

5.00%, 12/01/2031

    2,796,156  
   

Chicago, IL, Midway International Airport

 
    500,000    

5.00%, 01/01/2021

    555,495  
    1,420,000    

5.00%, 01/01/2031

    1,568,958  
   

Chicago, IL, O’Hare International Airport

 
    650,000    

5.00%, 01/01/2029

    754,943  
    2,545,000    

5.00%, 01/01/2030

    2,904,074  
   

Chicago, IL, Park Dist, GO

 
    65,000    

5.00%, 01/01/2019

    68,212  
    275,000    

5.00%, 01/01/2020

    288,962  
    700,000    

5.00%, 01/01/2025

    787,983  
    2,750,000    

5.00%, 01/01/2026

    3,077,965  
    100,000    

5.00%, 01/01/2036

    105,164  
    500,000    

5.25%, 01/01/2037

    530,150  
   

Chicago, IL, Transit Auth

 
    3,000,000    

5.00%, 06/01/2020

    3,257,010  
    800,000    

5.25%, 12/01/2027

    879,312  
    5,000,000    

5.25%, 12/01/2028

    5,486,700  
   

City of Chicago, IL, GO

 
    1,700,000    

4.00%, 01/01/2018

    1,700,918  
    980,000    

5.00%, 01/01/2021

    998,630  
    700,000    

5.00%, 12/01/2023

    704,067  
    2,000,000    

5.00%, 01/01/2024

    2,025,860  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  104  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            Illinois - 15.2% - (continued)      
   

City of Chicago, IL, Wastewater Transmission Rev

 
  $       715,000    

5.00%, 01/01/2028

  $ 784,984  
    1,785,000    

5.00%, 01/01/2029

    1,950,934  
   

City of Chicago, IL, Waterworks Rev

 
    615,000    

5.00%, 11/01/2017

    616,642  
    135,000    

5.00%, 11/01/2023

    150,830  
    1,000,000    

5.00%, 11/01/2027

    1,126,310  
    1,020,000    

5.00%, 11/01/2028

    1,129,303  
    3,465,000    

Cook County, IL, Community Consolidated School Dist No. 15, GO
5.00%, 12/01/2024

    4,067,390  
   

Cook County, IL, Community High School Dist No. 212 Leyden

 
    1,775,000    

5.00%, 12/01/2026

    2,033,404  
    1,000,000    

5.00%, 12/01/2034

    1,099,060  
    3,415,000    

Cook County, IL, GO
5.00%, 11/15/2027

    3,856,696  
    1,400,000    

Illinois Finance Auth Rev, Art Institute of Chicago
6.00%, 03/01/2038

    1,522,976  
    3,000,000    

Illinois Finance Auth Rev, Silver Cross Hospital and Medicine
5.50%, 08/15/2030

    3,100,110  
    4,000,000    

Illinois Metropolitan Pier & Exposition Auth
0.00%, 12/15/2024(4)

    3,082,560  
   

Illinois State Finance Auth Rev

 
    1,000,000    

5.00%, 11/15/2023

    1,177,510  
    4,000,000    

5.00%, 02/15/2027

    4,472,120  
    700,000    

5.00%, 10/01/2028

    825,986  
    665,000    

5.00%, 11/15/2028

    759,091  
    1,650,000    

5.00%, 11/15/2031

    1,848,973  
    1,500,000    

5.00%, 11/15/2033

    1,661,895  
    1,510,000    

5.00%, 11/15/2034

    1,659,460  
    1,240,000    

7.75%, 08/15/2034

    1,422,974  
    1,500,000    

Illinois State GO
5.00%, 08/01/2025

    1,553,010  
    1,000,000    

Illinois State Toll Highway Auth, Taxable Rev
5.00%, 12/01/2031

    1,148,220  
   

Illinois State, GO

 
    1,500,000    

5.00%, 01/01/2022

    1,557,795  
    985,000    

5.00%, 02/01/2026

    1,024,351  
    1,500,000    

5.25%, 01/01/2021

    1,592,580  
    1,455,000    

6.50%, 06/15/2022

    1,633,223  
   

Kane Cook & DuPage Counties, IL, GO

 
    2,800,000    

5.00%, 01/01/2031

    3,108,952  
    1,700,000    

5.00%, 01/01/2034

    1,864,016  
    1,700,000    

5.00%, 01/01/2035

    1,857,658  
   

Kane McHenry Cook & DeKalb Counties, IL, USD GO

 
    1,250,000    

5.00%, 01/01/2027

    1,439,325  
    2,000,000    

5.00%, 01/01/2029

    2,342,300  
    1,665,000    

Kendall Kane & Will County, IL, USD GO
5.00%, 02/01/2034

    1,831,883  
   

Metropolitan Pier & Exposition Auth, IL

 
    1,120,000    

0.00%, 06/15/2020(4)

    1,033,357  
    2,000,000    

0.00%, 06/15/2027(4)

    1,354,440  
    1,650,000    

5.00%, 12/15/2020

    1,773,981  
     

 

 

 
        100,008,210  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            Indiana - 1.4%      
  $       2,000,000    

City of Whiting, IN
5.00%, 03/01/2046(1)

  $ 2,240,720  
    1,000,000    

Indiana State Finance Auth Hospital Rev
5.00%, 12/01/2029

    1,149,250  
    1,625,000    

Indiana State Finance Auth Rev
5.00%, 03/01/2023

    1,794,780  
    1,000,000    

Indianapolis, IN, Airport Auth Rev
5.00%, 01/01/2029

    1,117,340  
    1,000,000    

Indianapolis, IN, Local Public Improvement Bond Bank
5.00%, 01/01/2031

    1,137,650  
    775,000    

Richmond, IN, Hospital Auth Rev
5.00%, 01/01/2035

    843,797  
    1,000,000    

Whiting, IN, Environmental Facs Rev
1.85%, 06/01/2044(1)

    1,003,520  
     

 

 

 
        9,287,057  
     

 

 

 
            Kansas - 0.4%      
   

Wyandotte County-Kansas City, KS

 
    1,000,000    

5.00%, 09/01/2025

    1,176,660  
    1,390,000    

5.00%, 09/01/2028

    1,617,946  
     

 

 

 
        2,794,606  
     

 

 

 
            Kentucky - 0.3%      
    350,000    

Kentucky Public Transportation Inf Auth
5.00%, 07/01/2017

    351,939  
    1,515,000    

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives
5.00%, 12/01/2023

    1,684,604  
     

 

 

 
        2,036,543  
     

 

 

 
            Louisiana - 2.4%      
    2,000,000    

City of Shreevport, LA, Water & Sewer Rev
5.00%, 12/01/2027

    2,348,400  
   

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

 
    975,000    

5.75%, 11/15/2030

    998,731  
    1,750,000    

6.00%, 11/15/2035

    1,794,537  
    4,000,000    

Louisiana State, GO
5.00%, 12/01/2031

    4,570,600  
    2,500,000    

Louisiana State, Tobacco Settlement Financing Corp.
5.00%, 05/15/2026

    2,502,800  
   

New Orleans, LA, Aviation Board

 
    750,000    

5.00%, 01/01/2034

    824,468  
    2,500,000    

6.00%, 01/01/2023

    2,688,125  
     

 

 

 
        15,727,661  
     

 

 

 
            Maryland - 0.1%  
    480,000    

Maryland Econ Development Corp.
4.00%, 06/01/2020

    514,608  
     

 

 

 
            Massachusetts - 2.0%  
    6,915,000    

Commonwealth of Massachusetts, GO
1.15%, 11/01/2020(1)

    6,904,213  
   

Massachusetts State Development Finance Agency

 
    165,000    

4.00%, 07/15/2036

    177,761  
    1,200,000    

5.00%, 01/01/2019

    1,266,384  
    1,000,000    

5.00%, 07/01/2029

    1,110,860  
    2,000,000    

5.00%, 07/01/2030

    2,208,540  
    1,200,000    

8.00%, 04/15/2031

    1,394,508  
     

 

 

 
        13,062,266  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  105  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            Michigan - 3.5%  
  $       4,000,000    

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2029

  $ 4,601,920  
   

Michigan Finance Auth

 
    1,000,000    

5.00%, 07/01/2018

    1,036,700  
    2,165,000    

5.00%, 04/01/2020

    2,349,674  
    665,000    

5.00%, 07/01/2027

    749,841  
    665,000    

5.00%, 07/01/2028

    745,279  
    650,000    

5.00%, 07/01/2029

    733,187  
    2,700,000    

5.00%, 10/01/2030

    3,064,068  
    2,555,000    

5.00%, 06/01/2033

    2,827,107  
    1,000,000    

5.00%, 06/01/2034

    1,101,190  
    735,000    

Michigan State Building Auth
5.00%, 04/15/2027

    878,546  
    2,000,000    

Royal Oak, MI, Hospital Finance Auth 8.25%, 09/01/2039

    2,190,180  
    2,190,000    

Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2030

    2,509,904  
     

 

 

 
        22,787,596  
     

 

 

 
            Minnesota - 0.2%  
    940,000    

Duluth, MN, ISD, No. 709
4.00%, 02/01/2027

    1,032,280  
   

Rochester, MN, Healthcare & Housing Rev Facs

 
    250,000    

2.00%, 12/01/2018

    248,230  
    250,000    

4.00%, 12/01/2019

    257,910  
     

 

 

 
        1,538,420  
     

 

 

 
            Mississippi - 0.3%  
    1,850,000    

State of Mississippi
5.00%, 10/15/2029

    2,103,617  
     

 

 

 
            Missouri - 1.1%  
   

Kirkwood, MO, IDA Retirement Community

 
    1,500,000    

5.25%, 05/15/2042

    1,562,925  
    1,500,000    

5.25%, 05/15/2050

    1,553,220  
    3,500,000    

8.25%, 05/15/2045

    4,222,330  
     

 

 

 
        7,338,475  
     

 

 

 
            Montana - 0.4%  
    2,500,000    

Montana Facs Finance Auth
5.00%, 02/15/2028

    2,907,275  
     

 

 

 
            Nevada - 0.8%  
   

Clark County, NV

 
    1,020,000    

2.25%, 12/01/2019

    1,026,885  
    980,000    

2.50%, 12/01/2018

    991,378  
    735,000    

3.00%, 12/01/2017

    741,101  
   

Las Vegas, NV, Spl Impt Dist

 
    355,000    

5.00%, 06/01/2027

    372,888  
    675,000    

5.00%, 06/01/2029

    700,623  
    1,110,000    

Nevada State Natural Resources GO 5.00%, 03/01/2026

    1,303,639  
     

 

 

 
        5,136,514  
     

 

 

 
            New Jersey - 3.6%  
    2,855,000    

New Jersey Health Care Facs Finance Auth
5.75%, 10/01/2031

    3,047,912  
    550,000    

New Jersey State Building Auth Rev
4.00%, 06/15/2018

    560,544  
   

New Jersey State Econ DA

 
    100,000    

2.59%, 02/01/2018(1)

    100,344  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            New Jersey - 3.6% - (continued)  
  $       250,000    

4.00%, 07/15/2018

  $ 256,225  
    960,000    

4.88%, 09/15/2019

    992,179  
    2,000,000    

New Jersey State Educational Finance Auth Rev, University of Medicine & Dentistry
7.50%, 12/01/2032

    2,261,760  
   

New Jersey State Transportation Trust Fund Auth

 
    5,000,000    

0.00%, 12/15/2032(4)

    2,472,700  
    1,000,000    

5.00%, 09/15/2017

    1,014,360  
   

New Jersey Transportation Trust Fund Auth

 
    3,000,000    

5.00%, 06/15/2018

    3,090,390  
    4,940,000    

5.00%, 06/15/2021

    5,125,645  
    5,000,000    

New Jersey, Tobacco Settlement Financing Corp.
4.50%, 06/01/2023

    5,030,400  
     

 

 

 
        23,952,459  
     

 

 

 
            New Mexico - 0.6%  
    3,000,000    

Los Alamos County, NM, Tax Improvement Rev
5.88%, 06/01/2027

    3,158,370  
    865,000    

Montecito Estates, NM, Public Improvement Dist, Special Tax
7.00%, 10/01/2037

    886,487  
     

 

 

 
        4,044,857  
     

 

 

 
            New York - 8.6%      
    4,000,000    

City of New York, NY, GO
6.25%, 10/15/2028

    4,302,120  
    1,460,000    

Long Island, NY, Power Auth
1.57%, 05/01/2033(1)

    1,463,738  
    940,000    

New York City, NY, Housing Development Corp.
4.50%, 02/15/2048

    971,706  
    1,000,000    

New York City, NY, Transitional Finance Auth
5.00%, 07/15/2026

    1,203,890  
    2,100,000    

New York Metropolitan Transportation Auth Rev
5.00%, 11/15/2020

    2,364,369  
    905,000    

New York Mortgage Agency Rev
3.50%, 10/01/2034

    940,612  
   

New York State Dormitory Auth Rev

 
    1,670,000    

5.00%, 03/15/2022

    1,897,521  
    2,000,000    

5.00%, 12/15/2027

    2,333,420  
    1,000,000    

5.00%, 03/15/2030

    1,161,610  
    6,305,000    

5.00%, 03/15/2031

    7,409,117  
    1,300,000    

5.00%, 12/01/2036(2)

    1,389,102  
    860,000    

New York State Energy Research & DA
2.38%, 07/01/2026(1)

    871,335  
    1,535,000    

New York State Liberty Development Corp. Rev
5.15%, 11/15/2034(2)

    1,666,488  
   

New York State Thruway Auth

 
    1,000,000    

4.00%, 01/01/2037

    1,024,260  
    1,000,000    

5.00%, 01/01/2019

    1,064,180  
    1,000,000    

New York State Urban Development Corp. Rev
5.00%, 03/15/2026

    1,170,090  
   

New York Transportation Development Corp. Rev

 
    1,825,000    

5.00%, 08/01/2018

    1,890,536  
    3,150,000    

5.00%, 07/01/2046

    3,363,507  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  106  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            New York - 8.6% - (continued)      
  $       1,145,000    

Newburth, NY, GO
5.00%, 06/15/2019

  $ 1,216,803  
    2,750,000    

PA of New York and New Jersey
5.00%, 10/15/2025

    3,237,135  
    2,500,000    

Sales Tax Asset Receivable Corp., NY
5.00%, 10/15/2029

    2,971,000  
    245,000    

Syracuse, NY, IDA
5.00%, 01/01/2029

    279,114  
   

Town of Oyster Bay, NY, GO

 
    285,000    

2.50%, 03/01/2018

    282,540  
    125,000    

2.50%, 03/01/2019

    122,261  
    615,000    

2.63%, 03/01/2020

    593,862  
    450,000    

3.00%, 08/15/2017

    449,379  
    500,000    

3.00%, 03/01/2018

    506,680  
    100,000    

3.00%, 08/15/2018

    99,251  
    205,000    

3.00%, 08/15/2019

    201,351  
    175,000    

3.00%, 08/15/2020

    169,764  
    50,000    

3.75%, 12/01/2018

    50,113  
    275,000    

5.00%, 02/15/2018

    278,528  
    95,000    

5.00%, 03/15/2019

    97,118  
    2,340,000    

5.00%, 08/15/2024

    2,675,299  
    1,555,000    

TSASC, Inc., NY
5.00%, 06/01/2026

    1,801,841  
    940,000    

Ulster County, NY, Capital Resource Corp. Rev
0.00%, 09/15/2044(2)(4)

    841,967  
    2,000,000    

Ulster County, NY, IDA Kingston Regional Senior Living
6.00%, 09/15/2042

    1,979,260  
   

Yonkers, NY, GO

 
    885,000    

3.00%, 08/15/2019

    915,488  
    1,000,000    

5.00%, 03/15/2021

    1,131,390  
     

 

 

 
        56,387,745  
     

 

 

 
            North Carolina - 0.8%  
    1,325,000    

North Carolina Eastern Municipal Power
4.00%, 01/01/2020

    1,426,203  
    1,555,000    

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge
5.88%, 01/01/2031

    1,634,227  
    1,175,000    

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027(3)

    1,377,030  
    1,000,000    

North Carolina State Medical Care Commission, Galloway Ridge, Inc.
6.00%, 01/01/2039

    1,051,760  
     

 

 

 
        5,489,220  
     

 

 

 
            Ohio - 3.4%  
    2,000,000    

Allen County, OH, Hospital Facs Rev
5.00%, 05/01/2023

    2,298,200  
   

Buckeye, OH, Tobacco Settlement Finance Auth

 
    4,000,000    

5.88%, 06/01/2047

    3,834,000  
    6,680,000    

6.00%, 06/01/2042

    6,477,729  
   

City of Cleveland, OH, Airport System Rev

 
    1,165,000    

5.00%, 01/01/2022

    1,320,329  
    1,060,000    

5.00%, 01/01/2023

    1,220,791  
    345,000    

County of Hamilton, OH, Sales Tax Rev
5.00%, 12/01/2027

    424,005  
    1,750,000    

County of Montgomery, OH
5.00%, 05/01/2039

    1,822,594  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            Ohio - 3.4% - (continued)  
  $       2,000,000    

Dayton, OH, City School Dist GO
5.00%, 11/01/2027

  $ 2,403,760  
    2,275,000    

Lancaster, OH, Gas Rev
1.26%, 02/01/2019(1)

    2,266,742  
    1,085,000    

Ohio Air Quality DA Rev
3.13%, 07/01/2033(1)

    479,950  
     

 

 

 
        22,548,100  
     

 

 

 
            Oregon - 1.2%  
    8,200,000    

Clackamas County, OR, School Dist No. 12, GO
0.00%, 06/15/2040(4)

    2,951,180  
    2,500,000    

Oregon Health & Science University
4.00%, 07/01/2046

    2,545,950  
   

Port of Portland, OR, Airport Rev

 
    1,000,000    

5.00%, 07/01/2031

    1,125,920  
    750,000    

5.00%, 07/01/2032

    840,345  
    450,000    

Washington County, OR, School Dist No. 48, GO
0.00%, 06/15/2035(3)(4)

    492,894  
     

 

 

 
        7,956,289  
     

 

 

 
            Other U.S. Territories - 0.1%  
    705,000    

Puerto Rico Highway & Transportation Auth
4.95%, 07/01/2026

    735,301  
     

 

 

 
            Pennsylvania - 6.0%  
    945,000    

Allegheny County, PA
5.00%, 03/01/2019

    1,009,714  
    500,000    

Allegheny County, PA, Hospital DA
5.38%, 08/15/2029

    543,910  
    955,000    

Allegheny County, PA, IDA Charter School
6.75%, 08/15/2035

    1,015,623  
   

Beaver County, PA, GO

 
    1,220,000    

5.00%, 11/15/2020

    1,340,304  
    1,285,000    

5.00%, 11/15/2021

    1,437,658  
    1,345,000    

5.00%, 11/15/2022

    1,525,929  
   

Beaver County, PA, IDA Rev

 
    1,900,000    

2.50%, 12/01/2041(1)

    1,434,462  
    1,930,000    

2.70%, 04/01/2035(1)

    853,793  
    2,000,000    

Commonwealth Finance Auth, PA
5.00%, 06/01/2026

    2,311,380  
    750,000    

Delaware River, PA, Joint Toll Bridge Commission
5.00%, 07/01/2031

    882,668  
   

Lancaster County, PA, Hospital Auth

 
    495,000    

5.00%, 07/01/2024

    549,252  
    400,000    

5.00%, 07/01/2025

    441,052  
    1,165,000    

Montgomery County, PA, Higher Education and Health
5.00%, 10/01/2023

    1,314,435  
    2,410,000    

Montgomery County, PA, IDA Rev
5.00%, 12/01/2046

    2,535,609  
    2,250,000    

Pennsylvania State IDA
5.00%, 07/01/2021

    2,536,402  
   

Pennsylvania State Turnpike Commission Rev

 
    575,000    

1.78%, 12/01/2020(1)

    577,277  
    2,000,000    

1.80%, 12/01/2021(1)

    2,002,980  
    300,000    

5.00%, 12/01/2027

    351,003  
    1,335,000    

6.00%, 06/01/2028

    1,407,998  
   

Pennsylvania Turnpike Commission

 
    1,000,000    

5.00%, 12/01/2029

    1,153,700  
    1,590,000    

5.00%, 12/01/2030

    1,820,216  
    2,000,000    

5.00%, 12/01/2033

    2,247,500  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  107  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            Pennsylvania - 6.0% - (continued)  
  $       925,000    

Pennsylvania Turnpike Commission Rev
1.88%, 12/01/2021(1)

  $ 928,987  
   

Philadelphia, PA, Municipal Auth

 
    750,000    

6.38%, 04/01/2029

    825,510  
    800,000    

6.50%, 04/01/2034

    882,432  
   

Philadelphia, PA, School Dist GO

 
    150,000    

3.00%, 09/01/2019

    152,535  
    1,560,000    

5.00%, 09/01/2022

    1,726,265  
    1,635,000    

5.00%, 09/01/2023

    1,821,128  
   

Pittsburgh, PA, School Dist GO

 
    1,575,000    

5.00%, 09/01/2021

    1,790,240  
    750,000    

5.00%, 09/01/2023

    849,810  
    1,000,000    

Susquehanna, PA, Regional Airport Auth System Rev
5.00%, 01/01/2019

    1,036,170  
     

 

 

 
        39,305,942  
     

 

 

 
            Puerto Rico - 0.9%  
   

Commonwealth of Puerto Rico, GO

 
    3,685,000    

5.75%, 07/01/2038*

    2,206,394  
    5,545,000    

6.00%, 07/01/2039*

    3,396,312  
     

 

 

 
        5,602,706  
     

 

 

 
            Rhode Island - 1.5%      
    1,415,000    

Cranston, RI, GO
5.00%, 07/01/2019

    1,520,206  
    1,000,000    

Rhode Island Commerce Corp.
5.00%, 06/15/2019

    1,074,590  
   

Rhode Island Health & Educational Bldg Corp.

 
    1,900,000    

5.00%, 05/15/2027

    2,204,760  
    1,490,000    

5.00%, 05/15/2028

    1,729,711  
    1,500,000    

Rhode Island State & Providence Plantations
4.00%, 10/01/2018

    1,560,735  
    1,655,000    

Rhode Island State Health & Educational Bldg Corp.
4.00%, 05/15/2017

    1,656,357  
     

 

 

 
        9,746,359  
     

 

 

 
            South Carolina - 0.3%  
    1,987,000    

Lancaster County, SC, Sun City Assessment
7.70%, 11/01/2017*

    417,270  
    1,625,000    

South Carolina State Public Service Auth
5.00%, 12/01/2034

    1,752,303  
     

 

 

 
        2,169,573  
     

 

 

 
            South Dakota - 0.8%  
    2,995,000    

South Dakota Housing DA
3.50%, 11/01/2046

    3,124,324  
    1,000,000    

South Dakota State Education Enhancement
5.00%, 06/01/2026

    1,108,000  
    1,000,000    

South Dakota State Health & Educational Facs Auth
5.00%, 11/01/2029

    1,130,480  
     

 

 

 
        5,362,804  
     

 

 

 
            Tennessee - 1.6%  
    1,000,000    

Shelby County, TN, Health Educational & Housing Facs Board
5.00%, 09/01/2037

    1,005,120  
   

Tennessee Housing Development Agency

 
    2,495,000    

3.50%, 07/01/2045

    2,611,117  
    1,375,000    

3.50%, 01/01/2047

    1,449,044  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            Tennessee - 1.6% - (continued)  
  $       4,910,000    

Tennessee Housing Development Agency Rev
3.50%, 01/01/2047

  $ 5,161,245  
     

 

 

 
        10,226,526  
     

 

 

 
            Texas - 10.3%  
    1,000,000    

Arlington, TX, Higher Education Finance Corp. Rev
5.00%, 08/15/2027

    1,166,940  
   

Austin, TX, Airport System Rev

 
    1,125,000    

5.00%, 11/15/2028

    1,319,513  
    560,000    

5.00%, 11/15/2030

    647,231  
    1,500,000    

Brazos Harbor, TX, Industrial Development Corp.
5.90%, 05/01/2038(1)

    1,551,135  
    500,000    

Clifton, TX, Higher Education Finance Corp.
4.00%, 08/15/2031

    536,460  
    5,000,000    

Dallas County, TX, Utility & Reclamation Dist, GO
5.00%, 02/15/2027

    5,978,000  
    1,500,000    

Dallas, TX, Area Rapid Transit Sales Tax Rev
5.00%, 12/01/2028

    1,785,330  
    1,250,000    

Dallas, TX, ISD GO
1.50%, 02/15/2034(1)

    1,254,750  
    1,000,000    

Denton, TX, ISD GO
0.00%, 08/15/2020(4)

    954,920  
   

Harris County - Houston, TX

 
    2,500,000    

5.00%, 11/15/2030

    2,847,525  
    250,000    

5.00%, 11/15/2032

    276,210  
    350,000    

5.00%, 11/15/2034

    382,078  
    2,165,000    

Irving, TX, ISD GO
5.00%, 02/15/2027

    2,612,116  
    1,500,000    

Kerrville, TX, Health Facs Development Corp.
5.00%, 08/15/2035

    1,608,015  
   

New Hope, TX, Cultural Education Facs Finance Corp.

 
    700,000    

1.85%, 11/01/2020

    676,193  
    1,000,000    

3.25%, 11/15/2022

    977,660  
    2,375,000    

5.00%, 11/01/2031

    2,484,606  
    1,000,000    

5.00%, 11/01/2046

    1,015,870  
   

North East Texas Regional Mobility Auth

 
    1,090,000    

5.00%, 01/01/2024

    1,236,180  
    1,200,000    

5.00%, 01/01/2025

    1,367,532  
    1,870,000    

5.00%, 01/01/2026

    2,139,523  
    1,965,000    

5.00%, 01/01/2027

    2,233,812  
   

North Texas Tollway Auth Rev

 
    5,000,000    

0.00%, 01/01/2032(4)

    2,891,750  
    1,200,000    

5.00%, 01/01/2035

    1,362,216  
    1,250,000    

6.10%, 01/01/2028

    1,351,475  
    1,985,000    

San Antonio, TX, Airport System Rev 5.00%, 07/01/2023

    2,233,046  
   

San Antonio, TX, Water Rev

 
    2,200,000    

5.00%, 05/15/2026

    2,624,600  
    1,115,000    

5.00%, 05/15/2031

    1,311,530  
    1,000,000    

Spring Branch, TX, ISD GO
5.00%, 02/01/2026

    1,192,060  
   

Tarrant County, TX, Cultural Education Facs

 
    1,010,000    

3.88%, 11/15/2020

    1,010,646  
    2,000,000    

5.00%, 10/01/2034

    2,116,580  
    1,000,000    

Tarrant County, TX, Cultural Education Facs Finance Corp
4.50%, 11/15/2021

    1,000,920  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  108  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            Texas - 10.3% - (continued)  
  $       2,030,000    

Texas Municipal Gas Acquisition & Supply Corp.
6.25%, 12/15/2026

  $ 2,449,215  
    1,250,000    

Texas State Transportation Commission Turnpike System
5.00%, 08/15/2032

    1,392,512  
    2,500,000    

Texas State Transportation Commission, GO 1.28%, 10/01/2041(1)

    2,499,250  
    2,000,000    

Travis County, TX, Health Facs Development 7.13%, 11/01/2040

    2,389,160  
   

University of Texas

 
    1,000,000    

5.00%, 08/15/2026

    1,232,030  
    2,000,000    

5.00%, 07/01/2027

    2,411,220  
    3,500,000    

Wylie, TX, ISD GO
0.00%, 08/15/2018(4)

    3,455,480  
     

 

 

 
        67,975,289  
     

 

 

 
            Utah - 0.5%      
    2,800,000    

Utah Housing Corp.
4.00%, 01/01/2045

    2,961,952  
     

 

 

 
            Vermont - 0.6%      
    2,800,000    

Vermont Housing Finance Agency
4.00%, 11/01/2046

    2,971,780  
    900,000    

Vermont State Econ DA Waste
4.75%, 04/01/2036(1)(2)

    899,487  
     

 

 

 
        3,871,267  
     

 

 

 
            Virginia - 0.5%      
    1,500,000    

Chesapeake Bay, VA, Bridge & Tunnel Dist 5.00%, 07/01/2051

    1,644,165  
    1,750,000    

Washington County, VA, IDA
7.75%, 07/01/2038

    1,890,140  
     

 

 

 
        3,534,305  
     

 

 

 
            Washington - 2.0%      
    2,060,000    

Chelan County, WA, Public Utility Dist No. 1
0.00%, 06/01/2028(4)

    1,452,382  
    1,905,000    

Grant County, WA, Utility Dist No. 2
5.00%, 01/01/2023

    2,218,430  
   

Washington State Health Care Facs Auth Rev

 
    1,295,000    

5.00%, 01/01/2026

    1,515,940  
    780,000    

5.00%, 07/01/2028

    863,569  
    2,000,000    

5.00%, 03/01/2029

    2,277,140  
    3,600,000    

Washington State Health Care Facs Auth, VA Mason Medical
6.13%, 08/15/2037

    3,637,224  
    1,150,000    

Washington State Housing Finance Commission Rev
7.00%, 07/01/2045(2)

    1,112,855  
     

 

 

 
        13,077,540  
     

 

 

 
            West Virginia - 0.6%      
   

West Virginia State Econ DA

 
    2,000,000    

1.70%, 01/01/2041(1)

    1,970,600  
    1,740,000    

1.90%, 03/01/2040(1)

    1,747,813  
     

 

 

 
        3,718,413  
     

 

 

 
            Wisconsin - 1.6%      
    1,790,000    

Milwaukee County, WI, Airport Rev 5.00%, 12/01/2025

    2,026,191  
   

Public Finance Auth, WI

 
    830,000    

3.50%, 11/15/2023(2)

    831,610  
    1,500,000    

5.00%, 09/01/2025(2)

    1,617,390  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 96.4% - (continued)  
            Wisconsin - 1.6% - (continued)      
  $       1,295,000    

Wisconsin State
6.00%, 05/01/2036

  $ 1,421,185  
   

Wisconsin State Health & Educational Facs Auth Rev

 
    2,000,000    

5.00%, 11/15/2027

    2,295,500  
    1,700,000    

5.00%, 12/01/2028

    1,971,184  
     

 

 

 
        10,163,060  
     

 

 

 
   

Total Municipal Bonds
(cost $626,794,209)

  $ 633,311,690  
     

 

 

 
   

Total Long-Term Investments
(cost $626,794,209)

  $ 633,311,690  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 3.1%      
            Other Investment Pools & Funds - 3.1%  
    20,649,001    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 20,649,001  
     

 

 

 
   

Total Short-Term Investments
(cost $20,649,001)

  $ 20,649,001  
     

 

 

 
   

Total Investments
(cost $647,443,210)^

    99.5    $ 653,960,691  
   

Other Assets and Liabilities

    0.5      3,047,778  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 657,008,469  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  109  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

   For Fund compliance purposes, the Fund may not use the same classification system 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

   $ 17,147,601  

Unrealized Depreciation

         (10,630,121
  

 

 

 

Net Unrealized Appreciation

   $ 6,517,480  
  

 

 

 

 

* 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 April 30, 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 April 30, 2017, the value of these securities was $11,846,413, which represented 1.8% of total net assets.

 

(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 $4,830,419 at April 30, 2017.

 

(4)  Security is a zero-coupon bond.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:

DA

   Development 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 accompanying notes are an integral part of these financial statements.

 

 

  110  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Municipal Bonds

   $     633,311,690      $      $     633,311,690      $     —  

Short-Term Investments

     20,649,001        20,649,001                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 653,960,691      $     20,649,001      $ 633,311,690      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  111  

 


The Hartford Municipal Real Return Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.5%  
            Alabama - 0.8%  
  $       1,500,000    

Jefferson County, AL, Sewer Rev
5.00%, 10/01/2018

  $ 1,560,150  
     

 

 

 
            Alaska - 0.8%  
    375,000    

Alaska Municipal Bond Bank Auth Rev
5.75%, 09/01/2033

    398,315  
    1,000,000    

CIVICVentures, AK
5.00%, 09/01/2026

    1,155,940  
     

 

 

 
        1,554,255  
     

 

 

 
            Arizona - 0.8%  
    1,000,000    

Arizona State Health Facs Auth Hospital System Rev
5.00%, 02/01/2020

    1,087,530  
    265,000    

Estrella Mountain Ranch, AZ, Community Facs Dist GO
6.20%, 07/15/2032

    267,796  
    191,000    

Sundance, AZ, Community Facs Dist
7.13%, 07/01/2027(1)

    191,032  
     

 

 

 
        1,546,358  
     

 

 

 
            California - 13.1%  
   

California State Communities DA Rev

 
    570,000    

1.55%, 04/01/2036(2)

    481,411  
    1,000,000    

5.00%, 10/01/2022

    1,071,800  
    500,000    

California State Dept Water Resources Supply Rev
5.00%, 05/01/2022

    520,350  
   

California State Health Facs

 
    250,000    

5.00%, 02/01/2029

    290,588  
    1,000,000    

6.00%, 07/01/2029

    1,107,300  
    170,000    

California State Public Works Board, State University Trustees
6.13%, 04/01/2029

    186,655  
    1,000,000    

California State, GO
5.00%, 08/01/2029

    1,191,520  
    220,000    

City of Los Angeles, CA, Department of Airports
5.00%, 05/15/2030

    256,291  
    1,530,000    

Corona-Norco California University
4.00%, 09/01/2019

    1,612,834  
    300,000    

El Dorado, CA, Irrigation Dist
5.38%, 08/01/2024

    328,842  
    315,000    

Elk Grove, CA, Finance Auth
5.00%, 09/01/2031

    363,113  
    435,000    

Foothill-Eastern, CA, Transportation Corridor Agency
5.00%, 01/15/2053(2)

    437,988  
    425,000    

Golden State, CA, Tobacco Securitization Corp.
5.00%, 06/01/2017

    426,377  
    1,000,000    

Hemet, CA, USD Finance Auth Special Tax
5.00%, 09/01/2031

    1,089,020  
    400,000    

Huntington Park, CA, Public Finance Auth Rev
5.25%, 09/01/2019

    401,116  
   

Inglewood, CA, Redevelopment Agency

 
    200,000    

5.00%, 05/01/2028

    237,552  
    200,000    

5.00%, 05/01/2029

    235,076  
    810,000    

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%, 06/01/2034

    863,978  
    1,100,000    

Los Angeles, CA, Regional Airports Improvement Corp.
5.00%, 01/01/2020

    1,200,650  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.5% - (continued)  
            California - 13.1% - (continued)  
  $       1,000,000    

Oakland, CA, Airport Rev
5.00%, 05/01/2026

  $ 1,106,110  
    500,000    

San Bernardino, CA, Community College Dist GO
6.38%, 08/01/2026

    533,725  
    500,000    

San Buenaventura, CA, Rev
5.25%, 12/01/2017

    508,090  
    60,000    

San Diego, CA, Redev Agency, Centre City Sub Pkg
5.25%, 09/01/2026

    60,167  
    1,120,000    

San Francisco City & County, CA, Redevelopment Agency
6.50%, 08/01/2032

    1,243,368  
    290,000    

San Joaquin Hills, CA, Transportation Auth
5.00%, 01/15/2029

    327,686  
    1,000,000    

San Jose, CA, Redevelopment Agency
6.50%, 08/01/2019

    1,065,510  
    665,000    

Santa Cruz County, CA, Redevelopment Agency
6.63%, 09/01/2029

    749,196  
   

Santa Margarita, CA, Water Dist Special Tax

 
    500,000    

5.00%, 09/01/2024

    558,750  
    500,000    

5.00%, 09/01/2025

    556,005  
    970,000    

5.00%, 09/01/2028

    1,070,540  
    500,000    

Southern California Public Power Auth
5.00%, 07/01/2023

    532,613  
    215,000    

Temecula, CA, Redevelopment Agency Tax Allocation
5.63%, 12/15/2038

    216,707  
    1,000,000    

Tuolumne, CA, Wind Proj Auth Rev
5.88%, 01/01/2029

    1,080,790  
    1,250,000    

Ventura County, CA, Certificates of Participation
5.63%, 08/15/2027

    1,379,262  
    1,000,000    

Washington Township, CA, Health Care Dist Rev
6.00%, 07/01/2029

    1,066,390  
     

 

 

 
        24,357,370  
     

 

 

 
            Colorado - 1.1%  
    750,000    

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2027

    856,597  
    420,000    

E-470 Public Highway, CO, Auth Rev
1.72%, 09/01/2039(2)

    421,680  
    600,000    

University of Colorado Enterprise Rev
5.75%, 06/01/2028

    657,672  
     

 

 

 
        1,935,949  
     

 

 

 
            Connecticut - 2.5%  
    1,500,000    

City of Bridgeport, CT, GO
5.00%, 08/15/2025

    1,734,000  
    950,000    

City of Hartford, CT, GO
5.00%, 07/01/2027

    1,069,747  
    1,000,000    

City of New Haven, CT, GO
5.00%, 11/01/2017

    1,018,180  
    750,000    

Connecticut State, GO
5.00%, 05/15/2025

    880,920  
     

 

 

 
        4,702,847  
     

 

 

 
            District of Columbia - 2.4%  
    3,000,000    

District of Columbia University Rev
5.25%, 04/01/2034(2)

    3,179,490  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  112  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.5% - (continued)  
            District of Columbia - 2.4% - (continued)  
  $       1,035,000    

Metropolitan Washington, DC, Airport Auth System Rev
5.00%, 10/01/2022

  $ 1,199,234  
     

 

 

 
        4,378,724  
     

 

 

 
            Florida - 5.9%  
   

Broward County, FL, Airport System Rev

 
    145,000    

5.00%, 10/01/2019

    157,151  
    265,000    

5.00%, 10/01/2020

    294,511  
    285,000    

5.00%, 10/01/2021

    323,113  
   

City of Port State Lucie, FL

 
    590,000    

4.00%, 07/01/2028

    620,969  
    585,000    

4.00%, 07/01/2029

    610,535  
    500,000    

Collier County, FL, IDA
7.00%, 05/15/2024(1)

    566,590  
    1,000,000    

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2024

    1,131,470  
    2,000,000    

Jacksonville, FL, Econ Development Commission
6.25%, 09/01/2027(1)

    2,020,360  
    1,000,000    

Manatee County, FL, School Dist
5.00%, 10/01/2030

    1,166,610  
    190,000    

Miami Beach, FL, Health Facs Auth
5.00%, 11/15/2020

    208,327  
    530,000    

Miami-Dade County, FL, Aviation Rev
5.00%, 10/01/2027

    611,753  
    625,000    

Miami-Dade County, FL, Expressway Auth
5.00%, 07/01/2024

    744,450  
    1,000,000    

Miami-Dade County, FL, School Board
5.00%, 08/01/2027

    1,185,210  
    1,000,000    

Palm Beach County, FL, Health Facs Auth
6.80%, 06/01/2025

    1,140,360  
    360,000    

River Bend Community Development Dist, FL, Capital Improvement Rev
7.13%, 11/01/2015(3)

    37,080  
    190,000    

Village, FL, Community Development Dist No. 11
3.25%, 05/01/2019

    194,157  
     

 

 

 
        11,012,646  
     

 

 

 
            Georgia - 1.9%  
    2,000,000    

Atlanta, GA, Airport Passenger Facs Charge Rev
5.00%, 01/01/2023

    2,198,980  
    1,170,000    

Municipal Electric Auth Georgia, GA
5.00%, 01/01/2022

    1,317,654  
     

 

 

 
        3,516,634  
     

 

 

 
            Hawaii - 0.6%  
    1,000,000    

Hawaii State Dept of Transportation
5.00%, 08/01/2022

    1,147,550  
     

 

 

 
            Illinois - 17.4%  
    635,000    

Chicago, IL, Board of Education
6.00%, 01/01/2020

    673,487  
    150,000    

Chicago, IL, Board of Education, Special Tax
6.00%, 04/01/2046

    156,362  
    1,000,000    

Chicago, IL, Midway International Airport
5.00%, 01/01/2036

    1,111,190  
   

Chicago, IL, O’Hare International Airport Rev

 
    825,000    

5.00%, 01/01/2023

    919,801  
    1,500,000    

5.00%, 01/01/2026

    1,668,285  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.5% - (continued)  
            Illinois - 17.4% - (continued)  
  $       2,670,000    

Chicago, IL, Park Dist, GO
5.00%, 01/01/2025

  $ 3,005,592  
    100,000    

Chicago, IL, Transit Auth
5.25%, 06/01/2022

    104,070  
   

City of Chicago, IL, GO

 
    785,000    

4.00%, 01/01/2018

    785,424  
    1,000,000    

5.00%, 01/01/2020

    1,022,420  
    300,000    

5.00%, 12/01/2023

    301,743  
   

City of Chicago, IL, Wastewater Transmission Rev

 
    285,000    

5.00%, 01/01/2028

    312,896  
    715,000    

5.00%, 01/01/2029

    781,466  
   

City of Chicago, IL, Waterworks Rev

 
    260,000    

5.00%, 11/01/2017

    260,694  
    1,205,000    

5.00%, 11/01/2029

    1,305,907  
    310,000    

Cook County, IL, Community High School Dist No. 212 Leyden
5.00%, 12/01/2027

    352,864  
    885,000    

Cook County, IL, GO
5.00%, 11/15/2027

    999,466  
    1,498,000    

Huntley, IL, Special Service No. 9
5.10%, 03/01/2028

    1,501,850  
   

Illinois State Finance Auth Rev

 
    1,000,000    

5.00%, 10/01/2023

    1,175,050  
    1,000,000    

5.00%, 02/15/2027

    1,118,030  
    335,000    

5.00%, 11/15/2028

    382,399  
    1,000,000    

5.00%, 11/15/2031

    1,120,590  
    1,000,000    

5.00%, 11/15/2033

    1,107,930  
    625,000    

5.00%, 11/15/2034

    686,862  
   

Illinois State Toll Highway Auth, Taxable Rev

 
    1,000,000    

5.00%, 01/01/2027

    1,135,700  
    1,000,000    

5.00%, 01/01/2031

    1,152,200  
   

Illinois State, GO

 
    1,000,000    

5.00%, 01/01/2022

    1,038,530  
    1,000,000    

5.00%, 02/01/2026

    1,039,950  
    2,000,000    

5.25%, 01/01/2021

    2,123,440  
    1,400,000    

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2031

    1,554,476  
    625,000    

Kane McHenry Cook & DeKalb Counties, IL, USD GO
5.00%, 01/01/2027

    719,662  
    1,000,000    

Met Pier & Exposition Auth, IL, Rev
5.00%, 12/15/2035

    1,026,710  
    1,000,000    

Railsplitter, IL, Tobacco Settlement Auth
5.50%, 06/01/2023

    1,131,770  
    500,000    

Springfield, IL, Water Rev
5.25%, 03/01/2026

    516,285  
     

 

 

 
        32,293,101  
     

 

 

 
            Indiana - 0.6%  
   

University of Southern Indiana

 
    820,000    

5.00%, 10/01/2022

    892,390  
    250,000    

5.00%, 10/01/2023

    271,885  
     

 

 

 
        1,164,275  
     

 

 

 
            Kentucky - 0.8%  
    230,000    

Kentucky Public Transportation Inf Auth
5.00%, 07/01/2017

    231,274  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  113  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.5% - (continued)  
            Kentucky - 0.8% - (continued)  
  $       1,085,000    

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives
5.00%, 12/01/2023

  $ 1,206,466  
     

 

 

 
        1,437,740  
     

 

 

 
            Louisiana - 1.8%  
    1,155,000    

Louisiana State Local Gov’t Environmental Facs & Community DA Rev
6.00%, 11/15/2030

    1,206,675  
    1,500,000    

Louisiana State, Tobacco Settlement Financing Corp.
5.00%, 05/15/2026

    1,501,680  
    500,000    

New Orleans, LA, Aviation Board
5.00%, 01/01/2034

    549,645  
     

 

 

 
        3,258,000  
     

 

 

 
            Massachusetts - 0.1%  
    200,000    

Massachusetts School Building Auth
5.00%, 11/15/2030

    238,992  
     

 

 

 
            Michigan - 2.2%  
    1,000,000    

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2029

    1,150,480  
   

Michigan Finance Auth

 
    600,000    

5.00%, 07/01/2018

    622,020  
    335,000    

5.00%, 07/01/2027

    377,739  
    335,000    

5.00%, 07/01/2028

    375,441  
    350,000    

5.00%, 07/01/2029

    394,793  
    265,000    

Michigan State Building Auth
5.00%, 04/15/2027

    316,755  
    370,000    

State of Michigan
5.00%, 03/15/2027

    445,757  
    275,000    

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

    317,218  
     

 

 

 
        4,000,203  
     

 

 

 
            Minnesota - 0.1%  
    240,000    

Duluth, MN, ISD, No. 709
4.00%, 02/01/2027

    263,561  
     

 

 

 
            Missouri - 0.7%  
   

Kirkwood, MO, IDA Retirement Community

 
    500,000    

5.25%, 05/15/2042

    520,975  
    500,000    

5.25%, 05/15/2050

    517,740  
    1,000,000    

Stone Canyon, MO, Community Improvement Dist Rev
5.75%, 04/01/2027(3)

    250,000  
     

 

 

 
        1,288,715  
     

 

 

 
            Nevada - 0.2%  
    390,000    

Las Vegas, NV, Special Improvement Dist
5.00%, 06/01/2028

    406,735  
     

 

 

 
            New Jersey - 1.4%  
   

New Jersey State Econ DA

 
    480,000    

4.88%, 09/15/2019

    496,089  
    1,000,000    

5.00%, 09/01/2021

    1,058,400  
    1,060,000    

New Jersey Transportation Trust Fund Auth
5.00%, 06/15/2021

    1,099,835  
     

 

 

 
        2,654,324  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.5% - (continued)  
            New York - 9.0%  
  $       1,000,000    

City of New York, NY, GO
6.25%, 10/15/2028

  $ 1,075,530  
    1,000,000    

Metropolitan Transportation Auth, NY, Rev
5.25%, 11/15/2023

    1,133,750  
    395,000    

New York City, NY, Housing Development Corp.
4.50%, 02/15/2048

    408,324  
    405,000    

New York Mortgage Agency Rev
3.50%, 10/01/2034

    420,937  
   

New York State Dormitory Auth Rev

 
    1,500,000    

5.00%, 03/15/2030

    1,780,245  
    4,500,000    

5.00%, 03/15/2031

    5,323,190  
    2,000,000    

5.38%, 03/01/2029

    2,158,060  
    765,000    

New York State Liberty Development Corp. Rev
5.15%, 11/15/2034(1)

    830,530  
    520,000    

New York Transportation Development Corp. Rev
5.00%, 08/01/2018

    538,673  
   

Newburgh, NY, GO

 
    610,000    

5.00%, 06/15/2017

    612,318  
    645,000    

5.00%, 06/15/2018

    667,704  
    75,000    

Syracuse, NY, IDA
5.00%, 01/01/2029

    85,443  
   

Town of Oyster Bay, NY, GO

 
    50,000    

2.50%, 03/15/2018

    49,563  
    175,000    

3.00%, 08/15/2017

    174,759  
   

Town of Oyster Bay, NY, GO,

 
    265,000    

3.00%, 03/01/2021

    272,637  
    155,000    

4.00%, 11/01/2022

    163,638  
    445,000    

TSASC, Inc., NY
5.00%, 06/01/2026

    515,639  
    575,000    

Ulster County, NY, Capital Resource Corp. Rev
0.00%, 09/15/2044(1)(4)

    515,033  
     

 

 

 
        16,725,973  
     

 

 

 
            North Carolina - 0.2%  
    275,000    

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027(5)

    322,283  
     

 

 

 
            Ohio - 2.6%  
   

City of Cleveland, OH, Airport System Rev

 
    355,000    

5.00%, 01/01/2022

    402,332  
    325,000    

5.00%, 01/01/2023

    374,299  
    85,000    

County of Hamilton, OH, Sales Tax Rev
5.00%, 12/01/2027

    104,465  
    1,200,000    

Cuyahoga, OH, Community College Dist
5.00%, 08/01/2027

    1,326,504  
    2,000,000    

Dayton, OH, City School Dist GO
5.00%, 11/01/2027

    2,403,760  
    250,000    

Ohio Air Quality DA Rev
3.13%, 07/01/2033(2)

    110,588  
     

 

 

 
        4,721,948  
     

 

 

 
            Oklahoma - 1.3%  
    2,310,000    

Norman, OK, Regional Hospital Auth Rev
5.25%, 09/01/2019

    2,338,390  
     

 

 

 
            Oregon - 0.5%  
    2,300,000    

Clackamas County, OR, School Dist No. 12, GO
0.00%, 06/15/2040(6)

    827,770  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  114  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.5% - (continued)  
            Oregon - 0.5% - (continued)  
  $       130,000    

Washington County, OR, School Dist No. 48, GO
0.00%, 06/15/2035(5)(6)

  $ 142,392  
     

 

 

 
        970,162  
     

 

 

 
            Other U.S. Territories - 0.2%  
    380,000    

Puerto Rico Highway & Transportation Auth
4.95%, 07/01/2026

    396,332  
     

 

 

 
            Pennsylvania - 5.5%  
    470,000    

Beaver County, PA, IDA Rev
2.70%, 04/01/2035(2)

    207,919  
    1,000,000    

Commonwealth Finance Auth, PA
5.00%, 06/01/2026

    1,155,690  
    250,000    

Delaware River, PA, Joint Toll Bridge Commission
5.00%, 07/01/2031

    294,223  
   

Lancaster County, PA, Hospital Auth

 
    140,000    

5.00%, 07/01/2024

    155,344  
    115,000    

5.00%, 07/01/2025

    126,802  
    1,000,000    

Montgomery County, PA, Higher Education and Health
5.00%, 10/01/2023

    1,128,270  
   

Pennsylvania State Turnpike Commission Rev

 
    200,000    

5.00%, 12/01/2027

    234,002  
    665,000    

6.00%, 06/01/2028

    701,362  
    750,000    

Pennsylvania State, GO
5.00%, 08/15/2023

    880,755  
    1,000,000    

Philadelphia, PA, GO
5.25%, 08/01/2019

    1,085,680  
   

Philadelphia, PA, School Dist GO

 
    365,000    

5.00%, 09/01/2023

    406,552  
    200,000    

5.25%, 09/01/2023

    216,650  
   

Pittsburgh, PA, School Dist GO

 
    1,570,000    

5.00%, 09/01/2021

    1,784,556  
    750,000    

5.00%, 09/01/2023

    849,810  
    1,000,000    

Susquehanna Area, PA, Regional Airport Auth
5.00%, 01/01/2018

    1,016,060  
     

 

 

 
        10,243,675  
     

 

 

 
            Rhode Island - 2.3%  
    1,410,000    

Cranston, RI, GO
5.00%, 07/01/2018

    1,472,914  
   

Rhode Island Health & Educational Bldg Corp.

 
    1,215,000    

5.00%, 05/15/2018

    1,257,416  
    800,000    

5.00%, 05/15/2027

    928,320  
    530,000    

5.00%, 05/15/2028

    615,266  
     

 

 

 
        4,273,916  
     

 

 

 
            South Carolina - 0.9%  
    1,000,000    

South Carolina St Jobs-Econ DA Rev
5.25%, 08/01/2024

    1,124,180  
    500,000    

South Carolina State Public Service Auth
5.00%, 12/01/2034

    539,170  
     

 

 

 
        1,663,350  
     

 

 

 
            South Dakota - 0.3%  
    415,000    

South Dakota State Health & Educational Facs Auth
5.00%, 11/01/2029

    469,149  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.5% - (continued)  
            Texas - 10.4%  
  $       595,000    

City of Austin, TX, Airport System Rev
5.00%, 11/15/2026

  $ 707,693  
    2,250,000    

City of San Antonio, TX, Electric & Gas Systems Rev
5.00%, 02/01/2032

    2,648,610  
    1,050,000    

Clifton, TX, Higher Education Finance Corp.
4.00%, 08/15/2030

    1,142,484  
    1,000,000    

Dallas, TX, Area Rapid Transit Sales Tax Rev
5.00%, 12/01/2030

    1,175,880  
    750,000    

Dallas-Fort Worth, TX, International Airport Rev
5.00%, 11/01/2023

    830,392  
    1,500,000    

Grapevine-Colleyville, TX, ISD GO
5.00%, 08/15/2027

    1,801,320  
    250,000    

Harris County - Houston, TX
5.00%, 11/15/2032

    276,210  
    2,000,000    

Houston, TX, Utility System Rev
6.00%, 11/15/2036

    2,196,364  
    1,580,000    

La Joya, TX, ISD GO
5.00%, 02/15/2025

    1,858,396  
    1,000,000    

New Hope, TX, Cultural Education Facs Finance Corp.
5.00%, 11/01/2031

    1,046,150  
   

North Texas Tollway Auth Rev

 
    1,000,000    

5.00%, 01/01/2030

    1,135,410  
    370,000    

6.00%, 01/01/2025

    381,855  
    325,000    

San Antonio, TX, Water Rev
5.00%, 05/15/2031

    382,285  
   

Tarrant County, TX, Cultural Education Facs

 
    405,000    

3.88%, 11/15/2020

    405,259  
    550,000    

5.00%, 10/01/2034

    582,060  
    1,000,000    

6.25%, 11/15/2029

    1,078,863  
    1,000,000    

Texas State Municipal Gas Acquisition & Supply Corp.
5.25%, 12/15/2017

    1,024,790  
    550,000    

Texas State Transportation Commission Turnpike System
5.00%, 08/15/2032

    612,705  
     

 

 

 
        19,286,726  
     

 

 

 
            Vermont - 0.3%  
    600,000    

Vermont State Econ DA Waste
4.75%, 04/01/2036(1)(2)

    599,658  
     

 

 

 
            Virginia - 0.3%  
    500,000    

Virginia State Resources Auth Infrastructure
5.00%, 11/01/2024

    529,379  
     

 

 

 
            Washington - 3.1%  
    2,285,000    

FYI Properties, WA, Lease Rev
5.50%, 06/01/2034

    2,479,111  
   

Washington State Health Care Facs Auth Rev

 
    590,000    

5.00%, 01/01/2026

    690,660  
    1,820,000    

5.00%, 03/01/2029

    2,072,197  
    550,000    

Washington State Housing Finance Commission Rev
6.50%, 07/01/2030(1)

    541,827  
     

 

 

 
        5,783,795  
     

 

 

 
            Wisconsin - 2.4%  
    1,705,000    

Milwaukee County, WI, Airport Rev
5.00%, 12/01/2024

    1,947,587  
    235,000    

Public Finance Auth, WI
3.50%, 11/15/2023(1)

    235,456  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  115  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.5% - (continued)  
            Wisconsin - 2.4% - (continued)  
   

Wisconsin State

 
  $       125,000    

5.75%, 05/01/2033

  $ 136,220  
    865,000    

6.00%, 05/01/2036

    949,286  
    1,000,000    

Wisconsin State Health & Educational Facs Auth Rev
5.00%, 11/15/2027

    1,147,750  
     

 

 

 
        4,416,299  
     

 

 

 
   

Total Municipal Bonds
(cost $171,926,477)

  $ 175,459,164  
     

 

 

 
   

Total Long-Term Investments
(cost $171,926,477)

  $ 175,459,164  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 4.6%      
            Other Investment Pools & Funds - 4.6%  
    8,644,987    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 8,644,987  
     

 

 

 
   

Total Short-Term Investments
(cost $8,644,987)

  $ 8,644,987  
     

 

 

 
   

Total Investments
(cost $180,571,464) ^

    99.1    $ 184,104,151  
   

Other Assets and Liabilities

    0.9      1,599,487  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 185,703,638  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  116  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

   $     5,849,690  

Unrealized Depreciation

     (2,317,003
  

 

 

 

Net Unrealized Appreciation

   $     3,532,687  
  

 

 

 

 

(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 April 30, 2017, the aggregate value of these securities was $5,500,486, which represented 3.0% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2017.

 

(3)  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(4)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(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 $478,311 at April 30, 2017.

 

(6)  Security is a zero-coupon bond.

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2017  

Counterparty

   Payments made
by Fund
     Payments received
by Fund
     Notional
Amount
     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

BCLY

     1.15% Fixed        CPURNSA        USD        3,600,000        01/15/20      $      $      $ 67,082     $ 67,082  

BCLY

     1.18% Fixed        CPURNSA        USD        7,550,000        01/15/19                      93,478       93,478  

BCLY

     1.28% Fixed        CPURNSA        USD        3,700,000        01/15/20                      69,670       69,670  

BCLY

     1.54% Fixed        CPURNSA        USD        7,000,000        03/03/21                      197,388       197,388  

BCLY

     1.67% Fixed        CPURNSA        USD        5,750,000        03/08/26                      275,263       275,263  

BCLY

     2.29% Fixed        CPURNSA        USD        6,592,000        01/15/22                      (43,239     (43,239

BNP

     1.53% Fixed        CPURNSA        USD        5,425,000        01/15/18                      (92,132     (92,132

BNP

     1.59% Fixed        CPURNSA        USD        22,263,000        07/15/21                      599,352       599,352  

BNP

     1.70% Fixed        CPURNSA        USD        4,850,000        01/15/23                      160,151       160,151  

BOA

     1.63% Fixed        CPURNSA        USD        8,639,000        07/15/21                      222,219       222,219  

BOA

     2.12% Fixed        CPURNSA        USD        7,429,000        01/15/24                      3,421       3,421  

CBK

     2.03% Fixed        CPURNSA        USD        1,185,000        06/01/25                      5,430       5,430  

CBK

     2.26% Fixed        CPURNSA        USD        2,098,000        02/15/42                      (2,912     (2,912

CBK

     2.34% Fixed        CPURNSA        USD        525,000        04/15/18                      (26,944     (26,944

CBK

     2.45% Fixed        CPURNSA        USD        950,000        11/07/34                      (55,763     (55,763

DEUT

     1.23% Fixed        CPURNSA        USD        7,450,000        11/12/19                      123,859       123,859  

DEUT

     1.48% Fixed        CPURNSA        USD        2,300,000        07/15/23                      77,432       77,432  

DEUT

     1.54% Fixed        CPURNSA        USD        1,850,000        12/11/24                      70,655       70,655  

DEUT

     1.56% Fixed        CPURNSA        USD        5,020,000        09/02/20                      80,913       80,913  

DEUT

     1.69% Fixed        CPURNSA        USD        1,985,000        08/04/25                      78,275       78,275  

DEUT

     1.70% Fixed        CPURNSA        USD        1,475,000        12/02/24                      56,604       56,604  

JPM

     1.76% Fixed        CPURNSA        USD        12,288,000        07/15/23                      434,606       434,606  

JPM

     1.81% Fixed        CPURNSA        USD        5,080,000        11/03/25                      155,059       155,059  

JPM

     2.33% Fixed        CPURNSA        USD        7,000,000        09/30/21                      (472,899     (472,899

JPM

     2.75% Fixed        CPURNSA        USD        1,075,000        03/03/21                      (116,324     (116,324

MSC

     1.44% Fixed        CPURNSA        USD        1,525,000        08/09/23                      59,266       59,266  
                 

 

 

    

 

 

    

 

 

   

 

 

 

Total

                  $     —      $     —      $     2,019,910     $     2,019,910  
                 

 

 

    

 

 

    

 

 

   

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  117  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

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

DEUT

   Deutsche Bank Securities, Inc.

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley
Currency Abbreviations:

USD

   United States Dollar
Index Abbreviations:

CPURNSA

   Consumer Price All Urban Non-Seasonally Adjusted
Other Abbreviations:

OTC

   Over-the-Counter
Municipal Abbreviations:

DA

   Development Authority

GO

   General Obligation

ISD

   Independent School District

IDA

   Industrial Development Authority

Rev

   Revenue

USD

   United School District
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  118  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

         

Municipal Bonds

   $ 175,459,164     $      $ 175,459,164     $  

Short-Term Investments

     8,644,987       8,644,987               

Swaps - Interest Rate(2)

     2,830,123              2,830,123        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     186,934,274     $     8,644,987      $     178,289,287     $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Swaps - Interest Rate(2)

   $ (810,213   $      $ (810,213   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (810,213   $      $ (810,213   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  119  

 


Hartford Municipal Short Duration Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.7%  
            Arizona - 1.5%  
  $       250,000    

Arizona State Health Facs Auth Hospital System Rev
5.00%, 02/01/2020

  $ 271,883  
     

 

 

 
            California - 11.6%  
    170,000    

Alameda Corridor, CA, Transportation Auth Rev
0.00%, 10/01/2018(1)

    164,441  
    250,000    

Bay Area Toll Auth Bridge Rev, CA
1.88%, 04/01/2047(2)

    252,775  
   

California County Tobacco Securitization Agency

 
    100,000    

4.00%, 06/01/2017

    100,224  
    200,000    

4.00%, 06/01/2018

    205,868  
    195,000    

5.00%, 06/01/2020

    214,769  
    250,000    

California Health Facs Finance Auth Rev
5.88%, 07/01/2025

    276,158  
    200,000    

Jurupa, CA, Public Financing Auth
4.00%, 09/01/2018

    205,690  
    80,000    

Long Beach Bond Finance Auth, CA
5.25%, 11/15/2018

    84,555  
    250,000    

Orange County, CA, Community Facs Dist
4.00%, 08/15/2021

    264,739  
    10,000    

Palomar Health, CA, Rev
3.00%, 11/01/2017

    10,051  
    100,000    

Riverside County, CA, Infrastructure Financing Auth
4.00%, 11/01/2018

    104,515  
    75,000    

Roseville, CA, Natural Gas Financing Auth
5.00%, 02/15/2023

    83,793  
    35,000    

San Jose, CA, Redevelopment Agency
6.50%, 08/01/2018

    36,113  
    100,000    

Tustin, CA, Community Facs Dist
3.00%, 09/01/2019

    102,400  
     

 

 

 
        2,106,091  
     

 

 

 
            Colorado - 4.4%  
    110,000    

Colorado Health Facs Auth Rev
2.00%, 09/01/2017

    110,289  
    250,000    

Denver, CO, Airport System Rev
5.25%, 11/15/2018

    265,375  
    150,000    

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2022

    169,574  
   

E-470 Public Highway, CO, Auth Rev

 
    50,000    

0.00%, 09/01/2019(1)

    48,168  
    40,000    

1.72%, 09/01/2039(2)

    40,160  
    150,000    

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2021

    165,849  
     

 

 

 
        799,415  
     

 

 

 
            Connecticut - 3.8%  
    150,000    

City of Bridgeport, CT, GO
4.00%, 08/15/2021

    161,868  
    150,000    

City of New Haven, CT, GO
5.00%, 08/15/2021

    166,684  
    100,000    

Connecticut State Health & Educational Facs Auth
3.25%, 09/01/2021(3)

    100,192  
    250,000    

Town of Hamden, CT, GO
5.00%, 08/15/2019

    268,160  
     

 

 

 
        696,904  
     

 

 

 
            District of Columbia - 0.6%  
    95,000    

Metropolitan Washington, DC, Airports Auth
5.00%, 10/01/2039

    103,956  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.7% - (continued)  
            Florida - 3.5%  
  $       165,000    

Broward County, FL, Airport System Rev
5.00%, 10/01/2020

  $ 183,374  
    250,000    

Broward County, FL, School Dist GO
5.00%, 07/01/2017

    251,685  
    200,000    

City of Port, St. Lucie, FL
1.75%, 07/01/2022

    194,794  
     

 

 

 
        629,853  
     

 

 

 
            Georgia - 1.0%  
    70,000    

Burke County, GA, DA Rev
2.35%, 10/01/2032(2)

    70,652  
    100,000    

Municipal Electric Auth, GA
5.00%, 11/01/2022

    114,027  
     

 

 

 
        184,679  
     

 

 

 
            Guam - 0.9%  
    150,000    

Antonio B Won Pat International Airport Auth
5.00%, 10/01/2018

    156,339  
     

 

 

 
            Illinois - 18.3%  
   

Chicago, IL, Transit Auth

 

    100,000    

5.00%, 06/01/2019

    106,201  
    100,000    

5.00%, 06/01/2020

    108,567  
    100,000    

5.00%, 12/01/2022

    111,023  
    95,000    

City of Chicago, IL, GO
4.00%, 01/01/2020

    94,759  
    250,000    

City of Chicago, IL, O’Hare International Airport
5.25%, 01/01/2019

    265,660  
    70,000    

City of Chicago, IL, Park Dist GO
3.00%, 01/01/2021

    71,873  
    160,000    

City of Chicago, IL, Wastewater Transmission Rev
0.00%, 01/01/2022(1)

    141,069  
   

City of Chicago, IL, Waterworks Rev

 

    100,000    

5.00%, 11/01/2018

    105,275  
    20,000    

5.00%, 11/01/2020

    21,951  
   

Cook County, IL, GO

 
    90,000    

5.00%, 11/15/2017

    91,851  
    100,000    

5.00%, 11/15/2019

    107,812  
    125,000    

Illinois Housing DA
3.05%, 08/01/2022

    131,087  
   

Illinois State Finance Auth Rev

 

    90,000    

4.50%, 05/15/2020

    93,297  
    125,000    

5.00%, 08/15/2017

    126,102  
    100,000    

5.00%, 11/15/2021

    113,404  
    150,000    

5.00%, 02/15/2022

    164,530  
    130,000    

7.75%, 08/15/2034

    149,183  
    250,000    

Illinois State Toll Highway Auth, Taxable Rev
5.00%, 12/01/2017

    255,802  
   

Illinois State, GO

 
    180,000    

4.00%, 06/15/2020

    193,136  
    180,000    

5.00%, 06/15/2017

    180,857  
    100,000    

5.00%, 02/01/2020

    104,850  
    120,000    

5.00%, 02/01/2022

    126,832  
    100,000    

Kane McHenry Cook & DeKalb Counties, IL, Community School Dist GO
4.00%, 01/01/2020

    106,361  
   

Metropolitan Pier & Exposition Auth, IL

 

    50,000    

0.00%, 12/15/2019(1)

    46,889  
    50,000    

0.00%, 06/15/2021(1)

    44,629  
    100,000    

Railsplitter, IL, Tobacco Settlement Auth
5.00%, 06/01/2018

    103,782  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  120  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.7% - (continued)  
            Illinois - 18.3% - (continued)  
  $       50,000    

Railsplitter, IL, Tobacco Settlement Auth
5.25%, 06/01/2021

  $ 56,249  
    100,000    

Southern Illinois Univ
4.00%, 04/01/2018

    100,684  
     

 

 

 
        3,323,715  
     

 

 

 
            Louisiana - 2.6%      
   

City of New Orleans, LA, Sewerage Service Rev

 
    165,000    

5.00%, 06/01/2018

    171,692  
    110,000    

5.00%, 06/01/2021

    123,364  
    100,000    

Louisiana State Public Facs Auth Rev
3.00%, 05/15/2018

    101,801  
    75,000    

New Orleans, LA, Aviation Board
5.00%, 01/01/2019

    79,481  
     

 

 

 
        476,338  
     

 

 

 
            Maryland - 0.1%  
    20,000    

Maryland Econ Development Corp.
4.00%, 06/01/2020

    21,442  
     

 

 

 
            Massachusetts - 0.9%  
    150,000    

Massachusetts State Development Finance Agency Rev
5.00%, 07/01/2022

    171,089  
     

 

 

 
            Michigan - 4.8%  
   

Michigan Finance Auth

 
    150,000    

5.00%, 04/01/2019

    159,180  
    150,000    

5.00%, 07/01/2019

    161,187  
    150,000    

5.00%, 11/15/2022

    172,950  
    100,000    

State of Michigan
5.00%, 03/15/2021

    112,938  
    250,000    

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2021

    255,582  
     

 

 

 
        861,837  
     

 

 

 
            Minnesota - 0.8%  
    135,000    

City of Rochester, MN, Healthcare & Housing Rev Facs
3.50%, 12/01/2018

    137,157  
     

 

 

 
            Missouri - 0.6%  
    100,000    

Kirkwood, MO, IDA
5.00%, 05/15/2022

    108,596  
     

 

 

 
            Nebraska - 1.3%  
    120,000    

Central Plains, NE, Energy Proj Gas Rev
5.25%, 12/01/2021

    137,374  
    100,000    

Washington County, NE
2.38%, 09/01/2030(2)

    100,975  
     

 

 

 
        238,349  
     

 

 

 
            Nevada - 2.8%  
    90,000    

Clark County, NV
2.25%, 12/01/2019

    90,608  
    150,000    

Clark County, NV, Department of Aviation
5.00%, 07/01/2017

    150,955  
    250,000    

Clark County, NV, School Dist GO
5.00%, 06/15/2022

    256,317  
     

 

 

 
        497,880  
     

 

 

 
            New Jersey - 1.6%  
    280,000    

New Jersey Educational Facs Auth Rev
5.00%, 09/01/2019

    295,464  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.7% - (continued)  
            New York - 3.8%  
   

New York State Dormitory Auth Rev

 
  $       100,000    

4.00%, 12/01/2018(3)

  $ 102,901  
    250,000    

4.00%, 05/01/2019

    263,652  
   

New York Transportation Development Corp. Rev

 
    80,000    

5.00%, 08/01/2018

    82,873  
    100,000    

5.00%, 01/01/2019

    105,804  
    25,000    

Oyster Bay, NY, Public Improvement, GO
5.00%, 02/15/2019

    25,533  
    100,000    

TSASC, Inc, NY
5.00%, 06/01/2020

    109,727  
     

 

 

 
        690,490  
     

 

 

 
            North Dakota - 0.8%  
    145,000    

North Dakota Housing Finance Agency
3.50%, 07/01/2046

    152,140  
     

 

 

 
            Ohio - 0.8%  
   

City of Cleveland, OH, Airport System Rev

 
    60,000    

5.00%, 01/01/2022

    68,000  
    60,000    

5.00%, 01/01/2023

    69,101  
    25,000    

Ohio Air Quality DA Rev
3.13%, 07/01/2033(2)

    11,059  
     

 

 

 
        148,160  
     

 

 

 
            Pennsylvania - 8.2%  
    165,000    

Allegheny County, PA, Hospital DA
5.38%, 08/15/2029

    179,490  
    125,000    

Beaver County, PA, GO
4.00%, 11/15/2018

    130,790  
   

Beaver County, PA, IDA Rev

 
    50,000    

2.50%, 12/01/2041(2)

    37,749  
    50,000    

2.70%, 04/01/2035(2)

    22,119  
    250,000    

Commonwealth of Pennsylvania, GO
5.00%, 08/15/2019

    270,915  
    100,000    

Lancaster County, PA, Hospital Auth
5.00%, 07/01/2020

    107,961  
    150,000    

Montgomery County, PA, IDA Rev
4.00%, 12/01/2020

    159,186  
    250,000    

Pennsylvania Turnpike Commission Rev
1.88%, 12/01/2021(2)

    251,078  
    150,000    

Philadelphia, IDA
5.00%, 12/01/2022

    170,076  
   

Philadelphia, School Dist GO

 
    85,000    

4.00%, 09/01/2022

    87,561  
    65,000    

5.00%, 09/01/2020

    70,285  
     

 

 

 
        1,487,210  
     

 

 

 
            Rhode Island - 2.3%  
    150,000    

Rhode Island Health & Educational Building Corp.
5.00%, 05/15/2022

    169,068  
    65,000    

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

    66,730  
    100,000    

Rhode Island Tobacco Settlement Financing Corp.
5.00%, 06/01/2020

    109,255  
    60,000    

Rhode Island Tobacco Settlement Financing Corp.
5.00%, 06/01/2021

    66,741  
     

 

 

 
        411,794  
     

 

 

 
            South Dakota - 0.6%  
    100,000    

South Dakota Health & Educational Facs Auth
5.00%, 11/01/2020

    111,655  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  121  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 94.7% - (continued)  
            Tennessee - 2.3%  
  $       150,000    

Shelby County, TN, Health Educational & Housing Facs Board
4.00%, 09/01/2022

  $ 160,072  
    245,000    

Tennessee Housing Development Agency Rev
3.50%, 01/01/2047

    257,537  
     

 

 

 
        417,609  
     

 

 

 
            Texas - 12.3%  
    120,000    

Arlington, TX, Higher Education Finance Corp. Rev
4.00%, 02/15/2018

    122,733  
    105,000    

City of San Antonio, TX, Airport System
5.00%, 07/01/2022

    120,482  
    210,000    

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

    233,514  
    100,000    

Kerrville, TX, Health Facs Development Corp.
5.00%, 08/15/2020

    108,653  
    400,000    

Leander, TX, ISD GO
0.00%, 08/15/2017(1)

    398,668  
   

Lower Colorado River, TX, Auth Rev

 
    120,000    

4.00%, 05/15/2020

    129,383  
    100,000    

5.00%, 05/15/2020

    110,686  
    150,000    

New Hope, TX, Cultural Education Facs Finance Corp.
1.70%, 11/01/2019

    146,688  
    265,000    

North Texas Tollway Auth Rev
5.63%, 01/01/2033

    273,124  
    100,000    

Tarrant County, TX, Cultural Education Facs Finance Corp
4.50%, 11/15/2021

    100,092  
    75,000    

Texas State Municipal Gas Acquisition & Supply Corp.
5.25%, 12/15/2017

    76,859  
    400,000    

University of Texas
5.00%, 07/01/2018

    418,608  
     

 

 

 
        2,239,490  
     

 

 

 
            Virginia - 0.5%  
    90,000    

Wise County, VA, IDA Rev
1.88%, 11/01/2040(2)

    90,067  
     

 

 

 
            Washington - 1.4%  
    55,000    

State of Washington, GO
5.00%, 08/01/2019

    59,806  
    80,000    

Washington State Health Care Facs Auth Rev
5.00%, 10/01/2039

    85,371  
    100,000    

Washington State Housing Finance Commission
4.38%, 01/01/2021(3)

    100,086  
     

 

 

 
        245,263  
     

 

 

 
            Wisconsin - 0.6%  
    100,000    

Public Finance Auth, WI
5.00%, 05/15/2020(3)

    107,107  
     

 

 

 
   

Total Municipal Bonds
(cost $17,220,537)

  $ 17,181,972  
     

 

 

 
   

Total Long-Term Investments
(cost $17,220,537)

  $ 17,181,972  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 4.3%  
            Other Investment Pools & Funds - 4.3%      
    778,578    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 778,578  
     

 

 

 
   

Total Short-Term Investments
(cost $778,578)

  $ 778,578  
     

 

 

 
   

Total Investments
(cost $17,999,115) ^

    99.0    $ 17,960,550  
   

Other Assets and Liabilities

    1.0      181,568  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 18,142,118  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  122  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

   $ 80,319  

Unrealized Depreciation

         (118,884
  

 

 

 

Net Unrealized Depreciation

   $ (38,565
  

 

 

 

 

(1)  Security is a zero-coupon bond.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 April 30, 2017, the aggregate value of these securities was $410,286, which represented 2.3% of total net assets.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Municipal Abbreviations:

DA

   Development Authority

GO

   General Obligation

ISD

   Independent School District

IDA

   Industrial Development Authority

PA

   Port Authority

Rev

   Revenue

VA

   Veterans Administration
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  123  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Municipal Bonds

   $     17,181,972      $      $ 17,181,972      $  

Short-Term Investments

     778,578        778,578                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 17,960,550      $     778,578      $     17,181,972      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  124  

 


The Hartford Quality Bond Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 24.1%  
            Asset-Backed - Automobile - 0.8%      
  $       550,000    

AmeriCredit Automobile Receivables Trust
3.41%, 10/08/2020(1)

  $ 552,891  
    525,000    

Santander Drive Auto Receivables Trust
2.74%, 01/15/2021

    531,093  
     

 

 

 
        1,083,984  
     

 

 

 
            Asset-Backed - Credit Card - 1.5%      
   

Cabela’s Credit Card Master Note Trust

 
    1,130,000    

1.44%, 07/15/2022(2)

    1,133,502  
    150,000    

2.25%, 07/17/2023

    150,922  
    605,000    

2.71%, 02/17/2026(1)

    609,021  
     

 

 

 
        1,893,445  
     

 

 

 
            Asset-Backed - Finance & Insurance - 6.7%      
   

BlueMountain CLO Ltd.

 
    675,000    

2.47%, 11/20/2028(1)(2)

    676,215  
    605,000    

3.66%, 04/13/2027(1)(2)

    605,537  
    550,000    

Bowman Park CLO Ltd.
2.23%, 11/23/2025(1)(2)

    550,062  
    250,000    

Carlyle Global Market Strategies Ltd.
2.46%, 04/17/2025(1)(2)

    250,196  
    410,000    

Cent CLO Ltd.
2.27%, 07/23/2025(1)(2)

    410,123  
    125,000    

HSI Asset Securitization Corp. Trust
1.26%, 02/25/2036(2)

    112,692  
    761,308    

LCM XVII L.P.
2.51%, 10/15/2026(1)(2)

    761,844  
   

Madison Park Funding Ltd.

 
    785,000    

2.42%, 07/20/2026(1)(2)

    785,461  
    250,000    

2.45%, 10/23/2025(1)(2)

    250,131  
    445,000    

Magnetite CLO Ltd.
2.46%, 04/15/2026(1)(2)

    445,021  
   

Nationstar HECM Loan Trust

 
    138,134    

2.24%, 06/25/2026(1)

    139,114  
    123,118    

2.98%, 02/25/2026(1)

    123,170  
    1,210,000    

NRZ Advance Receivables Trust
3.11%, 12/15/2050(1)

    1,212,144  
    199,248    

SoFi Consumer Loan Program LLC
3.05%, 12/26/2025(1)

    199,515  
    875,000    

Springleaf Funding Trust
3.16%, 11/15/2024(1)

    884,663  
    265,000    

SPS Servicer Advance Receivables Trust
2.53%, 11/16/2048(1)

    264,388  
    841,638    

Towd Point Mortgage Trust
2.75%, 10/25/2056(1)(2)

    840,729  
     

 

 

 
        8,511,005  
     

 

 

 
            Asset-Backed - Home Equity - 2.2%      
    196,263    

Ameriquest Mortgage Securities Asset-Backed Pass-Through Certificates
2.27%, 08/25/2033(2)

    191,015  
    164,039    

Argent Securities Inc Asset-Backed Pass-Through Certificates
2.04%, 10/25/2033(2)

    154,700  
    211,629    

Asset Backed Securities Corp. Home Equity Loan Trust
1.50%, 08/25/2034(2)

    181,267  
    1,246,280    

New Residential Mortgage Loan Trust
4.00%, 02/25/2057(1)(2)

    1,282,821  
    960,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

    953,644  
     

 

 

 
        2,763,447  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 24.1% - (continued)  
            Commercial Mortgage - Backed Securities - 6.8%  
  $       265,000    

Citigroup Commercial Mortgage Trust
3.15%, 11/15/2049

  $ 265,009  
   

Commercial Mortgage Trust

 
    1,150,000    

3.35%, 02/10/2048

    1,167,027  
    618,000    

3.63%, 10/10/2048

    638,452  
    925,000    

3.70%, 08/10/2048

    963,872  
    725,000    

3.96%, 03/10/2047

    766,656  
    925,000    

CSAIL Commercial Mortgage Trust
3.81%, 11/15/2048

    965,548  
   

FREMF Mortgage Trust

 
    610,000    

2.97%, 03/25/2045(1)(2)

    609,817  
    320,000    

3.82%, 04/25/2048(1)(2)

    318,825  
    1,240,000    

4.08%, 08/25/2023(1)(2)

    1,293,211  
    165,000    

4.38%, 06/25/2047(1)(2)

    171,286  
    184,000    

4.49%, 12/25/2044(1)(2)

    196,087  
    200,000    

4.69%, 10/25/2030(1)(2)

    205,519  
    720,752    

4.77%, 01/25/2048(1)(2)

    771,835  
    350,000    

Wells Fargo Commercial Mortgage Trust
3.70%, 11/15/2048

    364,279  
     

 

 

 
        8,697,423  
     

 

 

 
            Whole Loan Collateral CMO - 6.1%      
    162,520    

Angel Oak Mortgage Trust LLC
2.81%, 01/25/2047(1)(2)

    162,944  
    299,138    

COLT Mortgage Loan Trust
2.75%, 09/25/2046(1)(2)

    301,054  
   

Connecticut Avenue Securities

 
    373,135    

2.44%, 01/25/2029(2)

    376,281  
    596,760    

5.99%, 07/25/2025(2)

    662,021  
    370,000    

Deephaven Residential Mortgage Trust
2.73%, 12/26/2046(1)(2)

    370,096  
    666,040    

Fannie Mae Connecticut Avenue Securities
2.14%, 09/25/2029(2)

    668,974  
    395,415    

GSR Mortgage Loan Trust
3.50%, 01/25/2036(2)

    367,077  
    77,027    

IndyMac Index Mortgage Loan Trust
3.43%, 06/25/2036(2)

    68,195  
   

LSTAR Securities Investment Trust

 
    100,714    

2.98%, 08/01/2020(1)(2)

    100,513  
    285,000    

2.99%, 04/01/2022(1)(2)

    282,133  
    535,342    

3.00%, 01/01/2022(1)(2)

    535,342  
    374,427    

3.00%, 02/01/2022(1)(2)

    373,490  
    128,896    

MortgageIT Trust
1.63%, 02/25/2035(2)

    124,058  
   

New Residential Mortgage Loan Trust

 
    103,312    

3.75%, 05/25/2054(1)(2)

    105,526  
    290,414    

3.75%, 11/25/2056(1)(2)

    301,207  
    170,608    

Residential Accredit Loans, Inc.
4.11%, 09/25/2035(2)

    143,733  
    98,004    

Residential Funding Mortgage Securities, Inc.
3.46%, 09/25/2035(2)

    95,543  
    51,463    

Sequoia Mortgage Trust
1.45%, 02/20/2035(2)

    50,367  
    155,172    

Springleaf Mortgage Loan Trust
3.52%, 12/25/2065(1)(2)

    155,567  
    755,089    

Thornburg Mortgage Securities Trust
3.07%, 04/25/2045(2)

    753,699  
   

Towd Point Mortgage Trust

 
    559,993    

2.25%, 04/25/2056(1)(2)

    556,283  
    105,886    

2.75%, 04/25/2055(1)(2)

    106,330  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  125  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 24.1% - (continued)  
            Whole Loan Collateral CMO - 6.1% - (continued)  
  $       390,420    

2.75%, 08/25/2055(1)(2)

  $ 391,654  
    126,221    

3.00%, 03/25/2054(1)(2)

    126,800  
    642,000    

3.75%, 04/25/2055(1)(2)

    656,508  
     

 

 

 
        7,835,395  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $30,676,875)

  $ 30,784,699  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 100.8%  
            FHLMC - 35.9%      
  $       17,699    

0.00%, 11/15/2036(3)(4)

  $ 16,743  
    7,293,972    

0.43%, 01/25/2027(2)(5)

    179,899  
    2,831,554    

0.71%, 01/25/2024(2)(5)

    114,700  
    695,000    

1.71%, 07/25/2041(2)(5)

    60,024  
    2,250,000    

1.81%, 11/25/2040(2)(5)

    187,768  
    295,871    

2.19%, 07/25/2029(2)

    297,579  
    335,669    

2.19%, 08/25/2029(2)

    337,707  
    670,000    

2.29%, 04/25/2029(2)

    672,943  
    371,431    

2.50%, 12/15/2026(5)

    25,030  
    1,629,809    

2.50%, 03/15/2028(5)

    133,680  
    1,590,000    

2.50%, 05/01/2032(6)(7)

    1,600,279  
    560,250    

2.94%, 05/25/2025(2)

    571,705  
    1,300,000    

3.00%, 05/01/2032(6)(7)

    1,338,035  
    341,478    

3.00%, 05/15/2032(5)

    29,252  
    217,240    

3.00%, 03/15/2033(5)

    28,213  
    1,133,239    

3.00%, 01/01/2037

    1,152,084  
    682,289    

3.00%, 06/15/2041

    701,309  
    1,555,923    

3.00%, 07/15/2041

    1,594,046  
    315,573    

3.00%, 01/15/2045

    293,631  
    1,864,386    

3.00%, 11/01/2046

    1,865,676  
    6,245,725    

3.00%, 12/01/2046

    6,242,315  
    2,500,000    

3.00%, 05/01/2047(6)(7)

    2,496,485  
    995,000    

3.12%, 10/25/2031(2)

    981,396  
    840,000    

3.19%, 02/25/2024(2)

    864,074  
    375,000    

3.24%, 11/25/2028(2)

    387,461  
    437,875    

3.50%, 06/15/2026(5)

    35,954  
    126,130    

3.50%, 09/15/2026(5)

    13,410  
    225,433    

3.50%, 03/15/2027(5)

    22,751  
    1,092,024    

3.50%, 03/15/2041(5)

    137,563  
    383,677    

3.50%, 03/01/2047

    394,864  
    5,025,000    

3.50%, 05/01/2047(6)(7)

    5,166,917  
    2,700,000    

3.50%, 06/01/2047(6)(7)

    2,770,348  
    369,670    

4.00%, 08/15/2026(5)

    35,307  
    537,980    

4.00%, 07/15/2027(5)

    59,487  
    635,446    

4.00%, 03/15/2028(5)

    68,498  
    224,786    

4.00%, 06/15/2028(5)

    25,637  
    441,216    

4.00%, 06/15/2041

    467,874  
    571,000    

4.00%, 08/15/2043

    618,481  
    409,293    

4.00%, 07/01/2044

    431,208  
    1,573,892    

4.00%, 05/01/2046(8)

    1,658,164  
    2,388,036    

4.00%, 01/01/2047(7)

    2,534,152  
    143,653    

4.50%, 02/01/2039

    154,676  
    1,394,779    

4.50%, 07/01/2042

    1,504,272  
    238,902    

4.50%, 09/01/2044

    257,079  
    3,060,000    

4.50%, 05/01/2047(6)(7)

    3,290,211  
    1,200,000    

4.50%, 06/01/2047(6)(7)

    1,287,654  
    310,609    

5.00%, 09/15/2033(5)

    67,229  
    570,292    

5.00%, 05/01/2039

    626,296  

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT AGENCIES - 100.8% - (continued)  
            FHLMC - 35.9% - (continued)      
  $       898,312    

5.00%, 08/01/2039

  $ 981,842  
    331,729    

5.00%, 07/01/2041

    363,386  
    100,000    

5.00%, 05/01/2047(6)(7)

    109,246  
    66,655    

5.50%, 08/15/2033

    72,929  
    448,278    

5.50%, 04/01/2038

    497,211  
     

 

 

 
        45,824,680  
     

 

 

 
            FNMA - 40.8%      
    142,268    

0.00%, 06/25/2036(3)(4)

    126,348  
    253,611    

1.83%, 04/25/2055(2)(5)

    13,319  
    335,000    

2.00%, 02/25/2043

    285,450  
    571,191    

2.01%, 06/25/2055(2)(5)

    32,957  
    1,001,059    

2.02%, 08/25/2044(2)(5)

    55,897  
    58,559    

2.50%, 06/25/2028(5)

    4,918  
    30,765    

2.50%, 02/01/2030

    31,056  
    32,318    

2.50%, 07/01/2030

    32,624  
    580,862    

2.50%, 12/01/2031

    584,669  
    6,005,000    

2.50%, 05/01/2032(6)(7)

    6,039,482  
    420,000    

2.50%, 03/25/2043

    368,935  
    1,891,342    

2.54%, 07/01/2026

    1,849,021  
    100,000    

2.68%, 05/01/2025

    100,124  
    459,842    

2.71%, 12/01/2027

    453,233  
    1,140,000    

2.87%, 02/01/2032

    1,101,807  
    950,000    

2.95%, 10/01/2025

    966,212  
    348,532    

2.95%, 01/01/2028

    349,198  
    975,000    

2.99%, 11/01/2025

    988,514  
    188,814    

3.00%, 09/25/2027(5)

    17,315  
    157,599    

3.00%, 04/25/2028(5)

    14,705  
    6,450,000    

3.00%, 05/01/2032(6)(7)

    6,634,934  
    1,150,434    

3.00%, 03/01/2037

    1,169,136  
    253,000    

3.00%, 05/01/2047(6)(7)

    252,703  
    349,645    

3.02%, 03/01/2027

    354,720  
    1,345,068    

3.10%, 01/01/2027

    1,373,955  
    1,650,317    

3.11%, 04/01/2027

    1,680,974  
    705,000    

3.15%, 04/01/2027

    721,477  
    530,000    

3.16%, 04/01/2027

    542,440  
    670,000    

3.23%, 04/01/2027

    689,496  
    14,775    

3.34%, 04/01/2024

    15,530  
    1,340,000    

3.38%, 12/01/2029

    1,374,786  
    4,829    

3.47%, 01/01/2024

    5,106  
    2,148,305    

3.50%, 11/01/2026

    2,247,440  
    370,965    

3.50%, 10/25/2027(5)

    43,511  
    89,993    

3.50%, 05/25/2030(5)

    12,001  
    110,872    

3.50%, 08/25/2030(5)

    13,575  
    208,946    

3.50%, 09/25/2035(5)

    31,940  
    473,267    

3.50%, 10/01/2044

    489,147  
    514,692    

3.50%, 02/01/2045

    529,717  
    953,600    

3.50%, 01/01/2046

    981,438  
    468,306    

3.50%, 02/01/2046

    481,977  
    979,207    

3.50%, 09/01/2046

    1,007,792  
    409,586    

3.50%, 10/01/2046

    421,543  
    294,297    

3.50%, 11/01/2046

    304,266  
    3,500,000    

3.50%, 05/01/2047(6)(7)

    3,598,848  
    1,800,000    

3.50%, 06/01/2047(6)(7)

    1,847,039  
    245,716    

3.54%, 02/01/2024

    260,936  
    1,247,848    

3.57%, 10/01/2029

    1,311,302  
    5,000    

3.76%, 03/01/2024

    5,349  
    5,000    

3.86%, 12/01/2025

    5,373  
    14,229    

3.87%, 10/01/2025

    15,364  
    14,560    

3.89%, 05/01/2030

    15,393  
    335,861    

3.96%, 05/01/2034

    356,092  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  126  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT AGENCIES - 100.8% - (continued)  
            FNMA - 40.8% - (continued)      
  $       158,000    

3.97%, 05/01/2029

  $ 170,996  
    700,000    

4.00%, 05/01/2032(6)(7)

    725,421  
    773,412    

4.00%, 12/01/2040

    817,361  
    187,545    

4.00%, 03/01/2041

    198,198  
    55,660    

4.00%, 03/25/2042(5)

    7,799  
    29,552    

4.00%, 08/01/2044

    31,145  
    263,258    

4.00%, 10/01/2044

    277,454  
    512,201    

4.00%, 11/01/2044

    539,820  
    514,513    

4.00%, 05/01/2045

    542,257  
    296,358    

4.00%, 07/01/2045

    314,701  
    516,653    

4.00%, 12/01/2045

    544,512  
    506,311    

4.00%, 02/01/2046

    533,613  
    1,250,201    

4.00%, 05/01/2046

    1,319,619  
    267,688    

4.00%, 05/01/2046(8)

    282,122  
    257,936    

4.00%, 06/01/2046

    271,844  
    290,084    

4.00%, 04/01/2047

    308,313  
    1,800,000    

4.00%, 05/01/2047(6)(7)

    1,895,625  
    9,259    

4.06%, 10/01/2028

    10,147  
    490,573    

4.06%, 03/01/2030

    531,090  
    106,412    

4.50%, 07/25/2027(5)

    11,085  
    137,961    

4.50%, 08/01/2041

    149,659  
    40,252    

4.50%, 09/01/2041

    43,439  
    62,335    

5.46%, 05/25/2042(2)(5)

    7,047  
    325,000    

5.50%, 05/01/2047(6)(7)

    361,160  
     

 

 

 
        52,105,511  
     

 

 

 
            GNMA - 23.0%      
    548,176    

2.14%, 04/20/2040

    466,469  
    259,823    

3.00%, 09/20/2028(5)

    24,460  
    79,721    

3.00%, 08/15/2045

    80,821  
    192,093    

3.00%, 11/20/2045

    194,900  
    397,598    

3.00%, 09/20/2046

    403,407  
    12,856,115    

3.00%, 12/20/2046

    13,043,956  
    129,691    

3.50%, 02/16/2027(5)

    12,413  
    308,438    

3.50%, 03/20/2027(5)

    31,020  
    359,800    

3.50%, 02/20/2041(5)

    52,418  
    608,364    

3.50%, 04/20/2042(5)

    87,621  
    518,665    

3.50%, 07/20/2043(5)

    76,314  
    1,696,391    

3.50%, 03/20/2047

    1,765,477  
    1,200,000    

3.50%, 04/20/2047

    1,248,870  
    1,971,143    

4.00%, 04/16/2026(5)

    198,808  
    98,398    

4.00%, 12/16/2026(5)

    10,723  
    1,177,326    

4.00%, 05/20/2029(5)

    120,528  
    206,541    

4.00%, 02/15/2041

    220,916  
    48,872    

4.00%, 05/16/2042(5)

    7,872  
    70,688    

4.00%, 01/20/2044(5)

    13,902  
    1,170,974    

4.00%, 04/20/2047

    1,239,836  
    125,000    

4.00%, 05/01/2047(6)(7)

    132,178  
    100,000    

4.00%, 06/01/2047(6)(7)

    105,541  
    510,308    

4.50%, 06/20/2039

    545,216  
    262,988    

4.50%, 09/16/2040

    293,313  
    76,351    

4.50%, 09/20/2041

    82,385  
    44,318    

4.50%, 05/20/2044

    47,323  
    94,812    

4.50%, 06/20/2044

    101,241  
    80,256    

4.50%, 10/20/2044

    85,697  
    259,353    

4.50%, 04/20/2045(5)

    59,931  
    50,575    

4.50%, 01/20/2046

    54,004  
    5,635,000    

4.50%, 05/01/2047(6)(7)

    6,012,721  
    205,092    

5.00%, 05/20/2034

    229,074  
    59,862    

5.00%, 07/15/2039

    67,029  
    499,714    

5.00%, 05/20/2040(5)

    98,670  

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT AGENCIES - 100.8% - (continued)  
            GNMA - 23.0% - (continued)      
  $       672,647    

5.00%, 04/20/2041

  $ 825,016  
    47,978    

5.00%, 06/15/2041

    53,030  
    243,721    

5.00%, 10/16/2041(5)

    39,473  
    46,375    

5.00%, 03/15/2044

    51,163  
    573,377    

5.50%, 05/20/2038

    654,379  
    443,079    

5.50%, 03/20/2039(5)

    99,492  
    553,751    

5.50%, 02/16/2047(5)

    122,968  
    32,239    

6.00%, 01/15/2039

    36,551  
    217,424    

6.00%, 09/15/2040

    246,504  
     

 

 

 
        29,343,630  
     

 

 

 
            SLM Student Loan Trust - 1.1%      
    523,535    

1.71%, 04/27/2026(1)(2)

    525,135  
    909,525    

2.66%, 04/25/2023(2)

    928,158  
     

 

 

 
        1,453,293  
     

 

 

 
   

Total U.S. Government Agencies
(cost $128,501,450)

  $ 128,727,114  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 5.1%  
            Other Direct Federal Obligations - 0.6%      
            FHLB - 0.6%      
  $       700,000    

Tennessee Valley Authority
4.25%, 09/15/2065

  $ 756,740  
     

 

 

 
            U.S. Treasury Securities - 4.5%      
            U.S. Treasury Notes - 4.5%      
    5,698,404    

0.13%, 01/15/2023(9)

    5,711,094  
     

 

 

 
        5,711,094  
     

 

 

 
   

Total U.S. Government Securities
(cost $6,536,658)

  $ 6,467,834  
     

 

 

 
   

Total Long-Term Investments
(cost $165,714,983)

  $ 165,979,647  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 1.2%  
            Other Investment Pools & Funds - 1.2%      
    1,572,161    

Fidelity Institutional Government Fund, Institutional Class

  $ 1,572,161  
     

 

 

 
   

Total Short-Term Investments
(cost $1,572,161)

  $ 1,572,161  
     

 

 

 
   

Total Investments
(cost $167,287,144) ^

    131.2    $ 167,551,808  
   

Other Assets and Liabilities

    (31.2 )%       (39,823,368
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 127,728,440  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  127  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

     For Fund compliance purposes, the Fund may not use the same classification system 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

   $ 936,234  

Unrealized Depreciation

     (671,570
  

 

 

 

Net Unrealized Appreciation

   $     264,664  
  

 

 

 

 

(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 April 30, 2017, the aggregate value of these securities was $20,413,852, which represented 16.0% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2017.

 

(3)  Securities disclosed are principal-only strips.

 

(4)  Security is a zero-coupon bond.

 

(5)  Securities disclosed are interest-only strips.

 

(6)  Represents or includes a TBA transaction.

 

(7)  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 $48,118,665 at April 30, 2017.

 

(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 April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

U.S. Treasury 10-Year Note Future

     64        06/21/2017      $     8,041,478      $     8,046,000      $ 4,522  

U.S. Treasury 2-Year Note Future

     13        06/30/2017        2,811,680        2,815,922        4,242  

U.S. Treasury Long Bond Future

     17        06/21/2017        2,551,338        2,600,469        49,131  

U.S. Ultra Bond Future

     40        06/21/2017        6,392,557        6,517,500        124,943  
              

 

 

 

Total

               $     182,838  
              

 

 

 

Short position contracts:

              

U.S. 10-Year Ultra Future

     39        06/21/2017      $ 5,194,338      $ 5,282,672      $ (88,334

U.S. Treasury 5-Year Note Future

     62        06/30/2017        7,249,802      $ 7,341,188        (91,386
              

 

 

 

Total

               $ (179,720
              

 

 

 

Total futures contracts

               $ 3,118  
              

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2017  

Description

  Principal
Amount
    Maturity
Date
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

FHLMC, 3.00%

  $     5,000,000       05/01/2047     $ (4,992,969   $     (24,610

FNMA, 3.00%

    600,000       05/01/2047       (599,297     (1,641

FNMA, 3.50%

    4,490,000       05/01/2032           (4,692,348     (3,684

FNMA, 4.00%

    4,565,000       05/01/2047       (4,807,516     (21,398

FNMA, 4.50%

    4,860,000       05/01/2047       (5,228,297     (2,020

 

The accompanying notes are an integral part of these financial statements.

 

 

  128  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

TBA Sale Commitments Outstanding at April 30, 2017 - (continued)  

Description

  Principal
Amount
    Maturity
Date
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

FNMA, 5.00%

  $ 1,600,000       05/01/2047     $ (1,752,487   $ (2,987

GNMA, 3.00%

    9,100,000       05/01/2047       (9,222,281     31,281  

GNMA, 3.50%

    9,025,000       05/01/2047       (9,379,654     (4,960
     

 

 

   

 

 

 

Total (proceeds $40,644,830)

      $ (40,674,849   $ (30,019
     

 

 

   

 

 

 

At April 30, 2017, the aggregate market value of TBA Sale Commitments represents (31.8)% of total net assets.

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

JPY

   Sell      05/01/17      CBK    $     6,147,126      $     6,100,249      $     46,877  
           

 

 

    

 

 

    

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

CBK

   Citibank NA
Currency Abbreviations:

JPY

   Japanese Yen

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 accompanying notes are an integral part of these financial statements.

 

 

  129  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 30,784,699     $     $ 30,784,699     $  

U.S. Government Agencies

     128,727,114             128,727,114        

U.S. Government Securities

     6,467,834             6,467,834        

Short-Term Investments

     1,572,161       1,572,161              

Foreign Currency Contracts(2)

     46,877             46,877        

Futures Contracts(2)

     182,838       182,838              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     167,781,523     $     1,754,999     $     166,026,524     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (179,720   $ (179,720   $     $  

TBA Sale Commitments

     (40,674,849           (40,674,849      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (40,854,569   $ (179,720   $ (40,674,849   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  130  

 


The Hartford Short Duration Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 13.6%  
            Asset-Backed - Automobile - 0.5%  
  $       380,000    

AmeriCredit Automobile Receivables Trust
1.81%, 10/08/2020

  $ 380,797  
   

GM Financial Automobile Leasing Trust

 
    1,055,000    

1.97%, 05/20/2020

    1,049,673  
    1,905,000    

2.14%, 06/20/2019

    1,910,958  
    212,942    

Prestige Auto Receivables Trust
1.52%, 04/15/2020(1)

    212,929  
    655,000    

Westlake Automobile Receivables Trust
2.30%, 11/15/2019(1)

    656,466  
     

 

 

 
        4,210,823  
     

 

 

 
            Asset-Backed - Credit Card - 0.4%  
    2,480,000    

Golden Credit Card Trust
1.60%, 09/15/2021(1)

    2,466,139  
    1,645,000    

Synchrony Credit Card Master Note Trust
2.04%, 03/15/2022

    1,653,149  
     

 

 

 
        4,119,288  
     

 

 

 
            Asset-Backed - Finance & Insurance - 7.8%  
    3,000,000    

American Tower Trust
1.55%, 03/15/2043(1)

    2,993,739  
   

Apidos CLO

 
    2,250,000    

2.26%, 04/15/2025(1)(2)

    2,252,342  
    3,110,000    

2.47%, 04/17/2026(1)(2)

    3,110,034  
    1,578,120    

Bayview Opportunity Master Fund Trust
4.00%, 10/28/2064(1)(2)

    1,630,806  
   

Carlyle Global Market Strategies Ltd.

 
    870,000    

2.31%, 04/18/2025(1)(2)

    870,112  
    2,500,000    

2.96%, 04/17/2025(1)(2)

    2,502,827  
    2,640,000    

Cent CLO Ltd.
2.26%, 01/25/2026(1)(2)

    2,638,680  
   

CIFC Funding Ltd.

 
    2,125,000    

2.31%, 04/16/2025(1)(2)

    2,127,304  
    3,470,000    

2.79%, 01/29/2025(1)(2)

    3,470,031  
    1,685,600    

DB Master Finance LLC
3.26%, 02/20/2045(1)

    1,694,121  
    1,990,000    

Dryden Senior Loan Fund
2.21%, 04/18/2026(1)(2)

    1,988,997  
    58,395    

Hasco NIM Cayman Co.
6.25%, 12/26/2035*(1)(3)(4)

     
    3,250,000    

Limerock CLO Ltd.
2.46%, 04/18/2026(1)(2)

    3,251,716  
    180,481    

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046*(1)(3)(4)

     
    4,680,000    

Magnetite CLO Ltd.
3.11%, 07/25/2026(1)(2)

    4,691,185  
    2,670,000    

MMAF Equipment Finance LLC
1.59%, 02/08/2022(1)

    2,660,414  
   

Nationstar HECM Loan Trust

 
    315,578    

2.01%, 08/25/2026(1)

    314,904  
    601,004    

2.24%, 06/25/2026(1)

    605,268  
    343,882    

2.98%, 02/25/2026(1)

    344,026  
   

NRZ Advance Receivables Trust

 
    4,205,000    

3.11%, 12/15/2050(1)

    4,212,451  
    2,185,000    

3.21%, 02/15/2051(1)

    2,204,447  
    2,500,000    

Octagon Investment Partners Ltd.
2.28%, 07/17/2025(1)(2)

    2,500,875  
    1,540,000    

Ocwen Master Advance Receivables Trust
3.21%, 11/15/2047(1)

    1,539,046  
    2,500,000    

Race Point CLO Ltd.
2.48%, 05/24/2023(1)(2)

    2,498,315  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 13.6% - (continued)  
            Asset-Backed - Finance & Insurance - 7.8% - (continued)  
  $       2,060,000    

SBA Tower Trust
2.90%, 10/15/2044(1)

  $ 2,071,945  
    1,034,125    

SoFi Consumer Loan Program LLC
3.28%, 01/26/2026(1)

    1,041,364  
    3,840,000    

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

    3,828,046  
    4,035,000    

Symphony CLO L.P.
2.91%, 01/09/2023(1)(2)

    4,034,165  
    4,328,423    

Towd Point Mortgage Trust
2.75%, 10/25/2056(1)(2)

    4,323,748  
    2,500,000    

Verizon Owner Trust
1.42%, 01/20/2021(1)

    2,487,997  
    1,910,000    

Vibrant CLO Ltd.
2.64%, 04/20/2026(1)(2)

    1,910,949  
     

 

 

 
        69,799,854  
     

 

 

 
            Asset-Backed - Home Equity - 1.0%  
    762,483    

Accredited Mortgage Loan Trust
1.67%, 01/25/2035(2)

    752,207  
    202,480    

Aegis Asset Backed Securities Trust Mortgage Pass- Through Certificates
2.09%, 09/25/2034(2)

    202,369  
    1,395,474    

Morgan Stanley Capital I Trust
1.75%, 01/25/2035(2)

    1,377,733  
    2,157,023    

New Residential Mortgage Loan Trust
4.00%, 02/25/2057(1)(2)

    2,220,267  
    4,000,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

    3,973,516  
    107,852    

Renaissance Home Equity Loan Trust
9.79%, 04/25/2037*(1)(2)

    1  
    443,844    

Residential Asset Securities Corp.
5.21%, 07/25/2034(2)

    456,680  
     

 

 

 
        8,982,773  
     

 

 

 
            Commercial Mortgage - Backed Securities - 1.3%  
    744,732    

CD Mortgage Trust
5.89%, 11/15/2044(2)

    746,938  
    512,904    

COMM Mortgage Trust
1.28%, 08/10/2046

    511,750  
    945,845    

DBUBS Mortgage Trust
0.93%, 11/10/2046(1)(2)(5)

    19,001  
   

FREMF Mortgage Trust

 
    5,065,400    

3.07%, 10/25/2047(1)(2)

    5,028,790  
    885,000    

3.95%, 06/25/2047(1)(2)

    907,886  
    2,370,000    

4.30%, 09/25/2044(1)(2)

    2,419,682  
    105,866    

GS Mortgage Securities Trust
1.21%, 07/10/2046

    105,816  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 

    72,043    

1.30%, 01/15/2046

    72,002  
    1,684,230    

3.91%, 05/05/2030(1)

    1,761,550  
    583,937    

Morgan Stanley Re-Remic Trust
1.00%, 03/27/2051(1)

    581,712  
    25,664    

WF-RBS Commercial Mortgage Trust
0.67%, 11/15/2045

    25,648  
     

 

 

 
        12,180,775  
     

 

 

 
            Whole Loan Collateral CMO - 2.6%  
    664,009    

Angel Oak Mortgage Trust LLC
2.81%, 01/25/2047(1)(2)

    665,742  
    988,497    

COLT Mortgage Loan Trust
2.80%, 12/26/2046(1)(2)

    989,183  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  131  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 13.6% - (continued)  
            Whole Loan Collateral CMO - 2.6% - (continued)  
   

Connecticut Avenue Securities

 

  $       378,856    

1.94%, 05/25/2024(2)

  $ 379,647  
    705,423    

2.19%, 07/25/2024(2)

    707,229  
    1,280,000    

Deephaven Residential Mortgage Trust
2.73%, 12/26/2046(1)(2)

    1,280,331  
    1,168,056    

Fannie Mae Connecticut Avenue Securities
2.14%, 09/25/2029(2)

    1,173,201  
    735,000    

LSTAR Securities Investment Trust
2.99%, 04/01/2022(1)(2)

    727,607  
    2,500,000    

Mortgage Repurchase Agreement Financing Trust
2.16%, 06/10/2019(1)(2)

    2,500,688  
   

New Residential Mortgage Loan Trust

 

    1,028,353    

3.25%, 09/25/2056(1)(2)

    1,048,945  
    1,001,304    

3.75%, 11/26/2035(1)(2)

    1,040,534  
    772,034    

3.75%, 03/25/2056(1)(2)

    789,400  
    1,093,684    

3.75%, 11/25/2056(1)(2)

    1,134,332  
    2,155,000    

4.00%, 03/25/2057(1)(2)

    2,240,995  
   

Towd Point Mortgage Trust

 

    1,889,473    

2.25%, 04/25/2056(1)(2)

    1,876,954  
    3,110,705    

2.25%, 07/25/2056(1)(2)

    3,085,172  
    759,923    

2.75%, 02/25/2055(1)(2)

    763,025  
    1,792,758    

2.75%, 04/25/2055(1)(2)

    1,799,560  
    769,372    

2.75%, 05/25/2055(1)(2)

    772,497  
     

 

 

 
        22,975,042  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $122,617,272)

  $ 122,268,555  
     

 

 

 
CORPORATE BONDS - 58.4%      
            Aerospace/Defense - 0.0%  
  $       365,000    

BAE Systems Holdings, Inc.
2.85%, 12/15/2020(1)

  $ 369,677  
     

 

 

 
            Agriculture - 0.3%  
    2,000,000    

Imperial Brands Finance plc
2.05%, 02/11/2018(1)

    2,003,184  
    644,000    

Reynolds American, Inc.
3.25%, 06/12/2020

    663,639  
     

 

 

 
        2,666,823  
     

 

 

 
            Auto Manufacturers - 3.3%  
    2,500,000    

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

    2,437,538  
   

Daimler Finance NA LLC

 
    2,000,000    

2.00%, 07/06/2021(1)

    1,960,204  
    2,500,000    

2.25%, 09/03/2019(1)

    2,509,088  
   

Ford Motor Credit Co. LLC

 
    3,500,000    

2.02%, 05/03/2019

    3,490,595  
    2,000,000    

2.46%, 03/27/2020

    1,996,490  
   

General Motors Financial Co., Inc.

 
    2,500,000    

3.20%, 07/13/2020

    2,545,792  
    2,500,000    

3.20%, 07/06/2021

    2,522,140  
   

Harley-Davidson Financial Services, Inc.

 
    840,000    

2.40%, 09/15/2019(1)

    845,199  
    2,500,000    

2.85%, 01/15/2021(1)

    2,527,042  
   

Hyundai Capital America

 
    2,000,000    

2.00%, 07/01/2019(1)

    1,983,078  
    2,490,000    

2.60%, 03/19/2020(1)

    2,490,764  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 58.4% - (continued)      
            Auto Manufacturers - 3.3% - (continued)  
   

Nissan Motor Acceptance Corp.

 
  $       2,500,000    

2.35%, 03/04/2019(1)

  $ 2,515,563  
    1,250,000    

2.55%, 03/08/2021(1)

    1,255,355  
    750,000    

Volkswagen Group of America Finance LLC
2.45%, 11/20/2019(1)

    752,242  
     

 

 

 
        29,831,090  
     

 

 

 
            Auto Parts & Equipment - 0.1%  
    500,000    

Delphi Automotive plc
3.15%, 11/19/2020

    510,362  
     

 

 

 
            Beverages - 0.5%  
    4,000,000    

Anheuser-Busch InBev Finance, Inc.
2.65%, 02/01/2021

    4,049,104  
    625,000    

Molson Coors Brewing Co.
2.10%, 07/15/2021

    613,441  
     

 

 

 
        4,662,545  
     

 

 

 
            Biotechnology - 0.5%  
    1,500,000    

Amgen, Inc.
2.13%, 05/01/2020

    1,500,862  
    1,055,000    

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

    1,076,573  
    2,000,000    

Celgene Corp.
2.88%, 08/15/2020

    2,039,612  
     

 

 

 
        4,617,047  
     

 

 

 
            Chemicals - 0.5%  
    4,500,000    

Air Liquide Finance S.A.
1.75%, 09/27/2021(1)

    4,377,492  
     

 

 

 
            Commercial Banks - 22.9%  
   

ABN Amro Bank N.V.

 
    1,500,000    

1.80%, 09/20/2019(1)

    1,486,920  
    1,000,000    

2.45%, 06/04/2020(1)

    1,005,193  
    1,200,000    

Banco Santander S.A.
3.50%, 04/11/2022

    1,212,281  
   

Bank of America Corp.

 
    3,020,000    

2.15%, 11/09/2020

    2,999,256  
    3,500,000    

2.50%, 10/21/2022

    3,434,280  
    2,000,000    

2.63%, 10/19/2020

    2,012,874  
    2,000,000    

2.63%, 04/19/2021

    2,002,044  
    1,500,000    

Bank of Montreal
2.38%, 01/25/2019

    1,513,691  
   

Bank of New York Mellon Corp.

 
    1,395,000    

2.22%, 10/30/2023(2)

    1,423,747  
    1,500,000    

2.30%, 09/11/2019

    1,514,261  
   

Bank of Nova Scotia

 
    2,000,000    

1.65%, 06/14/2019

    1,990,942  
    1,000,000    

2.70%, 03/07/2022

    1,007,877  
    3,250,000    

Bank of Tokyo-Mitsubishi UFJ Ltd.
2.35%, 09/08/2019(1)

    3,256,441  
    3,000,000    

Banque Federative du Credit Mutuel S.A.
2.00%, 04/12/2019(1)

    2,987,952  
   

Barclays plc

 
    2,500,000    

2.75%, 11/08/2019

    2,524,090  
    1,850,000    

2.88%, 06/08/2020

    1,869,658  
    2,625,000    

3.25%, 01/12/2021

    2,664,480  
   

BB&T Corp.

 
    1,750,000    

2.05%, 05/10/2021

    1,733,826  
    1,750,000    

2.75%, 04/01/2022

    1,772,914  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  132  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 58.4% - (continued)      
            Commercial Banks - 22.9% - (continued)  
   

BNP Paribas S.A.

 
  $       1,500,000    

2.38%, 05/21/2020

  $ 1,503,740  
    2,000,000    

2.70%, 08/20/2018

    2,019,990  
   

BPCE S.A.

 
    1,390,000    

2.50%, 12/10/2018

    1,399,584  
    1,650,000    

2.50%, 07/15/2019

    1,659,286  
    2,500,000    

Canadian Imperial Bank of Commerce
1.60%, 09/06/2019

    2,479,372  
    1,250,000    

Capital One Financial Corp.
3.05%, 03/09/2022

    1,253,408  
   

CIT Group, Inc.

 
    2,500,000    

4.25%, 08/15/2017

    2,516,875  
    1,250,000    

5.00%, 05/15/2017

    1,251,500  
    1,250,000    

5.25%, 03/15/2018

    1,289,750  
   

Citigroup, Inc.

 
    2,000,000    

2.40%, 02/18/2020

    2,010,374  
    965,000    

2.50%, 07/29/2019

    973,794  
    4,500,000    

2.90%, 12/08/2021

    4,524,628  
    770,000    

Citizens Bank NA
2.55%, 05/13/2021

    770,188  
    665,000    

Citizens Financial Group, Inc.
2.38%, 07/28/2021

    659,843  
    1,555,000    

Compass Bank
2.75%, 09/29/2019

    1,562,553  
   

Cooperatieve Rabobank UA

 
    1,650,000    

2.50%, 01/19/2021

    1,660,002  
    1,500,000    

2.75%, 01/10/2022

    1,518,533  
    1,800,000    

Credit Agricole S.A.
2.75%, 06/10/2020(1)

    1,815,671  
    2,001,000    

Credit Suisse Group AG
3.57%, 01/09/2023(1)

    2,025,056  
    2,000,000    

Credit Suisse Group Funding Guernsey Ltd.
3.45%, 04/16/2021

    2,040,910  
   

Danske Bank A/S

 
    1,120,000    

2.00%, 09/08/2021(1)

    1,098,347  
    1,250,000    

2.70%, 03/02/2022(1)

    1,257,191  
    1,250,000    

2.80%, 03/10/2021(1)

    1,266,095  
    2,000,000    

Deutsche Bank AG
1.88%, 02/13/2018

    1,996,588  
    2,600,000    

Discover Bank
3.10%, 06/04/2020

    2,656,285  
    2,150,000    

DNB Bank ASA
2.38%, 06/02/2021(1)

    2,143,999  
   

Fifth Third Bancorp

 
    1,100,000    

2.25%, 06/14/2021

    1,095,371  
    4,250,000    

2.38%, 04/25/2019

    4,285,041  
   

Goldman Sachs Group, Inc.

 
    1,225,000    

2.35%, 11/15/2021

    1,207,294  
    2,000,000    

2.60%, 12/27/2020

    2,007,376  
    660,000    

2.63%, 04/25/2021

    660,597  
    545,000    

2.75%, 09/15/2020

    550,569  
    1,005,000    

2.88%, 02/25/2021

    1,016,697  
    4,000,000    

3.00%, 04/26/2022

    4,031,808  
   

HSBC Holdings plc

 
    1,800,000    

2.95%, 05/25/2021

    1,819,404  
    2,135,000    

3.26%, 03/13/2023(2)

    2,160,402  
    1,150,000    

3.40%, 03/08/2021

    1,181,231  
    1,550,000    

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

    1,555,943  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 58.4% - (continued)      
            Commercial Banks - 22.9% - (continued)  
   

Huntington Bancshares, Inc.

 
  $       2,000,000    

2.30%, 01/14/2022

  $ 1,962,622  
    1,700,000    

3.15%, 03/14/2021

    1,737,160  
    1,785,000    

Huntington National Bank
2.20%, 04/01/2019

    1,791,546  
    1,250,000    

Huntington National Bank (The)
2.38%, 03/10/2020

    1,258,471  
    2,395,000    

ING Bank N.V.
2.50%, 10/01/2019(1)

    2,412,038  
    705,000    

ING Groep N.V.
3.15%, 03/29/2022

    715,682  
   

JP Morgan Chase & Co.

 
    4,000,000    

2.30%, 08/15/2021

    3,974,360  
    1,800,000    

2.38%, 10/24/2023(2)

    1,831,142  
    3,000,000    

2.40%, 06/07/2021

    2,993,997  
    3,000,000    

2.55%, 03/01/2021

    3,014,217  
    1,500,000    

2.75%, 06/23/2020

    1,523,723  
   

KeyBank NA

 
    1,000,000    

1.60%, 08/22/2019

    991,405  
    2,000,000    

2.50%, 12/15/2019

    2,023,642  
    905,000    

2.50%, 11/22/2021

    904,195  
   

Manufacturers & Traders Trust Co.

 
    1,045,000    

2.21%, 12/28/2020(2)

    1,045,000  
    2,500,000    

2.25%, 07/25/2019

    2,518,827  
    1,500,000    

Mizuho Financial Group, Inc.
2.63%, 04/12/2021(1)

    1,497,930  
   

Morgan Stanley

 
    1,290,000    

2.20%, 12/07/2018

    1,296,100  
    920,000    

2.50%, 04/21/2021

    916,886  
    2,000,000    

2.55%, 10/24/2023(2)

    2,031,348  
    1,500,000    

2.65%, 01/27/2020

    1,519,701  
    1,750,000    

5.63%, 09/23/2019

    1,889,739  
    1,500,000    

6.63%, 04/01/2018

    1,565,937  
    1,000,000    

National Australia Bank Ltd.
1.88%, 07/12/2021

    977,680  
    1,750,000    

National Bank of Canada
2.10%, 12/14/2018

    1,757,959  
    2,000,000    

Nordea Bank AB
1.63%, 09/30/2019(1)

    1,976,352  
   

PNC Bank NA

 
    1,750,000    

2.25%, 07/02/2019

    1,762,302  
    1,500,000    

2.45%, 11/05/2020

    1,511,331  
    2,250,000    

Regions Financial Corp.
3.20%, 02/08/2021

    2,299,855  
   

Royal Bank of Canada

 
    2,000,000    

1.63%, 04/15/2019

    1,990,860  
    1,250,000    

2.00%, 12/10/2018

    1,254,745  
    1,500,000    

2.50%, 01/19/2021

    1,514,831  
   

Santander Holdings USA, Inc.

 
    1,115,000    

2.65%, 04/17/2020

    1,112,241  
    1,000,000    

2.70%, 05/24/2019

    1,003,639  
    2,250,000    

3.70%, 03/28/2022(1)

    2,263,936  
    2,250,000    

Santander UK plc
2.38%, 03/16/2020

    2,262,933  
   

Skandinaviska Enskilda Banken AB

 
    1,400,000    

2.63%, 11/17/2020(1)

    1,412,228  
    1,500,000    

2.80%, 03/11/2022

    1,513,776  
   

Societe Generale S.A.

 
    1,200,000    

2.63%, 10/01/2018

    1,211,075  
    1,800,000    

3.25%, 01/12/2022(1)

    1,801,307  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  133  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 58.4% - (continued)      
            Commercial Banks - 22.9% - (continued)  
  $       3,000,000    

Standard Chartered plc
2.40%, 09/08/2019(1)

  $ 2,998,590  
    2,200,000    

Sumitomo Mitsui Banking Corp.
2.65%, 07/23/2020

    2,222,801  
   

SunTrust Banks, Inc.

 
    1,750,000    

2.50%, 05/01/2019

    1,768,791  
    895,000    

2.90%, 03/03/2021

    908,032  
   

Svenska Handelsbanken AB

 
    1,010,000    

1.88%, 09/07/2021

    986,094  
    2,000,000    

2.25%, 06/17/2019

    2,012,066  
    1,500,000    

2.45%, 03/30/2021

    1,501,196  
   

Toronto-Dominion Bank

 
    1,500,000    

2.13%, 04/07/2021

    1,493,045  
    2,000,000    

2.50%, 12/14/2020

    2,024,286  
   

UBS Group Funding Jersey Ltd.

 
    1,000,000    

2.95%, 09/24/2020(1)

    1,011,118  
    1,750,000    

3.00%, 04/15/2021(1)

    1,761,965  
    3,250,000    

UniCredit S.p.A.
3.75%, 04/12/2022(1)

    3,250,702  
   

Wells Fargo & Co.

 
    2,000,000    

2.10%, 07/26/2021

    1,971,950  
    1,875,000    

2.15%, 01/30/2020

    1,880,944  
    3,000,000    

2.40%, 10/31/2023(2)

    3,048,813  
    2,500,000    

2.50%, 03/04/2021

    2,507,217  
     

 

 

 
        205,728,350  
     

 

 

 
            Commercial Services - 0.6%  
    1,870,000    

ERAC USA Finance LLC
2.35%, 10/15/2019(1)

    1,871,485  
   

Total System Services, Inc.

 
    2,075,000    

2.38%, 06/01/2018

    2,082,719  
    1,500,000    

3.80%, 04/01/2021

    1,561,924  
     

 

 

 
        5,516,128  
     

 

 

 
            Construction Materials - 0.2%  
    2,000,000    

Fortune Brands Home & Security, Inc.
3.00%, 06/15/2020

    2,027,320  
     

 

 

 
            Diversified Financial Services - 3.7%  
   

Air Lease Corp.

 
    2,705,000    

2.13%, 01/15/2018

    2,710,572  
    2,500,000    

2.13%, 01/15/2020

    2,484,162  
    3,000,000    

Ally Financial, Inc.
3.25%, 11/05/2018

    3,030,000  
    2,500,000    

Capital One Bank USA NA
2.30%, 06/05/2019

    2,503,787  
    1,150,000    

Credit Agricole S.A.
2.38%, 07/01/2021(1)

    1,135,039  
    3,130,000    

GE Capital International Funding Co.
2.34%, 11/15/2020

    3,150,508  
    2,025,000    

LeasePlan Corp. N.V.
2.88%, 01/22/2019(1)

    2,033,163  
    2,500,000    

Macquarie Group Ltd.
3.00%, 12/03/2018(1)

    2,534,835  
    1,700,000    

National Rural Utilities Cooperative Finance Corp.
1.65%, 02/08/2019

    1,696,886  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 
    2,000,000    

6.50%, 08/01/2018

    2,020,000  
    1,250,000    

6.50%, 07/01/2021

    1,268,750  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 58.4% - (continued)      
            Diversified Financial Services - 3.7% - (continued)  
  $       1,680,000    

Navient Corp.
6.50%, 06/15/2022

  $ 1,736,700  
    2,365,000    

Protective Life Global Funding
1.72%, 04/15/2019(1)

    2,343,781  
    1,350,000    

Societe Generale S.A.
2.50%, 04/08/2021(1)

    1,343,538  
   

Synchrony Financial

 
    610,000    

2.70%, 02/03/2020

    613,900  
    2,255,000    

3.00%, 08/15/2019

    2,288,660  
     

 

 

 
        32,894,281  
     

 

 

 
            Electric - 1.7%  
    1,000,000    

Ameren Illinois Co.
9.75%, 11/15/2018

    1,118,529  
    1,200,000    

Commonwealth Edison Co.
6.95%, 07/15/2018

    1,267,546  
   

Dominion Resources, Inc.

 
    2,500,000    

2.50%, 12/01/2019

    2,525,112  
    490,000    

2.96%, 07/01/2019(6)

    496,791  
    395,000    

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

    395,271  
    1,055,000    

Eversource Energy
2.50%, 03/15/2021

    1,052,384  
    805,000    

Exelon Corp.
2.85%, 06/15/2020

    819,107  
    2,285,000    

Fortis, Inc.
2.10%, 10/04/2021(1)

    2,224,036  
    580,000    

Great Plains Energy, Inc.
3.15%, 04/01/2022

    587,036  
   

NextEra Energy Capital Holdings, Inc.

 
    325,000    

1.65%, 09/01/2018

    324,045  
    1,520,000    

2.30%, 04/01/2019

    1,530,424  
    3,000,000    

Southern Co.
2.35%, 07/01/2021

    2,960,166  
     

 

 

 
        15,300,447  
     

 

 

 
            Electronics - 0.2%  
    630,000    

Arrow Electronics, Inc.
3.00%, 03/01/2018

    635,852  
    850,000    

Fortive Corp.
2.35%, 06/15/2021(1)

    841,320  
     

 

 

 
        1,477,172  
     

 

 

 
            Engineering & Construction - 0.3%  
   

SBA Tower Trust

 
    1,300,000    

2.24%, 04/16/2018(1)

    1,299,241  
    1,760,000    

3.17%, 04/15/2022(1)

    1,766,582  
     

 

 

 
        3,065,823  
     

 

 

 
            Food - 1.5%  
    4,000,000    

Danone S.A.
2.08%, 11/02/2021(1)

    3,910,188  
    330,000    

JM Smucker Co.
2.50%, 03/15/2020

    333,962  
   

Kraft Heinz Foods Co.

 
    2,000,000    

2.00%, 07/02/2018

    2,005,048  
    1,425,000    

2.80%, 07/02/2020

    1,447,291  
   

Kroger Co.

 
    1,415,000    

1.50%, 09/30/2019

    1,398,320  
    540,000    

2.60%, 02/01/2021

    541,983  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  134  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 58.4% - (continued)      
            Food - 1.5% - (continued)  
  $       2,500,000    

Mondelez International Holdings Netherlands B.V.
2.00%, 10/28/2021(1)

  $ 2,421,138  
    1,195,000    

Tyson Foods, Inc.
2.65%, 08/15/2019

    1,207,031  
     

 

 

 
        13,264,961  
     

 

 

 
            Forest Products & Paper - 0.3%  
    2,650,000    

Georgia-Pacific LLC
2.54%, 11/15/2019(1)

    2,676,219  
     

 

 

 
            Healthcare-Products - 0.2%  
    1,680,000    

Medtronic, Inc.
2.50%, 03/15/2020

    1,710,643  
     

 

 

 
            Healthcare-Services - 1.0%  
    4,000,000    

Anthem, Inc.
2.25%, 08/15/2019

    4,015,944  
    1,810,000    

Dignity Health
2.64%, 11/01/2019

    1,818,427  
    590,000    

Laboratory Corp. of America Holdings
2.63%, 02/01/2020

    594,199  
   

UnitedHealth Group, Inc.

 
    1,525,000    

2.13%, 03/15/2021

    1,523,762  
    835,000    

2.70%, 07/15/2020

    853,815  
     

 

 

 
        8,806,147  
     

 

 

 
            Home Furnishings - 0.2%  
    1,400,000    

Whirlpool Corp.
2.40%, 03/01/2019

    1,414,364  
     

 

 

 
            Housewares - 0.0%  
    355,000    

Newell Brands, Inc.
2.05%, 12/01/2017

    355,964  
     

 

 

 
            Insurance - 2.7%  
    4,000,000    

American International Group, Inc.
2.30%, 07/16/2019

    4,016,588  
    1,705,000    

Berkshire Hathaway, Inc.
2.20%, 03/15/2021

    1,717,097  
    775,000    

Chubb INA Holdings, Inc.
2.30%, 11/03/2020

    778,725  
   

Marsh & McLennan Cos., Inc.

 
    985,000    

2.35%, 09/10/2019

    991,804  
    770,000    

2.55%, 10/15/2018

    779,093  
    2,300,000    

MassMutual Global Funding II
2.00%, 04/15/2021(1)

    2,252,843  
    1,500,000    

Metropolitan Life Global Funding I
1.95%, 09/15/2021(1)

    1,466,720  
   

Principal Life Global Funding

 
    2,000,000    

1.50%, 04/18/2019(1)

    1,983,086  
    1,255,000    

2.20%, 04/08/2020(1)

    1,255,575  
   

Prudential Financial, Inc.

 
    2,000,000    

1.82%, 08/15/2018(2)

    2,011,448  
    1,500,000    

2.35%, 08/15/2019

    1,512,903  
    390,000    

QBE Insurance Group Ltd.
2.40%, 05/01/2018(1)

    390,652  
    861,000    

TIAA Asset Management Finance Co. LLC
2.95%, 11/01/2019(1)

    874,857  
    705,000    

Trinity Acquisition plc
3.50%, 09/15/2021

    719,887  
    1,445,000    

Unum Group
3.00%, 05/15/2021

    1,465,763  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 58.4% - (continued)      
            Insurance - 2.7% - (continued)  
  $       1,715,000    

Voya Financial, Inc.
2.90%, 02/15/2018

  $ 1,729,581  
     

 

 

 
        23,946,622  
     

 

 

 
            Internet - 0.2%  
    2,000,000    

Netflix, Inc.
5.50%, 02/15/2022

    2,140,000  
     

 

 

 
            Iron/Steel - 0.2%  
    1,500,000    

Steel Dynamics, Inc.
5.13%, 10/01/2021

    1,548,750  
     

 

 

 
            IT Services - 1.6%  
    4,000,000    

Dell International LLC / EMC Corp.
3.48%, 06/01/2019(1)

    4,091,192  
    2,390,000    

DXC Technology Co.
2.88%, 03/27/2020(1)

    2,416,928  
   

Hewlett Packard Enterprise Co.

 
    2,750,000    

2.85%, 10/05/2018

    2,781,815  
    1,250,000    

3.60%, 10/15/2020

    1,292,069  
   

NCR Corp.

 
    1,250,000    

4.63%, 02/15/2021

    1,281,250  
    2,200,000    

5.00%, 07/15/2022

    2,244,000  
     

 

 

 
        14,107,254  
     

 

 

 
            Lodging - 1.0%  
    3,320,000    

Choice Hotels International, Inc.
5.70%, 08/28/2020

    3,602,200  
    1,500,000    

Marriott International, Inc.
2.30%, 01/15/2022

    1,479,827  
    2,000,000    

MGM Resorts International
5.25%, 03/31/2020

    2,115,000  
    1,845,000    

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.38%, 03/15/2022

    1,902,656  
     

 

 

 
        9,099,683  
     

 

 

 
            Machinery-Diversified - 0.5%  
   

CNH Industrial Capital LLC

 
    1,275,000    

3.88%, 07/16/2018

    1,300,500  
    2,000,000    

4.38%, 11/06/2020

    2,070,000  
    995,000    

4.38%, 04/05/2022

    1,014,452  
     

 

 

 
        4,384,952  
     

 

 

 
            Media - 1.5%  
    3,000,000    

CBS Corp.
2.30%, 08/15/2019

    3,017,472  
    1,685,000    

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020

    1,741,114  
    400,000    

Columbus Cable Barbados Ltd.
7.38%, 03/30/2021(1)

    430,500  
    2,195,000    

Scripps Networks Interactive, Inc.
2.80%, 06/15/2020

    2,218,732  
    1,770,000    

Sky plc
2.63%, 09/16/2019(1)

    1,775,696  
    2,500,000    

Time Warner Cable LLC
8.25%, 04/01/2019

    2,776,340  
    1,500,000    

Viacom, Inc.
2.75%, 12/15/2019

    1,514,516  
     

 

 

 
        13,474,370  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  135  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 58.4% - (continued)      
            Mining - 0.5%  
   

Anglo American Capital plc

 
  $       2,250,000    

3.75%, 04/10/2022(1)

  $ 2,261,745  
    1,500,000    

4.13%, 04/15/2021(1)

    1,533,750  
    1,015,000    

Freeport-McMoRan, Inc.
2.38%, 03/15/2018

    1,009,925  
     

 

 

 
        4,805,420  
     

 

 

 
            Miscellaneous Manufacturing - 0.2%  
    1,500,000    

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

    1,514,205  
     

 

 

 
            Office/Business Equipment - 0.4%  
    3,250,000    

Pitney Bowes, Inc.
3.38%, 10/01/2021

    3,203,717  
     

 

 

 
            Oil & Gas - 1.5%  
    2,500,000    

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

    2,687,700  
    1,575,000    

BP Capital Markets plc
2.32%, 02/13/2020

    1,589,985  
    680,000    

ConocoPhillips Co.
4.20%, 03/15/2021

    727,301  
    1,755,000    

Exxon Mobil Corp.
2.22%, 03/01/2021

    1,766,743  
    1,726,000    

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

    1,721,260  
   

Noble Energy, Inc.

 
    1,015,000    

4.15%, 12/15/2021

    1,072,688  
    1,595,000    

8.25%, 03/01/2019

    1,768,654  
    455,000    

Petroleos Mexicanos
5.50%, 02/04/2019

    475,930  
    1,565,000    

Pioneer Natural Resources Co.
3.45%, 01/15/2021

    1,612,221  
     

 

 

 
        13,422,482  
     

 

 

 
            Oil & Gas Services - 0.3%  
    2,500,000    

Schlumberger Holdings Corp.
3.00%, 12/21/2020(1)

    2,565,730  
     

 

 

 
            Pharmaceuticals - 2.2%  
   

AbbVie, Inc.

 
    1,250,000    

2.30%, 05/14/2021

    1,241,639  
    1,330,000    

2.50%, 05/14/2020

    1,341,554  
   

Actavis Funding SCS

 
    490,000    

2.45%, 06/15/2019

    493,396  
    3,855,000    

3.00%, 03/12/2020

    3,930,596  
    715,000    

Baxalta, Inc.
2.00%, 06/22/2018

    716,332  
    1,300,000    

Bayer US Finance LLC
2.38%, 10/08/2019(1)

    1,308,752  
    1,435,000    

Cardinal Health, Inc.
2.40%, 11/15/2019

    1,442,140  
    2,115,000    

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

    2,121,436  
    945,000    

Mylan N.V.
3.75%, 12/15/2020

    975,907  
    285,000    

Perrigo Finance Unlimited Co.
3.50%, 03/15/2021

    292,117  
    3,000,000    

Shire Acquisitions Investments Ireland DAC
1.90%, 09/23/2019

    2,983,044  
   

Teva Pharmaceutical Finance Netherlands III B.V.

 
    1,125,000    

1.70%, 07/19/2019

    1,113,633  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 58.4% - (continued)      
            Pharmaceuticals - 2.2% - (continued)  
  $       1,800,000    

2.20%, 07/21/2021

  $ 1,749,330  
     

 

 

 
        19,709,876  
     

 

 

 
            Pipelines - 1.2%  
    1,195,000    

Columbia Pipeline Group, Inc.
2.45%, 06/01/2018

    1,200,923  
   

Enterprise Products Operating LLC

 
    1,195,000    

2.55%, 10/15/2019

    1,206,476  
    1,700,000    

2.85%, 04/15/2021

    1,720,318  
    1,175,000    

Kinder Morgan Energy Partners L.P.
5.30%, 09/15/2020

    1,270,291  
    865,000    

Kinder Morgan, Inc.
3.05%, 12/01/2019

    882,325  
    4,300,000    

Plains All American Pipeline L.P. / PAA Finance Corp.
6.50%, 05/01/2018

    4,490,232  
     

 

 

 
        10,770,565  
     

 

 

 
            Real Estate - 0.3%  
    2,000,000    

WEA Finance LLC
3.15%, 04/05/2022(1)

    2,013,360  
    1,100,000    

WEA Finance LLC / Westfield UK & Europe Finance plc
3.25%, 10/05/2020(1)

    1,123,086  
     

 

 

 
        3,136,446  
     

 

 

 
            Real Estate Investment Trusts - 0.9%  
    1,755,000    

American Tower Corp.
3.30%, 02/15/2021

    1,793,470  
    240,000    

Crown Castle International Corp.
3.40%, 02/15/2021

    244,952  
    2,580,000    

ERP Operating L.P.
2.38%, 07/01/2019

    2,597,887  
    1,870,000    

Scentre Group
2.38%, 11/05/2019(1)

    1,873,475  
   

Simon Property Group L.P.

 
    1,000,000    

2.50%, 09/01/2020

    1,008,887  
    860,000    

2.50%, 07/15/2021

    862,598  
     

 

 

 
        8,381,269  
     

 

 

 
            Retail - 0.8%  
    320,000    

AutoZone, Inc.
1.63%, 04/21/2019

    317,687  
   

CVS Health Corp.

 
    2,350,000    

2.13%, 06/01/2021

    2,318,886  
    715,000    

2.80%, 07/20/2020

    728,481  
    3,000,000    

Home Depot, Inc.
2.00%, 04/01/2021

    2,990,493  
    550,000    

McDonald’s Corp.
2.75%, 12/09/2020

    559,903  
     

 

 

 
        6,915,450  
     

 

 

 
            Savings & Loans - 0.1%  
    885,000    

Nationwide Building Society
2.35%, 01/21/2020(1)

    887,729  
     

 

 

 
            Semiconductors - 1.2%  
   

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 
    2,700,000    

2.38%, 01/15/2020(1)

    2,701,701  
    2,700,000    

3.00%, 01/15/2022(1)

    2,721,351  
    2,000,000    

NXP B.V. / NXP Funding LLC
4.13%, 06/01/2021(1)

    2,092,500  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  136  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 58.4% - (continued)      
            Semiconductors - 1.2% - (continued)  
  $       3,450,000    

TSMC Global Ltd.
1.63%, 04/03/2018(1)

  $ 3,445,097  
     

 

 

 
        10,960,649  
     

 

 

 
            Software - 0.3%  
    541,000    

Fidelity National Information Services, Inc.
2.25%, 08/15/2021

    534,454  
    2,375,000    

Oracle Corp.
1.90%, 09/15/2021

    2,350,823  
     

 

 

 
        2,885,277  
     

 

 

 
            Telecommunications - 1.3%  
   

AT&T, Inc.

 
    2,790,000    

2.45%, 06/30/2020

    2,794,129  
    2,000,000    

2.80%, 02/17/2021

    2,015,718  
    2,180,000    

Cisco Systems, Inc.
2.20%, 02/28/2021

    2,191,528  
    4,495,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 09/20/2021(1)

    4,534,331  
     

 

 

 
        11,535,706  
     

 

 

 
            Toys/Games/Hobbies - 0.2%  
    2,000,000    

Mattel, Inc.
2.35%, 05/06/2019

    2,004,682  
     

 

 

 
            Transportation - 1.1%  
    3,450,000    

AP Moller - Maersk A/S
2.55%, 09/22/2019(1)

    3,469,399  
    825,000    

FedEx Corp.
2.30%, 02/01/2020

    833,757  
   

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

 
    2,050,000    

2.50%, 06/15/2019(1)

    2,061,095  
    45,000    

2.88%, 07/17/2018(1)

    45,539  
    1,000,000    

3.20%, 07/15/2020(1)

    1,023,271  
   

Ryder System, Inc.

 
    1,270,000    

2.25%, 09/01/2021

    1,252,184  
    1,075,000    

2.45%, 09/03/2019

    1,081,700  
     

 

 

 
        9,766,945  
     

 

 

 
            Trucking & Leasing - 0.2%  
    2,125,000    

TTX Co.
2.25%, 02/01/2019(1)

    2,126,900  
     

 

 

 
   

Total Corporate Bonds
(cost $521,259,161)

  $ 524,567,534  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 0.3%  
            Saudi Arabia - 0.3%  
  $       2,810,000    

Saudi Government International Bond
2.38%, 10/26/2021(1)

  $ 2,760,937  
     

 

 

 
   

Total Foreign Government Obligations
(cost $2,782,097)

  $ 2,760,937  
     

 

 

 
     

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 0.4%  
            General - 0.3%  
  $       2,500,000    

Florida State Board of Administration Finance Corp. Rev
2.16%, 07/01/2019

  $ 2,518,550  
    365,000    

New Jersey State Econ DA
0.00%, 02/15/2018(7)

    358,189  
     

 

 

 
        2,876,739  
     

 

 

 
            General Obligation - 0.1%  
    265,000    

Illinois State, GO
5.88%, 03/01/2019

    277,150  
     

 

 

 
   

Total Municipal Bonds
(cost $3,136,318)

  $ 3,153,889  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 22.1%(8)  
            Advertising - 0.2%  
  $       1,663,571    

Acosta Holdco, Inc.
4.25%, 09/26/2021

  $ 1,546,423  
     

 

 

 
            Aerospace/Defense - 0.5%  
    473,188    

Fly Funding II S.a.r.l.
3.79%, 02/09/2022

    473,334  
    3,876,744    

TransDigm, Inc.
3.99%, 06/09/2023

    3,871,356  
     

 

 

 
        4,344,690  
     

 

 

 
            Airlines - 0.6%  
   

American Airlines, Inc.

 
    1,573,493    

2.99%, 06/26/2020

    1,573,698  
    980,000    

3.49%, 10/10/2021

    980,813  
    990,000    

3.49%, 04/28/2023

    990,465  
    1,970,000    

Delta Air Lines, Inc.
3.49%, 08/24/2022

    1,984,775  
     

 

 

 
        5,529,751  
     

 

 

 
            Auto Manufacturers - 0.1%  
    359,777    

FCA U.S. LLC
2.99%, 12/31/2018

    360,788  
    582,464    

Jaguar Holding Co.
4.33%, 08/18/2022

    585,376  
     

 

 

 
        946,164  
     

 

 

 
            Auto Parts & Equipment - 0.1%  
    920,000    

USI, Inc.
0.00%, 03/30/2024(9)

    915,980  
     

 

 

 
            Beverages - 0.1%  
    716,000    

Jacobs Douwe Egberts International B.V.
0.00%, 07/02/2022(9)

    717,568  
    416,444    

Oak Tea, Inc.
3.69%, 07/02/2022

    417,356  
     

 

 

 
        1,134,924  
     

 

 

 
            Biotechnology - 0.3%  
    2,872,180    

Alkermes, Inc.
3.74%, 09/25/2021

    2,890,132  
     

 

 

 
            Chemicals - 0.6%  
    285,000    

Alpha 3 B.V.
4.15%, 01/31/2024

    286,425  
    326,672    

Chemours Co.
3.49%, 05/12/2022

    328,920  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  137  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 22.1%(8) - (continued)  
            Chemicals - 0.6% - (continued)  
  $       2,261,896    

Huntsman International LLC
3.99%, 04/01/2023

  $ 2,288,767  
    363,259    

MacDermid, Inc.
4.00%, 06/07/2023

    364,621  
    352,000    

Minerals Technologies, Inc.
3.30%, 02/14/2024

    353,760  
    1,280,341    

Nexeo Solutions LLC
5.30%, 06/09/2023

    1,293,145  
    465,293    

PolyOne Corp.
3.28%, 11/12/2022

    468,782  
     

 

 

 
        5,384,420  
     

 

 

 
            Coal - 0.1%  
    680,000    

Peabody Energy Corp.
0.00%, 03/31/2022(9)

    681,700  
     

 

 

 
            Commercial Services - 1.6%  
    989,796    

Brickman Group Ltd. LLC
4.14%, 12/18/2020

    993,092  
    619,136    

Bright Horizons Family Solutions, Inc.
3.74%, 11/07/2023

    623,779  
    255,000    

Capital Automotive L.P.
4.00%, 03/24/2024

    256,913  
    618,450    

DigitalGlobe, Inc.
3.74%, 01/15/2024

    620,769  
   

Global Payments, Inc.

 
    1,225,000    

0.00%, 04/22/2023(9)

    1,228,981  
    464,792    

3.49%, 04/22/2023

    466,303  
    1,488,750    

Hertz Corp.
3.74%, 06/30/2023

    1,489,807  
    658,350    

KAR Auction Services, Inc.
4.50%, 03/09/2023

    663,288  
    1,246,875    

Quikrete Holdings, Inc.
4.24%, 11/15/2023

    1,248,696  
    1,784,405    

Russell Investment Group
6.75%, 06/01/2023

    1,803,374  
    513,713    

ServiceMaster Co.
3.48%, 11/08/2023

    519,173  
    1,135,000    

Team Health Holdings, Inc.
3.75%, 02/06/2024

    1,124,365  
    1,843,911    

Trans Union LLC
3.49%, 04/09/2023

    1,858,662  
    520,535    

Vantiv LLC
3.49%, 10/14/2023

    524,277  
    748,125    

Xerox Business Services LLC
4.99%, 12/07/2023

    760,596  
     

 

 

 
        14,182,075  
     

 

 

 
            Construction Materials - 0.3%  
    2,675,000    

American Builders & Contractors Supply Co., Inc.
3.74%, 10/31/2023

    2,690,595  
     

 

 

 
            Distribution/Wholesale - 0.2%  
    492,500    

Beacon Roofing Supply, Inc.
3.74%, 10/01/2022

    495,426  
    1,057,350    

Univar, Inc.
3.74%, 07/01/2022

    1,059,993  
     

 

 

 
        1,555,419  
     

 

 

 
            Diversified Financial Services - 1.1%  
    685,000    

AerCap Holdings N.V.
3.40%, 10/06/2023

    692,878  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 22.1%(8) - (continued)  
            Diversified Financial Services - 1.1% - (continued)  
  $       1,395,000    

AlixPartners LLP
4.15%, 07/28/2022

  $ 1,406,453  
    651,725    

Camelot UK Holdco Ltd.
4.50%, 10/03/2023

    654,658  
    264,338    

NFP Corp.
4.65%, 01/08/2024

    266,156  
    453,863    

RP Crown Parent LLC
4.50%, 10/12/2023

    457,171  
    1,459,658    

RPI Finance Trust
3.15%, 03/27/2023

    1,464,227  
    853,286    

SAM Finance Lux S.a.r.l.
4.39%, 12/17/2020

    860,112  
   

Telenet International Finance S.a.r.l.

 
    1,510,000    

0.00%, 06/30/2025(9)

    1,513,775  
    2,145,000    

3.97%, 01/31/2025

    2,148,024  
     

 

 

 
        9,463,454  
     

 

 

 
            Electric - 0.6%  
    2,208,313    

Calpine Corp.
3.90%, 05/31/2023

    2,215,224  
    525,000    

Helix Gen Funding LLC
0.00%, 02/23/2024(9)

    529,725  
    2,295,538    

NRG Energy, Inc.
3.24%, 06/30/2023

    2,303,045  
    993,523    

Seadrill Partners Finco LLC
4.15%, 02/21/2021

    668,144  
     

 

 

 
        5,716,138  
     

 

 

 
            Energy-Alternate Sources - 0.3%  
    1,504,891    

MEG Energy Corp.
4.63%, 12/31/2023

    1,505,644  
   

TEX Operations Co. LLC

 
    190,000    

3.74%, 08/04/2023

    189,584  
    827,925    

3.75%, 08/04/2023

    826,112  
     

 

 

 
        2,521,340  
     

 

 

 
            Entertainment - 0.6%  
    497,590    

Cedar Fair, L.P.
3.24%, 04/13/2024

    501,014  
    235,000    

CityCenter Holdings LLC
3.75%, 04/18/2024

    235,294  
    1,380,000    

Eldorado Resorts LLC
0.00%, 04/17/2024(9)

    1,376,550  
    1,237,237    

Hilton Worldwide Finance LLC
2.99%, 10/25/2023

    1,247,358  
    1,345,740    

Regal Cinemas Corp.
3.49%, 04/01/2022

    1,359,197  
    409,775    

Scientific Games International, Inc.
4.99%, 10/01/2021

    415,729  
     

 

 

 
        5,135,142  
     

 

 

 
            Environmental Control - 0.1%  
    1,221,595    

Advanced Disposal Services, Inc.
3.70%, 11/10/2023

    1,231,625  
     

 

 

 
            Food - 0.7%  
   

Albertsons LLC

 
    1,707,108    

3.99%, 08/22/2021

    1,712,622  
    522,120    

4.30%, 06/22/2023

    524,297  
    452,344    

B&G Foods, Inc.
3.24%, 11/02/2022

    456,302  
    2,445,000    

JBS USA LLC
3.48%, 10/30/2022

    2,455,049  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  138  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 22.1%(8) - (continued)  
            Food - 0.7% - (continued)  
  $       748,125    

Pinnacle Foods Finance LLC
2.98%, 02/02/2024

  $ 752,330  
     

 

 

 
        5,900,600  
     

 

 

 
            Healthcare-Products - 0.5%  
    2,211,667    

Alere, Inc.
4.25%, 06/18/2022

    2,221,797  
    1,557,335    

Immucor, Inc.
5.00%, 08/17/2018

    1,551,105  
    580,000    

Kinetic Concepts, Inc.
4.40%, 02/02/2024

    582,355  
    492,525    

Revlon Consumer Products Corp.
4.49%, 09/07/2023

    493,022  
     

 

 

 
        4,848,279  
     

 

 

 
            Healthcare-Services - 1.5%  
    923,313    

Acadia Healthcare Co., Inc.
3.98%, 02/16/2023

    923,313  
    1,970,381    

American Renal Holdings, Inc.
4.75%, 09/20/2019

    1,981,474  
   

Community Health Systems, Inc.

 
    733,399    

3.80%, 12/31/2019

    730,370  
    290,141    

4.05%, 01/27/2021

    288,206  
    971,033    

DaVita HealthCare Partners, Inc.
3.74%, 06/24/2021

    980,257  
    1,942,220    

Envision Healthcare Corp.
4.15%, 12/01/2023

    1,960,185  
    427,850    

Genoa, a QoL Healthcare Co. LLC
4.90%, 10/28/2023

    429,634  
    904,956    

HCA, Inc.
2.99%, 03/17/2023

    907,898  
    1,506,225    

inVentiv Health, Inc.
4.80%, 11/09/2023

    1,513,967  
    2,002,068    

MPH Acquisition Holdings LLC
4.90%, 06/07/2023

    2,027,454  
    391,003    

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

    392,958  
    1,076,375    

U.S. Renal Care, Inc.
5.40%, 12/31/2022

    1,019,865  
     

 

 

 
        13,155,581  
     

 

 

 
            Holding Companies-Diversified - 0.2%  
    1,400,000    

PSAV Holdings LLC
0.00%, 04/21/2024(9)

    1,396,500  
     

 

 

 
            Household Products - 0.0%  
    240,802    

Prestige Brands, Inc.
3.74%, 01/26/2024

    242,970  
     

 

 

 
            Household Products/Wares - 0.1%  
    815,000    

Galleria Co.
4.00%, 09/29/2023

    820,436  
     

 

 

 
            Insurance - 0.6%  
   

Asurion LLC

 
    194,674    

4.24%, 07/08/2020

    195,932  
    2,892,780    

4.25%, 08/04/2022

    2,910,252  
    744,828    

4.75%, 11/03/2023

    750,415  
    1,842,670    

HUB International Ltd.
4.04%, 10/02/2020

    1,851,293  
     

 

 

 
        5,707,892  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 22.1%(8) - (continued)  
            IT Services - 0.2%  
  $       430,000    

Gartner, Inc.
0.00%, 04/05/2024(9)

  $ 432,958  
    1,820,000    

Tempo Acquisition LLC
0.00%, 05/01/2024(9)

    1,818,635  
     

 

 

 
        2,251,593  
     

 

 

 
            Leisure Time - 0.6%  
    993,846    

Aristocrat Leisure Ltd.
3.41%, 10/20/2021

    1,001,638  
    1,261,838    

Boyd Gaming Corp.
3.45%, 09/15/2023

    1,266,708  
    2,980,839    

Delta 2 (LUX) S.a.r.l.
4.57%, 02/01/2024

    2,983,820  
     

 

 

 
        5,252,166  
     

 

 

 
            Lodging - 0.5%  
    1,125,000    

Caesars Entertainment Operating Co.
0.00%, 03/31/2024(9)

    1,118,250  
    468,825    

Four Seasons Holdings, Inc.
4.15%, 11/30/2023

    473,930  
    807,124    

La Quinta Intermediate Holdings LLC
3.91%, 04/14/2021

    813,379  
    1,714,322    

Station Casinos LLC
3.50%, 06/08/2023

    1,712,762  
     

 

 

 
        4,118,321  
     

 

 

 
            Machinery-Diversified - 0.3%  
    1,930,000    

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

    1,928,398  
    1,063,654    

Gates Global LLC
4.41%, 04/01/2024

    1,068,441  
     

 

 

 
        2,996,839  
     

 

 

 
            Media - 1.6%  
    1,767,299    

Advantage Sales & Marketing, Inc.
4.25%, 07/23/2021

    1,723,859  
   

CBS Radio, Inc.

 
    270,000    

0.00%, 03/02/2024(9)

    271,801  
    383,843    

4.50%, 10/17/2023

    386,403  
   

Charter Communications Operating LLC

 
    399,438    

3.00%, 07/01/2020

    401,435  
    972,738    

3.00%, 01/03/2021

    976,755  
    297,000    

3.24%, 01/15/2024

    298,411  
    947,500    

CSC Holdings LLC
3.24%, 07/15/2025

    946,657  
    67,259    

Mission Broadcasting, Inc.
3.99%, 01/17/2024

    67,847  
    693,749    

Nexstar Broadcasting, Inc.
3.99%, 01/17/2024

    699,819  
    735,000    

Numericable Group S.A.
0.00%, 06/21/2025(9)

    731,119  
    1,721,350    

Numericable U.S. LLC
4.42%, 01/14/2025

    1,722,641  
    1,552,748    

Tribune Media Co.
3.99%, 01/27/2024

    1,561,490  
    1,385,000    

UPC Financing Partnership
3.74%, 04/15/2025

    1,389,335  
    2,328,476    

Virgin Media Bristol LLC
3.74%, 01/31/2025

    2,336,672  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  139  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 22.1%(8) - (continued)  
            Media - 1.6% - (continued)  
  $       970,000    

Ziggo Secured Finance Partnership
3.49%, 04/15/2025

  $ 970,048  
     

 

 

 
        14,484,292  
     

 

 

 
            Metal Fabricate/Hardware - 0.1%  
    1,269,240    

Rexnord LLC
3.89%, 08/21/2023

    1,273,099  
     

 

 

 
            Oil & Gas - 0.5%  
    645,000    

Chesapeake Energy Corp.
8.55%, 08/23/2021

    696,400  
    2,007,000    

Energy Transfer Equity L.P.
3.73%, 02/02/2024

    2,011,175  
    654,932    

Fieldwood Energy LLC
3.88%, 10/01/2018

    638,015  
    1,113,750    

Western Refining, Inc.
5.50%, 06/23/2023

    1,115,142  
     

 

 

 
        4,460,732  
     

 

 

 
            Oil & Gas Services - 0.2%  
    1,771,512    

Crosby U.S. Acquisition Corp.
4.05%, 11/23/2020

    1,639,765  
    274,313    

Pacific Drilling S.A.
4.63%, 06/03/2018

    126,184  
     

 

 

 
        1,765,949  
     

 

 

 
            Packaging & Containers - 0.7%  
   

Berry Plastics Group, Inc.

 
    1,536,412    

3.24%, 02/08/2020

    1,544,985  
    1,124,671    

3.51%, 10/01/2022

    1,131,700  
    140,000    

3.52%, 01/19/2024

    140,744  
    980,000    

Flex Acquisition Co., Inc.
4.40%, 12/29/2023

    984,293  
    2,246,464    

Reynolds Group Holdings, Inc.
3.99%, 02/05/2023

    2,257,561  
    507,917    

Signode Industrial Group U.S., Inc.
3.81%, 05/01/2021

    509,821  
     

 

 

 
        6,569,104  
     

 

 

 
            Pharmaceuticals - 0.3%  
    1,490,000    

Endo Luxembourg Finance Co. I S.a r.l.
0.00%, 04/29/2024(9)

    1,501,175  
    1,172,407    

Quintiles IMS, Inc.
3.08%, 03/07/2024

    1,183,498  
     

 

 

 
        2,684,673  
     

 

 

 
            Provincial - 0.0%  
    392,400    

Seminole Tribe of Florida, Inc.
3.40%, 04/29/2020

    393,012  
     

 

 

 
            Real Estate - 0.4%  
    2,642,735    

DTZ U.S. Borrower LLC
4.34%, 11/04/2021

    2,652,275  
    543,297    

Realogy Corp.
3.24%, 07/20/2022

    547,372  
     

 

 

 
        3,199,647  
     

 

 

 
            Real Estate Investment Trusts - 0.4%  
  EUR       1,065,000    

Equinix, Inc.
3.25%, 01/05/2024

    1,168,178  
  $       2,108,700    

MGM Growth Properties Operating Partnership L.P.
3.49%, 04/25/2023

    2,112,475  
     

 

 

 
        3,280,653  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 22.1%(8) - (continued)  
            Retail - 1.4%  
  $       1,215,078    

B.C. Unlimited Liability Co.
3.31%, 02/16/2024

  $ 1,215,382  
   

Bass Pro Group LLC

 
    504,700    

4.24%, 06/05/2020

    503,650  
    1,995,000    

6.15%, 12/16/2023

    1,941,255  
    706,450    

Coinstar LLC
5.25%, 09/27/2023

    707,997  
    1,002,910    

Coty, Inc.
3.48%, 10/27/2022

    1,007,614  
    704,675    

Harbor Freight Tools USA, Inc.
4.24%, 08/19/2023

    702,476  
    1,055,747    

Michaels Stores, Inc.
3.75%, 01/30/2023

    1,053,435  
    1,792,998    

Neiman Marcus Group Ltd. LLC
4.25%, 10/25/2020

    1,428,428  
    692,764    

PetSmart, Inc.
4.02%, 03/11/2022

    633,803  
    891,017    

Pilot Travel Centers LLC
2.99%, 05/25/2023

    897,976  
    1,207,329    

U.S. Foods, Inc.
3.74%, 06/27/2023

    1,217,784  
    1,119,375    

Yum! Brands, Inc.
2.99%, 06/16/2023

    1,124,972  
     

 

 

 
        12,434,772  
     

 

 

 
            Semiconductors - 0.4%  
    474,453    

Entegris, Inc.
3.24%, 04/30/2021

    477,617  
    540,000    

Integrated Device Technology, Inc.
0.00%, 03/20/2024(9)

    541,350  
    907,754    

ON Semiconductor Corp.
3.24%, 03/31/2023

    911,585  
    1,864,732    

Sensata Technologies B.V.
3.24%, 10/14/2021

    1,876,535  
     

 

 

 
        3,807,087  
     

 

 

 
            Software - 2.0%  
    480,000    

CCC Information Services, Inc.
0.00%, 03/29/2024(9)

    477,720  
    1,014,463    

CDW LLC
3.15%, 08/17/2023

    1,020,580  
    1,500,000    

Change Healthcare Holdings, Inc.
3.75%, 03/01/2024

    1,503,945  
    1,388,034    

Dell, Inc.
3.50%, 09/07/2023

    1,392,919  
   

First Data Corp.

 
    893,837    

3.99%, 03/24/2021

    893,390  
    3,899,745    

3.99%, 07/10/2022

    3,920,219  
    1,540,000    

Go Daddy Operating Co. LLC
3.49%, 02/15/2024

    1,545,975  
    574,597    

Infor U.S., Inc.
3.90%, 02/01/2022

    573,253  
    121,369    

MA FinanceCo LLC
0.00%, 04/18/2024(9)

    121,709  
    1,676,099    

Magic Newco LLC
5.00%, 12/12/2018

    1,677,590  
    1,105,000    

Misys Europe S.A.
0.00%, 04/27/2024(9)

    1,112,602  
    819,631    

Seattle Spinco, Inc.
0.00%, 04/30/2024(9)

    821,935  
    931,399    

SS&C Technologies, Inc.
3.24%, 07/08/2022

    937,808  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  140  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 22.1%(8) - (continued)  
            Software - 2.0% - (continued)  
  $       2,213,275    

WEX, Inc.
4.49%, 07/01/2023

  $ 2,234,722  
     

 

 

 
        18,234,367  
     

 

 

 
            Telecommunications - 1.3%  
    267,485    

CommScope, Inc.
3.49%, 12/29/2022

    269,325  
    2,993,500    

Level 3 Financing, Inc.
3.24%, 02/22/2024

    3,002,062  
    1,250,000    

MaxLinear, Inc.
0.00%, 04/05/2024(9)

    1,250,000  
    2,670,000    

Sprint Communications, Inc.
3.50%, 02/02/2024

    2,671,682  
    1,073,951    

Telesat Canada
4.15%, 11/17/2023

    1,081,469  
    2,659,930    

Univision Communications, Inc.
3.75%, 03/15/2024

    2,641,231  
    593,419    

Zayo Group LLC
3.50%, 01/19/2024

    597,163  
     

 

 

 
        11,512,932  
     

 

 

 
            Trucking & Leasing - 0.2%  
    1,920,000    

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.74%, 03/20/2022

    1,947,955  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $198,660,156)

  $ 198,609,423  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 5.4%  
            FHLMC - 1.2%  
  $       11,614,948    

1.78%, 07/25/2021(2)(5)

    662,264  
    35,930    

1.99%, 02/25/2024(2)

    35,943  
    12,912,868    

2.12%, 08/25/2018(2)(5)

    240,620  
    8,610,205    

3.00%, 04/01/2031

    8,870,646  
    1,253,979    

3.50%, 04/01/2027

    1,312,358  
     

 

 

 
        11,121,831  
     

 

 

 
            FNMA - 4.1%  
    2,979,074    

3.00%, 08/01/2027

    3,075,520  
    5,643,549    

3.00%, 12/01/2030

    5,810,412  
    1,950,358    

3.00%, 02/01/2031

    2,008,024  
    3,802,853    

3.00%, 03/01/2031

    3,915,292  
    7,000,000    

3.00%, 05/01/2032(10)

    7,200,703  
    2,440,008    

3.50%, 11/01/2026

    2,552,494  
    5,483,693    

3.50%, 12/01/2026

    5,736,138  
    834,844    

3.50%, 12/01/2028

    873,192  
    5,600,000    

3.50%, 05/01/2032(10)

    5,852,372  
     

 

 

 
        37,024,147  
     

 

 

 
            GNMA - 0.1%  
    305,268    

5.00%, 08/20/2039

    328,719  
    323,605    

6.50%, 05/16/2031

    367,146  
     

 

 

 
        695,865  
     

 

 

 
   

Total U.S. Government Agencies
(cost $48,506,199)

  $ 48,841,843  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT SECURITIES - 0.6%  
            U.S. Treasury Securities - 0.6%  
            U.S. Treasury Notes - 0.6%  
  $       5,000,000    

1.38%, 02/28/2019

  $ 5,010,545  
     

 

 

 
        5,010,545  
     

 

 

 
   

Total U.S. Government Securities
(cost $5,007,583)

  $ 5,010,545  
     

 

 

 
   

Total Long-Term Investments
(cost $901,968,786)

  $ 905,212,726  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 1.8%  
            Other Investment Pools & Funds - 1.8%  
    15,835,142    

Fidelity Institutional Government Fund, Institutional Class

  $ 15,835,142  
     

 

 

 
   

Total Short-Term Investments
(cost $15,835,142)

  $ 15,835,142  
     

 

 

 
   

Total Investments
(cost $917,803,928) ^

    102.6    $ 921,047,868  
   

Other Assets and Liabilities

    (2.6 )%       (23,563,969
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 897,483,899  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  141  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

     For Fund compliance purposes, the Fund may not use the same classification system 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

   $ 6,646,004  

Unrealized Depreciation

         (3,402,063
  

 

 

 

Net Unrealized Appreciation

   $ 3,243,941  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $256,969,039, which represented 28.6% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 April 30, 2017, the aggregate fair value of these securities was $0, which represented 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)  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  
  09/12/2014      $ 58,395     

Hasco NIM Cayman Co.

   $ 34,285  
  03/22/2006            180,481     

Long Beach Asset Holdings Corp.

     180,481  
        

 

 

 
         $     214,766  
        

 

 

 

 

   At April 30, 2017, the aggregate value of these securities was $0, which represented 0.0% of total net assets.

 

(5)  Securities disclosed are interest-only strips.

 

(6)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(7)  Security is a zero-coupon bond.

 

(8)  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 April 30, 2017.

 

(9)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(10)  Represents or includes a TBA transaction.

 

The accompanying notes are an integral part of these financial statements.

 

 

  142  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market Value      Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

U.S. Treasury 2-Year Note Future

     450        06/30/2017      $ 97,320,340      $ 97,474,219      $ 153,879  
              

 

 

 

Short position contracts:

 

U.S. Treasury 10-Year Note Future

     50        06/21/2017      $ 6,191,414      $ 6,285,937      $ (94,523

U.S. Treasury 5-Year Note Future

     911        06/30/2017            107,022,186            107,868,094            (845,908

U.S. Treasury Long Bond Future

     7        06/21/2017        1,050,479        1,070,781        (20,302
              

 

 

 

Total

 

   $ (960,733
              

 

 

 

Total futures contracts

 

   $ (806,854
              

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EUR

   Sell      05/31/17      CBK    $     1,145,993      $     1,161,936      $     (15,943)  
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

CBK

   Citibank NA
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:

DA

   Development Authority

GO

   General Obligation

Rev

   Revenue
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  143  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 122,268,555     $     $ 122,268,555     $  

Corporate Bonds

     524,567,534             524,567,534        

Foreign Government Obligations

     2,760,937             2,760,937        

Municipal Bonds

     3,153,889             3,153,889        

Senior Floating Rate Interests

     198,609,423             198,609,423        

U.S. Government Agencies

     48,841,843             48,841,843        

U.S. Government Securities

     5,010,545             5,010,545        

Short-Term Investments

     15,835,142       15,835,142              

Futures Contracts(2)

     153,879       153,879              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     921,201,747     $     15,989,021     $     905,212,726     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (15,943   $     $ (15,943   $  

Futures Contracts(2)

     (960,733     (960,733            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (976,676   $ (960,733   $ (15,943   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  144  

 


The Hartford Strategic Income Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8%  
            Asset-Backed - Finance & Insurance - 1.5%  
  $       150,000    

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates 
5.82%, 11/25/2035

  $ 153,230  
   

CIFC Funding Ltd.

 
    750,000    

3.80%, 12/05/2024(1)(2)

    750,417  
    250,000    

6.85%, 12/05/2024(1)(2)

    248,352  
    1,155,000    

First Franklin Mortgage Loan Trust
1.23%, 04/25/2036(1)

    831,064  
    1,794,830    

GSAMP Trust
1.08%, 01/25/2037(1)

    1,115,331  
    1,165,000    

Magnetite CLO Ltd.
6.31%, 01/18/2027(1)(2)

    1,155,593  
    600,737    

SoFi Consumer Loan Program LLC
3.09%, 10/27/2025(2)

    601,517  
    869,000    

Sound Point CLO Ltd.
5.76%, 07/15/2025(1)(2)

    844,119  
     

 

 

 
        5,699,623  
     

 

 

 
            Asset-Backed - Home Equity - 1.7%      
   

GSAA Home Equity Trust

 
    1,109,889    

1.06%, 12/25/2046(1)

    625,645  
    1,600,015    

1.07%, 02/25/2037(1)

    844,871  
    1,021,635    

1.09%, 03/25/2037(1)

    564,268  
    1,313,078    

1.17%, 11/25/2036(1)

    681,658  
    1,154,047    

1.22%, 04/25/2047(1)

    756,647  
    539,351    

5.88%, 09/25/2036(3)

    272,970  
    88,546    

Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
1.14%, 06/25/2036(1)

    75,207  
    2,689,879    

Morgan Stanley Mortgage Loan Trust
1.16%, 11/25/2036(1)

    1,120,235  
    85,077    

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(3)

    44,906  
   

Soundview Home Loan Trust

 
    1,565,937    

1.23%, 07/25/2036(1)

    1,198,489  
    280,000    

1.24%, 11/25/2036(1)

    222,027  
     

 

 

 
        6,406,923  
     

 

 

 
            Commercial Mortgage-Backed Securities - 2.0%  
    625,000    

Banc of America Commercial Mortgage Trust
3.26%, 09/15/2048(1)(2)

    379,558  
    180,000    

Citigroup Commercial Mortgage Trust
4.57%, 03/10/2047(1)(2)

    131,239  
    781,000    

Commercial Mortgage Pass-Through Certificates
4.75%, 10/15/2045(1)(2)

    487,883  
    495,000    

Commercial Mortgage Trust
4.73%, 10/15/2045(1)(2)

    214,073  
    495,000    

FREMF Mortgage Trust
3.88%, 02/25/2024(1)(2)

    462,493  
   

GS Mortgage Securities Trust

 
    465,167    

3.67%, 04/10/2047(2)

    161,999  
    1,795,000    

5.01%, 11/10/2045(1)(2)

    1,737,291  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    670,000    

2.73%, 10/15/2045(1)(2)

    272,321  
    485,000    

4.54%, 12/15/2047(1)(2)

    372,051  
    390,000    

Morgan Stanley Bank of America Merrill Lynch Trust
4.50%, 08/15/2045(2)

    268,930  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8% - (continued)  
            Commercial Mortgage-Backed Securities - 2.0% - (continued)  
  $       365,000    

Morgan Stanley Capital I Trust
5.33%, 07/15/2049(1)(2)

  $ 303,812  
    710,000    

VNDO Mortgage Trust
4.08%, 12/13/2029(1)(2)

    729,959  
   

WF-RBS Commercial Mortgage Trust

 
    665,000    

3.02%, 11/15/2047(2)

    270,055  
    1,750,000    

4.96%, 11/15/2045(1)(2)

    1,420,587  
    170,000    

5.00%, 06/15/2044(1)(2)

    138,582  
     

 

 

 
        7,350,833  
     

 

 

 
            Whole Loan Collateral CMO - 12.6%      
   

Adjustable Rate Mortgage Trust

 
    112,447    

1.49%, 01/25/2036(1)

    104,658  
    87,919    

1.51%, 01/25/2036(1)

    81,791  
    347,234    

4.29%, 11/25/2037(1)(2)

    321,412  
   

Alternative Loan Trust

 
    320,621    

1.26%, 01/25/2036(1)

    286,194  
    490,039    

1.31%, 11/25/2035(1)

    413,277  
    1,627,587    

1.39%, 10/25/2036(1)

    1,003,357  
    709,208    

5.50%, 12/25/2035

    609,361  
    1,075,262    

5.75%, 05/25/2036

    819,062  
    826,448    

6.00%, 05/25/2036

    657,926  
   

American Home Mortgage Assets Trust

 
    357,382    

1.12%, 03/25/2047(1)

    301,992  
    112,529    

1.18%, 09/25/2046(1)

    92,534  
    664,227    

1.60%, 10/25/2046(1)

    512,693  
    325,968    

Angel Oak Mortgage Trust LLC
3.64%, 01/25/2047(1)(2)

    326,802  
   

Banc of America Funding Trust

 
    581,016    

3.69%, 04/20/2036(1)

    488,109  
    138,829    

5.85%, 01/25/2037(3)

    121,370  
    206,896    

Banc of America Mortgage Trust
3.22%, 09/25/2035(1)

    197,206  
   

BCAP LLC Trust

 
    586,131    

1.16%, 01/25/2037(1)

    507,794  
    609,835    

1.17%, 03/25/2037(1)

    569,100  
   

Bear Stearns Adjustable Rate Mortgage Trust

 
    547,565    

2.83%, 10/25/2035(1)

    525,681  
    225,509    

3.23%, 02/25/2036(1)

    192,562  
    184,588    

Bear Stearns Alt-A Trust
1.31%, 08/25/2036(1)

    162,859  
    324,897    

Bear Stearns Mortgage Funding Trust
1.17%, 10/25/2036(1)

    281,224  
    1,050,000    

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

    997,137  
   

CHL Mortgage Pass-Through Trust

 
    65,744    

1.67%, 03/25/2035(1)

    59,133  
    883,631    

3.15%, 09/25/2047(1)

    814,891  
    1,378,000    

Connecticut Avenue Securities
5.24%, 04/25/2029(1)

    1,497,459  
    299,489    

Deutsche Alt-A Securities Mortgage Loan Trust
1.14%, 03/25/2037(1)

    251,973  
    1,617,977    

DSLA Mortgage Loan Trust
1.56%, 03/19/2046(1)

    1,448,760  
   

Fannie Mae Connecticut Avenue Securities

 
    425,000    

4.54%, 07/25/2029(1)

    439,577  
    880,000    

5.34%, 04/25/2029(1)

    942,119  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  145  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8% - (continued)  
            Whole Loan Collateral CMO - 12.6% - (continued)  
  $       814,592    

First Horizon Alternative Mortgage Securities Trust
3.10%, 11/25/2035(1)

  $ 706,608  
    113,501    

First Horizon Mortgage Pass-Through Trust
3.03%, 08/25/2037(1)

    89,596  
   

GMAC Mortgage Corp. Loan Trust

 
    555,747    

3.41%, 09/19/2035(1)

    503,830  
    96,301    

3.81%, 04/19/2036(1)

    86,222  
    658,142    

GreenPoint Mortgage Funding Trust
2.04%, 10/25/2045(1)

    512,538  
   

GSR Mortgage Loan Trust

 
    2,022,760    

1.29%, 01/25/2037(1)

    1,284,742  
    101,855    

3.48%, 10/25/2035(1)

    90,474  
    1,186,244    

3.50%, 01/25/2036(1)

    1,101,230  
    1,009,774    

3.58%, 04/25/2035(1)

    969,838  
   

HarborView Mortgage Loan Trust

 
    264,410    

1.18%, 01/19/2038(1)

    239,968  
    2,709,140    

1.23%, 12/19/2036(1)

    2,226,124  
    649,675    

1.32%, 09/19/2035(1)

    550,314  
    57,655    

Impac CMB Trust
3.24%, 02/25/2036(1)

    55,426  
    664,386    

IndyMac IMSC Mortgage Loan Trust
1.14%, 03/25/2047(1)

    422,823  
   

IndyMac Index Mortgage Loan Trust

 
    311,822    

1.18%, 04/25/2037(1)

    231,326  
    196,177    

1.23%, 07/25/2035(1)

    173,100  
    448,092    

1.27%, 07/25/2035(1)

    376,174  
    639,982    

1.28%, 01/25/2036(1)

    471,407  
    1,262,596    

1.39%, 07/25/2046(1)

    779,521  
    1,372,793    

3.33%, 04/25/2037(1)

    870,847  
   

JP Morgan Mortgage Trust

 
    327,521    

2.99%, 11/25/2035(1)

    306,420  
    239,381    

3.20%, 09/25/2035(1)

    229,226  
    892,342    

3.57%, 05/25/2036(1)

    820,695  
   

Lehman XS Trust

 
    384,136    

1.20%, 07/25/2046(1)

    341,881  
    141,111    

1.23%, 06/25/2047(1)

    115,559  
   

LSTAR Securities Investment Trust

 
    1,243,528    

0.03%, 11/01/2021(1)(2)

    1,243,528  
    616,471    

2.98%, 09/01/2021(1)(2)

    616,779  
    385,000    

2.99%, 04/01/2022(1)(2)

    381,127  
    600,514    

3.00%, 01/01/2022(1)(2)

    600,514  
    1,181,632    

3.00%, 02/01/2022(1)(2)

    1,178,678  
    71,274    

Luminent Mortgage Trust
1.19%, 10/25/2046(1)

    63,624  
    241,944    

MASTR Adjustable Rate Mortgages Trust
3.05%, 11/21/2034(1)

    246,909  
    279,632    

Merrill Lynch Mortgage Investors Trust
3.26%, 07/25/2035(1)

    228,720  
    312,426    

MortgageIT Trust
1.44%, 10/25/2035(1)

    295,666  
    1,616,470    

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.60%, 06/25/2036(1)

    1,318,238  
    406,299    

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

    382,394  
   

Residential Accredit Loans, Inc.

 
    229,703    

1.29%, 04/25/2036(1)

    183,942  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8% - (continued)  
            Whole Loan Collateral CMO - 12.6% - (continued)  
  $       1,386,974    

1.98%, 11/25/2037(1)

  $ 1,098,846  
    79,585    

6.00%, 12/25/2035

    73,535  
    878,935    

Residential Asset Securitization Trust
1.44%, 03/25/2035(1)

    760,878  
   

Residential Funding Mortgage Securities, Inc.

 
    988,648    

3.33%, 08/25/2035(1)

    747,275  
    81,211    

3.98%, 04/25/2037(1)

    73,751  
    54,433    

Sequoia Mortgage Trust
3.19%, 07/20/2037(1)

    45,631  
    1,035,172    

Springleaf Mortgage Loan Trust
3.52%, 12/25/2065(1)(2)

    1,037,809  
    1,431,373    

Structured Adjustable Rate Mortgage Loan Trust
3.30%, 02/25/2036(1)

    1,138,280  
    1,384,114    

Structured Asset Mortgage Investments II Trust
1.22%, 02/25/2036(1)

    1,175,685  
    1,370,741    

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

    1,051,749  
   

WaMu Mortgage Pass-Through Certificates Trust

 
    150,492    

1.41%, 06/25/2044(1)

    140,746  
    1,821,781    

1.46%, 12/25/2046(1)

    1,543,947  
    58,495    

1.66%, 08/25/2046(1)

    51,581  
    145,429    

2.09%, 11/25/2046(1)

    131,722  
    1,196,876    

2.68%, 06/25/2037(1)

    1,075,927  
    291,599    

2.90%, 08/25/2036(1)

    262,018  
    803,112    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1.59%, 07/25/2036(1)

    507,134  
    166,371    

Wells Fargo Alternative Loan Trust
3.18%, 12/28/2037(1)

    152,599  
   

Wells Fargo Commercial Mortgage Trust

 
    685,000    

2.88%, 05/15/2048(1)(2)

    417,801  
    205,000    

3.36%, 09/15/2058(2)

    123,951  
   

Wells Fargo Mortgage Backed Securities Trust

 
    200,000    

3.14%, 10/25/2035(1)

    200,254  
    227,157    

3.24%, 09/25/2036(1)

    213,288  
     

 

 

 
        47,348,428  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $66,180,162)

  $ 66,805,807  
     

 

 

 
     
CORPORATE BONDS - 14.0%      
            Advertising - 0.0%      
  $       45,000    

Lamar Media Corp.
5.75%, 02/01/2026

  $ 48,994  
     

 

 

 
            Airlines - 0.0%      
    55,000    

Aircastle Ltd.
5.00%, 04/01/2023

    58,713  
     

 

 

 
            Apparel - 0.1%      
    180,000    

Hanesbrands, Inc.
4.88%, 05/15/2026(2)

    179,100  
     

 

 

 
            Auto Parts & Equipment - 0.0%      
    150,000    

ZF North America Capital, Inc.
4.75%, 04/29/2025(2)

    156,011  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  146  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 14.0% - (continued)      
            Chemicals - 0.1%      
  $       250,000    

OCP S.A.
6.88%, 04/25/2044(4)

  $ 270,625  
     

 

 

 
            Commercial Banks - 5.4%      
  EUR       1,040,000    

Allied Irish Banks plc
7.38%, 12/03/2020(1)(4)(5)

    1,220,669  
   

Banco Bilbao Vizcaya Argentaria S.A.

 
    1,400,000    

7.00%, 02/19/2019(1)(4)(5)

    1,570,770  
  $       1,000,000    

9.00%, 05/09/2018(1)(4)(5)

    1,054,294  
  EUR       600,000    

Banco Santander S.A.
6.25%, 09/11/2021(1)(4)(5)

    667,468  
    525,000    

Bank of Ireland
7.38%, 06/18/2020(1)(4)(5)

    623,599  
   

Barclays plc

 
  $       200,000    

7.88%, 03/15/2022(1)(4)(5)

    214,500  
  EUR       875,000    

8.00%, 12/15/2020(1)(5)

    1,052,025  
  $       555,000    

BNP Paribas S.A.
7.63%, 03/30/2021(1)(2)(5)

    602,897  
  EUR       350,000    

Cooperatieve Rabobank UA
5.50%, 06/29/2020(1)(4)(5)

    402,689  
  $       1,650,000    

Credit Agricole S.A.
8.13%, 12/23/2025(1)(2)(5)

    1,820,973  
    1,940,000    

Credit Suisse Group AG
6.25%, 12/18/2024(1)(2)(5)

    2,022,295  
    895,000    

Goldman Sachs Group, Inc.
5.15%, 05/22/2045

    945,513  
   

Intesa Sanpaolo S.p.A.

 
    1,025,000    

7.70%, 09/17/2025(1)(2)(5)

    1,010,906  
  EUR       350,000    

7.75%, 01/11/2027(1)(4)(5)

    407,943  
  GBP       225,000    

Lloyds Banking Group plc
7.00%, 06/27/2019(1)(4)(5)

    304,569  
  $       165,000    

Radian Group, Inc.
7.00%, 03/15/2021

    183,975  
   

Royal Bank of Scotland Group plc

 
    815,000    

7.50%, 08/10/2020(1)(5)

    844,034  
    350,000    

8.63%, 08/15/2021(1)(5)

    377,825  
  GBP       200,000    

Santander UK Group Holdings plc
7.38%, 06/24/2022(1)(4)(5)

    275,536  
   

Societe Generale S.A.

 
  $       850,000    

7.38%, 09/13/2021(1)(2)(5)

    898,875  
    1,475,000    

8.25%, 11/29/2018(1)(4)(5)

    1,564,562  
   

UBS Group AG

 
    950,000    

6.88%, 03/22/2021(1)(4)(5)

    1,009,413  
    250,000    

7.00%, 02/19/2025(1)(4)(5)

    275,063  
    750,000    

7.13%, 02/19/2020(1)(4)(5)

    795,937  
     

 

 

 
        20,146,330  
     

 

 

 
            Commercial Services - 0.1%      
    175,000    

Cardtronics, Inc.
5.13%, 08/01/2022

    178,500  
   

United Rentals North America, Inc.

 
    70,000    

4.63%, 07/15/2023

    72,664  
    280,000    

5.50%, 07/15/2025

    292,860  
     

 

 

 
        544,024  
     

 

 

 
            Construction Materials - 0.6%      
    90,000    

Boise Cascade Co.
5.63%, 09/01/2024(2)

    92,475  
    136,000    

Eagle Materials, Inc.
4.50%, 08/01/2026

    135,320  
    1,180,000    

Grupo Cementos de Chihuahua S.A.B. de C.V.
8.13%, 02/08/2020(2)

    1,224,250  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 14.0% - (continued)      
            Construction Materials - 0.6% - (continued)  
  $       165,000    

Norbord, Inc.
6.25%, 04/15/2023(2)

  $ 175,725  
    505,000    

Standard Industries, Inc.
6.00%, 10/15/2025(2)

    539,087  
     

 

 

 
        2,166,857  
     

 

 

 
            Diversified Financial Services - 0.1%      
    65,000    

Aircastle Ltd.
5.50%, 02/15/2022

    70,389  
   

Navient Corp.

 
    270,000    

6.63%, 07/26/2021

    285,862  
    80,000    

7.25%, 09/25/2023

    83,600  
     

 

 

 
        439,851  
     

 

 

 
            Electric - 0.4%      
    310,000    

AES Corp.
4.88%, 05/15/2023

    313,100  
    1,070,000    

Eskom Holdings SOC Ltd.
5.75%, 01/26/2021(4)

    1,074,013  
    130,000    

NRG Energy, Inc.
6.25%, 07/15/2022

    132,445  
     

 

 

 
        1,519,558  
     

 

 

 
            Engineering & Construction - 0.4%      
    1,355,000    

SBA Tower Trust
3.60%, 04/15/2043(2)

    1,355,528  
     

 

 

 
            Entertainment - 0.1%      
   

GLP Capital L.P. / GLP Financing II, Inc.

 
    10,000    

4.38%, 04/15/2021

    10,475  
    150,000    

5.38%, 04/15/2026

    158,250  
   

WMG Acquisition Corp.

 
    180,000    

4.88%, 11/01/2024(2)

    182,250  
    45,000    

5.00%, 08/01/2023(2)

    45,787  
     

 

 

 
        396,762  
     

 

 

 
            Environmental Control - 0.1%      
   

Clean Harbors, Inc.

 
    60,000    

5.13%, 06/01/2021

    61,450  
    291,000    

5.25%, 08/01/2020

    296,820  
     

 

 

 
        358,270  
     

 

 

 
            Food - 0.1%      
   

Lamb Weston Holdings, Inc.

 
    85,000    

4.63%, 11/01/2024(2)

    87,763  
    90,000    

4.88%, 11/01/2026(2)

    92,812  
     

 

 

 
        180,575  
     

 

 

 
            Forest Products & Paper - 0.2%      
   

Cascades, Inc.

 
    120,000    

5.50%, 07/15/2022(2)

    120,900  
    60,000    

5.75%, 07/15/2023(2)

    60,900  
    90,000    

Clearwater Paper Corp.
5.38%, 02/01/2025(2)

    88,650  
    285,000    

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

    289,617  
     

 

 

 
        560,067  
     

 

 

 
            Gas - 0.1%      
   

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 
    30,000    

5.50%, 05/20/2025

    30,300  
    70,000    

5.63%, 05/20/2024

    71,225  
    75,000    

5.88%, 08/20/2026

    76,125  
     

 

 

 
        177,650  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  147  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 14.0% - (continued)      
            Healthcare-Services - 0.4%      
   

Community Health Systems, Inc.

 
  $       180,000    

5.13%, 08/01/2021

  $ 178,425  
    100,000    

6.25%, 03/31/2023

    101,750  
    310,000    

HCA, Inc.
7.50%, 02/15/2022

    356,624  
    340,000    

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

    351,050  
    90,000    

MEDNAX, Inc.
5.25%, 12/01/2023(2)

    92,025  
    535,000    

Tenet Healthcare Corp.
6.00%, 10/01/2020

    563,087  
     

 

 

 
        1,642,961  
     

 

 

 
            Home Builders - 0.1%      
    211,000    

CalAtlantic Group, Inc.
5.38%, 10/01/2022

    225,242  
    170,000    

Meritage Homes Corp.
6.00%, 06/01/2025

    181,135  
     

 

 

 
        406,377  
     

 

 

 
            Household Products/Wares - 0.0%      
    165,000    

ACCO Brands Corp.
5.25%, 12/15/2024(2)

    169,950  
     

 

 

 
            Insurance - 0.5%      
    130,000    

CNO Financial Group, Inc.
5.25%, 05/30/2025

    134,225  
   

Genworth Holdings, Inc.

 
    105,000    

4.90%, 08/15/2023

    88,200  
    50,000    

7.20%, 02/15/2021

    47,375  
  EUR       1,450,000    

Mapfre S.A.
5.92%, 07/24/2037(1)

    1,600,016  
  $       110,000    

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

    117,975  
     

 

 

 
        1,987,791  
     

 

 

 
            Internet - 0.0%      
    125,000    

Symantec Corp.
5.00%, 04/15/2025(2)

    129,219  
     

 

 

 
            Iron/Steel - 0.3%      
    160,000    

ArcelorMittal
7.50%, 03/01/2041

    180,000  
    910,000    

Koks OAO Via Koks Finance Ltd.
7.50%, 05/04/2022(2)(6)

    914,277  
    125,000    

Steel Dynamics, Inc.
5.50%, 10/01/2024

    132,031  
     

 

 

 
        1,226,308  
     

 

 

 
            IT Services - 0.1%      
    175,000    

NCR Corp.
5.00%, 07/15/2022

    178,500  
     

 

 

 
            Lodging - 0.1%      
    350,000    

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.38%, 03/15/2022

    360,937  
     

 

 

 
            Machinery - Construction & Mining - 0.1%  
    175,000    

Oshkosh Corp.
5.38%, 03/01/2025

    182,438  
     

 

 

 
            Media - 0.7%      
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    30,000    

5.13%, 02/15/2023

    31,200  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 14.0% - (continued)      
            Media - 0.7% - (continued)      
  $       340,000    

5.25%, 09/30/2022

  $ 352,750  
    70,000    

5.75%, 09/01/2023

    73,500  
    10,000    

5.75%, 01/15/2024

    10,525  
    215,000    

Columbus Cable Barbados Ltd.
7.38%, 03/30/2021(2)

    231,394  
   

DISH DBS Corp.

 
    395,000    

5.88%, 11/15/2024

    414,750  
    150,000    

6.75%, 06/01/2021

    163,125  
    569,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    610,196  
   

TEGNA, Inc.

 
    30,000    

4.88%, 09/15/2021(2)

    30,975  
    405,000    

5.50%, 09/15/2024(2)

    415,631  
   

Viacom, Inc.

 
    45,000    

5.88%, 02/28/2057(1)

    46,462  
    65,000    

6.25%, 02/28/2057(1)

    66,706  
   

Videotron Ltd.

 
    110,000    

5.00%, 07/15/2022

    116,611  
    100,000    

5.38%, 06/15/2024(2)

    105,375  
     

 

 

 
        2,669,200  
     

 

 

 
            Mining - 0.1%      
    205,000    

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

    216,275  
    155,000    

Teck Resources Ltd.
8.50%, 06/01/2024(2)

    179,606  
     

 

 

 
        395,881  
     

 

 

 
            Multi-National - 0.0%      
  INR       8,060,000    

International Finance Corp.
7.10%, 03/21/2031

    128,186  
     

 

 

 
            Oil & Gas - 2.2%      

 

$

 

    120,000    

Antero Resources Corp.
5.63%, 06/01/2023

    123,450  
    170,000    

Concho Resources, Inc.
5.50%, 04/01/2023

    176,269  
   

Continental Resources, Inc.

 
    15,000    

3.80%, 06/01/2024

    14,100  
    175,000    

4.50%, 04/15/2023

    172,375  
    45,000    

4.90%, 06/01/2044

    39,038  
    50,000    

5.00%, 09/15/2022

    50,438  
    30,000    

Diamondback Energy, Inc.
4.75%, 11/01/2024(2)

    30,075  
    331,000    

Ecopetrol S.A.
5.88%, 05/28/2045

    303,759  
    2,484,000    

KazMunayGas National Co. JSC
5.75%, 04/19/2047(2)

    2,422,148  
   

MEG Energy Corp.

 
    50,000    

6.50%, 01/15/2025(2)

    49,375  
    51,000    

7.00%, 03/31/2024(2)

    45,518  
   

Petrobras Global Finance B.V.

 
    1,335,000    

5.38%, 01/27/2021

    1,371,512  
    110,000    

6.13%, 01/17/2022

    115,264  
    145,000    

6.85%, 06/05/2115

    129,122  
    125,000    

7.38%, 01/17/2027

    134,412  
   

Petroleos Mexicanos

 
    716,000    

5.50%, 06/27/2044

    628,290  
    335,000    

6.50%, 03/13/2027(2)

    362,637  
    180,000    

QEP Resources, Inc.
5.38%, 10/01/2022

    177,750  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  148  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 14.0% - (continued)      
            Oil & Gas - 2.2% - (continued)      
  $       75,596    

Shelf Drilling Holdings Ltd.
9.50%, 11/02/2020(2)

  $ 75,218  
    30,000    

SM Energy Co.
6.75%, 09/15/2026

    30,225  
    170,000    

Tesoro Corp.
5.13%, 04/01/2024

    179,350  
   

WPX Energy, Inc.

 
    95,000    

5.25%, 09/15/2024

    92,625  
    135,000    

6.00%, 01/15/2022

    137,025  
    1,322,000    

YPF S.A.
8.50%, 07/28/2025(4)

    1,495,512  
     

 

 

 
        8,355,487  
     

 

 

 
            Packaging & Containers - 0.1%      
    130,000    

Crown Americas LLC / Crown Americas Capital Corp.
4.25%, 09/30/2026(2)

    127,400  
    130,000    

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(2)

    139,100  
    260,000    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023(2)

    271,050  
     

 

 

 
        537,550  
     

 

 

 
            Pharmaceuticals - 0.0%      
    115,000    

Valeant Pharmaceuticals International, Inc.
7.00%, 03/15/2024(2)

    117,300  
     

 

 

 
            Pipelines - 0.4%      
   

DCP Midstream Operating L.P.

 
    40,000    

3.88%, 03/15/2023

    39,000  
    145,000    

4.95%, 04/01/2022

    148,352  
    555,000    

Energy Transfer Equity L.P.
7.50%, 10/15/2020

    625,416  
    200,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(2)

    220,730  
    250,000    

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
6.25%, 10/15/2022

    268,125  
   

Williams Cos., Inc.

 
    170,000    

3.70%, 01/15/2023

    167,450  
    100,000    

4.55%, 06/24/2024

    102,375  
     

 

 

 
        1,571,448  
     

 

 

 
            REITS - 0.0%      
    100,000    

Equinix, Inc.
5.38%, 04/01/2023

    104,125  
     

 

 

 
            Retail - 0.1%      
    130,000    

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC
5.25%, 06/01/2026(2)

    133,250  
    185,000    

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%, 03/01/2027

    184,538  
     

 

 

 
        317,788  
     

 

 

 
            Semiconductors - 0.1%      
   

Sensata Technologies B.V.

 
    55,000    

5.00%, 10/01/2025(2)

    56,169  
    245,000    

5.63%, 11/01/2024(2)

    259,700  
     

 

 

 
        315,869  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 14.0% - (continued)      
            Software - 0.2%      
   

First Data Corp.

 
  $       300,000    

5.00%, 01/15/2024(2)

  $ 306,825  
    140,000    

5.38%, 08/15/2023(2)

    145,600  
   

MSCI, Inc.

 
    20,000    

4.75%, 08/01/2026(2)

    20,550  
    45,000    

5.25%, 11/15/2024(2)

    47,700  
    105,000    

5.75%, 08/15/2025(2)

    113,137  
    50,000    

Open Text Corp.
5.88%, 06/01/2026(2)

    53,375  
     

 

 

 
        687,187  
     

 

 

 
            Telecommunications - 0.7%      
    390,000    

AT&T, Inc.
4.75%, 05/15/2046

    365,318  
    1,040,000    

Mobile Telesystems OJSC via MTS International Funding Ltd.
5.00%, 05/30/2023(2)

    1,080,404  
    250,000    

Nokia Oyj
6.63%, 05/15/2039

    273,325  
    329,000    

Sprint Communications, Inc.
7.00%, 03/01/2020(2)

    359,432  
   

Telecom Italia Capital S.A.

 
    125,000    

6.00%, 09/30/2034

    127,813  
    40,000    

6.38%, 11/15/2033

    41,919  
    350,000    

Wind Acquisition Finance S.A.
4.75%, 07/15/2020(2)

    355,250  
     

 

 

 
        2,603,461  
     

 

 

 
   

Total Corporate Bonds
(cost $51,096,906)

  $ 52,646,878  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 25.1%      
            Argentina - 2.2%      
   

Argentina Treasury Bill

 
  $       429,246    

2.56%, 07/14/2017

  $ 427,098  
    509,351    

2.63%, 05/26/2017

    508,346  
    913,833    

3.18%, 12/15/2017

    897,382  
    917,770    

3.34%, 04/27/2018

    889,132  
  ARS       6,668,037    

Argentina Treasury Bond
2.25%, 04/28/2020(7)

    437,999  
   

Argentine Republic Government International Bond

 
  EUR       2,880,000    

2.26%, 12/31/2038(3)

    1,985,837  
  $       1,620,000    

6.88%, 01/26/2027

    1,711,530  
    918,335    

8.28%, 12/31/2033

    1,026,239  
    325,045    

Provincia de Buenos Aires
9.95%, 06/09/2021(2)

    375,492  
     

 

 

 
        8,259,055  
     

 

 

 
            Australia - 0.0%      
  AUD       155,000    

Australia Government Bond
5.75%, 05/15/2021(4)

    133,027  
     

 

 

 
            Austria - 0.2%      
   

Austria Government Bond

 
  EUR       330,000    

1.65%, 10/21/2024(2)(4)

    398,357  
    400,000    

1.95%, 06/18/2019(2)(4)

    459,085  
     

 

 

 
        857,442  
     

 

 

 
            Belgium - 0.4%      
   

Belgium Government Bond

 
    440,000    

1.25%, 06/22/2018(4)

    489,434  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  149  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 25.1% - (continued)      
            Belgium - 0.4% - (continued)      
  $       430,000    

2.60%, 06/22/2024(2)(4)

  $ 546,938  
    225,000    

3.75%, 09/28/2020(2)(4)

    280,801  
     

 

 

 
        1,317,173  
     

 

 

 
            Brazil - 0.8%      
   

Brazil Notas do Tesouro Nacional

 
  BRL       499,061    

6.00%, 08/15/2050(7)

    172,459  
    1,164,000    

10.00%, 01/01/2021

    367,745  
  $       2,630,000    

Brazilian Government International Bond
5.00%, 01/27/2045

    2,383,437  
     

 

 

 
        2,923,641  
     

 

 

 
            Bulgaria - 0.2%      
  EUR       515,000    

Bulgaria Government International Bond
3.13%, 03/26/2035(4)

    572,209  
     

 

 

 
            Canada - 0.1%      
   

Canadian Government Bond

 
  CAD       575,000    

1.75%, 09/01/2019

    431,171  
    70,000    

2.25%, 06/01/2025

    54,851  
     

 

 

 
        486,022  
     

 

 

 
            Cayman Islands - 0.5%      
   

KSA Sukuk Ltd.

 
  $       200,000    

2.89%, 04/20/2022(2)

    199,993  
    1,503,000    

3.63%, 04/20/2027(2)

    1,509,824  
     

 

 

 
        1,709,817  
     

 

 

 
            Chile - 0.0%      
  CLP       25,000,000    

Bonos de la Tesoreria de la Republica en pesos
6.00%, 01/01/2020

    40,182  
     

 

 

 
            Colombia - 0.7%      
   

Colombia Government International Bond

 
  $       2,070,000    

2.63%, 03/15/2023

    2,003,760  
    490,000    

5.00%, 06/15/2045

    494,900  
  COP       444,000,000    

Colombian TES
10.00%, 07/24/2024

    184,678  
     

 

 

 
        2,683,338  
     

 

 

 
            Croatia - 0.5%      
  EUR       1,715,000    

Croatia Government International Bond
3.00%, 03/11/2025(4)

    1,902,261  
     

 

 

 
            Denmark - 0.1%      
   

Denmark Government Bond

 
  DKK       500,000    

1.75%, 11/15/2025

    82,254  
    1,745,000    

4.00%, 11/15/2019

    284,651  
     

 

 

 
        366,905  
     

 

 

 
            Dominican Republic - 0.4%      
   

Dominican Republic International Bond

 
  $       565,000    

5.50%, 01/27/2025(4)

    585,707  
    360,000    

5.88%, 04/18/2024(4)

    383,451  
    360,000    

7.45%, 04/30/2044(4)

    408,150  
     

 

 

 
        1,377,308  
     

 

 

 
            Finland - 0.1%      
   

Finland Government Bond

 
  EUR       150,000    

1.13%, 09/15/2018(2)(4)

    167,385  
    225,000    

1.50%, 04/15/2023(2)(4)

    267,938  
     

 

 

 
        435,323  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 25.1% - (continued)      
            France - 0.8%      
   

France Government Bond OAT

 
  $       630,000    

0.01%, 05/25/2020(4)(8)

  $ 695,991  
    445,000    

0.50%, 11/25/2019(4)

    497,412  
    625,000    

1.00%, 11/25/2018(4)

    697,191  
    790,000    

3.00%, 04/25/2022(4)

    995,481  
     

 

 

 
        2,886,075  
     

 

 

 
            Ghana - 0.1%      
    520,000    

Ghana Government International Bond
8.13%, 01/18/2026(4)

    513,396  
     

 

 

 
            Honduras - 0.0%      
    150,000    

Honduras Government International Bond
6.25%, 01/19/2027(2)

    155,348  
     

 

 

 
            Hungary - 1.2%      
   

Hungary Government International Bond

 
    2,996,000    

5.38%, 02/21/2023

    3,324,362  
    1,100,000    

6.38%, 03/29/2021

    1,243,000  
     

 

 

 
        4,567,362  
     

 

 

 
            Indonesia - 1.1%      
   

Indonesia Government International Bond

 
    335,000    

4.75%, 01/08/2026(4)

    358,885  
    200,000    

5.13%, 01/15/2045(4)

    212,222  
    775,000    

6.63%, 02/17/2037(4)

    950,392  
    1,460,000    

7.75%, 01/17/2038(4)

    2,008,275  
  IDR       3,848,000,000    

Indonesia Treasury Bond
8.38%, 09/15/2026

    313,810  
   

Perusahaan Penerbit SBSN Indonesia III

 
  $       200,000    

3.40%, 03/29/2022(2)

    201,500  
    200,000    

4.15%, 03/29/2027(2)

    203,750  
     

 

 

 
        4,248,834  
     

 

 

 
            Ireland - 0.1%      
   

Ireland Government Bond

 
  EUR       205,000    

3.40%, 03/18/2024(4)

    268,432  
    110,000    

4.50%, 10/18/2018

    128,463  
     

 

 

 
        396,895  
     

 

 

 
            Italy - 0.8%      
   

Italy Buoni Poliennali Del Tesoro

 
    1,300,000    

1.50%, 08/01/2019

    1,458,079  
    415,000    

3.75%, 09/01/2024

    513,303  
    815,000    

4.75%, 09/01/2021

    1,037,619  
     

 

 

 
        3,009,001  
     

 

 

 
            Ivory Coast - 0.3%      
  $       1,352,400    

Ivory Coast Government International Bond
5.75%, 12/31/2032(3)(4)

    1,296,952  
     

 

 

 
            Japan - 0.5%      
   

Japan Government Five Year Bond

 
  JPY       61,700,000    

0.10%, 06/20/2020

    558,269  
    50,000,000    

0.30%, 09/20/2018

    451,653  
    85,500,000    

Japan Government Ten Year Bond
1.10%, 03/20/2021

    804,977  
     

 

 

 
        1,814,899  
     

 

 

 
            Malaysia - 0.1%      
   

Malaysia Government Bond

 
  MYR       1,095,000    

3.80%, 09/30/2022

    252,094  
    440,000    

3.96%, 09/15/2025

    100,380  
    575,000    

5.73%, 07/30/2019

    138,919  
     

 

 

 
        491,393  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  150  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 25.1% - (continued)      
            Mexico - 2.3%      
   

Mexican Bonos

 
  MXN       25,460,600    

5.00%, 12/11/2019

  $ 1,294,125  
    3,969,600    

6.50%, 06/09/2022

    205,588  
    1,749,000    

8.00%, 06/11/2020

    95,420  
    6,414,100    

10.00%, 12/05/2024

    397,645  
    21,710,700    

Mexican Udibonos
4.00%, 11/08/2046(7)

    1,200,848  
   

Mexico Government International Bond

 
  $       520,000    

3.50%, 01/21/2021

    540,280  
    310,000    

4.15%, 03/28/2027

    318,665  
    2,306,000    

4.35%, 01/15/2047

    2,138,815  
    1,240,000    

4.75%, 03/08/2044

    1,223,260  
    1,130,000    

6.05%, 01/11/2040

    1,309,105  
     

 

 

 
        8,723,751  
     

 

 

 
            Mongolia - 0.1%      
   

Mongolia Government International Bond

 
    200,000    

4.13%, 01/05/2018(4)

    199,200  
    255,000    

5.13%, 12/05/2022(4)

    243,536  
     

 

 

 
        442,736  
     

 

 

 
            Morocco - 0.1%      
  EUR       325,000    

Morocco Government International Bond
3.50%, 06/19/2024(4)

    385,884  
     

 

 

 
            Netherlands - 0.4%      
   

Netherlands Government Bond

 
    435,000    

0.25%, 01/15/2020

    485,465  
    545,000    

1.25%, 01/15/2019(2)(4)

    613,422  
    290,000    

2.00%, 07/15/2024(2)(4)

    360,173  
     

 

 

 
        1,459,060  
     

 

 

 
            Nigeria - 0.1%      
  $       200,000    

Nigeria Government International Bond
7.88%, 02/16/2032(2)

    217,200  
     

 

 

 
            Norway - 0.1%      
   

Norway Government Bond

 
  NOK       295,000    

2.00%, 05/24/2023(2)(4)

    35,872  
    1,305,000    

3.75%, 05/25/2021(2)(4)

    168,756  
     

 

 

 
        204,628  
     

 

 

 
            Oman - 0.2%      
   

Oman Government International Bond

 
  $       200,000    

3.88%, 03/08/2022(2)

    202,319  
    325,000    

5.38%, 03/08/2027(2)

    339,085  
    200,000    

5.38%, 03/08/2027(4)

    208,668  
     

 

 

 
        750,072  
     

 

 

 
            Panama - 0.4%      
    1,445,000    

Panama Government International Bond
3.88%, 03/17/2028

    1,490,084  
     

 

 

 
            Paraguay - 0.1%      
    200,000    

Paraguay Government International Bond
4.70%, 03/27/2027(2)

    203,800  
     

 

 

 
            Peru - 0.1%      
  PEN       135,000    

Peru Government Bond
8.20%, 08/12/2026

    49,298  
  $       395,000    

Peruvian Government International Bond
5.63%, 11/18/2050

    478,937  
     

 

 

 
        528,235  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 25.1% - (continued)      
            Poland - 0.2%      
   

Poland Government Bond

 
  PLN       1,410,000    

2.00%, 04/25/2021

  $ 354,826  
    1,100,000    

5.25%, 10/25/2017

    288,583  
    865,000    

Republic of Poland Government Bond
4.00%, 10/25/2023

    235,114  
     

 

 

 
        878,523  
     

 

 

 
            Romania - 0.8%      
  RON       280,000    

Romania Government Bond
5.75%, 04/29/2020

    74,202  
   

Romanian Government International Bond

 
  EUR       2,078,000    

2.88%, 10/28/2024(4)

    2,436,162  
    495,000    

3.88%, 10/29/2035(4)

    566,217  
     

 

 

 
        3,076,581  
     

 

 

 
            Russia - 2.0%      
   

Russian Foreign Bond - Eurobond

 
  $       1,200,000    

4.75%, 05/27/2026(4)

    1,266,372  
    2,400,000    

4.88%, 09/16/2023(4)

    2,601,552  
    3,100,000    

5.00%, 04/29/2020(4)

    3,312,920  
    400,000    

5.88%, 09/16/2043(4)

    462,000  
     

 

 

 
        7,642,844  
     

 

 

 
            Saudi Arabia - 0.3%      
    960,000    

Saudi Government International Bond
4.50%, 10/26/2046(2)

    948,605  
     

 

 

 
            Singapore - 0.0%      
  SGD       130,000    

Singapore Government Bond
3.00%, 09/01/2024

    99,653  
     

 

 

 
            South Africa - 0.4%      
  ZAR       7,070,000    

Republic of South Africa Government Bond
6.25%, 03/31/2036

    381,988  
   

South Africa Government Bond

 
    5,140,000    

7.00%, 02/28/2031

    320,447  
    790,000    

8.00%, 01/31/2030

    54,156  
    12,589,660    

South Africa Government Bond - CPI Linked
2.00%, 01/31/2025(7)

    921,463  
     

 

 

 
        1,678,054  
     

 

 

 
            Spain - 0.7%      
   

Spain Government Bond

 
  EUR       420,000    

0.25%, 01/31/2019

    461,333  
    135,000    

1.30%, 10/31/2026(2)(4)

    144,134  
    155,000    

1.95%, 04/30/2026(2)(4)

    175,476  
    710,000    

2.75%, 10/31/2024(2)(4)

    860,488  
    770,000    

5.50%, 04/30/2021(2)(4)

    1,020,035  
     

 

 

 
        2,661,466  
     

 

 

 
            Sri Lanka - 0.1%      
  $       200,000    

Sri Lanka Government International Bond
6.85%, 11/03/2025(4)

    210,517  
     

 

 

 
            Supranational - 0.1%      
  INR       18,000,000    

International Finance Corp.
7.80%, 06/03/2019

    287,549  
     

 

 

 
            Sweden - 0.1%      
   

Sweden Government Bond

 
  SEK       1,215,000    

1.50%, 11/13/2023

    148,969  
    2,615,000    

3.75%, 08/12/2017

    298,889  
     

 

 

 
        447,858  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  151  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 25.1% - (continued)      
            Switzerland - 0.1%      
   

Switzerland Government Bond

 
  CHF       50,000    

2.00%, 05/25/2022(4)

  $ 56,864  
    145,000    

3.00%, 01/08/2018(4)

    149,538  
     

 

 

 
        206,402  
     

 

 

 
            Thailand - 0.1%      
  THB       7,420,000    

Thailand Government Bond
3.63%, 06/16/2023

    229,594  
     

 

 

 
            Tunisia - 0.1%      
   

Banque Centrale de Tunisie International Bond

 
  EUR       210,000    

5.63%, 02/17/2024(4)

    233,614  
  $       285,000    

5.75%, 01/30/2025(4)

    279,585  
     

 

 

 
        513,199  
     

 

 

 
            Turkey - 2.8%      
  TRY       780,000    

Turkey Government Bond
9.40%, 07/08/2020

    211,692  
   

Turkey Government International Bond

 
  $       2,395,000    

3.25%, 03/23/2023

    2,246,510  
    4,724,000    

4.88%, 04/16/2043

    4,269,315  
    1,285,000    

5.75%, 03/22/2024

    1,362,892  
    695,000    

6.00%, 03/25/2027

    743,650  
    310,000    

6.63%, 02/17/2045

    347,416  
    1,100,000    

6.75%, 04/03/2018

    1,142,130  
     

 

 

 
        10,323,605  
     

 

 

 
            Ukraine - 0.9%  
   

Ukraine Government International Bond

 
    1,100,000    

7.75%, 09/01/2019(4)

    1,122,044  
    930,000    

7.75%, 09/01/2021(2)

    927,136  
    100,000    

7.75%, 09/01/2025(4)

    94,850  
    1,200,000    

7.75%, 09/01/2027(4)

    1,125,000  
     

 

 

 
        3,269,030  
     

 

 

 
            United Kingdom - 0.2%      
   

United Kingdom Gilt

 
  GBP       120,000    

1.50%, 01/22/2021(4)

    162,558  
    365,000    

1.75%, 07/22/2019(4)

    490,350  
    170,000    

2.00%, 07/22/2020(4)

    233,011  
     

 

 

 
        885,919  
     

 

 

 
            Venezuela - 1.1%      
   

Venezuela Government International Bond

 
  $       4,626,000    

7.75%, 10/13/2019(4)

    2,783,464  
    2,115,300    

12.75%, 08/23/2022(4)

    1,301,544  
     

 

 

 
        4,085,008  
     

 

 

 
   

Total Foreign Government Obligations
(cost $93,340,398)

  $ 94,293,715  
     

 

 

 
     
MUNICIPAL BONDS - 1.9%  
            General - 1.2%  
  $       915,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

  $ 1,143,357  
   

Puerto Rico Commonwealth Government Employees Retirement System

 
    3,090,000    

6.15%, 07/01/2038

    1,320,975  
    2,000,000    

6.20%, 07/01/2039

    855,000  
    2,365,000    

6.30%, 07/01/2043

    1,011,037  
    485,000    

6.55%, 07/01/2058

    207,337  
     

 

 

 
        4,537,706  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 1.9% - (continued)  
            General Obligation - 0.7%  
  $       1,480,000    

City of Chicago, IL, GO
7.05%, 01/01/2029

  $ 1,515,298  
    995,000    

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

    893,570  
     

 

 

 
        2,408,868  
     

 

 

 
   

Total Municipal Bonds
(cost $7,445,246)

  $ 6,946,574  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 25.3%(9)  
            Advertising - 0.1%  
  $       582,007    

Acosta Holdco, Inc.
4.25%, 09/26/2021

  $ 541,023  
     

 

 

 
            Aerospace/Defense - 0.6%  
    690,938    

Fly Funding II S.a.r.l.
3.79%, 02/09/2022

    691,152  
    1,637,282    

TransDigm, Inc.
4.07%, 05/14/2022

    1,635,038  
     

 

 

 
        2,326,190  
     

 

 

 
            Agriculture - 0.2%  
    774,619    

Pinnacle Operating Corp.
8.25%, 11/15/2021

    721,039  
     

 

 

 
            Airlines - 0.2%  
    588,863    

Delta Air Lines, Inc.
3.49%, 10/18/2018

    592,961  
     

 

 

 
            Auto Manufacturers - 0.2%  
    580,614    

Jaguar Holding Co.
4.33%, 08/18/2022

    583,517  
     

 

 

 
            Auto Parts & Equipment - 0.1%  
    440,000    

USI, Inc.
0.00%, 03/30/2024(10)

    438,077  
     

 

 

 
            Chemicals - 0.5%  
    503,157    

Chemours Co.
3.49%, 05/12/2022

    506,619  
    151,905    

Ineos U.S. Finance LLC
3.74%, 03/31/2022

    153,140  
    508,763    

MacDermid, Inc.
4.00%, 06/07/2023

    510,671  
    280,615    

Minerals Technologies, Inc.
3.30%, 02/14/2024

    282,018  
    570,695    

Nexeo Solutions LLC
5.04%, 06/09/2023

    576,402  
     

 

 

 
        2,028,850  
     

 

 

 
            Coal - 0.4%  
    255,032    

Ascent Resources - Marcellus LLC
5.28%, 08/04/2020

    177,459  
    900,000    

Foresight Energy LLC
0.00%, 03/10/2024(10)

    868,779  
    330,000    

Peabody Energy Corp.
0.00%, 03/31/2022(10)

    330,825  
     

 

 

 
        1,377,063  
     

 

 

 
            Commercial Services - 1.1%  
   

Brickman Group Ltd. LLC

 
    1,007,598    

4.50%, 12/18/2020

    1,010,953  
    265,000    

7.50%, 12/17/2021

    266,161  
    155,000    

Capital Automotive L.P.
7.00%, 03/24/2025

    158,100  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  152  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 25.3%(9) - (continued)  
            Commercial Services - 1.1% - (continued)  
  $       319,200    

DigitalGlobe, Inc.
3.74%, 01/15/2024

  $ 320,397  
    240,000    

Global Payments, Inc.
0.00%, 04/22/2023(10)

    240,780  
    198,000    

KAR Auction Services, Inc.
4.50%, 03/09/2023

    199,485  
    428,925    

Quikrete Holdings, Inc.
4.24%, 11/15/2023

    429,551  
    631,011    

Russell Investment Group
6.74%, 06/01/2023

    637,718  
    380,000    

Team Health Holdings, Inc.
3.75%, 02/06/2024

    376,440  
    498,750    

Xerox Business Services LLC
4.99%, 12/07/2023

    507,064  
     

 

 

 
        4,146,649  
     

 

 

 
            Distribution/Wholesale - 0.4%  
    748,909    

FPC Holdings, Inc.
5.25%, 11/19/2019

    714,272  
    302,273    

PowerTeam Services LLC
4.40%, 05/06/2020

    300,006  
    443,888    

Univar, Inc.
3.74%, 07/01/2022

    444,997  
     

 

 

 
        1,459,275  
     

 

 

 
            Diversified Financial Services - 1.1%  
    380,000    

AlixPartners LLP
4.15%, 07/28/2022

    383,120  
    398,000    

Camelot UK Holdco Ltd.
4.50%, 10/03/2023

    399,791  
    545,000    

EVO Payments International LLC
6.00%, 12/22/2023

    550,793  
    124,688    

NFP Corp.
4.65%, 01/08/2024

    125,545  
    199,500    

RP Crown Parent LLC
4.50%, 10/12/2023

    200,954  
    797,463    

SAM Finance Lux S.a.r.l.
4.39%, 12/17/2020

    803,843  
   

Telenet International Finance S.a.r.l.

 
    500,000    

0.00%, 03/31/2025(10)

    501,250  
    1,050,000    

3.97%, 01/31/2025

    1,051,481  
     

 

 

 
        4,016,777  
     

 

 

 
            Electric - 0.7%  
    550,838    

Calpine Corp.
3.90%, 05/31/2023

    552,562  
    715,000    

Chief Exploration & Development LLC
7.93%, 05/16/2021

    686,400  
    235,000    

Energy Future Intermediate Holding Co. LLC
4.30%, 06/30/2017

    236,133  
    375,000    

Helix Gen Funding LLC
0.00%, 02/23/2024(10)

    378,375  
   

Pike Corp.

 
    140,000    

4.75%, 03/01/2024

    141,400  
    115,000    

9.00%, 09/02/2024

    116,437  
    604,463    

Seadrill Partners Finco LLC
4.15%, 02/21/2021

    406,501  
     

 

 

 
        2,517,808  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 25.3%(9) - (continued)  
            Electronics - 0.1%  
  $       474,572    

Ceridian LLC
4.58%, 09/15/2020

  $ 473,685  
     

 

 

 
            Energy-Alternate Sources - 0.1%  
   

TEX Operations Co. LLC

 
    85,000    

3.74%, 08/04/2023

    84,814  
    364,088    

3.77%, 08/04/2023

    363,290  
     

 

 

 
        448,104  
     

 

 

 
            Entertainment - 0.3%  
    685,000    

Eldorado Resorts LLC
0.00%, 03/13/2024(10)

    683,288  
    277,038    

Scientific Games International, Inc.
4.99%, 10/01/2021

    281,063  
     

 

 

 
        964,351  
     

 

 

 
            Environmental Control - 0.1%  
    421,761    

Advanced Disposal Services, Inc.
3.70%, 11/10/2023

    425,223  
     

 

 

 
            Food - 0.6%  
    1,258,092    

Albertsons LLC
3.99%, 08/22/2021

    1,262,156  
    524,020    

Hostess Brands LLC
4.00%, 08/03/2022

    528,280  
    455,000    

JBS USA LLC
3.48%, 10/30/2022

    456,870  
     

 

 

 
        2,247,306  
     

 

 

 
            Healthcare-Products - 0.4%  
    519,710    

Alere, Inc.
4.25%, 06/18/2022

    522,090  
    260,000    

Kinetic Concepts, Inc.
4.40%, 02/02/2024

    261,056  
    213,925    

Revlon Consumer Products Corp.
4.49%, 09/07/2023

    214,141  
    510,950    

Sterigenics-Nordion Holdings LLC
4.15%, 05/15/2022

    509,673  
     

 

 

 
        1,506,960  
     

 

 

 
            Healthcare-Services - 1.6%  
    568,903    

American Renal Holdings, Inc.
4.75%, 09/20/2019

    572,106  
    175,500    

CDRH Parent, Inc.
5.32%, 07/01/2021

    153,563  
   

Community Health Systems, Inc.

 
    253,958    

3.77%, 12/31/2019

    252,909  
    744,151    

4.02%, 01/27/2021

    739,188  
    649,809    

Envision Healthcare Corp.
4.15%, 12/01/2023

    655,820  
    213,925    

Genoa, a QoL Healthcare Co. LLC
4.90%, 10/28/2023

    214,817  
    663,338    

inVentiv Health, Inc.
4.80%, 11/09/2023

    666,747  
    1,003,314    

MPH Acquisition Holdings LLC
4.90%, 06/07/2023

    1,016,036  
    201,059    

Opal Acquisition, Inc.
5.15%, 11/27/2020

    188,995  
    539,403    

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

    536,485  
    259,040    

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

    260,335  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  153  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 25.3%(9) - (continued)  
            Healthcare-Services - 1.6% - (continued)  
  $       775,188    

U.S. Renal Care, Inc.
5.40%, 12/31/2022

  $ 734,490  
     

 

 

 
        5,991,491  
     

 

 

 
            Holding Companies-Diversified - 0.1%      
    300,000    

PSAV Holdings LLC
0.00%, 04/21/2024(10)

    299,250  
     

 

 

 
            Household Products/Wares - 0.1%      
    260,000    

Galleria Co.
4.00%, 09/29/2023

    261,734  
     

 

 

 
            Insurance - 1.4%      
   

Asurion LLC

 
    1,159,935    

4.25%, 08/04/2022

    1,166,942  
    298,911    

4.75%, 11/03/2023

    301,153  
    1,585,000    

8.50%, 03/03/2021

    1,608,109  
    389,813    

Evertec Group LLC
3.49%, 04/17/2020

    388,596  
    99,743    

HUB International Ltd.
4.03%, 10/02/2020

    100,210  
   

Sedgwick Claims Management Services, Inc.

 
    989,796    

3.75%, 03/01/2021

    990,043  
    375,000    

6.75%, 02/28/2022

    375,311  
    392,863    

USI, Inc.
4.25%, 12/27/2019

    390,899  
     

 

 

 
        5,321,263  
     

 

 

 
            IT Services - 0.2%      
    870,000    

Tempo Acquisition LLC
0.00%, 03/15/2024(10)

    869,348  
     

 

 

 
            Leisure Time - 1.0%      
    438,900    

Boyd Gaming Corp.
3.45%, 09/15/2023

    440,594  
   

Delta 2 (LUX) S.a.r.l.

 
    2,253,002    

4.57%, 02/01/2024

    2,255,255  
    567,000    

8.07%, 07/29/2022

    571,961  
    384,708    

Town Sports International LLC
4.50%, 11/15/2020

    341,429  
     

 

 

 
        3,609,239  
     

 

 

 
            Lodging - 0.7%      
   

Caesars Entertainment Operating Co.

 
    550,000    

0.00%, 03/31/2024(10)

    546,700  
    1,251,442    

1.50%, 03/01/2022*

    1,455,840  
    447,350    

Caesars Growth Properties Holdings LLC
6.25%, 05/08/2021

    449,587  
     

 

 

 
        2,452,127  
     

 

 

 
            Machinery-Construction & Mining - 0.5%      
    971,552    

American Rock Salt Holdings LLC
4.90%, 05/20/2021

    971,552  
    381,425    

Headwaters, Inc.
4.00%, 03/24/2022

    381,997  
    375,090    

Neff Rental LLC
7.54%, 06/09/2021

    375,090  
     

 

 

 
        1,728,639  
     

 

 

 
            Machinery-Diversified - 0.6%      
    798,188    

Brand Energy & Infrastructure Services, Inc.
4.92%, 11/26/2020

    800,183  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 25.3%(9) - (continued)  
            Machinery-Diversified - 0.6% - (continued)  
  $       395,650    

Gardner Denver, Inc.
4.41%, 07/30/2020

  $ 395,321  
    1,027,211    

Gates Global LLC
4.41%, 04/01/2024

    1,031,834  
     

 

 

 
        2,227,338  
     

 

 

 
            Media - 1.6%      
    856,869    

Advantage Sales & Marketing, Inc.
4.25%, 07/23/2021

    835,807  
    360,027    

AVSC Holding Corp.
4.50%, 01/24/2021

    359,278  
    180,000    

CBS Radio, Inc.
0.00%, 03/02/2024(10)

    181,201  
    965,250    

Charter Communications Operating LLC
3.24%, 01/15/2024

    969,835  
    517,050    

Getty Images, Inc.
4.75%, 10/18/2019

    456,726  
    711,178    

ION Media Networks, Inc.
4.50%, 12/18/2020

    717,849  
    285,000    

Numericable Group S.A.
0.00%, 06/21/2025(10)

    283,495  
    497,500    

Numericable U.S. LLC
4.42%, 01/14/2025

    497,873  
    864,266    

Tribune Media Co.
3.99%, 01/27/2024

    869,131  
    921,824    

Virgin Media Bristol LLC
3.74%, 01/31/2025

    925,069  
     

 

 

 
        6,096,264  
     

 

 

 
            Metal Fabricate/Hardware - 0.2%      
    686,138    

Rexnord LLC
3.85%, 08/21/2023

    688,224  
     

 

 

 
            Miscellaneous Manufacturing - 0.2%      
    836,836    

Sram LLC
5.50%, 03/15/2024

    834,744  
     

 

 

 
            Oil & Gas - 0.6%      
    355,000    

California Resources Corp.
11.38%, 12/31/2021

    390,056  
    345,000    

Chesapeake Energy Corp.
8.55%, 08/23/2021

    372,493  
    268,125    

Drillships Ocean Ventures, Inc.
7.50%, 07/25/2021

    248,573  
    620,819    

Pinnacle Holdco S.a.r.l.
4.75%, 07/30/2019

    502,864  
   

Western Refining, Inc.

 
    517,613    

5.25%, 11/12/2020

    518,260  
    371,250    

5.50%, 06/23/2023

    371,714  
     

 

 

 
        2,403,960  
     

 

 

 
            Oil & Gas Services - 0.2%      
    885,263    

Crosby U.S. Acquisition Corp.
4.05%, 11/23/2020

    819,426  
    261,313    

Paragon Offshore Finance Co.
5.75%, 07/18/2021

    99,952  
     

 

 

 
        919,378  
     

 

 

 
            Packaging & Containers - 1.1%      
   

Berry Plastics Group, Inc.

 
    444,710    

3.24%, 01/06/2021

    447,062  
    698,147    

3.51%, 10/01/2022

    702,510  
    390,000    

Flex Acquisition Co., Inc.
4.40%, 12/29/2023

    391,708  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  154  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 25.3%(9) - (continued)  
            Packaging & Containers - 1.1% - (continued)  
  $       199,500    

Proampac PG Borrower LLC
5.03%, 11/18/2023

  $ 202,293  
    1,889,311    

Reynolds Group Holdings, Inc.
3.99%, 02/05/2023

    1,898,644  
    672,963    

Signode Industrial Group U.S., Inc.
3.80%, 05/01/2021

    675,487  
     

 

 

 
        4,317,704  
     

 

 

 
            Pharmaceuticals - 0.3%      
    705,000    

Endo Luxembourg Finance Co. I S.a r.l.
0.00%, 04/05/2024(10)

    710,288  
    443,913    

Valeant Pharmaceuticals International, Inc.
5.74%, 04/01/2022

    446,456  
     

 

 

 
        1,156,744  
     

 

 

 
            Real Estate - 0.4%      
   

DTZ U.S. Borrower LLC

 
    1,450,742    

4.34%, 11/04/2021

    1,455,979  
    22,553    

9.47%, 11/04/2022

    22,441  
     

 

 

 
        1,478,420  
     

 

 

 
            REITS - 0.2%      
    806,850    

MGM Growth Properties Operating Partnership L.P.
3.49%, 04/25/2023

    808,294  
     

 

 

 
            Retail - 2.2%      
    449,064    

B.C. Unlimited Liability Co.
3.33%, 02/16/2024

    449,176  
    1,245,000    

Bass Pro Group LLC
6.15%, 12/16/2023

    1,211,460  
    452,725    

Coinstar LLC
5.25%, 09/27/2023

    453,716  
    421,813    

Harbor Freight Tools USA, Inc.
4.24%, 08/19/2023

    420,496  
    511,760    

J. Crew Group, Inc.
4.05%, 03/05/2021

    335,914  
    918,518    

Michaels Stores, Inc.
3.75%, 01/30/2023

    916,506  
    815,831    

Neiman Marcus Group Ltd. LLC
4.25%, 10/25/2020

    649,948  
    892,523    

Party City Holdings, Inc.
4.11%, 08/19/2022

    891,533  
   

Rite Aid Corp.

 
    745,000    

4.88%, 06/21/2021

    745,700  
    325,000    

5.75%, 08/21/2020

    325,507  
    1,756,054    

U.S. Foods, Inc.
3.74%, 06/27/2023

    1,771,262  
     

 

 

 
        8,171,218  
     

 

 

 
            Semiconductors - 0.1%      
    351,755    

ON Semiconductor Corp.
3.24%, 03/31/2023

    353,239  
     

 

 

 
            Software - 2.9%      
    280,000    

CCC Information Services, Inc.
0.00%, 03/29/2024(10)

    278,670  
    550,000    

Change Healthcare Holdings, Inc.
3.75%, 03/01/2024

    551,447  
    557,204    

Dell, Inc.
3.50%, 09/07/2023

    559,165  
    582,530    

Epicor Software Corp.
4.75%, 06/01/2022

    581,621  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 25.3%(9) - (continued)  
            Software - 2.9% - (continued)      
   

First Data Corp.

 
  $       1,362,112    

3.99%, 07/10/2022

  $ 1,369,263  
    2,203,504    

3.99%, 04/26/2024

    2,202,578  
    665,000    

Go Daddy Operating Co. LLC
3.49%, 02/15/2024

    667,580  
    634,914    

Infor U.S., Inc.
3.90%, 02/01/2022

    633,428  
    205,000    

iPayment, Inc.
0.00%, 04/06/2023(10)

    205,769  
    54,171    

MA FinanceCo LLC
0.00%, 04/18/2024(10)

    54,323  
    859,538    

Magic Newco LLC
5.00%, 12/12/2018

    860,303  
    550,000    

Misys Europe S.A.
0.00%, 04/27/2024(10)

    553,784  
    365,829    

Seattle Spinco, Inc.
0.00%, 04/30/2024(10)

    366,857  
    799,586    

SS&C Technologies, Inc.
3.24%, 07/08/2022

    805,087  
    1,230,700    

WEX, Inc.
4.49%, 07/01/2023

    1,242,626  
     

 

 

 
        10,932,501  
     

 

 

 
            Telecommunications - 1.5%      
    813,358    

Entravision Communications Corp.
3.65%, 05/31/2020

    815,392  
    1,000,000    

Level 3 Financing, Inc.
3.24%, 02/22/2024

    1,002,860  
    419,568    

LTS Buyer LLC
4.40%, 04/13/2020

    420,692  
    141,900    

Salem Communications Corp.
4.50%, 03/13/2020

    139,062  
    1,295,000    

Sprint Communications, Inc.
3.50%, 02/02/2024

    1,295,816  
    1,606,185    

Univision Communications, Inc.
3.75%, 03/15/2024

    1,594,893  
    282,410    

Zayo Group LLC
3.50%, 01/19/2024

    284,192  
     

 

 

 
        5,552,907  
     

 

 

 
            Trucking & Leasing - 0.4%      
    890,000    

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.74%, 03/20/2022

    902,958  
    605,128    

Consolidated Container Co. LLC
5.00%, 07/03/2019

    605,128  
    170,000    

Utility One Source L.P.
0.00%, 04/07/2023(10)

    172,550  
     

 

 

 
        1,680,636  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $95,583,101)

  $ 94,969,520  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 0.9%      
            FHLMC - 0.9%      
  $       5,179,894    

0.30%, 10/25/2020(1)(11)

  $ 29,810  
    1,865,000    

4.44%, 10/25/2029(1)

    1,911,115  
    1,420,000    

4.89%, 04/25/2029(1)

    1,511,460  
     

 

 

 
        3,452,385  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  155  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT AGENCIES - 0.9% - (continued)      
            FNMA - 0.0%      
  $       278,605    

5.50%, 06/25/2042(11)

  $ 59,304  
     

 

 

 
   

Total U.S. Government Agencies
(cost $3,363,749)

  $ 3,511,689  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 4.7%      
            U.S. Treasury Securities - 4.7%      
            U.S. Treasury Bonds - 0.8%      
  $       1,190,000    

3.00%, 11/15/2045

  $ 1,198,739  
    1,335,000    

3.75%, 11/15/2043(12)

    1,538,066  
    50,000    

5.38%, 02/15/2031

    67,437  
     

 

 

 
        2,804,242  
     

 

 

 
            U.S. Treasury Notes - 3.9%      
    5,706,751    

0.13%, 04/15/2022(7)

    5,743,811  
    647,400    

0.88%, 01/31/2018(12)

    646,439  
    7,373,700    

1.25%, 12/15/2018(12)(13)

    7,376,001  
    495,000    

2.00%, 02/15/2025

    488,638  
    526,000    

2.13%, 08/15/2021(12)

    534,568  
     

 

 

 
        14,789,457  
     

 

 

 
        17,593,699  
     

 

 

 
   

Total U.S. Government Securities
(cost $17,553,072)

  $ 17,593,699  
     

 

 

 
     
COMMON STOCKS - 0.3%      
            Energy - 0.3%      
  $       83,644,001    

KCA Deutag*(2)(14)(15)

  $ 921,673  
    17,105    

Templar Energy LLC Class A*(14)(15)

    171,048  
     

 

 

 
        1,092,721  
     

 

 

 
            Utilities - 0.0%      
    500,000    

TCEH Corp.*(14)(15)

    1  
    8,337    

Vistra Energy Corp.

    124,638  
     

 

 

 
        124,639  
     

 

 

 
   

Total Common Stocks
(cost $1,425,000)

  $ 1,217,360  
     

 

 

 
   

Total Long-Term Investments
(cost $335,987,634)

  $ 337,985,242  
     

 

 

 
     

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 10.1%      
            Other Investment Pools & Funds - 10.1%  
  $       37,972,195    

Fidelity Institutional Government Fund, Institutional Class

  $ 37,972,195  
   

 

 

 
   

Total Short-Term Investments
(cost $37,972,195)

  $ 37,972,195  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $373,959,829)

    100.1    $ 375,957,437  
   

Total Purchased Options
(cost $50,820)

    0.0    $ 73,223  
     

 

 

    

 

 

 
   

Total Investments
(cost $374,010,649)^

    100.1    $ 376,030,660  
   

Other Assets and Liabilities

    (0.1 )%       (523,593
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 375,507,067  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  156  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

   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

   $ 9,952,029  

Unrealized Depreciation

     (7,932,018
  

 

 

 

Net Unrealized Appreciation

   $     2,020,011  
  

 

 

 

 

* 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 April 30, 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 April 30, 2017, the aggregate value of these securities was $48,921,396, which represented 13.0% 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 April 30, 2017, the aggregate value of these securities was $51,620,340, which represented 13.7% 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 this security was $910,000 at April 30, 2017.

 

(7)  The principal amount for these securities is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(8)  Security is a zero-coupon bond.

 

(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 April 30, 2017.

 

(10)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(11)  Securities disclosed are interest-only strips.

 

(12)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(13)  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

(14)  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 April 30, 2017, the aggregate fair value of these securities was $1,092,722, which represented 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.

 

(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  
        

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  157  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

     At April 30, 2017, the aggregate value of these securities was $1,092,722, which represented 0.3% of total net assets.

 

     Represents or includes a TBA transaction.

 

OTC Option Contracts Outstanding at April 30, 2017  

Description

   Counterparty    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/TRY Call

   GSC    3.59 TRY per USD      05/24/17      USD      1,867,000      $ 27,385      $ 19,510      $ 7,875  

USD Put/TRY Call

   GSC    3.71 TRY per USD      04/06/18      USD      124,000        45,838        31,310        14,528  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

     1,991,000      $ 73,223      $ 50,820      $ 22,403  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

     1,991,000      $     73,223      $     50,820      $     22,403  
              

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2017  

Description

  

Counterparty

   Exercise Price/
FX Rate/Rate
   Expiration
Date
     Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written swaption contracts:

 

Calls

 

Credit Default Swaption ITRAXX.XOV.27

   BCLY    300.00 EUR      05/17/17      EUR      (23,970,000)     $ (426,025   $ (244,356   $     (181,669
              

 

 

   

 

 

   

 

 

   

 

 

 

Written swaption contracts:

 

Puts

 

Credit Default Swaption ITRAXX.EUR.27

   BCLY    300.00 EUR      05/17/17      EUR      (23,970,000)     $ (17,751   $ (285,082   $ 267,331  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total written swaption contracts

     (47,940,000   $     (443,776   $     (529,438   $ 85,662  
              

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

10-Year Mini JGB Future

     4        06/12/2017      $ 539,210      $ 541,933      $ 2,723  

Australian 10-Year Bond Future

     3        06/15/2017        282,920        291,401        8,481  

Australian 3-Year Bond Future

     9        06/15/2017        749,550        755,592        6,042  

Australian Dollar Future

     19        05/15/2017        1,429,808        1,421,200        (8,608

Canadian Dollar Future

     69        06/20/2017        5,174,025        5,050,800        (123,225

Canadian Government 10-Year Bond Future

     3        06/21/2017        299,841        306,714        6,873  

Euro-BOBL Future

     17        06/08/2017        2,441,322        2,441,796        474  

Euro-BTP Future

     9        06/08/2017        1,273,280        1,291,245        17,965  

Euro-OAT Future

     11        06/08/2017        1,756,604        1,795,427        38,823  

Euro-Schatz Future

     4        06/08/2017        489,301        489,052        (249

Eurodollar 90-Day Future

     100        09/18/2017            24,650,954        24,650,000        (954

Japan 10-Year Bond Future

     4        06/13/2017        5,392,086        5,418,973        26,887  

U.S. 10-Year Ultra Future

     18        06/21/2017        2,458,439        2,438,156        (20,283

U.S. Treasury 10-Year Note Future

     650        06/21/2017        80,701,628            81,717,188            1,015,560  

U.S. Treasury 5-Year Note Future

     315        06/30/2017        36,999,560        37,297,969        298,409  

U.S. Treasury Long Bond Future

     71        06/21/2017        10,678,728        10,860,781        182,053  
              

 

 

 

Total

               $ 1,450,971  
              

 

 

 

Short position contracts:

              

British Pound Future

     46        06/19/2017      $ 3,537,992      $ 3,727,150      $ (189,158

Euro BUXL 30-Year Bond Future

     4        06/08/2017        724,608        737,064        (12,456

Euro FX Future

     33        06/19/2017        4,400,363        4,504,912        (104,549

Euro-Bund Future

     32        06/08/2017        5,604,644        5,639,261        (34,617

Eurodollar 3-Month Future

     199        09/17/2018        48,896,394        48,874,400        21,994  

 

The accompanying notes are an integral part of these financial statements.

 

 

  158  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2017 - (continued)  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Short position contracts: - (continued)

              

Japanese Yen Future

     58        06/19/2017      $ 6,427,194      $ 6,520,650      $ (93,456

Long Gilt Future

     47        06/28/2017        7,736,233        7,808,354        (72,121

Swiss Franc Future

     17        06/19/2017        2,105,730        2,143,700        (37,970

U.S. Treasury 2-Year Note Future

     185        06/30/2017        40,047,711        40,072,735        (25,024

U.S. Treasury Ultra Bond Future

     6        06/21/2017        962,052        977,625        (15,573
              

 

 

 

Total

               $ (562,930
              

 

 

 

Total futures contracts

               $ 888,041  
              

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2017  

Description

   Principal
Amount
     Maturity
Date
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

FNMA, 3.50%

   $     20,000,000        05/01/2047      $ (20,564,844   $ (71,089
        

 

 

   

 

 

 

Total (proceeds $20,493,755)

         $     (20,564,844   $     (71,089
        

 

 

   

 

 

 

At April 30, 2017, the aggregate market value of TBA Sale Commitments represents (5.5)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017  

Reference Entity

  Counterparty   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

  MSC     USD       199,419     (0.32%)     07/25/45     $ 37,175     $     —     $ 29,603     $ (7,572

ABX.HE.AAA.06

  MSC     USD       78,292     (0.18%)     07/25/45       1,724             1,454       (270

ABX.HE.AAA.06

  JPM     USD       140,926     (0.18%)     07/25/45       3,077             2,616       (461

ABX.HE.AAA.06

  GSC     USD       53,239     (0.18%)     07/25/45       4,791             988       (3,803

ABX.HE.AAA.06-1

  GSC     USD       15,386     (0.18%)     07/25/45       1,423             285       (1,138

ABX.HE.AAA.07

  JPM     USD       245,881     (0.09%)     08/25/37       58,710             23,643       (35,067

ABX.HE.AAA.07

  GSC     USD       389,896     (0.09%)     08/25/37       88,151             37,491       (50,660

ABX.HE.AAA.07

  MSC     USD       835,994     (0.09%)     08/25/37       200,121             80,389       (119,732

ABX.HE.AAA.07

  CSI     USD       1,113,488     (0.09%)     08/25/37       289,464             107,069       (182,395

ABX.HE.PENAAA.06

  JPM     USD       400,645     (0.11%)     05/25/46       45,669             37,013       (8,656

ABX.HE.PENAAA.06-2

  CSI     USD       629,477     (0.11%)     05/25/46       71,918             58,156       (13,762

CMBX.NA.A.7

  JPM     USD       560,000     (2.00%)     01/17/47       21,597             18,867       (2,730

CMBX.NA.A.9

  MSC     USD       800,000     (2.00%)     09/17/58       28,101             32,926       4,825  

CMBX.NA.A.9

  MSC     USD       415,000     (2.00%)     09/17/58       18,390             17,080       (1,310

CMBX.NA.A.9

  DEUT     USD       285,000     (2.00%)     09/17/58       14,428             11,714       (2,714

CMBX.NA.AA.7

  CSI     USD       910,000     (1.50%)     01/17/47       28,291             7,144       (21,147

CMBX.NA.AA.7

  CSI     USD       1,040,000     (1.50%)     01/17/47       32,332             8,164       (24,168

CMBX.NA.AA.7

  CSI     USD       1,200,000     (1.50%)     01/17/47       37,306             9,420       (27,886

CMBX.NA.AA.8

  MSC     USD       420,000     (1.50%)     10/17/57       16,876             8,972       (7,904

CMBX.NA.AJ.4

  CSI     USD       407,343     (0.96%)     02/17/51       99,876             61,541       (38,335

CMBX.NA.AS.7

  GSC     USD       685,000     (1.00%)     01/17/47       14,911             (1,424     (16,335

CMBX.NA.AS.7

  CSI     USD       1,385,000     (1.00%)     01/17/47       25,133             (2,879     (28,012

CMBX.NA.AS.8

  DEUT     USD       330,000     (1.00%)     10/17/57       24,114             1,348       (22,766

CMBX.NA.BB.8

  CSI     USD       410,000     (5.00%)     10/17/57       96,323             105,644       9,321  

CMBX.NA.BB.8

  JPM     USD       230,000     (5.00%)     10/17/57       54,035             58,274       4,239  

CMBX.NA.BB.8

  CSI     USD       185,000     (5.00%)     10/17/57       43,864             47,668       3,804  

CMBX.NA.BB.8

  CSI     USD       205,000     (5.00%)     10/17/57       49,428             52,822       3,394  

CMBX.NA.BB.8

  JPM     USD       230,000     (5.00%)     10/17/57       55,456             58,274       2,818  

CMBX.NA.BB.8

  GSC     USD       195,000     (5.00%)     10/17/57       47,752             50,246       2,494  

 

The accompanying notes are an integral part of these financial statements.

 

 

  159  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017 - (continued)  

Reference Entity

  Counterparty     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: - (continued)

 

Buy protection: - (continued)

 

CMBX.NA.BB.8

    GSC       USD       195,000       (5.00%)       10/17/57     $ 48,120     $     $ 50,245     $ 2,125  

CMBX.NA.BB.9

    JPM       USD       205,000       (5.00%)       09/17/58       39,583             39,501       (82

CMBX.NA.BB.9

    CSI       USD       35,000       (5.00%)       09/17/58       7,651             6,885       (766

CMBX.NA.BB.9

    CSI       USD       970,000       (5.00%)       09/17/58       203,706             191,084       (12,622

CMBX.NA.BBB.10

    MSC       USD       295,000       (3.00%)       11/17/59       19,325             28,798       9,473  

CMBX.NA.BBB.10

    MSC       USD       535,000       (3.00%)       11/17/59       41,869             52,226       10,357  

CMBX.NA.BBB.10

    MSC       USD       180,000       (3.00%)       11/17/59       17,723             17,572       (151

CMBX.NA.BBB.7

    GSC       USD       270,000       (3.00%)       01/17/47       23,179             21,707       (1,472

CMBX.NA.BBB.7

    CSI       USD       530,000       (3.00%)       01/17/47       51,226             42,609       (8,617

CMBX.NA.BBB.7

    CSI       USD       570,000       (3.00%)       01/17/47       55,092             45,825       (9,267

CMBX.NA.BBB.7

    MSC       USD       630,000       (3.00%)       01/17/47       64,474             50,649       (13,825

CMBX.NA.BBB.7

    MSC       USD       675,000       (3.00%)       01/17/47       50,293             54,380       4,087  

CMBX.NA.BBB.7

    DEUT       USD       275,000       (3.00%)       01/17/47       19,986             22,108       2,122  

CMBX.NA.BBB.7

    MSC       USD       380,000       (3.00%)       01/17/47       31,344             30,550       (794

CMBX.NA.BBB.7

    GSC       USD       215,000       (3.00%)       01/17/47       19,300             17,303       (1,997

CMBX.NA.BBB.7

    DEUT       USD       280,000       (3.00%)       01/17/47       26,553             22,511       (4,042

CMBX.NA.BBB.7

    GSC       USD       680,000       (3.00%)       01/17/47       63,114             54,669       (8,445

CMBX.NA.BBB.7

    DEUT       USD       295,000       (3.00%)       01/17/47       36,496             23,717       (12,779

CMBX.NA.BBB.7

    GSC       USD       265,000       (3.00%)       01/17/47       36,774             21,305       (15,469

CMBX.NA.BBB.7

    MSC       USD       1,915,000       (3.00%)       01/17/47       185,107             153,957       (31,150

CMBX.NA.BBB.9

    MSC       USD       280,000       (3.00%)       09/17/58       30,594             30,482       (112

CMBX.NA.BBB.9

    MSC       USD       260,000       (3.00%)       09/17/58       30,257             28,260       (1,997

CMBX.NA.BBB.9

    DEUT       USD       25,000       (3.00%)       09/17/58       2,833             2,721       (112

CMBX.NA.BBB.9

    MSC       USD       160,000       (3.00%)       09/17/58       18,812             17,392       (1,420

CMBX.NA.BBB.9

    JPM       USD       255,000       (3.00%)       09/17/58       29,220             27,100       (2,120

CMBX.NA.BBB.9

    GSC       USD       590,000       (3.00%)       09/17/58       67,794             64,228       (3,566

CMBX.NA.BBB.9

    CSI       USD       595,000       (3.00%)       09/17/58       68,912             64,673       (4,239

CMBX.NA.BBB.9

    MSC       USD       525,000       (3.00%)       09/17/58       62,739             57,064       (5,675

CMBX.NA.BBB.9

    DEUT       USD       815,000       (3.00%)       09/17/58       100,063             88,722       (11,341

CMBX.NA.BBB.9

    JPM       USD       875,000       (3.00%)       09/17/58       109,315             92,994       (16,321
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     3,071,890     $     $     2,345,745     $     (726,145
           

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.AAA.6

    DEUT       USD       4,237,629       0.50%       05/11/63     $     $     (103,288   $ (206   $ 103,082  

CMBX.NA.AAA.6

    JPM       USD       1,934,505       0.50%       05/11/63             (60,397     741       61,138  

CMBX.NA.AAA.6

    JPM       USD       4,962,944       0.50%       05/11/63             (46,390     1,902       48,292  

CMBX.NA.AAA.6

    CSI       USD       417,305       0.50%       05/11/63             (4,452     (20     4,432  

CMBX.NA.AAA.6

    CSI       USD       357,690       0.50%       05/11/63             (3,816     (17     3,799  

CMBX.NA.AAA.6

    CSI       USD       109,294       0.50%       05/11/63             (1,166     (5     1,161  

CMBX.NA.AJ.4

    MLI       USD       407,343       0.96%       02/17/51             (70,831     (61,562     9,269  

CMBX.NA.BB.6

    CSI       USD       970,000       5.00%       05/11/63             (203,771     (182,565     21,206  

CMBX.NA.BB.6

    CSI       USD       555,000       5.00%       05/11/63             (112,526     (104,458     8,068  

CMBX.NA.BB.6

    CSI       USD       375,000       5.00%       05/11/63             (73,928     (70,475     3,453  

CMBX.NA.BB.6

    GSC       USD       10,000       5.00%       05/11/63             (1,695     (1,882     (187

CMBX.NA.BB.6

    CSI       USD       725,000       5.00%       05/11/63             (133,216     (136,252     (3,036

CMBX.NA.BB.6

    CSI       USD       730,000       5.00%       05/11/63             (134,135     (137,192     (3,057

CMBX.NA.BB.6

    CSI       USD       730,000       5.00%       05/11/63             (134,135     (137,192     (3,057

CMBX.NA.BB.6

    CSI       USD       730,000       5.00%       05/11/63             (134,135     (137,192     (3,057

CMBX.NA.BB.6

    GSC       USD       195,000       5.00%       05/11/63             (33,226     (36,701     (3,475

CMBX.NA.BB.6

    CSI       USD       195,000       5.00%       05/11/63             (33,012     (36,701     (3,689

CMBX.NA.BB.6

    MSC       USD       205,000       5.00%       05/11/63             (34,010     (38,584     (4,574

CMBX.NA.BB.6

    JPM       USD       230,000       5.00%       05/11/63             (37,454     (42,299     (4,845

CMBX.NA.BB.6

    CSI       USD       185,000       5.00%       05/11/63             (27,800     (34,820     (7,020

CMBX.NA.BB.6

    JPM       USD       230,000       5.00%       05/11/63             (34,121     (42,298     (8,177

CMBX.NA.BB.6

    MSC       USD       2,219,000       5.00%       05/11/63             (407,758     (417,026     (9,268

CMBX.NA.BB.6

    CSI       USD       410,000       5.00%       05/11/63             (60,825     (77,167     (16,342

 

The accompanying notes are an integral part of these financial statements.

 

 

  160  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017 - (continued)  

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: - (continued)

 

Sell protection: - (continued)

 

CMBX.NA.BB.6

    GSC       USD       550,000       5.00%       05/11/63     $     $ (60,089   $ (103,364   $ (43,275

CMBX.NA.BB.8

    GSC       USD       735,000       5.00%       10/17/57             (223,455     (189,182     34,273  

CMBX.NA.BB.8

    CSI       USD       1,255,000       5.00%       10/17/57             (350,929     (323,025     27,904  

CMBX.NA.BB.8

    CSI       USD       1,245,000       5.00%       10/17/57             (348,133     (320,451     27,682  

CMBX.NA.BB.8

    CSI       USD       805,000       5.00%       10/17/57             (225,098     (207,199     17,899  

CMBX.NA.BB.8

    MSC       USD       578,000       5.00%       10/17/57             (161,634     (148,772     12,862  

CMBX.NA.BB.8

    MSC       USD       210,000       5.00%       10/17/57             (60,378     (54,052     6,326  

CMBX.NA.BB.8

    MSC       USD       180,000       5.00%       10/17/57             (51,677     (46,330     5,347  

CMBX.NA.BB.8

    GSC       USD       80,000       5.00%       10/17/57             (23,635     (20,591     3,044  

CMBX.NA.BB.8

    GSC       USD       145,000       5.00%       10/17/57             (40,363     (37,322     3,041  

CMBX.NA.BB.8

    GSC       USD       20,000       5.00%       10/17/57             (2,319     (5,148     (2,829

CMBX.NA.BB.8

    JPM       USD       205,000       5.00%       10/17/57             (45,262     (52,765     (7,503

CMBX.NA.BB.8

    MLI       USD       340,000       5.00%       10/17/57             (42,832     (87,512     (44,680

CMBX.NA.BB.8

    UBS       USD       365,000       5.00%       10/17/57             (41,381     (93,947     (52,566

CMBX.NA.BB.8

    MLI       USD       370,000       5.00%       10/17/57             (33,397     (95,235     (61,838

CMBX.NA.BB.8

    BOA       USD       462,000       5.00%       10/17/57             (31,816     (118,914     (87,098

CMBX.NA.BB.9

    GSC       USD       395,000       5.00%       09/17/58             (108,514     (77,703     30,811  

CMBX.NA.BB.9

    MLI       USD       210,000       5.00%       09/17/58             (58,284     (41,310     16,974  

CMBX.NA.BB.9

    JPM       USD       220,000       5.00%       09/17/58             (59,417     (43,278     16,139  

CMBX.NA.BB.9

    MLI       USD       205,000       5.00%       09/17/58             (55,366     (40,327     15,039  

CMBX.NA.BB.9

    GSC       USD       180,000       5.00%       09/17/58             (49,023     (35,409     13,614  

CMBX.NA.BBB.8

    MSC       USD       540,000       3.00%       10/17/57             (91,006     (83,186     7,820  

PrimeX.ARM.2

    MSC       USD       786,266       4.58%       12/25/37       28,526             10,982       (17,544

PrimeX.ARM.2

    JPM       USD       214,777       4.58%       12/25/37       8,942             3,000       (5,942
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 37,468     $ (4,050,095   $ (3,903,011   $ 109,616  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

            $     3,109,358     $     (4,050,095   $     (1,557,266   $     (616,529

Credit default swaps on single-name issues:

 

 

 

 

   

 

 

   

 

 

   

 

 

 
       

Sell protection:

 

Brazil (Federated Republic of)

    GSC       USD       667,000       1.00%/1.95%       12/20/21     $     $ (32,555   $ (26,663   $ 5,892  

Brazil (Federated Republic of)

    GSC       USD       1,304,000       1.00%/2.15%       06/20/22             (73,263     (69,846     3,417  

Brazilian Government International Bond

    BCLY       USD       660,000       1.00%/1.95%       12/20/21             (57,889   $ (26,384     31,505  

Peruvian Government International Bond

    GSC       USD       1,465,000       1.00%/0.72%       06/20/21             (31,189     17,941       49,130  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     $ (194,896   $ (104,952   $ 89,944  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

 

  $     $ (194,896   $ (104,952   $ 89,944  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $ 3,109,358     $ (4,244,991   $ (1,662,218   $ (526,585
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  161  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 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.EM.27

   USD     5,525,000        (1.00 %)    06/20/22    $ 299,995     $ 238,546     $ (61,449

CDX.NA.HY.27

   USD     12,660,120        (5.00 %)    12/20/21      780,246       1,074,511       294,265  

CDX.NA.HY.28

   USD     2,993,000        (5.00 %)    06/20/22      199,959       237,339       37,380  

CDX.NA.HY.28

   USD     16,775,000        (5.00 %)    06/20/22          (1,028,422         (1,329,757         (301,335

CDX.NA.IG.28

   USD     11,444,000        (1.00 %)    06/20/22      (176,747     (209,961     (33,214

ITRAXX.XOV.27

   EUR     7,693,000        (5.00 %)    06/20/22      779,792       936,665       156,873  
            

 

 

   

 

 

   

 

 

 

Total

   $ 854,823     $ 947,343     $ 92,520  
            

 

 

   

 

 

   

 

 

 

Total

   $ 854,823     $ 947,343     $ 92,520  
            

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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 4.800% based on the notional amount of currency delivered     09/20/22       DEUT       USD       415,289       CNH       2,863,000     $     $ (2,637   $ 166     $ 2,803  

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

  Fixed Rate equal to 4.585% based on the notional amount of currency delivered     09/20/22       GSC       USD       784,976       CNH       5,465,000             (10,535   $     (7,744     2,791  

Fixed Rate equal to 4.800% 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     09/20/22       DEUT       CNH       2,863,000       USD       415,289       2,637             3,973       1,336  

Fixed Rate equal to 4.585% 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     09/20/22       GSC       CNH       5,465,000       USD       784,976       10,535             7,426       (3,109
               

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

  $     13,172     $     (13,172   $ 3,821     $     3,821  
               

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 2017  

Counterparty

  Payments made
by Fund
  Payments received
by Fund
    Notional
Amount
    Expiration
Date
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

BCLY

  1.90% Fixed     CPURNSA       USD       20,889,000       07/15/24     $     —     $     —     $     615,543     $     615,543  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  162  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

AUD

   Buy      05/08/17      SSG    $ 309,664      $ 304,715      $ (4,949

AUD

   Buy      05/08/17      BNP      301,347        294,982        (6,365

AUD

   Buy      05/08/17      NAB      330,307        323,432        (6,875

AUD

   Buy      06/06/17      TDB      119,594        119,728        134  

BRL

   Buy      06/21/17      MSC      1,146,678            1,139,233        (7,445

BRL

   Buy      06/21/17      MSC      1,136,763        1,127,720        (9,043

BRL

   Buy      06/21/17      MSC      1,137,179        1,123,674            (13,505

BRL

   Buy      06/21/17      MSC      1,166,683        1,141,101        (25,582

BRL

   Sell      06/21/17      MSC      1,183,546        1,160,393        23,153  

BRL

   Sell      06/21/17      MSC          1,165,140        1,155,726        9,414  

BRL

   Sell      06/21/17      SCB      187,144        183,908        3,236  

BRL

   Sell      06/21/17      SSG      2,011,585        2,031,700        (20,115

CAD

   Buy      05/08/17      SSG      596,080        583,930        (12,150

CHF

   Sell      05/08/17      MSC      116,060        115,634        426  

CNH

   Buy      06/21/17      SCB      387,708        386,844        (864

CNH

   Buy      06/21/17      MSC      389,171        386,843        (2,328

CNH

   Buy      06/21/17      JPM      776,040        773,398        (2,642

CNY

   Buy      06/21/17      CSFB      371,486        374,207        2,721  

COP

   Buy      06/21/17      CSFB      30,720        29,975        (745

COP

   Buy      06/21/17      JPM      927,605        903,287        (24,318

COP

   Sell      06/21/17      SCB      907,854        933,261        (25,407

DKK

   Buy      05/08/17      BOA      25,934        26,371        437  

DKK

   Sell      05/08/17      BOA      114,203        114,424        (221

EGP

   Buy      06/21/17      SCB      39,216        38,354        (862

EGP

   Buy      06/21/17      CBK      48,775        46,902        (1,873

EGP

   Buy      06/21/17      CBK      145,020        136,431        (8,589

EGP

   Buy      03/06/18      GSC      32,737        32,143        (594

EGP

   Buy      03/06/18      GSC      41,055        40,204        (851

EGP

   Buy      03/06/18      CBK      92,291        88,470        (3,821

EGP

   Buy      03/29/18      CBK      244,778        247,081        2,303  

EUR

   Buy      05/08/17      JPM      6,898,100        6,907,788        9,688  

EUR

   Buy      05/08/17      TDB      214,248        217,946        3,698  

EUR

   Buy      06/21/17      BCLY      80,116        81,915        1,799  

EUR

   Buy      06/21/17      CBK      18,043        18,568        525  

EUR

   Sell      05/08/17      TDB      64,334        65,384        (1,050

EUR

   Sell      05/31/17      CBK      5,785,921        5,866,413        (80,492

EUR

   Sell      06/06/17      TDB      267,213        267,383        (170

EUR

   Sell      06/21/17      UBS      18,213        18,567        (354

EUR

   Sell      06/21/17      JPM      117,917        120,142        (2,225

EUR

   Sell      06/21/17      CSFB      231,548        235,916        (4,368

EUR

   Sell      06/21/17      CBK      7,698,888        7,922,835        (223,947

GBP

   Buy      05/08/17      HSBC      1,522,626        1,574,030        51,404  

GBP

   Sell      05/08/17      TDB      118,886        123,072        (4,186

GBP

   Sell      05/31/17      UBS      560,592        567,801        (7,209

GHS

   Buy      06/21/17      SCB      207,582        232,991        25,409  

GHS

   Buy      06/21/17      CBK      102,846        116,381        13,535  

GHS

   Buy      06/21/17      CBK      104,330        116,380        12,050  

GHS

   Sell      06/21/17      CBK      160,748        158,241        2,507  

GHS

   Sell      06/21/17      SCB      153,917        153,640        277  

GHS

   Sell      06/21/17      SCB      102,765        102,580        185  

GHS

   Sell      06/21/17      SCB      51,382        51,290        92  

HUF

   Buy      06/21/17      SCB      1,872,441        1,891,696        19,255  

HUF

   Buy      06/21/17      SCB      631,323        637,303        5,980  

HUF

   Buy      06/21/17      UBS      138,306        140,764        2,458  

HUF

   Sell      06/21/17      JPM      4,014        4,080        (66

HUF

   Sell      06/21/17      CSFB      298,316        301,302        (2,986

HUF

   Sell      06/21/17      BCLY      623,431        631,783        (8,352

HUF

   Sell      06/21/17      BOA      721,232        730,792        (9,560

HUF

   Sell      06/21/17      BOA      850,916        861,041        (10,125

JPY

   Buy      05/08/17      HSBC      4,700,342        4,671,776        (28,566

 

The accompanying notes are an integral part of these financial statements.

 

 

  163  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

JPY

   Buy      05/08/17      SSG    $ 4,730,751      $ 4,671,775      $ (58,976

JPY

   Buy      06/06/17      TDB      48,509        48,510        1  

JPY

   Sell      05/08/17      TDB      55,087        53,840        1,247  

JPY

   Sell      05/08/17      TDB      245,292        244,971        321  

JPY

   Sell      05/15/17      HSBC      3,944,969        3,859,551        85,418  

JPY

   Sell      06/06/17      BMO      363,154        362,853        301  

MXN

   Buy      05/08/17      RBC      49,650        49,860        210  

MXN

   Buy      05/08/17      RBC      20,996        21,111        115  

MXN

   Sell      06/21/17      JPM      489,180        487,996        1,184  

MXN

   Sell      06/21/17      GSC      110,723        110,954        (231

MXN

   Sell      06/21/17      SSG      608,214        616,432        (8,218

MXN

   Sell      06/21/17      RBC      1,070,832        1,130,705        (59,873

MYR

   Sell      05/08/17      CBK      29,365        29,934        (569

NOK

   Buy      06/06/17      TDB      29,194        29,131        (63

NOK

   Sell      05/08/17      UBS      34,261        33,895        366  

PHP

   Buy      06/21/17      HSBC      761,406        769,430        8,024  

PHP

   Buy      06/21/17      BCLY      765,185        769,431        4,246  

PHP

   Buy      06/21/17      SCB      10,987        11,177        190  

PHP

   Sell      06/21/17      BCLY          1,509,693            1,538,861        (29,168

PLN

   Sell      05/08/17      CBK      79,733        80,420        (687

RON

   Buy      06/26/17      CBK      2,566,491        2,615,684        49,193  

RON

   Buy      08/28/17      CBK      1,244,656        1,268,106        23,450  

RON

   Buy      08/28/17      CBK      16,581        16,844        263  

RON

   Sell      06/26/17      CBK      2,717,547        2,615,684        101,863  

RON

   Sell      08/28/17      JPM      849,923        801,289        48,634  

RON

   Sell      08/28/17      BNP      512,428        483,661        28,767  

RUB

   Buy      06/21/17      CBK      131,124        157,976        26,852  

SEK

   Sell      05/08/17      JPM      168,083        166,259        1,824  

SGD

   Buy      05/08/17      BOA      35,786        35,791        5  

SGD

   Buy      05/08/17      SCB      106,214        105,941        (273

THB

   Buy      06/21/17      JPM      772,171        782,321        10,150  

THB

   Buy      06/21/17      HSBC      773,760        782,321        8,561  

THB

   Buy      06/21/17      JPM      4,132        4,219        87  

THB

   Sell      06/21/17      JPM      4,242        4,220        22  

THB

   Sell      06/21/17      JPM      1,550,623        1,564,643        (14,020

TRY

   Buy      06/21/17      HSBC      749,844        807,035        57,191  

TRY

   Buy      06/21/17      BNP      757,571        807,035        49,464  

TRY

   Buy      06/21/17      JPM      750,736        788,453        37,717  

TRY

   Buy      06/21/17      BOA      636,034        658,940        22,906  

TRY

   Buy      06/21/17      MSC      766,720        788,176        21,456  

TRY

   Buy      06/21/17      HSBC      480,456        499,474        19,018  

TRY

   Buy      06/21/17      GSC      23,074        23,851        777  

TRY

   Sell      06/21/17      GSC      745,275        788,454        (43,179

TRY

   Sell      06/21/17      HSBC      742,172        788,176        (46,004

TRY

   Sell      06/21/17      SCB      756,904        807,035        (50,131

TRY

   Sell      06/21/17      DEUT      756,873        807,034        (50,161

TRY

   Sell      06/21/17      CBK      1,112,082        1,182,265        (70,183

ZAR

   Buy      05/08/17      HSBC      83,156        80,327        (2,829

ZAR

   Buy      06/21/17      CBK      1,508        1,483        (25

ZAR

   Buy      06/21/17      JPM      1,028,991        1,023,399        (5,592

ZAR

   Sell      06/21/17      CBK      712,727        691,536        21,191  

ZAR

   Sell      06/21/17      JPM      936,770        919,427        17,343  

ZAR

   Sell      06/21/17      HSBC      342,493        344,099        (1,606

ZAR

   Sell      06/21/17      JPM      334,004        339,649        (5,645

ZMW

   Buy      06/21/17      CBK      229,293        238,391        9,098  

ZMW

   Buy      06/21/17      CBK      115,228        119,195        3,967  

ZMW

   Buy      06/21/17      SCB      56,139        59,546        3,407  

ZMW

   Buy      06/21/17      CBK      56,531        59,545        3,014  
                 

 

 

 

Total

 

   $     (151,704
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  164  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

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

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

RBC

   RBC Dominion Securities, Inc.

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

TDB

   Toronto-Dominion Bank

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

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

GHS

   Ghana Cedi

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

INR

   Indian Rupee

JPY

   Japanese Yen

MXN

   Mexican Peso

MYR

   Malaysian Ringgit

NOK

   Norwegian Krone

PEN

   Peruvian 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

ZMW

   Zambian Kwacha
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:

CJSC

   Closed Joint Stock Company

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

EM

   Emerging Markets

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

JSC

   Joint Stock Company

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

OJSC

   Open Joint Stock Company

OTC

   Over-the-Counter

TBA

   To Be Announced
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  165  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 66,805,807     $     $ 66,805,807     $  

Corporate Bonds

     52,646,878             52,646,878        

Foreign Government Obligations

     94,293,715             94,293,715        

Municipal Bonds

     6,946,574             6,946,574        

Senior Floating Rate Interests

     94,969,520             94,969,520        

U.S. Government Agencies

     3,511,689             3,511,689        

U.S. Government Securities

     17,593,699             17,593,699        

Common Stocks

 

Energy

     1,092,721                   1,092,721  

Utilities

     124,639       124,638             1  

Short-Term Investments

     37,972,195       37,972,195              

Purchased Options

     73,223             73,223        

Foreign Currency Contracts(2)

     858,529             858,529        

Futures Contracts(2)

     1,626,284       1,626,284              

Swaps - Credit Default(2)

     1,140,196             1,140,196        

Swaps - Cross Currency(2)

     6,930             6,930        

Swaps - Interest Rate(2)

     615,543             615,543        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     380,278,142     $     39,723,117     $     339,462,303     $     1,092,722  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (1,010,233   $     $ (1,010,233   $  

Futures Contracts(2)

     (738,243     (738,243            

Swaps - Credit Default(2)

     (1,574,261           (1,574,261      

Swaps - Cross Currency(2)

     (3,109           (3,109      

TBA Sale Commitments

     (20,564,844           (20,564,844      

Written Options

     (443,776           (443,776      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (24,334,466   $ (738,243   $ (23,596,223   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 six-month period ended April 30, 2017 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  166  

 


The Hartford Total Return Bond Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.0%  
            Asset-Backed - Automobile - 0.8%      
  $       1,461,084    

AmeriCredit Automobile Receivables Trust
2.72%, 09/09/2019

  $ 1,465,695  
    1,840,000    

CarMax Auto Owner Trust
2.58%, 11/16/2020

    1,846,184  
   

First Investors Auto Owner Trust

 
    177,957    

1.49%, 01/15/2020(1)

    177,938  
    1,899,236    

1.67%, 11/16/2020(1)

    1,900,146  
    930,000    

2.39%, 11/16/2020(1)

    934,655  
    650,000    

GM Financial Automobile Leasing Trust
1.96%, 03/20/2018(1)

    650,729  
    3,277,947    

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

    3,289,042  
   

Santander Drive Auto Receivables Trust

 
    102,045    

1.82%, 05/15/2019

    102,059  
    3,958,693    

1.83%, 01/15/2020

    3,963,935  
    329,396    

2.25%, 06/17/2019

    330,207  
    1,426,096    

2.36%, 04/15/2020

    1,430,478  
     

 

 

 
        16,091,068  
     

 

 

 
            Asset-Backed - Finance & Insurance - 13.5%  
    4,200,000    

American Money Management Corp.
2.61%, 07/27/2026(1)(2)

    4,201,936  
    475,000    

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
5.82%, 11/25/2035(3)

    485,228  
    2,910,000    

Anchorage Capital CLO Ltd.
2.46%, 01/15/2029(1)(2)

    2,923,095  
   

Apidos CLO

 
    1,445,000    

2.49%, 01/16/2027(1)(2)

    1,446,780  
    2,935,000    

2.61%, 01/19/2025(1)(2)

    2,936,984  
    3,580,000    

Ares CLO Ltd.
2.29%, 07/28/2025(1)(2)

    3,581,060  
   

Atlas Senior Loan Fund Ltd.

 
    3,775,000    

2.41%, 10/15/2026(1)(2)

    3,775,257  
    6,012,000    

2.45%, 07/16/2026(1)(2)

    6,016,990  
    3,160,000    

Avery Point CLO Ltd.
2.26%, 01/18/2025(1)(2)(4)

    3,160,000  
    4,375,000    

Avery Point IV CLO Ltd.
2.26%, 04/25/2026(1)(2)

    4,372,813  
    1,030,000    

Babson CLO Ltd.
2.31%, 07/20/2025(1)(2)

    1,030,028  
    5,947,541    

Bayview Opportunity Master Fund Trust
4.00%, 10/28/2064(1)(2)

    6,146,100  
   

BlueMountain CLO Ltd.

 
    6,310,000    

2.17%, 04/15/2025(1)(2)

    6,306,820  
    4,580,000    

2.28%, 04/30/2026(1)(2)

    4,580,087  
    508,750    

Cal Funding II Ltd.
3.47%, 10/25/2027(1)

    507,566  
   

Carlyle Global Market Strategies Ltd.

 
    4,630,000    

2.64%, 04/27/2027(1)(2)

    4,630,032  
    2,815,000    

3.06%, 10/20/2029(1)(2)

    2,822,412  
   

Cent CLO Ltd.

 
    2,830,000    

0.00%, 07/27/2026(1)(5)

    2,831,005  
    3,985,000    

2.26%, 01/25/2026(1)(2)

    3,983,008  
    4,475,000    

2.65%, 04/17/2026(1)(2)

    4,477,703  
    1,810,000    

3.21%, 04/17/2026(1)(2)

    1,809,071  
    4,175,000    

CIFC Funding Ltd.
2.24%, 05/24/2026(1)(2)

    4,179,175  
    4,745,000    

CIFC Funding Ltd.
2.21%, 04/18/2025(1)(2)

    4,742,609  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.0% - (continued)  
            Asset-Backed - Finance & Insurance - 13.5% - (continued)  
   

Dryden Senior Loan Fund

 
  $       4,675,000    

2.24%, 04/18/2026(1)(2)

  $ 4,672,644  
    3,970,000    

2.59%, 07/15/2027(1)(2)

    3,980,858  
    4,796,000    

2.59%, 10/15/2028(1)(2)

    4,824,455  
   

First Franklin Mortgage Loan Trust

 
    2,250,478    

1.23%, 04/25/2036(2)

    1,619,300  
    1,065,000    

1.30%, 09/25/2036(2)

    889,957  
   

Flatiron CLO Ltd.

 
    3,435,000    

2.42%, 05/15/2030(1)(2)(4)

    3,435,000  
   

Galaxy CLO Ltd.

 
    6,637,000    

2.41%, 04/15/2025(1)(2)

    6,643,929  
   

GreatAmerica Leasing Receivables Funding LLC

 
    616,000    

1.72%, 04/22/2019(1)

    615,452  
   

Green Tree Agency Advance Funding Trust

 
    2,525,000    

3.10%, 10/15/2048(1)

    2,524,419  
   

Highbridge Loan Management Ltd.

 
    2,910,000    

2.48%, 05/05/2027(1)(2)

    2,910,047  
   

JFIN CLO Ltd.

 
    3,970,000    

2.32%, 04/24/2029(1)(2)

    3,984,383  
   

KKR CLO Ltd.

 
    4,210,000    

2.72%, 10/18/2028(1)(2)

    4,245,212  
   

Lendmark Funding Trust

 
    3,575,000    

3.26%, 04/21/2025(1)

    3,573,478  
   

Madison Park Funding Ltd.

 
    2,765,000    

1.99%, 01/19/2025(1)(2)

    2,765,885  
    4,525,000    

2.42%, 07/20/2026(1)(2)

    4,527,656  
    4,825,000    

2.43%, 10/23/2025(1)(2)

    4,826,534  
   

Magnetite CLO Ltd.

 
    2,585,000    

2.46%, 04/15/2026(1)(2)

    2,585,122  
    3,165,000    

2.49%, 04/15/2027(1)(2)

    3,165,199  
    3,890,000    

2.58%, 07/25/2026(1)(2)

    3,893,590  
    3,115,000    

3.11%, 07/25/2026(1)(2)

    3,122,445  
   

Nationstar HECM Loan Trust

 
    424,096    

2.24%, 06/25/2026(1)

    427,104  
    1,275,758    

2.98%, 02/25/2026(1)

    1,276,293  
    3,795,000    

Neuberger Berman CLO Ltd.
2.50%, 08/04/2025(1)(2)

    3,793,171  
   

NRZ Advance Receivables Trust

 
    4,895,000    

3.11%, 12/15/2050(1)

    4,903,674  
    4,425,000    

3.21%, 02/15/2051(1)

    4,464,382  
    1,395,000    

Oak Hill Credit Partners X Ltd.
2.29%, 07/20/2026(1)(2)

    1,394,297  
    4,495,000    

Oaktree EIF II Ltd.
2.59%, 02/15/2026(1)(2)

    4,495,548  
    4,015,000    

OCP CLO Ltd.
2.69%, 04/17/2027(1)(2)

    4,016,831  
    3,020,000    

Octagon Investment Partners 30 Ltd.
2.36%, 03/17/2030(1)(2)

    3,042,858  
    2,385,000    

Octagon Investment Partners Ltd.
2.28%, 07/17/2025(1)(2)

    2,385,835  
    5,829,000    

OHA Credit Partners VIII Ltd.
2.15%, 04/20/2025(1)(2)

    5,831,116  
    6,305,000    

OneMain Financial Issuance Trust
4.10%, 03/20/2028(1)

    6,455,052  
    4,470,000    

OZLM Funding Ltd.
2.49%, 04/30/2027(1)(2)

    4,474,416  
    5,355,000    

Race Point CLO Ltd.
2.67%, 04/15/2027(1)(2)

    5,357,699  
    2,710,000    

SBA Tower Trust
2.90%, 10/15/2044(1)(3)

    2,725,714  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  167  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.0% - (continued)  
            Asset-Backed - Finance & Insurance - 13.5% - (continued)  
$       3,320,000    

Seneca Park CLO Ltd.
2.28%, 07/17/2026(1)(2)

  $ 3,318,479  
    3,420,000    

Shackleton CLO Ltd.
2.32%, 07/17/2026(1)(2)

    3,418,273  
   

SoFi Consumer Loan Program LLC

 
    3,164,062    

3.05%, 12/26/2025(1)

    3,168,307  
    2,898,738    

3.09%, 10/27/2025(1)

    2,902,504  
    2,420,484    

3.28%, 01/26/2026(1)

    2,437,428  
   

Sound Point CLO Ltd.

 
    3,765,000    

2.26%, 01/21/2026(1)(2)

    3,765,000  
    2,100,000    

2.50%, 01/23/2029(1)(2)

    2,106,668  
    4,385,000    

2.69%, 04/15/2027(1)(2)

    4,386,723  
    1,410,000    

5.76%, 07/15/2025(1)(2)

    1,369,629  
    3,940,000    

Springleaf Funding Trust
2.90%, 11/15/2029(1)

    3,963,065  
    4,175,000    

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

    4,162,003  
    4,090,000    

Symphony CLO L.P.
2.91%, 01/09/2023(1)(2)

    4,089,153  
    3,950,000    

Symphony CLO Ltd.
2.44%, 07/14/2026(1)(2)

    3,951,572  
    2,740,000    

Thacher Park CLO Ltd.
2.15%, 10/20/2026(1)(2)

    2,738,630  
    9,732,218    

Towd Point Mortgage Trust
2.75%, 10/25/2056(1)(2)

    9,721,707  
    4,335,000    

Treman Park CLO Ltd.
2.53%, 04/20/2027(1)(2)

    4,350,680  
    2,355,000    

Venture CLO Ltd.
2.44%, 07/20/2030(1)(2)(4)

    2,355,000  
   

Voya CLO Ltd.

 

    1,500,000    

2.41%, 04/17/2030(1)(2)

    1,500,000  
    2,115,000    

2.49%, 04/18/2026(1)(2)

    2,115,440  
    1,545,000    

2.58%, 07/25/2026(1)(2)

    1,545,496  
    4,220,000    

2.64%, 04/18/2027(1)(2)

    4,221,865  
    1,505,000    

3.26%, 04/18/2027(1)(2)

    1,505,980  
    4,650,000    

York CLO Ltd.
2.73%, 01/20/2030(1)(2)

    4,679,625  
    5,625,000    

Zais CLO Ltd.
2.69%, 10/15/2028(1)(2)

    5,665,967  
     

 

 

 
        288,234,508  
     

 

 

 
            Asset-Backed - Home Equity - 1.4%  
   

GSAA Home Equity Trust

 

    1,053,730    

1.06%, 12/25/2046(2)

    593,989  
    5,936,174    

1.07%, 02/25/2037(2)

    3,134,535  
    1,147,827    

1.08%, 12/25/2036(2)

    571,196  
    3,820,143    

1.09%, 03/25/2037(2)

    2,109,938  
    2,430,298    

1.17%, 11/25/2036(2)

    1,261,640  
    819,545    

1.21%, 05/25/2047(2)

    651,230  
    517,401    

1.29%, 03/25/2036(2)

    363,070  
    583,083    

5.88%, 09/25/2036(3)

    295,103  
    1,622,033    

5.99%, 06/25/2036(2)

    831,744  
    165,542    

Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
1.14%, 06/25/2036(2)

    140,604  
    1,482,561    

Morgan Stanley Mortgage Loan Trust
1.16%, 11/25/2036(2)

    617,432  
    9,934,769    

New Residential Mortgage Loan Trust
4.00%, 02/25/2057(1)(2)

    10,226,056  
    5,080,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

    5,046,365  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.0% - (continued)  
            Asset-Backed - Home Equity - 1.4% - (continued)  
  $       779,875    

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(3)

  $ 411,634  
   

Soundview Home Loan Trust

 

    3,500,000    

1.17%, 07/25/2037(2)

    2,602,671  
    830,000    

1.23%, 07/25/2036(2)

    635,240  
    1,485,000    

1.24%, 11/25/2036(2)

    1,177,535  
     

 

 

 
        30,669,982  
     

 

 

 
            Collateralized - Mortgage Obligations - 0.2%  
    3,491,000    

COLT Funding LLC
2.61%, 05/27/2047

    3,490,940  
     

 

 

 
            Commercial Mortgage-Backed Securities - 4.9%  
   

Banc of America Commercial Mortgage Trust

 

    1,970,000    

3.26%, 09/15/2048(1)(2)

    1,196,368  
    856,311    

5.49%, 02/10/2051

    859,510  
    25,043    

6.04%, 02/10/2051(2)

    25,155  
    23,992,889    

BBCMS Mortgage Trust
1.70%, 02/15/2050(2)(6)

    2,696,369  
    2,957,000    

BBCMS Mortgage Trust
3.67%, 02/15/2050

    3,055,980  
    510,000    

Bear Stearns Commercial Mortgage Securities Trust
5.28%, 10/12/2042(2)

    501,954  
   

Citigroup Commercial Mortgage Trust

 
    14,430,406    

1.20%, 07/10/2047(2)(6)

    851,602  
    16,260,323    

1.30%, 04/10/2048(2)(6)

    1,044,207  
    32,000    

2.77%, 12/10/2045

    32,135  
    300,000    

2.94%, 04/10/2048

    297,650  
    720,000    

3.11%, 04/10/2048(1)

    527,093  
    570,000    

3.33%, 06/10/2046

    586,618  
    825,000    

3.62%, 02/10/2049

    854,823  
    1,045,000    

3.76%, 06/10/2048

    1,094,463  
    795,000    

3.82%, 11/10/2048

    834,128  
    190,000    

3.86%, 05/10/2047

    200,523  
    415,000    

4.57%, 03/10/2047(1)(2)

    302,578  
    305,000    

5.07%, 03/10/2047(1)(2)

    265,720  
    1,086,800    

Commercial Mortgage Loan Trust
6.31%, 12/10/2049(2)

    1,095,046  
    5,952,437    

Commercial Mortgage Pass-Through Certificates
0.97%, 02/10/2047(2)(6)

    188,463  
    360,000    

4.24%, 02/10/2047(2)

    387,662  
    1,825,000    

4.75%, 10/15/2045(1)(2)

    1,140,059  
    3,230,182    

Commercial Mortgage Trust
2.08%, 07/10/2046(1)(2)(6)

    163,550  
    945,249    

2.85%, 10/15/2045

    956,943  
    525,000    

3.10%, 03/10/2046

    535,220  
    1,025,000    

3.21%, 03/10/2046

    1,048,159  
    1,270,000    

3.35%, 02/10/2048

    1,288,803  
    3,050,000    

3.42%, 03/10/2031(1)

    3,163,684  
    905,000    

3.61%, 06/10/2046(2)

    944,799  
    455,000    

3.62%, 07/10/2050

    469,735  
    1,425,000    

3.69%, 08/10/2047

    1,479,917  
    635,000    

3.77%, 02/10/2049

    662,664  
    900,000    

3.80%, 08/10/2047

    946,615  
    740,000    

3.90%, 07/10/2050

    778,009  
    650,125    

3.96%, 03/10/2047

    687,479  
    860,000    

4.02%, 07/10/2045

    917,409  
    420,000    

4.07%, 02/10/2047(2)

    448,525  
    390,000    

4.21%, 08/10/2046

    419,958  
    660,000    

4.21%, 08/10/2046(2)

    711,467  
    595,000    

4.37%, 07/10/2045(2)

    644,915  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  168  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.0% - (continued)  
            Commercial Mortgage-Backed Securities - 4.9% - (continued)  
  $       805,000    

4.73%, 10/15/2045(1)(2)

  $ 348,138  
    95,000    

Copper Mill
3.29%, 06/01/2029(4)

    96,915  
    710,037    

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

    684,062  
    43,768,240    

CSAIL Commercial Mortgage Trust
1.01%, 06/15/2057(2)(6)

        2,151,038  
    1,508,309    

1.10%, 04/15/2050(2)(6)

    81,541  
    5,904,778    

1.21%, 11/15/2048(2)(6)

    358,178  
    490,022    

3.45%, 08/15/2048

    500,838  
    670,000    

3.50%, 11/15/2049

    683,099  
    450,000    

3.51%, 08/15/2048(2)

    335,375  
    430,000    

3.54%, 11/15/2048

    441,591  
    2,637,000    

3.72%, 08/15/2048

    2,744,827  
    20,000    

3.76%, 11/15/2048

    20,893  
    3,572,358    

DBUBS Mortgage Trust
0.93%, 11/10/2046(1)(2)(6)

    71,765  
    1,694,207    

Four Times Square Trust Commercial Mortgage Pass-Through Certificates
5.40%, 12/13/2028(1)

    1,865,015  
   

FREMF Mortgage Trust

 

    2,495,000    

3.07%, 10/25/2047(1)(2)

    2,494,365  
    1,390,000    

3.88%, 02/25/2024(1)(2)

    1,380,900  
    2,710,000    

5.42%, 09/25/2043(1)(2)

    2,931,918  
    357,377    

GE Business Loan Trust
1.99%, 05/15/2034(1)(2)

    314,822  
    260,000    

GE Commercial Mortgage Corp.
5.61%, 12/10/2049(2)

    258,564  
    26,227,518    

GS Mortgage Securities Trust
0.24%, 07/10/2046(2)(6)

    144,949  
    3,287,466    

1.53%, 08/10/2044(1)(2)(6)

    156,029  
    2,010,000    

2.95%, 11/05/2034(1)

    2,046,499  
    605,000    

3.38%, 05/10/2050

    617,402  
    695,000    

3.67%, 04/10/2047(1)

    242,041  
    450,000    

4.07%, 01/10/2047

    480,409  
    725,000    

4.66%, 11/10/2047(1)(2)

    613,670  
    1,310,000    

5.02%, 04/10/2047(1)(2)

    1,006,616  
    4,850,892    

JP Morgan Chase Commercial Mortgage Securities Trust
2.49%, 02/12/2051(2)

    4,702,248  
    1,325,000    

2.73%, 10/15/2045(1)(2)

    538,546  
    137,293    

2.84%, 12/15/2047

    138,388  
    1,255,954    

3.91%, 05/05/2030(1)

    1,313,613  
    730,000    

4.54%, 12/15/2047(1)(2)

    559,994  
    1,160,000    

5.59%, 08/15/2046(1)(2)

    1,171,065  
    815,446    

5.72%, 02/15/2051

    824,830  
    15,103,507    

JPMBB Commercial Mortgage Securities Trust
0.99%, 09/15/2047(2)(6)

    519,535  
    5,073,605    

1.08%, 05/15/2048(2)(6)

    194,407  
    520,061    

3.61%, 05/15/2048

    538,093  
    520,000    

3.78%, 08/15/2047

    545,466  
    860,000    

3.88%, 10/15/2048(1)(2)

    643,890  
    760,310    

LB-UBS Commercial Mortgage Trust
5.86%, 07/15/2040(2)

    761,334  
    654,606    

6.29%, 04/15/2041(2)

    671,363  
    29,886    

Lehman Brothers Small Balance Commercial Mortgage Trust
5.52%, 09/25/2030(1)(2)

    29,783  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.0% - (continued)  
            Commercial Mortgage-Backed Securities - 4.9% - (continued)  
  $       1,622,640    

Merrill Lynch/Countrywide Commercial Mortgage Trust
5.70%, 09/12/2049

  $     1,633,641  
    631,950    

5.81%, 06/12/2050(2)

    631,692  
    4,392,786    

Morgan Stanley Bank of America Merrill Lynch Trust
1.26%, 10/15/2048(2)(6)

    299,408  
    9,569,881    

1.29%, 12/15/2047(2)(6)

    517,080  
    640,000    

2.92%, 02/15/2046

    645,875  
    1,005,000    

3.13%, 12/15/2048

    1,028,011  
    880,000    

3.18%, 08/15/2045

    906,404  
    650,000    

3.73%, 05/15/2048

    678,172  
    730,173    

4.26%, 10/15/2046(2)

    789,869  
    775,000    

4.50%, 08/15/2045(1)

    534,412  
    17,573,140    

Morgan Stanley Capital I Trust
0.63%, 09/15/2047(1)(2)(6)

    215,935  
    495,000    

2.78%, 08/15/2049

    481,344  
    500,000    

3.34%, 12/15/2049

    507,883  
    2,605,000    

3.47%, 08/11/2033(1)

    2,712,997  
    165,000    

3.60%, 12/15/2049

    170,521  
    885,000    

5.33%, 07/15/2049(1)(2)

    736,641  
    425,000    

5.41%, 10/12/2052(1)(2)

    239,625  
    1,083,884    

5.57%, 12/15/2044

    1,092,980  
    291,784    

5.81%, 12/12/2049

    293,171  
    885,000    

SFAVE Commercial Mortgage Securities Trust
3.87%, 01/05/2043(1)(2)

    878,962  
    1,200,000    

UBS-Barclays Commercial Mortgage Trust
3.09%, 08/10/2049

    1,226,038  
    910,000    

3.19%, 03/10/2046

    930,275  
    1,005,120    

3.24%, 04/10/2046

    1,033,366  
    12,901,033    

Wells Fargo Commercial Mortgage Trust
1.33%, 05/15/2048(2)(6)

    825,581  
    915,000    

2.92%, 10/15/2045

    928,122  
    295,000    

2.94%, 10/15/2049

    289,548  
    10,000    

3.17%, 02/15/2048

    10,078  
    645,000    

3.29%, 05/15/2048

    655,641  
    810,000    

3.41%, 12/15/2047

    828,545  
    605,000    

3.41%, 09/15/2058

    619,078  
    625,000    

3.56%, 01/15/2059

    646,083  
    760,000    

3.64%, 06/15/2048

    790,490  
    655,000    

3.79%, 09/15/2048

    684,124  
    255,000    

4.24%, 05/15/2048(2)

    214,719  
    430,000    

4.37%, 06/15/2048(2)

    355,757  
   

WF-RBS Commercial Mortgage Trust

 

    2,239,351    

1.54%, 03/15/2047(2)(6)

    129,703  
    870,000    

2.87%, 11/15/2045

    881,232  
    1,170,000    

2.88%, 12/15/2045

    1,181,987  
    1,545,000    

3.02%, 11/15/2047(1)

    627,420  
    305,000    

3.07%, 03/15/2045

    310,826  
    350,000    

3.35%, 05/15/2045

    357,756  
    730,000    

3.61%, 11/15/2047

    756,648  
    740,000    

3.72%, 05/15/2047

    775,771  
    660,281    

4.00%, 05/15/2047

    703,144  
    180,000    

4.05%, 03/15/2047

    192,125  
    745,125    

4.10%, 03/15/2047

    796,453  
    345,000    

5.00%, 06/15/2044(1)(2)

    281,240  
    960,000    

5.76%, 04/15/2045(1)(2)

    970,078  
     

 

 

 
        103,526,422  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  169  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.0% - (continued)  
            Other ABS - 0.3%  
  $       6,265,000    

Oaktree EIF II Ltd.
2.28%, 11/15/2025(4)

  $ 6,265,000  
     

 

 

 
            Whole Loan Collateral CMO - 6.9%  
   

Adjustable Rate Mortgage Trust

 

    1,300,281    

1.49%, 01/25/2036(2)

    1,210,210  
    210,122    

1.51%, 01/25/2036(2)

    195,476  
    873,690    

1.53%, 11/25/2035(2)

    810,037  
    854,807    

4.29%, 11/25/2037(1)(2)

    791,240  
   

Alternative Loan Trust

 

    2,976,971    

1.26%, 01/25/2036(2)

    2,657,320  
    984,686    

1.31%, 11/25/2035(2)

    830,440  
    182,077    

1.39%, 10/25/2036(2)

    112,245  
    1,674,413    

2.01%, 08/25/2035(2)

    1,475,937  
    862,780    

5.75%, 05/25/2036

    657,208  
    309,662    

6.00%, 05/25/2036

    246,518  
    214,199    

6.00%, 12/25/2036

    151,215  
   

American Home Mortgage Assets Trust

 

    644,983    

1.18%, 09/25/2046(2)

    530,376  
    822,169    

1.60%, 10/25/2046(2)

    634,603  
    1,207,289    

Angel Oak Mortgage Trust LLC
2.81%, 01/25/2047(1)(2)

    1,210,440  
   

Banc of America Funding Trust

 

    166,651    

1.22%, 02/20/2047(2)

    156,619  
    1,989,461    

1.29%, 05/20/2047(2)

    1,737,216  
    2,567,545    

5.77%, 05/25/2037(2)

    2,375,232  
    101,263    

5.85%, 01/25/2037(3)

    88,529  
   

BCAP LLC Trust

 

    440,479    

1.16%, 01/25/2037(2)

    381,609  
    1,239,887    

1.17%, 03/25/2037(2)

    1,157,066  
   

Bear Stearns Adjustable Rate Mortgage Trust

 

    990,357    

2.83%, 10/25/2035(2)

    950,776  
    591,126    

3.23%, 02/25/2036(2)

    504,763  
   

Bear Stearns Alt-A Trust

 

    200,410    

1.31%, 08/25/2036(2)

    176,819  
    2,694,405    

1.49%, 01/25/2036(2)

    2,408,022  
    1,530,161    

Bear Stearns Mortgage Funding Trust
1.17%, 10/25/2036(2)

    1,324,474  
    806,527    

Chase Mortgage Finance Trust
3.20%, 12/25/2035(2)

    778,891  
   

CHL Mortgage Pass-Through Trust

 

    1,171,829    

1.67%, 03/25/2035(2)

    1,053,997  
    1,049,371    

3.01%, 11/20/2035(2)

    883,957  
    1,873,297    

3.15%, 09/25/2047(2)

    1,727,568  
    454,549    

3.17%, 06/20/2035(2)

    426,250  
    255,776    

3.25%, 03/20/2036(2)

    226,071  
    729,027    

3.56%, 04/20/2036(2)

    533,029  
    1,223,843    

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

    1,128,004  
    2,100,000    

Deephaven Residential Mortgage Trust
2.73%, 12/26/2046(1)(2)

    2,100,544  
    968,236    

Deutsche Mortgage Sec, Inc. Mortgage Loan Trust
5.66%, 12/25/2033(3)

    975,389  
   

DSLA Mortgage Loan Trust

 

    228,971    

1.35%, 01/19/2045(2)

    204,657  
    814,694    

1.56%, 03/19/2046(2)

    729,489  
   

Fannie Mae Connecticut Avenue Securities

 

    1,620,000    

4.54%, 07/25/2029(2)

    1,675,566  
    3,190,143    

5.34%, 04/25/2029(2)

    3,415,335  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.0% - (continued)  
            Whole Loan Collateral CMO - 6.9% - (continued)  
   

GMAC Mortgage Corp. Loan Trust

 

  $       764,440    

3.41%, 09/19/2035(2)

  $ 693,027  
    140,828    

3.81%, 04/19/2036(2)

    126,088  
    1,240,649    

GreenPoint Mortgage Funding Trust
2.04%, 10/25/2045(2)

    966,173  
   

GSR Mortgage Loan Trust

 

    3,959,825    

1.29%, 01/25/2037(2)

    2,515,056  
    265,058    

3.30%, 10/25/2035(2)

    222,363  
    2,416,498    

3.50%, 01/25/2036(2)

    2,243,316  
   

HarborView Mortgage Loan Trust

 

    1,507,892    

1.18%, 01/19/2038(2)

    1,368,501  
    2,819,599    

1.23%, 12/19/2036(2)

    2,316,888  
    828,029    

1.69%, 01/19/2035(2)

    571,043  
    380,802    

1.99%, 10/25/2037(2)

    356,894  
   

IndyMac Index Mortgage Loan Trust

 

    1,554,081    

1.18%, 04/25/2037(2)

    1,152,897  
    647,027    

1.23%, 07/25/2035(2)

    570,914  
    1,295,823    

1.27%, 07/25/2035(2)

    1,087,846  
    709,258    

1.28%, 01/25/2036(2)

    522,435  
    528,835    

3.21%, 08/25/2035(2)

    423,919  
    653,898    

3.21%, 01/25/2036(2)

    614,186  
    2,777,388    

3.23%, 03/25/2036(2)

    2,471,097  
    1,502,061    

3.33%, 04/25/2037(2)

    952,850  
    1,876,152    

3.34%, 07/25/2037(2)

    1,257,675  
   

JP Morgan Mortgage Trust

 

    808,477    

3.20%, 09/25/2035(2)

    774,177  
    210,400    

3.36%, 04/25/2037(2)

    187,020  
    590,800    

3.57%, 05/25/2036(2)

    543,360  
    815,519    

Lehman XS Trust
1.20%, 07/25/2046(2)

    725,811  
   

LSTAR Securities Investment Trust

 

    3,192,077    

0.03%, 11/01/2021(1)(2)

    3,192,077  
    3,767,393    

2.98%, 10/01/2020(1)(2)

    3,776,812  
    1,514,944    

2.98%, 09/01/2021(1)(2)

    1,515,701  
    1,240,000    

2.99%, 04/01/2022(1)(2)

    1,227,527  
    2,308,954    

3.00%, 01/01/2022(1)(2)

    2,308,954  
    4,541,745    

3.00%, 02/01/2022(1)(2)

    4,530,391  
   

Luminent Mortgage Trust

 

    4,302,771    

1.18%, 05/25/2046(2)

    3,630,759  
    468,371    

1.19%, 10/25/2046(2)

    418,103  
    383,773    

MASTR Adjustable Rate Mortgages Trust
3.05%, 11/21/2034(2)

    391,648  
    430,124    

Merrill Lynch Mortgage Investors Trust
3.26%, 07/25/2035(2)

    351,814  
    1,558,635    

Morgan Stanley Mortgage Loan Trust
3.42%, 05/25/2036(2)

    1,110,525  
    6,928,000    

Mortgage Repurchase Agreement Financing Trust
2.16%, 06/10/2019(1)(2)

    6,929,905  
   

New Residential Mortgage Loan Trust

 

    4,891,292    

3.75%, 11/26/2035(1)(2)

    5,082,928  
    4,710,242    

3.75%, 11/25/2056(1)(2)

    4,885,302  
    10,190,000    

4.00%, 03/25/2057(1)(2)

    10,596,632  
    198,082    

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.60%, 06/25/2036(2)

    161,536  
    2,260,304    

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

    2,127,316  
   

Residential Accredit Loans, Inc.

 

    227,321    

1.21%, 02/25/2046(2)

    103,175  
    2,136,237    

1.29%, 04/25/2036(2)

    1,710,664  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  170  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 28.0% - (continued)  
            Whole Loan Collateral CMO - 6.9% - (continued)  
  $       2,072,490    

1.98%, 11/25/2037(2)

  $ 1,641,954  
    1,523,786    

6.00%, 12/25/2035

    1,407,954  
   

Residential Asset Securitization Trust

 

    678,751    

1.44%, 03/25/2035(2)

    587,582  
    1,020,640    

5.50%, 06/25/2035

    902,147  
    719,512    

Residential Funding Mortgage Securities, Inc.
3.33%, 08/25/2035(2)

    543,847  
    313,897    

Sequoia Mortgage Trust
3.19%, 07/20/2037(2)

    263,138  
    2,860,171    

Springleaf Mortgage Loan Trust
3.52%, 12/25/2065(1)(2)

    2,867,458  
    473,065    

Structured Adjustable Rate Mortgage Loan Trust
1.29%, 09/25/2034(2)

    365,748  
    556,343    

Structured Asset Mortgage Investments II Trust
1.22%, 02/25/2036(2)

    472,565  
    843,428    

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

    647,150  
   

Towd Point Mortgage Trust

 

    4,355,054    

2.25%, 04/25/2056(1)(2)

    4,326,200  
    1,567,792    

2.75%, 04/25/2055(1)(2)

    1,574,377  
    3,534,113    

2.75%, 08/25/2055(1)(2)

    3,545,284  
    533,651    

3.00%, 03/25/2054(1)(2)

    536,097  
   

WaMu Mortgage Pass-Through Certificates Trust

 

    1,118,049    

1.41%, 06/25/2044(2)

    1,045,641  
    720,990    

1.54%, 10/25/2046(2)

    632,869  
    593,628    

1.64%, 07/25/2046(2)

    531,340  
    504,970    

1.66%, 08/25/2046(2)

    445,283  
    342,400    

2.09%, 11/25/2046(2)

    310,129  
    1,515,609    

2.68%, 06/25/2037(2)

    1,362,450  
    361,313    

2.74%, 12/25/2036(2)

    330,330  
   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

 
    467,042    

1.08%, 02/25/2037(2)

    293,756  
    224,618    

1.15%, 02/25/2037(2)

    169,167  
    851,750    

1.49%, 11/25/2046(2)

    700,610  
    1,635,912    

1.59%, 07/25/2036(2)

    1,033,015  
    742,483    

Wells Fargo Alternative Loan Trust
3.18%, 12/28/2037(2)

    681,023  
   

Wells Fargo Commercial Mortgage Trust

 

    30,326,240    

1.33%, 09/15/2057(2)(6)

    1,834,492  
    2,115,000    

2.88%, 05/15/2048(1)(2)

    1,289,999  
    1,090,000    

3.36%, 09/15/2058(1)

    659,054  
    675,000    

3.84%, 09/15/2058

    710,064  
    586,501    

Wells Fargo Mortgage Backed Securities Trust
3.02%, 09/25/2036(2)

    575,350  
     

 

 

 
        147,634,515  
     

 

 

 
            Whole Loan Collateral PAC - 0.0%  
    152,943    

Alternative Loan Trust
1.49%, 12/25/2035(2)

    107,542  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $593,500,953)

  $ 596,019,977  
     

 

 

 
     
CORPORATE BONDS - 30.5%      
            Advertising - 0.0%  
  $       70,000    

Lamar Media Corp.
5.75%, 02/01/2026

  $ 76,213  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Aerospace/Defense - 0.3%  
  $       2,600,000    

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

  $ 2,704,000  
    300,000    

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

    308,006  
   

Lockheed Martin Corp.

 

    955,000    

2.50%, 11/23/2020

    966,131  
    1,535,000    

4.70%, 05/15/2046

    1,686,709  
     

 

 

 
        5,664,846  
     

 

 

 
            Agriculture - 0.4%  
   

Altria Group, Inc.

 

    1,040,000    

2.85%, 08/09/2022

    1,050,798  
    740,000    

3.88%, 09/16/2046

    697,034  
    1,680,000    

BAT International Finance plc
2.75%, 06/15/2020(1)

    1,700,194  
   

Imperial Brands Finance plc

 

    1,345,000    

2.05%, 07/20/2018(1)

    1,346,771  
    760,000    

2.95%, 07/21/2020(1)

    770,980  
    1,855,000    

3.75%, 07/21/2022(1)

    1,917,402  
    1,935,000    

Reynolds American, Inc.
3.25%, 06/12/2020

    1,994,008  
     

 

 

 
        9,477,187  
     

 

 

 
            Airlines - 0.2%  
    195,000    

Aircastle Ltd.
5.00%, 04/01/2023

    208,162  
    3,630,000    

Delta Air Lines, Inc.
3.63%, 03/15/2022

    3,726,990  
     

 

 

 
        3,935,152  
     

 

 

 
            Apparel - 0.1%  
    385,000    

Hanesbrands, Inc.
4.88%, 05/15/2026(1)

    383,075  
    685,000    

William Carter Co.
5.25%, 08/15/2021

    707,262  
     

 

 

 
        1,090,337  
     

 

 

 
            Auto Manufacturers - 0.6%  
   

Ford Motor Co.

 

    925,000    

4.35%, 12/08/2026

    947,590  
    1,625,000    

5.29%, 12/08/2046

    1,644,305  
    800,000    

Ford Motor Credit Co. LLC
4.13%, 08/04/2025

    810,937  
   

General Motors Co.

 

    1,250,000    

6.25%, 10/02/2043

    1,365,598  
    685,000    

6.60%, 04/01/2036

    789,634  
    845,000    

6.75%, 04/01/2046

    991,457  
   

General Motors Financial Co., Inc.

 

    1,045,000    

2.40%, 04/10/2018

    1,050,649  
    3,150,000    

3.50%, 07/10/2019

    3,227,484  
    1,585,000    

3.70%, 05/09/2023

    1,592,497  
     

 

 

 
        12,420,151  
     

 

 

 
            Beverages - 1.2%  
   

Anheuser-Busch InBev Finance, Inc.

 

    3,725,000    

1.90%, 02/01/2019

    3,732,793  
    605,000    

2.15%, 02/01/2019

    609,003  
    7,160,000    

3.30%, 02/01/2023

    7,355,812  
    480,000    

3.65%, 02/01/2026

    489,135  
    2,905,000    

4.70%, 02/01/2036

    3,116,353  
    6,395,000    

4.90%, 02/01/2046

    6,986,237  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  171  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Beverages - 1.2% - (continued)  
   

Anheuser-Busch InBev Worldwide, Inc.

 

  $       1,025,000    

2.50%, 07/15/2022

  $ 1,021,732  
    1,445,000    

3.75%, 07/15/2042

    1,344,414  
     

 

 

 
    24,655,479  
     

 

 

 
      Biotechnology - 0.1%  
    755,000    

Celgene Corp.
4.63%, 05/15/2044

    761,875  
 

Gilead Sciences, Inc.

 

    530,000    

2.50%, 09/01/2023

    517,753  
    675,000    

3.25%, 09/01/2022

    694,525  
     

 

 

 
    1,974,153  
     

 

 

 
      Chemicals - 0.1%  
 

Methanex Corp.

 

    1,005,000    

4.25%, 12/01/2024

    1,004,108  
    825,000    

5.65%, 12/01/2044

    796,685  
    70,000    

Versum Materials, Inc.
5.50%, 09/30/2024(1)

    72,712  
     

 

 

 
    1,873,505  
     

 

 

 
      Commercial Banks - 10.0%  
  EUR       2,415,000    

Allied Irish Banks plc
7.38%, 12/03/2020(2)(7)(8)

    2,834,535  
 

Banco Bilbao Vizcaya Argentaria S.A.

 

    2,200,000    

7.00%, 02/19/2019(2)(7)(8)

    2,468,353  
    800,000    

8.88%, 04/14/2021(2)(7)(8)

    989,968  
  $       2,800,000    

9.00%, 05/09/2018(2)(7)(8)

    2,952,023  
 

Banco Santander S.A.

 

  EUR       1,600,000    

6.25%, 03/12/2019(2)(7)(8)

    1,762,435  
    700,000    

6.25%, 09/11/2021(2)(7)(8)

    778,713  
 

Bank of America Corp.

 

  $       4,875,000    

2.50%, 10/21/2022

    4,783,462  
    2,475,000    

2.63%, 04/19/2021

    2,477,529  
    5,250,000    

3.12%, 01/20/2023(2)

    5,304,810  
    5,285,000    

3.71%, 04/24/2028(2)

    5,292,272  
    2,575,000    

4.00%, 01/22/2025

    2,598,167  
    1,670,000    

4.18%, 11/25/2027

    1,686,979  
    5,805,000    

4.20%, 08/26/2024

    5,976,712  
    545,000    

4.44%, 01/20/2048(2)

    555,000  
    2,235,000    

7.75%, 05/14/2038

    3,086,365  
  EUR       800,000    

Bank of Ireland
7.38%, 06/18/2020(2)(7)(8)

    950,246  
  $       4,740,000    

Barclays Bank plc
6.05%, 12/04/2017(1)

    4,855,580  
 

Barclays plc

 

    2,300,000    

3.68%, 01/10/2023

    2,339,953  
    1,025,000    

7.88%, 03/15/2022(2)(7)(8)

    1,099,313  
  EUR       1,375,000    

8.00%, 12/15/2020(2)(7)

    1,653,182  
  $       2,265,000    

BNP Paribas S.A.
7.63%, 03/30/2021(1)(2)(7)

    2,460,469  
    2,890,000    

Capital One Financial Corp.
3.05%, 03/09/2022

    2,897,878  
 

Capital One NA/Mclean VA

 

    3,045,000    

1.65%, 02/05/2018

    3,044,306  
    2,200,000    

2.35%, 08/17/2018

    2,211,814  
    374,000    

CIT Group, Inc.
5.50%, 02/15/2019(1)

    395,038  
 

Citigroup, Inc.

 

    1,255,000    

1.85%, 11/24/2017

    1,257,701  
    1,890,000    

2.70%, 03/30/2021

    1,901,544  
    535,000    

3.20%, 10/21/2026

    517,031  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
      Commercial Banks - 10.0% - (continued)  
  $       2,425,000    

4.30%, 11/20/2026

  $ 2,468,066  
    4,885,000    

4.45%, 09/29/2027

    4,997,941  
    1,820,000    

4.60%, 03/09/2026

    1,888,053  
    794,000    

4.65%, 07/30/2045

    827,822  
    1,285,000    

4.75%, 05/18/2046

    1,281,943  
    3,200,000    

Credit Agricole S.A.
8.13%, 12/23/2025(1)(2)(7)

    3,531,584  
    5,165,000    

Credit Suisse Group AG
6.25%, 12/18/2024(1)(2)(7)

    5,384,099  
 

Credit Suisse Group Funding Guernsey Ltd.

 

    1,225,000    

3.13%, 12/10/2020

    1,242,056  
    565,000    

3.80%, 06/09/2023

    576,268  
 

Goldman Sachs Group, Inc.

 

    460,000    

2.00%, 04/25/2019

    459,661  
    360,000    

2.31%, 04/23/2020(2)

    365,259  
    3,040,000    

2.35%, 11/15/2021

    2,996,060  
    1,725,000    

2.38%, 01/22/2018

    1,733,551  
    560,000    

2.60%, 04/23/2020

    564,420  
    1,695,000    

2.75%, 09/15/2020

    1,712,320  
    2,045,000    

2.88%, 02/25/2021

    2,068,802  
    860,000    

4.75%, 10/21/2045

    915,721  
    2,105,000    

5.15%, 05/22/2045

    2,223,804  
    2,696,000    

6.00%, 06/15/2020

    2,987,758  
    1,410,000    

6.25%, 02/01/2041

    1,779,091  
    1,700,000    

6.45%, 05/01/2036

    2,043,417  
    4,070,000    

6.75%, 10/01/2037

    5,075,034  
 

HSBC Holdings plc

 

    1,125,000    

2.95%, 05/25/2021

    1,137,128  
    5,015,000    

3.26%, 03/13/2023(2)

    5,074,668  
    2,870,000    

3.40%, 03/08/2021

    2,947,941  
    1,125,000    

3.60%, 05/25/2023

    1,156,140  
    2,670,000    

4.25%, 08/18/2025

    2,727,998  
    1,125,000    

HSBC USA, Inc.
2.75%, 08/07/2020

    1,140,819  
    3,825,000    

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(2)(7)

    3,772,406  
 

JP Morgan Chase & Co.

 

    1,110,000    

2.30%, 08/15/2021

    1,102,885  
    5,745,000    

2.40%, 06/07/2021

    5,733,504  
    1,855,000    

2.55%, 10/29/2020

    1,869,961  
    2,190,000    

2.70%, 05/18/2023

    2,158,044  
    530,000    

2.75%, 06/23/2020

    538,382  
    2,515,000    

4.25%, 10/01/2027

    2,607,544  
    2,800,000    

4.35%, 08/15/2021

    3,003,837  
    1,060,000    

6.00%, 01/15/2018

    1,092,542  
  GBP       375,000    

Lloyds Banking Group plc
7.00%, 06/27/2019(2)(7)(8)

    507,614  
 

Morgan Stanley

 

  $       595,000    

2.13%, 04/25/2018

    597,457  
    465,000    

2.45%, 02/01/2019

    468,840  
    1,175,000    

2.50%, 01/24/2019

    1,187,490  
    5,205,000    

2.50%, 04/21/2021

    5,187,381  
    1,030,000    

2.63%, 11/17/2021

    1,027,329  
    825,000    

3.13%, 07/27/2026

    796,033  
    1,530,000    

3.63%, 01/20/2027

    1,534,166  
    1,665,000    

3.95%, 04/23/2027

    1,669,978  
    2,710,000    

4.00%, 07/23/2025

    2,808,498  
    460,000    

4.35%, 09/08/2026

    475,734  
    310,000    

4.88%, 11/01/2022

    337,118  
    505,000    

7.30%, 05/13/2019

    556,860  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  172  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
      Commercial Banks - 10.0% - (continued)  
  $       355,000    

Radian Group, Inc.
7.00%, 03/15/2021

  $ 395,825  
 

Royal Bank of Scotland Group plc

 

    510,000    

6.13%, 12/15/2022

    549,264  
    1,405,000    

7.50%, 08/10/2020(2)(7)

    1,455,053  
    520,000    

8.00%, 08/10/2025(2)(7)

    539,500  
    745,000    

8.63%, 08/15/2021(2)(7)

    804,228  
    2,900,000    

Santander Holdings USA, Inc.
3.70%, 03/28/2022(1)

    2,917,963  
 

Santander UK Group Holdings plc

 

    1,355,000    

3.57%, 01/10/2023

    1,368,461  
  GBP       755,000    

7.38%, 06/24/2022(2)(7)(8)

    1,040,147  
 

Societe Generale S.A.

 

  $       2,225,000    

7.38%, 09/13/2021(1)(2)(7)

    2,352,937  
    3,040,000    

8.25%, 11/29/2018(2)(7)(8)

    3,224,589  
 

UBS Group AG

 

  EUR       800,000    

5.75%, 02/19/2022(2)(7)(8)

    951,978  
  $       1,875,000    

6.88%, 03/22/2021(2)(7)(8)

    1,992,262  
    2,765,000    

7.13%, 02/19/2020(2)(7)(8)

        2,934,356  
    2,550,000    

UBS Group Funding Jersey Ltd.
2.65%, 02/01/2022(1)

    2,513,538  
    720,000    

UniCredit S.p.A.
8.00%, 06/03/2024(2)(7)(8)

    709,020  
 

Wells Fargo & Co.

 

    1,190,000    

3.00%, 04/22/2026

    1,151,145  
    955,000    

3.00%, 10/23/2026

    920,856  
    4,340,000    

3.07%, 01/24/2023

    4,389,728  
    1,135,000    

4.40%, 06/14/2046

    1,108,268  
    3,315,000    

4.90%, 11/17/2045

    3,481,705  
    50,000    

5.38%, 11/02/2043

    55,416  
    3,130,000    

5.61%, 01/15/2044

    3,587,600  
    3,885,000    

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

    3,901,791  
     

 

 

 
    211,818,035  
     

 

 

 
      Commercial Services - 0.2%  
    525,000    

Cardtronics, Inc.
5.13%, 08/01/2022

    535,500  
    2,140,000    

ERAC USA Finance LLC
2.60%, 12/01/2021(1)

    2,115,294  
 

United Rentals North America, Inc.

 

    425,000    

4.63%, 07/15/2023

    441,171  
    265,000    

5.50%, 07/15/2025

    277,171  
     

 

 

 
    3,369,136  
     

 

 

 
      Construction Materials - 0.1%  
    140,000    

Boise Cascade Co.
5.63%, 09/01/2024(1)

    143,850  
    291,000    

Eagle Materials, Inc.
4.50%, 08/01/2026

    289,545  
    520,000    

Norbord, Inc.
6.25%, 04/15/2023(1)

    553,800  
 

Standard Industries, Inc.

 

    665,000    

5.38%, 11/15/2024(1)

    693,263  
    695,000    

6.00%, 10/15/2025(1)

    741,912  
     

 

 

 
    2,422,370  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
      Diversified Financial Services - 0.7%  
  $       125,000    

Aircastle Ltd.
5.50%, 02/15/2022

  $ 135,363  
    4,250,000    

American Express Credit Corp.
2.20%, 03/03/2020

    4,272,525  
    1,905,000    

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

    1,923,372  
    1,555,000    

Intercontinental Exchange, Inc.
2.75%, 12/01/2020

    1,581,259  
    425,000    

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

    428,617  
 

Navient Corp.

 

    975,000    

6.50%, 06/15/2022

    1,007,906  
    275,000    

6.63%, 07/26/2021

    291,156  
    395,000    

7.25%, 01/25/2022

    420,675  
    680,000    

7.25%, 09/25/2023

    710,600  
 

Visa, Inc.

 

    1,740,000    

2.80%, 12/14/2022

    1,771,762  
    2,315,000    

4.30%, 12/14/2045

    2,477,691  
     

 

 

 
    15,020,926  
     

 

 

 
            Electric - 1.1%  
   

AES Corp.

 

    1,170,000    

4.88%, 05/15/2023

    1,181,700  
    275,000    

5.50%, 03/15/2024

    282,563  
    1,350,000    

Dominion Resources, Inc.
2.85%, 08/15/2026

    1,277,845  
    1,260,000    

DTE Energy Co.
1.50%, 10/01/2019

    1,240,843  
    1,145,000    

Duke Energy Carolinas LLC
4.25%, 12/15/2041

    1,196,625  
    545,000    

Duke Energy Corp.
2.65%, 09/01/2026

    514,949  
    1,710,000    

Duke Energy Florida LLC
3.40%, 10/01/2046

    1,537,651  
    1,435,000    

Duke Energy Progress LLC
4.38%, 03/30/2044

    1,520,256  
    1,035,000    

Electricite de France S.A.
4.95%, 10/13/2045(1)

    1,059,823  
   

Emera U.S. Finance L.P.

 

    320,000    

2.70%, 06/15/2021

    320,219  
    355,000    

4.75%, 06/15/2046

    360,026  
   

Exelon Corp.

 

    370,000    

2.45%, 04/15/2021

    367,865  
    1,880,000    

2.85%, 06/15/2020

    1,912,945  
    2,000,000    

FirstEnergy Corp.
4.25%, 03/15/2023

    2,083,218  
   

Fortis, Inc.

 

    630,000    

2.10%, 10/04/2021(1)

    613,192  
    1,340,000    

3.06%, 10/04/2026(1)

    1,268,665  
   

Great Plains Energy, Inc.

 

    1,000,000    

3.15%, 04/01/2022

    1,012,132  
    835,000    

3.90%, 04/01/2027

    843,505  
    825,000    

NextEra Energy Capital Holdings, Inc.
1.65%, 09/01/2018

    822,575  
    550,000    

NRG Energy, Inc.
7.25%, 05/15/2026

    562,375  
    495,000    

Oncor Electric Delivery Co. LLC
7.00%, 09/01/2022

    599,497  
   

Southern Co.

 

    1,320,000    

1.85%, 07/01/2019

    1,313,178  
    490,000    

2.95%, 07/01/2023

    487,597  
    595,000    

4.40%, 07/01/2046

    591,932  
     

 

 

 
        22,971,176  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  173  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Electrical Components & Equipment - 0.0%  
  $       535,000    

EnerSys
5.00%, 04/30/2023(1)

  $ 545,031  
     

 

 

 
            Electronics - 0.1%  
    1,140,000    

Fortive Corp.
2.35%, 06/15/2021(1)

    1,128,358  
     

 

 

 
            Engineering & Construction - 0.4%  
   

SBA Tower Trust

 

    4,130,000    

3.17%, 04/15/2047(1)

    4,145,446  
    3,435,000    

3.60%, 04/15/2043(1)

    3,436,338  
     

 

 

 
        7,581,784  
     

 

 

 
            Entertainment - 0.0%  
   

GLP Capital L.P. / GLP Financing II, Inc.

 

    15,000    

4.38%, 04/15/2021

    15,713  
    230,000    

5.38%, 04/15/2026

    242,650  
   

WMG Acquisition Corp.

 

    585,000    

4.88%, 11/01/2024(1)

    592,312  
    185,000    

5.00%, 08/01/2023(1)

    188,237  
     

 

 

 
        1,038,912  
     

 

 

 
            Environmental Control - 0.0%  
   

Clean Harbors, Inc.

 

    150,000    

5.13%, 06/01/2021

    153,624  
    775,000    

5.25%, 08/01/2020

    790,500  
     

 

 

 
        944,124  
     

 

 

 
            Food - 0.5%  
   

Danone S.A.

 
    3,000,000    

1.69%, 10/30/2019(1)

    2,963,577  
   

Kraft Heinz Foods Co.

 

    1,205,000    

2.00%, 07/02/2018

    1,208,041  
    815,000    

2.80%, 07/02/2020

    827,749  
    940,000    

4.38%, 06/01/2046

    894,351  
            Kroger Co.  
    736,000    

1.50%, 09/30/2019

    727,324  
    190,000    

2.65%, 10/15/2026

    176,814  
    125,000    

3.88%, 10/15/2046

    113,227  
            Lamb Weston Holdings, Inc.  
    260,000    

4.63%, 11/01/2024(1)

    268,450  
    260,000    

4.88%, 11/01/2026(1)

    268,125  
   

Sigma Alimentos S.A. de C.V.

 
    740,000    

4.13%, 05/02/2026(1)

    728,900  
   

Sysco Corp.

 
    1,640,000    

2.50%, 07/15/2021

    1,643,610  
     

 

 

 
        9,820,168  
     

 

 

 
            Forest Products & Paper - 0.0%  
   

Cascades, Inc.

 

    125,000    

5.50%, 07/15/2022(1)

    125,938  
    270,000    

5.75%, 07/15/2023(1)

    274,050  
   

Clearwater Paper Corp.

 
    535,000    

5.38%, 02/01/2025(1)

    526,975  
     

 

 

 
        926,963  
     

 

 

 
            Gas - 0.1%  
   

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

    365,000    

5.63%, 05/20/2024

    371,388  
    365,000    

5.88%, 08/20/2026

    370,475  
   

Southern Co. Gas Capital Corp.

 
    405,000    

2.45%, 10/01/2023

    390,739  
   

Southern Star Central Corp.

 
    75,000    

5.13%, 07/15/2022(1)

    75,750  
     

 

 

 
        1,208,352  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Healthcare-Products - 0.3%  
   

Kinetic Concepts, Inc. / KCI USA, Inc.

 
  $       500,000    

7.88%, 02/15/2021(1)

  $ 533,125  
   

Medtronic, Inc.

 

    1,125,000    

2.50%, 03/15/2020

    1,145,520  
    1,353,000    

4.38%, 03/15/2035

    1,431,822  
    530,000    

4.63%, 03/15/2045

    576,532  
            Thermo Fisher Scientific, Inc.  
    490,000    

2.95%, 09/19/2026

    469,991  
    1,740,000    

3.00%, 04/15/2023

    1,747,602  
     

 

 

 
        5,904,592  
     

 

 

 
            Healthcare-Services - 0.7%  
   

Aetna, Inc.

 
    730,000    

2.80%, 06/15/2023

    730,422  
   

Anthem, Inc.

 
    3,540,000    

3.50%, 08/15/2024

    3,588,296  
    320,000    

4.63%, 05/15/2042

    326,217  
   

Community Health Systems, Inc.

 

    505,000    

5.13%, 08/01/2021

    500,581  
    150,000    

6.25%, 03/31/2023

    152,625  
   

HCA, Inc.

 
    741,000    

7.50%, 11/15/2095

    729,885  
    695,000    

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

    717,587  
    150,000    

MEDNAX, Inc.
5.25%, 12/01/2023(1)

    153,375  
    1,370,000    

Tenet Healthcare Corp.
6.00%, 10/01/2020

    1,441,925  
   

UnitedHealth Group, Inc.

 

    2,345,000    

1.70%, 02/15/2019

    2,345,108  
    1,745,000    

3.35%, 07/15/2022

    1,821,871  
    1,620,000    

3.75%, 07/15/2025

    1,703,817  
    455,000    

4.25%, 04/15/2047

    469,602  
    590,000    

4.75%, 07/15/2045

    657,470  
     

 

 

 
        15,338,781  
     

 

 

 
            Home Builders - 0.1%  
    850,000    

CalAtlantic Group, Inc.
5.38%, 10/01/2022

    907,375  
    515,000    

Meritage Homes Corp.
6.00%, 06/01/2025

    548,732  
     

 

 

 
        1,456,107  
     

 

 

 
            Household Products/Wares - 0.0%  
    280,000    

ACCO Brands Corp.
5.25%, 12/15/2024(1)

    288,400  
            Insurance - 0.2%  
    1,050,000    

American International Group, Inc.
4.70%, 07/10/2035

    1,076,401  
            CNO Financial Group, Inc.  
    25,000    

4.50%, 05/30/2020

    25,875  
    345,000    

5.25%, 05/30/2025

    356,212  
            Genworth Holdings, Inc.  
    10,000    

4.80%, 02/15/2024

    8,300  
    115,000    

4.90%, 08/15/2023

    96,600  
    70,000    

7.20%, 02/15/2021

    66,325  
    50,000    

7.63%, 09/24/2021

    47,625  
    10,000    

7.70%, 06/15/2020

    9,897  
    1,375,000    

Marsh & McLennan Cos., Inc.
3.50%, 03/10/2025

    1,407,409  
    275,000    

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(1)

    446,453  
    205,000    

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

    219,863  
     

 

 

 
        3,760,960  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  174  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Internet - 0.0%      
  $       275,000    

Netflix, Inc.
4.38%, 11/15/2026(1)

  $ 270,875  
    145,000    

Symantec Corp.
5.00%, 04/15/2025(1)

    149,894  
     

 

 

 
        420,769  
     

 

 

 
            Iron/Steel - 0.1%      
    545,000    

ArcelorMittal
6.13%, 06/01/2025

    611,654  
    325,000    

Steel Dynamics, Inc.
5.50%, 10/01/2024

    343,281  
            Vale Overseas Ltd.  
    930,000    

6.25%, 08/10/2026

    1,016,304  
    340,000    

6.88%, 11/10/2039

    368,084  
     

 

 

 
        2,339,323  
     

 

 

 
            IT Services - 0.6%      
   

Apple, Inc.

 
    275,000    

3.00%, 02/09/2024

    280,416  
    740,000    

3.35%, 02/09/2027

    756,868  
    1,955,000    

3.45%, 02/09/2045

    1,779,427  
    615,000    

3.85%, 08/04/2046

    595,989  
   

Dell International LLC / EMC Corp.

 
    975,000    

3.48%, 06/01/2019(1)

    997,228  
    770,000    

4.42%, 06/15/2021(1)

    808,346  
    490,000    

8.35%, 07/15/2046(1)

    634,196  
    6,175,000    

Hewlett Packard Enterprise Co.
3.60%, 10/15/2020

    6,382,820  
     

 

 

 
        12,235,290  
     

 

 

 
            Lodging - 0.0%      
    700,000    

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
5.38%, 03/15/2022

    721,875  
     

 

 

 
            Machinery - Construction & Mining - 0.0%      
    255,000    

Oshkosh Corp.
5.38%, 03/01/2025

    265,838  
     

 

 

 
            Machinery-Diversified - 0.0%      
    240,000    

CNH Industrial N.V.
4.50%, 08/15/2023

    245,638  
     

 

 

 
            Media - 2.2%      
   

21st Century Fox America, Inc.

 
    1,205,000    

3.38%, 11/15/2026

    1,196,608  
    225,000    

4.75%, 11/15/2046

    228,958  
    2,150,000    

6.15%, 03/01/2037

    2,571,701  
    750,000    

6.20%, 12/15/2034

    906,652  
    500,000    

Altice US Finance I Corp.
5.50%, 05/15/2026(1)

    516,875  
    575,000    

CBS Corp.
4.00%, 01/15/2026

    594,829  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    35,000    

5.13%, 02/15/2023

    36,400  
    170,000    

5.75%, 09/01/2023

    178,500  
    570,000    

5.75%, 02/15/2026(1)

    605,443  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    1,100,000    

3.58%, 07/23/2020

    1,136,632  
    3,920,000    

4.46%, 07/23/2022

    4,163,134  
    435,000    

4.91%, 07/23/2025

    466,210  
    3,000,000    

6.48%, 10/23/2045

    3,523,119  
    325,000    

Columbus Cable Barbados Ltd.
7.38%, 03/30/2021(1)

    349,781  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Media - 2.2% - (continued)  
   

Comcast Corp.

 
  $       90,000    

1.63%, 01/15/2022

  $ 87,402  
    5,285,000    

2.75%, 03/01/2023

    5,305,966  
    1,595,000    

3.40%, 07/15/2046

    1,382,876  
    600,000    

4.75%, 03/01/2044

    636,420  
    95,000    

5.70%, 07/01/2019

    102,796  
   

Cox Communications, Inc.

 
    685,000    

3.25%, 12/15/2022(1)

    676,557  
    735,000    

3.35%, 09/15/2026(1)

    722,264  
    1,200,000    

3.85%, 02/01/2025(1)

    1,203,686  
    490,000    

4.80%, 02/01/2035(1)

    462,786  
    510,000    

CSC Holdings LLC
5.50%, 04/15/2027(1)

    527,212  
    755,000    

DISH DBS Corp.
5.88%, 11/15/2024

    792,750  
    1,295,000    

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

    1,407,820  
    1,265,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    1,356,586  
    1,379,000    

NBCUniversal Media LLC
5.95%, 04/01/2041

    1,690,351  
    240,000    

SFR Group S.A.
7.38%, 05/01/2026(1)

    252,300  
   

Sky plc

 
    565,000    

2.63%, 09/16/2019(1)

    566,818  
    1,575,000    

3.13%, 11/26/2022(1)

    1,579,859  
   

TEGNA, Inc.

 
    535,000    

5.13%, 10/15/2019

    548,375  
    840,000    

5.13%, 07/15/2020

    865,200  
   

Time Warner Cable LLC

 
    1,175,000    

4.50%, 09/15/2042

    1,077,753  
    2,145,000    

8.75%, 02/14/2019

    2,386,456  
    3,190,000    

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

    4,328,243  
   

Time Warner, Inc.

 
    1,445,000    

6.10%, 07/15/2040

    1,636,369  
    345,000    

6.20%, 03/15/2040

    397,236  
   

Viacom, Inc.

 
    10,000    

3.45%, 10/04/2026

    9,607  
    719,000    

4.38%, 03/15/2043

    639,668  
    50,000    

5.88%, 02/28/2057(2)

    51,625  
    70,000    

6.25%, 02/28/2057(2)

    71,838  
     

 

 

 
        47,241,661  
     

 

 

 
            Mining - 0.1%      
   

Anglo American Capital plc

 
    240,000    

3.63%, 05/14/2020(1)

    243,000  
    250,000    

4.13%, 04/15/2021(1)

    255,625  
    220,000    

4.13%, 09/27/2022(1)

    224,400  
    200,000    

4.88%, 05/14/2025(1)

    208,500  
    175,000    

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

    184,625  
    605,000    

Rio Tinto Finance USA Ltd.
3.75%, 06/15/2025

    630,156  
    400,000    

Teck Resources Ltd.
8.50%, 06/01/2024(1)

    463,500  
     

 

 

 
        2,209,806  
     

 

 

 
            Oil & Gas - 2.9%      
   

Anadarko Petroleum Corp.

 
    1,990,000    

3.45%, 07/15/2024

    1,964,506  
    810,000    

4.50%, 07/15/2044

    780,494  
    1,540,000    

4.85%, 03/15/2021

    1,655,623  
    20,000    

5.55%, 03/15/2026

    22,386  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  175  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Oil & Gas - 2.9% - (continued)  
  $       1,690,000    

6.60%, 03/15/2046

  $ 2,081,860  
    280,000    

6.95%, 06/15/2019

    306,664  
    185,000    

19Antero Resources Corp.
5.63%, 06/01/2023

    190,319  
    325,000    

Apache Corp.
4.25%, 01/15/2044

    307,123  
   

BP Capital Markets plc

 
    1,345,000    

2.11%, 09/16/2021

    1,326,420  
    710,000    

2.52%, 01/15/2020

    720,255  
    1,915,000    

2.75%, 05/10/2023

    1,907,261  
    1,995,000    

Canadian Natural Resources Ltd.
6.25%, 03/15/2038

    2,264,662  
   

Cenovus Energy, Inc.

 
    255,000    

4.25%, 04/15/2027(1)

    252,935  
    60,000    

6.75%, 11/15/2039

    67,660  
    535,000    

Concho Resources, Inc.
5.50%, 04/01/2023

    554,728  
    2,090,000    

ConocoPhillips Co.
4.95%, 03/15/2026

    2,336,024  
   

Continental Resources, Inc.

 
    25,000    

3.80%, 06/01/2024

    23,500  
    280,000    

4.50%, 04/15/2023

    275,800  
    55,000    

4.90%, 06/01/2044

    47,713  
    250,000    

5.00%, 09/15/2022

    252,188  
   

Devon Energy Corp.

 
    3,500,000    

3.25%, 05/15/2022

    3,512,600  
    775,000    

5.00%, 06/15/2045

    787,532  
    390,000    

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

    512,206  
    45,000    

Diamondback Energy, Inc.
4.75%, 11/01/2024(1)

    45,113  
    1,000,000    

EnCana Corp.
3.90%, 11/15/2021

    1,027,927  
    955,000    

EOG Resources, Inc.
4.15%, 01/15/2026

    1,006,972  
   

Hess Corp.

 
    1,435,000    

4.30%, 04/01/2027

    1,433,739  
    1,155,000    

5.60%, 02/15/2041

    1,166,698  
    645,000    

5.80%, 04/01/2047

    669,906  
    936,000    

6.00%, 01/15/2040

    972,353  
    8,431,000    

KazMunayGas National Co. JSC
5.75%, 04/19/2047(1)

    8,221,068  
    1,945,000    

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

    2,315,139  
   

Marathon Oil Corp.

 
    675,000    

2.70%, 06/01/2020

    673,146  
    1,585,000    

2.80%, 11/01/2022

    1,542,308  
    380,000    

3.85%, 06/01/2025

    377,457  
    105,000    

5.20%, 06/01/2045

    105,577  
    75,000    

6.60%, 10/01/2037

    85,618  
    65,000    

6.80%, 03/15/2032

    75,428  
    370,000    

MEG Energy Corp.
6.50%, 01/15/2025(1)

    365,375  
    1,355,000    

Petrobras Global Finance B.V.
7.38%, 01/17/2027

    1,457,031  
   

Petroleos Mexicanos

 
    210,000    

4.63%, 09/21/2023

    211,218  
    1,440,000    

5.50%, 02/04/2019

    1,506,240  
    296,000    

5.50%, 06/27/2044

    259,740  
    690,000    

6.38%, 02/04/2021

    751,237  
    245,000    

6.50%, 03/13/2027(1)

    265,213  
    2,090,000    

6.63%, 06/15/2035

    2,173,600  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Oil & Gas - 2.9% - (continued)  
   

Pioneer Natural Resources Co.

 
  $       400,000    

3.45%, 01/15/2021

  $ 412,069  
    450,000    

3.95%, 07/15/2022

    474,542  
    2,310,000    

4.45%, 01/15/2026

    2,463,497  
   

QEP Resources, Inc.

 
    20,000    

5.38%, 10/01/2022

    19,750  
    25,000    

6.80%, 03/01/2020

    26,063  
   

Shell International Finance B.V.

 
    1,920,000    

3.25%, 05/11/2025

    1,956,273  
    1,800,000    

4.38%, 05/11/2045

    1,847,990  
    170,000    

SM Energy Co.
6.13%, 11/15/2022

    172,975  
    1,855,000    

Statoil ASA
3.95%, 05/15/2043

    1,818,456  
    105,000    

Tesoro Corp.
5.13%, 04/01/2024

    110,775  
   

Valero Energy Corp.

 
    2,455,000    

3.40%, 09/15/2026

    2,377,650  
    315,000    

4.90%, 03/15/2045

    315,350  
    95,000    

WPX Energy, Inc.
5.25%, 09/15/2024

    92,625  
     

 

 

 
        60,946,577  
     

 

 

 
            Packaging & Containers - 0.1%  
    215,000    

Crown Americas LLC / Crown Americas Capital Corp.
4.25%, 09/30/2026(1)

    210,700  
    300,000    

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

    321,000  
    690,000    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023(1)

    719,325  
     

 

 

 
        1,251,025  
     

 

 

 
            Pharmaceuticals - 1.2%  
    975,000    

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

    950,179  
   

Actavis Funding SCS

 
    4,860,000    

2.35%, 03/12/2018

    4,880,558  
    5,225,000    

3.00%, 03/12/2020

    5,327,462  
    256,000    

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

    263,358  
    855,000    

Cardinal Health, Inc.
1.95%, 06/15/2018

    856,859  
    2,240,000    

EMD Finance LLC
2.95%, 03/19/2022(1)

    2,265,422  
   

Mylan N.V.

 
    1,020,000    

3.00%, 12/15/2018

    1,034,167  
    1,180,000    

3.15%, 06/15/2021

    1,191,084  
    1,170,000    

3.75%, 12/15/2020

    1,208,266  
    195,000    

Quintiles IMS, Inc.
4.88%, 05/15/2023(1)

    200,362  
    1,920,000    

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

    1,896,407  
   

Teva Pharmaceutical Finance Netherlands III B.V.

 
    3,435,000    

1.70%, 07/19/2019

    3,400,293  
    2,785,000    

2.20%, 07/21/2021

    2,706,602  
   

Valeant Pharmaceuticals International, Inc.

 
    60,000    

6.50%, 03/15/2022(1)

    61,425  
    145,000    

7.00%, 03/15/2024(1)

    147,900  
     

 

 

 
        26,390,344  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  176  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Pipelines - 1.2%  
   

DCP Midstream Operating L.P.

 
  $       195,000    

2.70%, 04/01/2019

  $ 194,513  
    100,000    

3.88%, 03/15/2023

    97,500  
    200,000    

4.95%, 04/01/2022

    204,624  
    100,000    

5.60%, 04/01/2044

    95,500  
    1,278,000    

Energy Transfer Equity L.P.
7.50%, 10/15/2020

    1,440,146  
   

Energy Transfer Partners L.P.

 
    120,000    

3.60%, 02/01/2023

    120,797  
    590,000    

4.05%, 03/15/2025

    589,450  
    405,000    

5.95%, 10/01/2043

    426,585  
    925,000    

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

    954,437  
   

Kinder Morgan Energy Partners L.P.

 
    520,000    

5.30%, 09/15/2020

    562,171  
    180,000    

6.50%, 04/01/2020

    199,426  
    360,000    

6.85%, 02/15/2020

    401,154  
    2,410,000    

Kinder Morgan, Inc.
5.05%, 02/15/2046

    2,398,116  
    555,000    

Magellan Midstream Partners L.P.
5.00%, 03/01/2026

    617,736  
   

MPLX L.P.

 
    1,085,000    

4.13%, 03/01/2027

    1,099,021  
    265,000    

5.20%, 03/01/2047

    271,339  
    465,000    

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

    451,436  
   

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

 
    1,845,000    

2.85%, 01/31/2023

    1,793,707  
    1,830,000    

3.65%, 06/01/2022

    1,852,626  
    1,120,000    

4.50%, 12/15/2026

    1,160,999  
   

Regency Energy Partners L.P. / Regency Energy Finance Corp.

 
    1,360,000    

4.50%, 11/01/2023

    1,415,768  
    290,000    

5.88%, 03/01/2022

    319,350  
    690,000    

Sabine Pass Liquefaction LLC
4.20%, 03/15/2028(1)

    690,916  
   

Sunoco Logistics Partners Operations L.P.

 
    105,000    

3.90%, 07/15/2026

    104,090  
    1,080,000    

4.25%, 04/01/2024

    1,109,440  
   

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.

 
    415,000    

6.25%, 10/15/2022

    445,088  
    30,000    

6.38%, 05/01/2024

    32,775  
    1,675,000    

Texas Eastern Transmission L.P.
2.80%, 10/15/2022(1)

    1,640,023  
   

Williams Cos., Inc.

 

    295,000    

3.70%, 01/15/2023

    290,575  
    75,000    

4.55%, 06/24/2024

    76,781  
    100,000    

7.88%, 09/01/2021

    117,125  
   

Williams Partners L.P.

 

    3,265,000    

3.60%, 03/15/2022

    3,341,208  
    860,000    

4.00%, 11/15/2021

    894,100  
    1,255,000    

4.30%, 03/04/2024

    1,303,607  
     

 

 

 
        26,712,129  
     

 

 

 
   

Real Estate - 0.1%

 

    2,230,000    

ProLogis L.P.
3.35%, 02/01/2021

    2,304,232  
     

 

 

 
            Real Estate Investment Trusts - 0.5%  
   

American Tower Corp.

 

    2,160,000    

3.40%, 02/15/2019

    2,206,442  
    550,000    

3.45%, 09/15/2021

    563,573  
    490,000    

4.50%, 01/15/2018

    499,173  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Real Estate Investment Trusts - 0.5% - (continued)  
  $       1,635,000    

Brandywine Operating Partnership L.P.
3.95%, 02/15/2023

  $ 1,645,876  
   

Crown Castle International Corp.

 

    240,000    

3.40%, 02/15/2021

    244,952  
    940,000    

3.70%, 06/15/2026

    943,231  
    95,000    

Equinix, Inc.
5.38%, 04/01/2023

    98,919  
   

Kimco Realty Corp.

 

    2,115,000    

3.13%, 06/01/2023

    2,103,882  
    640,000    

3.40%, 11/01/2022

    651,564  
    1,110,000    

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

    1,123,786  
     

 

 

 
        10,081,398  
     

 

 

 
   

Retail - 0.7%

 

   

CVS Health Corp.

 

    3,010,000    

2.80%, 07/20/2020

    3,066,754  
    1,421,000    

3.88%, 07/20/2025

    1,478,197  
    2,765,000    

5.13%, 07/20/2045

    3,090,064  
   

Home Depot, Inc.

 

    1,460,000    

3.50%, 09/15/2056

    1,294,783  
    260,000    

4.20%, 04/01/2043

    270,168  
    415,000    

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC
5.25%, 06/01/2026(1)

    425,375  
   

Lowe’s Cos., Inc.

 

    2,675,000    

2.50%, 04/15/2026

    2,567,928  
    2,200,000    

3.70%, 04/15/2046

    2,069,364  
    325,000    

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%, 03/01/2027

    324,188  
    765,000    

Walgreens Boots Alliance, Inc.
2.60%, 06/01/2021

    769,422  
     

 

 

 
        15,356,243  
     

 

 

 
   

Semiconductors - 0.6%

 

   

Applied Materials, Inc.

 

    420,000    

3.30%, 04/01/2027

    426,848  
    300,000    

4.35%, 04/01/2047

    308,057  
   

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 
    5,555,000    

3.00%, 01/15/2022(1)

    5,598,929  
    3,935,000    

3.63%, 01/15/2024(1)

    3,992,219  
    910,000    

Intel Corp.
4.10%, 05/19/2046

    919,730  
    1,605,000    

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

    1,621,549  
    350,000    

Sensata Technologies B.V.
5.00%, 10/01/2025(1)

    357,437  
    211,000    

Sensata Technologies UK Financing Co. plc
6.25%, 02/15/2026(1)

    228,408  
     

 

 

 
        13,453,177  
     

 

 

 
   

Shipbuilding - 0.0%

 

    100,000    

Huntington Ingalls Industries, Inc.
5.00%, 11/15/2025(1)

    105,500  
     

 

 

 
            Software - 0.4%  
   

First Data Corp.

 

    125,000    

5.00%, 01/15/2024(1)

    127,844  
    695,000    

5.38%, 08/15/2023(1)

    722,800  
   

Microsoft Corp.

 

    2,605,000    

1.55%, 08/08/2021

    2,553,299  
    1,010,000    

2.40%, 08/08/2026

    967,630  
    1,010,000    

3.30%, 02/06/2027

    1,037,732  
    1,720,000    

3.70%, 08/08/2046

    1,640,047  
    1,570,000    

3.95%, 08/08/2056

    1,485,699  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  177  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
            Software - 0.4% - (continued)  
   

MSCI, Inc.

 

  $       360,000    

5.25%, 11/15/2024(1)

  $ 381,600  
    180,000    

5.75%, 08/15/2025(1)

    193,950  
   

Open Text Corp.

 

    170,000    

5.63%, 01/15/2023(1)

    178,075  
    40,000    

5.88%, 06/01/2026(1)

    42,700  
     

 

 

 
        9,331,376  
     

 

 

 
   

Telecommunications - 1.5%

 

    340,000    

Altice Financing S.A.
6.63%, 02/15/2023(1)

    359,975  
   

AT&T, Inc.

 

    2,710,000    

3.60%, 02/17/2023

    2,762,913  
    1,545,000    

3.80%, 03/15/2022

    1,603,347  
    835,000    

4.50%, 05/15/2035

    790,828  
    2,790,000    

4.75%, 05/15/2046

    2,613,429  
    155,000    

5.80%, 02/15/2019

    165,088  
    210,000    

Frontier Communications Corp.
10.50%, 09/15/2022

    211,050  
    4,500,000    

GTP Acquisition Partners I LLC
3.48%, 06/15/2050(1)

    4,488,840  
    455,000    

Nokia Oyj
6.63%, 05/15/2039

    497,452  
    1,305,000    

Sprint Communications, Inc.
7.00%, 03/01/2020(1)

    1,425,712  
    5,050,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(1)

    5,094,187  
   

Telecom Italia Capital S.A.

 

    185,000    

6.00%, 09/30/2034

    189,163  
    60,000    

6.38%, 11/15/2033

    62,879  
    215,000    

7.72%, 06/04/2038

    247,788  
    1,485,000    

Telefonica Emisiones SAU
4.10%, 03/08/2027

    1,523,184  
   

Verizon Communications, Inc.

 

    1,445,000    

4.13%, 03/16/2027

    1,477,580  
    1,971,000    

4.27%, 01/15/2036

    1,843,600  
    465,000    

4.40%, 11/01/2034

    445,043  
    2,264,000    

4.52%, 09/15/2048

    2,082,597  
    2,399,000    

4.67%, 03/15/2055

    2,190,143  
    1,700,000    

4.81%, 03/15/2039(1)

    1,667,470  
    50,000    

5.50%, 03/16/2047

    52,972  
    530,000    

Wind Acquisition Finance S.A.
4.75%, 07/15/2020(1)

    537,950  
     

 

 

 
        32,333,190  
     

 

 

 
      Transportation - 0.8%  
 

Burlington Northern Santa Fe LLC

 

    290,000    

3.25%, 06/15/2027

    295,840  
    1,815,000    

4.13%, 06/15/2047

    1,840,599  
    725,000    

Canadian Pacific Railway Co.
9.45%, 08/01/2021

    906,396  
    3,700,000    

CSX Corp.
3.25%, 06/01/2027

    3,711,422  
 

FedEx Corp.

 

    615,000    

4.40%, 01/15/2047

    608,076  
    1,205,000    

4.55%, 04/01/2046

    1,217,360  
    620,000    

4.75%, 11/15/2045

    645,120  
    1,535,000    

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

    1,493,268  
 

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

 

    3,470,000    

2.88%, 07/17/2018(1)

    3,511,570  
    645,000    

3.30%, 04/01/2021(1)

    656,848  
    270,000    

3.38%, 02/01/2022(1)

    276,057  
    915,000    

4.88%, 07/11/2022(1)

    995,473  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.5% - (continued)      
      Transportation - 0.8% - (continued)  
  $       1,095,000    

Ryder System, Inc.
2.55%, 06/01/2019

  $ 1,105,349  
     

 

 

 
        17,263,378  
     

 

 

 
   

Total Corporate Bonds
(cost $636,731,793)

  $ 647,919,967  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 2.1%  
      Argentina - 0.4%  
 

Argentina Treasury Bill

 

  $       1,463,254    

2.56%, 07/14/2017

  $ 1,455,932  
    1,711,419    

2.63%, 05/26/2017

    1,708,042  
    3,101,905    

3.18%, 12/15/2017

    3,046,064  
    3,127,782    

3.34%, 04/27/2018

    3,030,183  
     

 

 

 
    9,240,221  
     

 

 

 
      Kuwait - 0.4%  
 

Kuwait International Government Bond

 

    4,275,000    

2.75%, 03/20/2022(1)

    4,313,475  
    2,865,000    

3.50%, 03/20/2027(1)

    2,929,755  
     

 

 

 
    7,243,230  
     

 

 

 
      Mexico- 0.5%  
  MXN       74,996,800    

Mexican Bonos
5.00%, 12/11/2019

    3,811,978  
    73,645,761    

Mexican Udibonos
4.00%, 11/08/2046(9)

    4,073,446  
 

Mexico Government International Bond

 

  $       880,000    

4.15%, 03/28/2027

    904,596  
    2,556,000    

5.75%, 10/12/2110

    2,600,730  
     

 

 

 
    11,390,750  
     

 

 

 
      Oman - 0.3%  
 

Oman Government International Bond

 

    4,345,000    

5.38%, 03/08/2027(1)

    4,533,312  
    1,850,000    

6.50%, 03/08/2047(1)

    1,992,809  
     

 

 

 
    6,526,121  
     

 

 

 
      South Africa - 0.2%  
  ZAR       23,905,000    

Republic of South Africa Government Bond
6.25%, 03/31/2036

    1,291,572  
    41,361,401    

South Africa Government Bond—CPI Linked
2.00%, 01/31/2025(9)

    3,027,325  
     

 

 

 
    4,318,897  
     

 

 

 
      Turkey - 0.3%  
  $       6,358,000    

Turkey Government International Bond
4.88%, 04/16/2043

    5,746,043  
     

 

 

 
   

Venezuela - 0.0%

 

    656,000    

Venezuela Government International Bond
7.75%, 10/13/2019(8)

    394,715  
     

 

 

 
   

Total Foreign Government Obligations
(cost $44,196,545)

  $ 44,859,977  
     

 

 

 
MUNICIPAL BONDS - 1.1%  
   

Development - 0.1%

 

   

California State, GO Taxable

 

  $       1,300,000    

7.50%, 04/01/2034

  $ 1,841,047  
    685,000    

7.60%, 11/01/2040

    1,028,787  
    80,000    

7.63%, 03/01/2040

    118,277  
     

 

 

 
        2,988,111  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  178  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 1.1% - (continued)  
      General - 0.4%  
  $       2,705,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

  $ 3,380,087  
   

Puerto Rico Commonwealth Government Employees Retirement System

 
    5,400,000    

6.15%, 07/01/2038

    2,308,500  
    1,225,000    

6.20%, 07/01/2039

    523,687  
    3,350,000    

6.30%, 07/01/2043

    1,432,125  
    975,000    

6.55%, 07/01/2058

    416,813  
     

 

 

 
        8,061,212  
     

 

 

 
   

General Obligation - 0.5%

 

    4,435,000    

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

    6,544,552  
    4,080,000    

City of Chicago, IL, GO
7.05%, 01/01/2029

    4,177,308  
    765,000    

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

    687,016  
     

 

 

 
        11,408,876  
     

 

 

 
   

Utility - Electric - 0.1%

 

    1,285,000    

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

    1,512,869  
     

 

 

 
   

Total Municipal Bonds
(cost $23,659,187)

  $ 23,971,068  
     

 

 

 
SENIOR FLOATING RATE INTERESTS - 4.3%(10)  
   

Advertising - 0.0%

 

  $       470,456    

Acosta Holdco, Inc.
4.25%, 09/26/2021

  $ 437,327  
     

 

 

 
   

Aerospace/Defense - 0.1%

 

   

TransDigm, Inc.

 

    500,387    

3.99%, 06/09/2023

    499,692  
    1,471,442    

4.04%, 05/14/2022

    1,469,426  
     

 

 

 
        1,969,118  
     

 

 

 
   

Agriculture - 0.0%

 

    285,035    

Pinnacle Operating Corp.
8.25%, 11/15/2021

    265,319  
     

 

 

 
   

Airlines - 0.0%

 

    435,663    

Delta Air Lines, Inc.
3.49%, 10/18/2018

    438,695  
     

 

 

 
   

Auto Manufacturers - 0.0%

 

    606,765    

Jaguar Holding Co.
4.33%, 08/18/2022

    609,799  
     

 

 

 
   

Auto Parts & Equipment - 0.0%

 

    430,000    

USI, Inc.
0.00%, 03/30/2024(11)

    428,121  
     

 

 

 
   

Chemicals - 0.1%

 

    155,000    

Alpha 3 B.V.
4.15%, 01/31/2024

    155,775  
    600,914    

Chemours Co.
3.49%, 05/12/2022

    605,048  
    91,204    

Huntsman International LLC
3.99%, 04/19/2019

    91,592  
    426,315    

Ineos U.S. Finance LLC
3.74%, 03/31/2022

    429,781  
    219,077    

Minerals Technologies, Inc.
3.30%, 02/14/2024

    220,173  
    456,556    

Nexeo Solutions LLC
4.88%, 06/09/2023

    461,121  
     

 

 

 
        1,963,490  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.3%(10) - (continued)  
            Coal - 0.1%  
  $       306,983    

Ascent Resources - Marcellus LLC
5.28%, 08/04/2020

  $ 213,608  
    835,000    

Foresight Energy LLC
0.00%, 03/10/2024(11)

    806,034  
    355,000    

Peabody Energy Corp.
0.00%, 03/31/2022(11)

    355,887  
     

 

 

 
        1,375,529  
     

 

 

 
            Commercial Services - 0.2%  
    655,000    

Aramark Services, Inc.
2.99%, 03/28/2024

    660,115  
    155,000    

Capital Automotive L.P.
7.00%, 03/24/2025

    158,100  
    309,225    

DigitalGlobe, Inc.
3.74%, 01/15/2024

    310,385  
    240,000    

Global Payments, Inc.
0.00%, 04/22/2023(11)

    240,780  
    198,000    

KAR Auction Services, Inc.
4.50%, 03/09/2023

    199,485  
    350,158    

ON Assignment, Inc.
3.24%, 06/03/2022

    352,567  
    473,813    

Quikrete Holdings, Inc.
4.24%, 11/15/2023

    474,504  
    516,100    

Russell Investment Group
6.75%, 06/01/2023

    521,586  
    441,614    

ServiceMaster Co.
3.48%, 11/08/2023

    446,309  
    399,000    

Xerox Business Services LLC
4.99%, 12/07/2023

    405,651  
     

 

 

 
        3,769,482  
     

 

 

 
            Construction Materials - 0.1%  
    1,004,938    

American Builders & Contractors Supply Co., Inc.
3.74%, 10/31/2023

    1,010,796  
     

 

 

 
            Distribution/Wholesale - 0.0%  
    638,460    

Univar, Inc.
3.74%, 07/01/2022

    640,056  
     

 

 

 
            Diversified Financial Services - 0.1%  
    500,000    

AlixPartners LLP
4.15%, 07/28/2022

    504,105  
    432,825    

Camelot UK Holdco Ltd.
4.50%, 10/03/2023

    434,773  
    264,338    

RP Crown Parent LLC
4.50%, 10/12/2023

    266,264  
   

Telenet International Finance S.a.r.l.

 

    680,000    

0.00%, 03/31/2025(11)

    681,700  
    1,120,000    

3.97%, 01/31/2025

    1,121,579  
     

 

 

 
        3,008,421  
     

 

 

 
            Electric - 0.1%  
    991,618    

Calpine Construction Finance Co., L.P.
3.49%, 01/31/2022

    991,311  
    893,231    

Calpine Corp.
3.90%, 05/31/2023

    896,027  
    330,000    

Chief Exploration & Development LLC
7.93%, 05/16/2021

    316,800  
    280,000    

Energy Future Intermediate Holding Co. LLC
4.30%, 06/30/2017

    281,350  
    235,000    

Helix Gen Funding LLC
0.00%, 02/23/2024(11)

    237,115  
    596,733    

Seadrill Partners Finco LLC
4.15%, 02/21/2021

    401,303  
     

 

 

 
        3,123,906  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  179  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.3%(10) - (continued)  
            Energy-Alternate Sources - 0.0%  
   

TEX Operations Co. LLC

 

  $       115,000    

3.74%, 08/04/2023

  $ 114,748  
    498,750    

3.75%, 08/04/2023

    497,658  
     

 

 

 
        612,406  
     

 

 

 
            Entertainment - 0.1%  
   

Eldorado Resorts LLC

 

    660,000    

0.00%, 03/13/2024(11)

    658,350  
    309,488    

6.25%, 07/23/2022

    308,135  
    207,778    

Scientific Games International, Inc.
4.99%, 10/01/2021

    210,797  
     

 

 

 
        1,177,282  
     

 

 

 
            Food - 0.1%  
   

Albertsons LLC

 

    847,200    

3.99%, 08/22/2021

    849,937  
    357,307    

4.40%, 12/22/2022

    358,825  
    268,846    

B&G Foods, Inc.
3.24%, 11/02/2022

    271,198  
    556,771    

Hostess Brands LLC
4.00%, 08/03/2022

    561,298  
     

 

 

 
        2,041,258  
     

 

 

 
            Healthcare-Products - 0.1%  
    569,207    

Alere, Inc.
4.25%, 06/18/2022

    571,814  
    285,000    

Kinetic Concepts, Inc.
4.40%, 02/02/2024

    286,157  
    223,875    

Revlon Consumer Products Corp.
4.49%, 09/07/2023

    224,101  
    530,650    

Sterigenics-Nordion Holdings LLC
4.15%, 05/15/2022

    529,323  
     

 

 

 
        1,611,395  
     

 

 

 
            Healthcare-Services - 0.3%  
    429,562    

Acadia Healthcare Co., Inc.
3.98%, 02/16/2023

    429,562  
    992,092    

American Renal Holdings, Inc.
4.75%, 09/20/2019

    997,678  
    185,250    

CDRH Parent, Inc.
5.32%, 07/01/2021

    162,094  
   

Community Health Systems, Inc.

 

    202,503    

3.80%, 12/31/2019

    201,666  
    468,322    

4.05%, 01/27/2021

    465,198  
    743,861    

Envision Healthcare Corp.
4.15%, 12/01/2023

    750,741  
    213,925    

Genoa, a QoL Healthcare Co. LLC
4.90%, 10/28/2023

    214,817  
    708,225    

inVentiv Health, Inc.
4.80%, 11/09/2023

    711,865  
    965,329    

MPH Acquisition Holdings LLC
4.90%, 06/07/2023

    977,569  
    286,165    

Opal Acquisition, Inc.
5.15%, 11/27/2020

    268,995  
    276,927    

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

    275,429  
    254,152    

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

    255,423  
    823,565    

U.S. Renal Care, Inc.
5.40%, 12/31/2022

    780,328  
     

 

 

 
        6,491,365  
     

 

 

 
            Holding Companies-Diversified - 0.0%  
    160,000    

PSAV Holdings LLC
0.00%, 04/21/2024(11)

    159,600  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.3%(10) - (continued)  
            Household Products - 0.0%  
  $       134,849    

Prestige Brands, Inc.
3.74%, 01/26/2024

  $ 136,063  
     

 

 

 
            Household Products/Wares - 0.0%  
    335,000    

Galleria Co.
4.00%, 09/29/2023

    337,234  
     

 

 

 
            Insurance - 0.4%  
   

Asurion LLC

 

    1,374,870    

4.25%, 08/04/2022

    1,383,174  
    357,714    

4.75%, 11/03/2023

    360,397  
    1,430,000    

8.50%, 03/03/2021

    1,450,849  
    919,188    

Evertec Group LLC
3.49%, 04/17/2020

    916,320  
    139,640    

HUB International Ltd.
4.04%, 10/02/2020

    140,294  
   

Sedgwick Claims Management Services, Inc.

 

    1,696,284    

3.75%, 03/01/2021

    1,696,708  
    580,000    

6.75%, 02/28/2022

    580,481  
    991,402    

USI, Inc.
4.25%, 12/27/2019

    986,445  
     

 

 

 
        7,514,668  
     

 

 

 
            Internet - 0.0%  
    310,155    

Lands’ End, Inc.
4.25%, 04/04/2021

    255,360  
     

 

 

 
            IT Services - 0.1%  
    160,000    

Gartner, Inc.
0.00%, 04/05/2024(11)

    161,101  
    890,000    

Tempo Acquisition LLC
0.00%, 03/15/2024(11)

    889,332  
     

 

 

 
        1,050,433  
     

 

 

 
            Leisure Time - 0.2%  
    623,438    

Boyd Gaming Corp.
3.45%, 09/15/2023

    625,844  
   

Delta 2 (LUX) S.a.r.l.

 

    2,125,000    

4.57%, 02/01/2024

    2,127,125  
    703,500    

8.07%, 07/29/2022

    709,656  
     

 

 

 
        3,462,625  
     

 

 

 
            Lodging - 0.2%  
   

Caesars Entertainment Operating Co.

 

    615,000    

0.00%, 03/31/2024(11)

    611,310  
    1,978,834    

1.50%, 03/01/2022(12)

    2,302,037  
    325,788    

Caesars Growth Properties Holdings LLC
3.75%, 05/08/2021

    327,416  
    155,000    

Station Casinos LLC
0.00%, 06/08/2023(11)

    154,859  
     

 

 

 
        3,395,622  
     

 

 

 
            Machinery-Construction & Mining - 0.2%  
    1,074,482    

American Rock Salt Holdings LLC
4.90%, 05/20/2021

    1,074,482  
    1,599,052    

Headwaters, Inc.
4.00%, 03/24/2022

    1,601,450  
    451,772    

Neff Rental LLC
7.54%, 06/09/2021

    451,772  
     

 

 

 
        3,127,704  
     

 

 

 
            Machinery-Diversified - 0.0%  
    671,782    

Gates Global LLC
4.41%, 04/01/2024

  $ 674,805  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  180  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.3%(10) - (continued)  
            Media - 0.3%  
  $       461,104    

Advantage Sales & Marketing, Inc.
4.25%, 07/23/2021

  $ 449,770  
    763,850    

AVSC Holding Corp.
4.54%, 01/24/2021

    762,262  
   

Charter Communications Operating LLC

 

    1,328,250    

3.00%, 07/01/2020

    1,334,891  
    476,438    

3.00%, 01/03/2021

    478,405  
    360,000    

Numericable Group S.A.
0.00%, 06/21/2025(11)

    358,099  
    543,270    

Numericable U.S. LLC
4.42%, 01/14/2025

    543,678  
    762,437    

Tribune Media Co.
3.99%, 01/27/2024

    766,729  
    920,000    

UPC Financing Partnership
3.74%, 04/15/2025

    922,880  
    539,782    

Virgin Media Bristol LLC
3.74%, 01/31/2025

    541,682  
     

 

 

 
        6,158,396  
     

 

 

 
            Metal Fabricate/Hardware - 0.0%  
    719,007    

Rexnord LLC
3.89%, 08/21/2023

    721,193  
     

 

 

 
            Oil & Gas - 0.1%  
    485,000    

California Resources Corp.
11.38%, 12/31/2021

    532,894  
    380,000    

Chesapeake Energy Corp.
8.55%, 08/23/2021

    410,282  
    253,500    

Drillships Ocean Ventures, Inc.
7.50%, 07/25/2021

    235,015  
    646,774    

Fieldwood Energy LLC
3.88%, 10/01/2018

    630,068  
     

 

 

 
        1,808,259  
     

 

 

 
            Packaging & Containers - 0.2%  
   

Berry Plastics Group, Inc.

 

    1,270,446    

3.24%, 02/08/2020

    1,277,536  
    426,194    

3.51%, 10/01/2022

    428,858  
    410,000    

Flex Acquisition Co., Inc.
4.40%, 12/29/2023

    411,796  
    144,638    

Proampac PG Borrower LLC
5.04%, 11/18/2023

    146,662  
    2,305,733    

Reynolds Group Holdings, Inc.
3.99%, 02/05/2023

    2,317,123  
    399,306    

Signode Industrial Group U.S., Inc.
3.81%, 05/01/2021

    400,803  
     

 

 

 
        4,982,778  
     

 

 

 
            Pharmaceuticals - 0.1%  
    705,000    

Endo Luxembourg Finance Co. I S.a r.l.
0.00%, 04/05/2024(11)

    710,288  
    528,142    

Valeant Pharmaceuticals International, Inc.
5.74%, 04/01/2022

    531,168  
     

 

 

 
        1,241,456  
     

 

 

 
            Pipelines - 0.0%  
    355,200    

Philadelphia Energy Solutions LLC
6.25%, 04/04/2018

    327,672  
     

 

 

 
            Real Estate - 0.1%  
   

DTZ U.S. Borrower LLC

 

    1,064,271    

4.34%, 11/04/2021

    1,068,113  
    20,000    

9.42%, 11/04/2022

    19,900  
     

 

 

 
        1,088,013  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.3%(10) - (continued)  
            REITS - 0.0%  
$       497,836    

MGM Growth Properties Operating Partnership L.P.
3.49%, 04/25/2023

  $ 498,727  
     

 

 

 
            Retail - 0.2%  
    424,116    

B.C. Unlimited Liability Co.
3.31%, 02/16/2024

    424,222  
   

Bass Pro Group LLC

 

    392,000    

4.24%, 06/05/2020

    391,185  
    1,045,000    

6.15%, 12/16/2023

    1,016,848  
    923,025    

Harbor Freight Tools USA, Inc.
4.24%, 08/19/2023

    920,145  
    467,860    

Michaels Stores, Inc.
3.75%, 01/30/2023

    466,835  
    666,910    

Neiman Marcus Group Ltd. LLC
4.25%, 10/25/2020

    531,307  
    614,753    

Party City Holdings, Inc.
4.17%, 08/19/2022

    614,071  
    115,000    

Rite Aid Corp.
5.75%, 08/21/2020

    115,179  
    446,103    

U.S. Foods, Inc.
3.74%, 06/27/2023

    449,966  
     

 

 

 
        4,929,758  
     

 

 

 
            Semiconductors - 0.0%  
    514,394    

ON Semiconductor Corp.
3.24%, 03/31/2023

    516,565  
     

 

 

 
            Software - 0.5%  
    650,000    

Change Healthcare Holdings, Inc.
3.75%, 03/01/2024

    651,710  
    696,504    

Dell, Inc.
3.50%, 09/07/2023

    698,956  
    155,341    

Epicor Software Corp.
4.75%, 06/01/2022

    155,099  
   

First Data Corp.

 
    2,901,842    

3.49%, 04/26/2024

    2,900,623  
    692,283    

3.99%, 07/10/2022

    695,917  
    780,000    

Go Daddy Operating Co. LLC
3.49%, 02/15/2024

    783,026  
    554,910    

Hyland Software, Inc.
4.24%, 07/01/2022

    558,240  
    742,533    

Infor U.S., Inc.
3.90%, 02/01/2022

    740,795  
    72,873    

MA FinanceCo LLC
0.00%, 04/18/2024(11)

    73,078  
    485,000    

Misys Europe S.A.
0.00%, 04/27/2024(11)

    488,337  
    492,127    

Seattle Spinco, Inc.
0.00%, 04/30/2024(11)

    493,510  
    649,461    

SS&C Technologies, Inc.
3.24%, 07/08/2022

    653,929  
    715,652    

Verint Systems, Inc.
3.76%, 09/06/2019

    718,930  
    1,771,613    

WEX, Inc.
4.49%, 07/01/2023

    1,788,779  
     

 

 

 
        11,400,929  
     

 

 

 
            Telecommunications - 0.2%  
    1,265,000    

Level 3 Financing, Inc.
3.24%, 02/22/2024

    1,268,618  
    513,252    

LTS Buyer LLC
4.40%, 04/13/2020

    514,628  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  181  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 4.3%(10) - (continued)  
            Telecommunications - 0.2% - (continued)  
$       1,420,000    

Sprint Communications, Inc.
3.50%, 02/02/2024

  $ 1,420,894  
    747,989    

Univision Communications, Inc.
3.75%, 03/15/2024

    742,730  
    318,158    

Zayo Group LLC
3.50%, 01/19/2024

    320,166  
     

 

 

 
        4,267,036  
     

 

 

 
            Trucking & Leasing - 0.1%  
    985,000    

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.74%, 03/20/2022

    999,342  
    495,498    

Consolidated Container Co. LLC
5.00%, 07/03/2019

    495,498  
     

 

 

 
        1,494,840  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $90,651,290)

  $ 90,523,501  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 38.3%  
            FHLMC - 14.8%  
  $       138,926    

0.00%, 11/15/2036(5)(13)

  $ 131,424  
    26,526,041    

0.30%, 10/25/2020(2)(6)

    152,657  
    12,765,895    

2.12%, 08/25/2018(2)(6)

    237,881  
    1,605,891    

2.50%, 12/15/2026(6)

    108,216  
    1,442,685    

2.50%, 03/15/2028(6)

    122,475  
    13,595,000    

2.50%, 05/01/2032(4)(14)

    13,682,889  
    3,391,949    

3.00%, 03/15/2028(6)

    291,328  
    1,768,616    

3.00%, 08/01/2029

    1,824,619  
    7,090,000    

3.00%, 05/01/2032(4)(14)

    7,297,438  
    1,475,183    

3.00%, 05/15/2032(6)

    126,369  
    808,652    

3.00%, 03/15/2033(6)

    105,021  
    5,368,405    

3.00%, 11/01/2036

    5,469,317  
    4,582,229    

3.00%, 01/01/2037

    4,658,429  
    3,048,981    

3.00%, 06/15/2041

    3,133,973  
    6,829,897    

3.00%, 07/15/2041

    6,997,242  
    8,467,419    

3.00%, 11/01/2046

    8,473,277  
    43,521,401    

3.00%, 12/01/2046

    43,494,728  
    15,475,000    

3.00%, 05/01/2047(4)(14)

    15,453,239  
    1,909,135    

3.50%, 06/15/2026(6)

    156,760  
    629,044    

3.50%, 09/15/2026(6)

    66,877  
    1,095,877    

3.50%, 03/15/2027(6)

    110,600  
    4,400,000    

3.50%, 05/01/2032(4)(14)

    4,602,125  
    3,362,418    

3.50%, 08/01/2034

    3,508,849  
    4,393,470    

3.50%, 03/15/2041(6)

    553,449  
    1,354,701    

3.50%, 06/01/2046

    1,394,199  
    58,945,000    

3.50%, 05/01/2047(4)(14)

    60,609,736  
    37,400,000    

3.50%, 06/01/2047(4)(14)

    38,374,446  
    3,485,614    

4.00%, 08/01/2025

    3,666,266  
    651,977    

4.00%, 08/15/2026(6)

    62,270  
    3,749,736    

4.00%, 07/15/2027(6)

    409,742  
    2,740,362    

4.00%, 03/15/2028(6)

    295,397  
    1,043,008    

4.00%, 06/15/2028(6)

    118,954  
    3,174,052    

4.00%, 05/01/2042

    3,354,857  
    889,213    

4.00%, 08/01/2042

    942,995  
    1,294,704    

4.00%, 09/01/2042

    1,373,012  
    329,710    

4.00%, 07/01/2044

    348,820  
    2,473,766    

4.00%, 01/01/2046

    2,606,219  
    1,368,029    

4.00%, 02/01/2046

    1,441,278  
    10,946,160    

4.00%, 01/01/2047(4)

    11,615,920  
    7,420,000    

4.00%, 05/01/2047(4)(14)

    7,810,709  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 38.3% - (continued)  
            FHLMC - 14.8% - (continued)  
  $       7,300,000    

4.00%, 06/01/2047(4)(14)

  $ 7,668,421  
    598,553    

4.50%, 02/01/2039

    644,483  
    995,070    

4.50%, 03/15/2041

    1,129,585  
    6,069,475    

4.50%, 05/01/2042

    6,550,967  
    955,607    

4.50%, 09/01/2044

    1,028,313  
    13,350,000    

4.50%, 05/01/2047(4)(14)

    14,354,351  
    9,900,000    

4.50%, 06/01/2047(4)(14)

    10,623,144  
    2,625,222    

4.75%, 07/15/2039

    2,833,170  
    1,350,744    

5.00%, 09/15/2033(6)

    292,358  
    5,825,000    

5.00%, 05/01/2047(4)(14)

    6,363,585  
    13,629    

5.50%, 11/01/2037

    15,117  
    1,459    

5.50%, 02/01/2038

    1,646  
    62,341    

5.50%, 04/01/2038

    69,132  
    57,002    

5.50%, 06/01/2038

    63,220  
    3,325,079    

5.50%, 08/01/2038

    3,687,331  
    166,853    

5.50%, 05/01/2040

    185,098  
    692,092    

5.50%, 08/01/2040

    767,919  
    630,857    

5.50%, 06/01/2041

    699,904  
    282,651    

6.00%, 01/01/2023

    305,221  
    71,370    

6.00%, 11/01/2032

    81,719  
    147,875    

6.00%, 11/01/2033

    169,020  
    121,687    

6.00%, 02/01/2034

    139,016  
    186,606    

6.00%, 07/01/2034

    213,202  
    61,437    

6.00%, 08/01/2034

    70,143  
    84,430    

6.00%, 09/01/2034

    96,450  
    36,857    

6.00%, 01/01/2035

    41,890  
    50,502    

6.00%, 03/01/2035

    57,642  
    48,164    

6.00%, 05/01/2038

    54,468  
    326,077    

6.00%, 06/01/2038

    371,599  
    823,803    

6.00%, 05/15/2039

    920,645  
    890,546    

6.50%, 07/15/2036

    1,000,861  
     

 

 

 
      $ 315,683,622  
     

 

 

 
            FNMA - 15.7%      
    138,909    

0.00%, 03/25/2036(5)(13)

    111,552  
    1,172,155    

0.00%, 06/25/2036(5)(13)

    1,040,991  
    4,133,560    

1.83%, 04/25/2055(2)(6)

    217,087  
    4,595,084    

1.86%, 05/25/2046(2)(6)

    238,952  
    2,516,518    

2.01%, 06/25/2055(2)(6)

    145,199  
    4,365,729    

2.02%, 08/25/2044(2)(6)

    243,772  
    909,294    

2.50%, 06/25/2028(6)

    76,373  
    24,105,000    

2.50%, 05/01/2032(4)(14)

    24,243,416  
    511,490    

2.50%, 01/01/2043

    494,513  
    2,738,408    

2.50%, 02/01/2043

    2,647,511  
    2,071,189    

2.50%, 03/01/2043

    2,002,440  
    1,290,993    

2.50%, 04/01/2043

    1,248,140  
    509,560    

2.50%, 06/01/2043

    492,069  
    847,540    

2.50%, 08/01/2043

    818,266  
    27,744    

2.50%, 06/01/2046

    26,711  
    867,375    

2.50%, 10/01/2046

    835,071  
    31,712,313    

2.50%, 11/01/2046

    30,531,305  
    14,931,244    

2.50%, 12/01/2046

    14,375,155  
    8,935,545    

2.50%, 01/01/2047

    8,603,736  
    4,225,000    

2.65%, 06/01/2025

    4,224,091  
    2,177,337    

2.82%, 07/01/2025

    2,213,499  
    1,850,000    

2.84%, 12/01/2025

    1,866,350  
    3,900,000    

2.93%, 01/01/2027

    3,930,442  
    839,172    

3.00%, 09/25/2027(6)

    76,955  
    5,684,374    

3.00%, 01/25/2028(6)

    531,042  
    2,571,599    

3.00%, 04/25/2028(6)

    239,939  
    1,227,121    

3.00%, 01/01/2030

    1,263,403  
    41,369,000    

3.00%, 05/01/2032(4)(14)

    42,555,128  
    4,651,755    

3.00%, 03/01/2037

    4,727,373  
    850,000    

3.00%, 05/01/2047(4)(14)

    849,004  
    1,513,462    

3.02%, 03/01/2027

    1,535,433  
    7,175,317    

3.11%, 04/01/2027

    7,308,610  
    3,065,000    

3.15%, 04/01/2027

    3,136,633  
    2,315,000    

3.16%, 04/01/2027

    2,369,337  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  182  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 38.3% - (continued)  
            FNMA - 15.7% - (continued)      
  $       2,534,990    

3.21%, 01/01/2027

  $ 2,606,521  
    2,895,125    

3.23%, 04/01/2027

    2,979,370  
    259,775    

3.24%, 12/01/2026

    267,836  
    672,537    

3.30%, 12/01/2026

    696,529  
    251,177    

3.34%, 04/01/2024

    264,004  
    559,963    

3.41%, 11/01/2024

    587,457  
    637,626    

3.47%, 01/01/2024

    674,141  
    1,625,439    

3.50%, 10/25/2027(6)

    190,649  
    1,423,067    

3.50%, 05/25/2030(6)

    189,766  
    554,360    

3.50%, 08/25/2030(6)

    67,874  
    3,990,000    

3.50%, 05/01/2032(4)(14)

    4,169,815  
    1,002,246    

3.50%, 09/25/2035(6)

    153,204  
    1,987,723    

3.50%, 10/01/2044

    2,054,420  
    2,230,331    

3.50%, 02/01/2045

    2,295,438  
    4,067,428    

3.50%, 01/01/2046

    4,186,164  
    5,032,234    

3.50%, 02/01/2046

    5,179,133  
    3,999,364    

3.50%, 09/01/2046

    4,116,112  
    1,734,719    

3.50%, 10/01/2046

    1,785,358  
    1,373,389    

3.50%, 11/01/2046

    1,419,909  
    29,300,000    

3.50%, 05/01/2047(4)(14)

    30,127,496  
    17,700,000    

3.50%, 06/01/2047(4)(14)

    18,162,551  
    70,000    

3.70%, 10/01/2023

    74,705  
    95,000    

3.76%, 03/01/2024

    101,630  
    5,750,000    

3.77%, 12/01/2025

    6,179,477  
    140,000    

3.86%, 12/01/2025

    150,459  
    232,410    

3.87%, 10/01/2025

    250,943  
    305,758    

3.89%, 05/01/2030

    323,256  
    134,344    

3.96%, 05/01/2034

    142,437  
    83,937    

3.97%, 05/01/2029

    90,841  
    1,025,232    

4.00%, 06/01/2025

    1,083,122  
    4,008,200    

4.00%, 10/01/2040

    4,235,558  
    1,661,939    

4.00%, 11/01/2040

    1,756,218  
    1,225,376    

4.00%, 12/01/2040

    1,295,007  
    607,261    

4.00%, 02/01/2041

    642,158  
    1,418,258    

4.00%, 03/01/2041

    1,499,126  
    662,357    

4.00%, 03/25/2042(6)

    92,805  
    4,003,292    

4.00%, 05/25/2042(6)

    624,016  
    542,779    

4.00%, 08/01/2042

    573,217  
    1,317,116    

4.00%, 09/01/2042

    1,389,801  
    380,645    

4.00%, 11/25/2042(6)

    51,816  
    331,321    

4.00%, 03/01/2045

    349,187  
    1,481,788    

4.00%, 07/01/2045

    1,573,505  
    2,531,556    

4.00%, 02/01/2046

    2,668,063  
    2,798,009    

4.00%, 05/01/2046

    2,948,885  
    1,495,231    

4.00%, 06/01/2046

    1,575,857  
    1,555,084    

4.00%, 04/01/2047

    1,652,804  
    14,565,000    

4.00%, 05/01/2047(4)(14)

    15,338,766  
    17,100,000    

4.00%, 06/01/2047(4)(14)

    17,971,031  
    194,449    

4.06%, 10/01/2028

    213,088  
    541,738    

4.50%, 08/01/2024

    573,329  
    51,006    

4.50%, 04/01/2025

    53,963  
    824,554    

4.50%, 07/25/2027(6)

    85,891  
    1,172,385    

4.50%, 09/01/2035

    1,266,716  
    302,633    

4.50%, 08/01/2040

    328,210  
    3,445,671    

4.50%, 10/01/2040

    3,719,025  
    1,545,443    

4.50%, 10/01/2041

    1,667,832  
    1,346,221    

4.50%, 09/01/2043

    1,453,284  
    5,091    

5.00%, 04/01/2018

    5,229  
    13,768    

5.00%, 05/01/2018

    14,142  
    90,980    

5.00%, 06/01/2018

    93,449  
    6,794    

5.00%, 07/01/2018

    6,978  
    35,940    

5.00%, 12/01/2019

    37,188  
    213,478    

5.00%, 01/01/2022

    221,244  
    416,082    

5.00%, 04/25/2038

    448,003  
    485,727    

5.46%, 05/25/2042(2)(6)

    54,911  
    3,661    

5.50%, 11/01/2018

    3,697  
    50,080    

5.50%, 08/01/2019

    51,463  
    47,901    

5.50%, 09/01/2019

    49,143  
    55,452    

5.50%, 10/01/2019

    56,787  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 38.3% - (continued)  
            FNMA - 15.7% - (continued)      
  $       9,940    

5.50%, 05/01/2020

  $ 10,286  
    495,221    

5.50%, 06/01/2022

    523,076  
    216,579    

5.50%, 06/01/2033

    242,502  
    836,098    

5.50%, 07/01/2033

    935,456  
    63,309    

5.50%, 08/01/2033

    70,482  
    2,933,292    

5.50%, 11/01/2035

    3,285,480  
    760,128    

5.50%, 04/01/2036

    849,848  
    626,201    

5.50%, 04/25/2037

    698,060  
    1,251,305    

5.50%, 11/01/2037

    1,393,919  
    1,629,417    

5.50%, 06/25/2042(6)

    346,838  
    16,334    

6.00%, 11/01/2031

    18,495  
    191,982    

6.00%, 12/01/2032

    221,823  
    287,823    

6.00%, 03/01/2033

    330,233  
    730,541    

6.00%, 02/01/2037

    827,210  
    497,086    

6.00%, 12/01/2037

    562,863  
    249,720    

6.00%, 03/01/2038

    282,954  
    200,464    

6.00%, 10/01/2038

    226,990  
    16,345    

7.00%, 10/01/2037

    17,281  
    2,436    

7.50%, 12/01/2029

    2,570  
    16,490    

7.50%, 03/01/2030

    19,786  
    24,888    

7.50%, 09/01/2031

    26,613  
     

 

 

 
      $ 333,324,272  
     

 

 

 
            GNMA - 7.8%  
    1,277,465    

3.00%, 09/20/2028(6)

    120,262  
    241,585    

3.00%, 11/15/2042

    245,612  
    245,294    

3.00%, 06/15/2043

    249,369  
    177,979    

3.00%, 07/15/2043

    180,519  
    249,908    

3.00%, 10/15/2044

    253,357  
    303,550    

3.00%, 02/15/2045

    307,740  
    170,097    

3.00%, 03/15/2045

    172,444  
    824,479    

3.00%, 04/15/2045

    835,858  
    229,659    

3.00%, 06/15/2045

    232,829  
    7,653,797    

3.00%, 07/15/2045

    7,759,433  
    35,625,000    

3.00%, 05/01/2047(4)(14)

    36,103,711  
    551,187    

3.50%, 02/16/2027(6)

    52,755  
    1,357,129    

3.50%, 03/20/2027(6)

    136,490  
    1,686,560    

3.50%, 02/20/2041(6)

    245,708  
    2,873,995    

3.50%, 04/20/2042(6)

    413,933  
    699,173    

3.50%, 05/15/2042

    731,197  
    1,852,389    

3.50%, 12/15/2042

    1,936,775  
    1,427,460    

3.50%, 03/15/2043

    1,492,386  
    1,397,938    

3.50%, 04/15/2043

    1,457,608  
    4,808,380    

3.50%, 05/15/2043

    5,013,285  
    558,169    

3.50%, 05/20/2043(6)

    102,433  
    2,349,025    

3.50%, 07/20/2043(6)

    345,626  
    7,184,715    

3.50%, 03/20/2047

    7,477,313  
    5,699,998    

3.50%, 04/20/2047

    5,932,131  
    15,200,000    

3.50%, 05/01/2047(4)(14)

    15,797,313  
    442,790    

4.00%, 12/16/2026(6)

    48,255  
    5,480,656    

4.00%, 05/20/2029(6)

    561,079  
    3,390,483    

4.00%, 09/20/2040

    3,634,773  
    453,955    

4.00%, 10/20/2040

    483,867  
    873,514    

4.00%, 12/20/2040

    936,135  
    415,412    

4.00%, 05/16/2042(6)

    66,914  
    282,753    

4.00%, 01/20/2044(6)

    55,609  
    5,269,382    

4.00%, 04/20/2047

    5,579,259  
    7,880,000    

4.00%, 05/01/2047(4)(14)

    8,332,485  
    7,700,000    

4.00%, 06/01/2047(4)(14)

    8,126,658  
    58,788    

4.50%, 07/15/2033

    63,069  
    145,451    

4.50%, 05/15/2040

    158,322  
    641,577    

4.50%, 06/15/2041

    698,439  
    2,249,638    

4.50%, 06/20/2044

    2,402,162  
    1,935,692    

4.50%, 10/20/2044

    2,066,931  
    1,237,993    

4.50%, 04/20/2045(6)

    286,076  
    1,947,126    

4.50%, 01/20/2046

    2,079,140  
    20,820,000    

4.50%, 05/01/2047(4)(14)

    22,215,590  
    1,199,446    

5.00%, 06/15/2041

    1,325,754  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  183  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 38.3% - (continued)  
            GNMA - 7.8% - (continued)  
  $       1,678,078    

5.00%, 10/16/2041(6)

  $ 271,784  
    1,901,384    

5.00%, 03/15/2044

    2,097,692  
    5,200,000    

5.00%, 05/01/2047(4)(14)

    5,697,207  
    669,848    

5.50%, 05/15/2033

    766,482  
    50,883    

5.50%, 06/15/2035

    57,175  
    96,783    

5.50%, 04/15/2038

    108,039  
    2,583,851    

5.50%, 03/20/2039(6)

    580,194  
    2,407,612    

5.50%, 02/16/2047(6)

    534,641  
    1,462,113    

5.50%, 02/20/2047(6)

    334,687  
    1,000,000    

5.50%, 05/01/2047(4)(14)

    1,113,137  
    77,518    

6.00%, 02/15/2029

    87,886  
    166,691    

6.00%, 11/15/2032

    193,045  
    230,664    

6.00%, 02/15/2033

    262,749  
    52,817    

6.00%, 07/15/2033

    60,159  
    99,013    

6.00%, 10/15/2034

    112,594  
    636,416    

6.00%, 03/15/2036

    747,631  
    6,362    

6.00%, 05/15/2036

    7,278  
    178,807    

6.00%, 10/15/2036

    204,547  
    79,827    

6.00%, 01/15/2037

    91,320  
    181,405    

6.00%, 02/15/2037

    207,198  
    331,843    

6.00%, 06/15/2037

    379,580  
    122,406    

6.00%, 11/15/2037

    138,815  
    1,276    

6.00%, 03/15/2038

    1,447  
    76,021    

6.00%, 06/15/2038

    87,175  
    243,895    

6.00%, 08/15/2038

    277,030  
    276,173    

6.00%, 10/15/2038

    313,451  
    285,443    

6.00%, 11/15/2038

    327,497  
    164,375    

6.00%, 12/15/2038

    188,787  
    151,375    

6.00%, 01/15/2039

    171,687  
    6,135    

6.00%, 03/15/2039

    6,963  
    933,021    

6.00%, 04/15/2039

    1,079,559  
    472,227    

6.00%, 08/15/2039

    535,539  
    31,160    

6.00%, 09/15/2039

    35,657  
    66,484    

6.00%, 11/15/2039

    75,390  
    30,064    

6.00%, 06/15/2040

    34,123  
    2,097,750    

6.00%, 09/20/2040(6)

    483,997  
    207,201    

6.00%, 12/15/2040

    234,914  
    752,152    

6.00%, 06/15/2041

    852,750  
    15,914    

6.50%, 09/15/2028

    17,841  
    2,746    

6.50%, 10/15/2028

    3,079  
    5,294    

6.50%, 12/15/2028

    5,935  
    60,689    

6.50%, 05/15/2029

    70,551  
    100,074    

6.50%, 08/15/2031

    112,191  
    4,820    

6.50%, 09/15/2031

    5,404  
    60,084    

6.50%, 10/15/2031

    67,359  
    173,691    

6.50%, 11/15/2031

    194,722  
    38,924    

6.50%, 01/15/2032

    43,638  
    27,812    

6.50%, 03/15/2032

    31,179  
    7,709    

6.50%, 04/15/2032

    8,643  
    48,295    

6.50%, 07/15/2032

    54,143  
     

 

 

 
        166,091,095  
     

 

 

 
   

Total U.S. Government Agencies
(cost $813,901,355)

  $ 815,098,989  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 12.7%  
            U.S. Treasury Securities - 12.7%  
            U.S. Treasury Bonds - 4.4%  
  $       16,530,000    

2.50%, 02/15/2045

  $ 15,062,962  
    7,800,000    

2.50%, 02/15/2046

    7,089,163  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 12.7% - (continued)  
            U.S. Treasury Bonds - 4.4% - (continued)  
  $       6,525,000    

2.88%, 08/15/2045

  $ 6,414,382  
    3,440,000    

3.00%, 11/15/2044

    3,471,039  
    9,045,000    

3.00%, 05/15/2045(15)

    9,117,785  
    31,854,000    

3.13%, 08/15/2044(16)

    32,920,376  
    530,000    

3.38%, 05/15/2044

    573,187  
    3,560,000    

3.63%, 02/15/2044

    4,018,211  
    5,661,000    

4.38%, 02/15/2038

    7,151,654  
    7,016,000    

4.50%, 02/15/2036

    8,998,841  
     

 

 

 
        94,817,600  
     

 

 

 
            U.S. Treasury Notes - 8.3%  
    21,588,320    

0.13%, 04/15/2022(9)

    21,728,515  
    69,997,365    

0.25%, 01/15/2025(9)

    69,677,127  
    275,000    

0.63%, 07/31/2017

    274,817  
    91,000    

1.50%, 12/31/2018

    91,395  
    15,355,000    

1.50%, 03/31/2023

    14,942,334  
    28,095,000    

1.63%, 02/15/2026(16)

    26,675,978  
    32,402,000    

2.00%, 11/15/2026(16)

    31,614,729  
    11,200,000    

2.25%, 11/15/2025(16)

    11,204,816  
     

 

 

 
        176,209,711  
     

 

 

 
        271,027,311  
     

 

 

 
   

Total U.S. Government Securities
(cost $273,169,748)

  $ 271,027,311  
     

 

 

 
COMMON STOCKS - 0.0%      
            Energy - 0.0%      
$       8,492    

Templar Energy LLC Class A*(17)(18)

  $ 84,918  
     

 

 

 
            Utilities - 0.0%      
    350,000    

TCEH Corp.*(17)(18)

    -  
    5,836    

Vistra Energy Corp.

    87,248  
     

 

 

 
        87,248  
     

 

 

 
   

Total Common Stocks
(cost $174,209)

  $ 172,166  
     

 

 

 
PREFERRED STOCKS - 0.1%      
            Banks - 0.0%      
$       469    

U.S. Bancorp Series A 3.50%(2)(7)

  $ 408,968  
     

 

 

 
            Diversified Financials - 0.1%      
    20,000    

Citigroup Capital XIII 7.54%(2)

    524,800  
     

 

 

 
   

Total Preferred Stocks
(cost $889,590)

    933,768  
     

 

 

 
   

Total Long-Term Investments
(cost $2,476,874,670)

  $ 2,490,526,724  
      SHORT-TERM INVESTMENTS - 4.1%  
            Other Investment Pools & Funds - 4.1%             
  $  87,263,747    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

     $ 87,263,747  
     

 

 

    

 

 

 
   

Total Short-Term Investments
(cost $87,263,747)

       87,263,747  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  184  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount      Market Value  
SHORT-TERM INVESTMENTS - 4.1% - (continued)         
      Other Investment Pools & Funds -
4.1% - (continued)
            
 

Total Investments Excluding Purchased Options
(cost $2,564,138,417)

    121.2    $ 2,577,790,471  
 

Total Purchased Options
(cost $173,144)

    0.0    $ 249,479  
   

 

 

    

 

 

 
 

Total Investments
(cost $2,564,311,561)^

    121.2    $ 2,578,039,950  
 

Other Assets and Liabilities

    (21.2 )%       (450,452,477
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 2,127,587,473  
   

 

 

    

 

 

 

 

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

 

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

 

     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

   $     34,121,367  

Unrealized Depreciation

     (20,392,978
  

 

 

 

Net Unrealized Appreciation

   $ 13,728,389  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $532,614,486, which represented 25.0% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2017.

 

(3)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(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 $463,806,764 at April 30, 2017.

 

(5)  Security is a zero-coupon bond.

 

(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 April 30, 2017, the aggregate value of these securities was $25,590,267, which represented 1.2% of total net assets.

 

(9)  The principal amount for these securities is 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 April 30, 2017.

 

(11)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

The accompanying notes are an integral part of these financial statements.

 

 

  185  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

(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)  Represents or includes a TBA transaction.

 

(15)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(16)  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

(17)  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 April 30, 2017, the aggregate fair value of these securities was $84,918, which represented 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.

 

(18)  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 April 30, 2017, the aggregate value of these securities was $84,918, which represented 0.0% of total net assets.

 

OTC Option Contracts Outstanding at April 30, 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/TRY Call

    GSC       3.59 TRY per USD       05/24/17       USD       6,348,000     $ 93,113     $ 66,337     $ 26,776  

USD Put/TRY Call

    GSC       3.71 TRY per USD       04/06/18       USD       423,000       156,366       106,807       49,559  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

            6,771,000     $ 249,479     $ 173,144     $ 76,335  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

            6,771,000     $     249,479     $     173,144     $     76,335  
         

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  
Description    Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

Eurodollar 90-Day Future

     422        09/18/2017      $     104,026,911      $     104,023,000      $ (3,911

U.S. Treasury 5-Year Note Future

     1,792        06/30/2017        210,570,531        212,184,000        1,613,469  

U.S. Treasury Long Bond Future

     323        06/21/2017        48,475,425        49,408,906        933,481  
              

 

 

 

Total

               $ 2,543,039  
              

 

 

 

Short position contracts:

              

Eurodollar 3-Month Future

     844        09/17/2018      $ 207,379,266      $ 207,286,400      $ 92,866  

Long Gilt Future

     215        06/28/2017        35,388,390        35,719,069        (330,679

U.S. 10-Year Ultra Future

     5        06/21/2017        674,862        677,265        (2,403

U.S. Treasury 10-Year Note Future

     925        06/21/2017        115,272,279        116,289,844        (1,017,565

U.S. Treasury 2-Year Note Future

     697        06/30/2017        150,895,435        150,976,735        (81,300

U.S. Treasury Ultra Bond Future

     13        06/21/2017        2,084,445        2,118,187        (33,742
              

 

 

 

Total

               $ (1,372,823
              

 

 

 

Total futures contracts

               $      1,170,216  
              

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  186  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2017  
Description    Principal
Amount
     Maturity Date      Market  Value     Unrealized
Appreciation/
(Depreciation)
 

FHLMC, 3.50%

   $     10,715,000        05/01/2047      $ (11,017,615   $ (29,718

FNMA, 2.50%

     56,400,000        05/01/2047        (54,254,719     (460,747

FNMA, 3.00%

     2,875,000        05/01/2047        (2,871,631     8,872  

FNMA, 4.50%

     17,575,000        05/01/2047        (18,906,855     (51,503

FNMA, 5.50%

     5,700,000        05/01/2047        (6,334,196     820  

GNMA, 3.00%

     27,100,000        05/01/2047        (27,464,156     (29,111

GNMA, 3.50%

     3,930,000        05/01/2047        (4,084,436     9,518  
        

 

 

   

 

 

 

Total (proceeds $124,381,739)

         $     (124,933,608   $     (551,869
        

 

 

   

 

 

 

At April 30, 2017, the aggregate market value of TBA Sale Commitments represents (5.9)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at April 30, 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

    MSC       USD       1,015,225       (0.32 %)      07/25/45     $ 189,254     $     $ 150,688     $ (38,566

ABX.HE.AAA.06

    CSI       USD       37,444       (0.18 %)      07/25/45       562             695       133  

ABX.HE.AAA.06

    JPM       USD       6,808       (0.18 %)      07/25/45       149             127       (22

ABX.HE.AAA.06

    MSC       USD       115,055       (0.18 %)      07/25/45       2,534             2,137       (397

ABX.HE.AAA.06

    GSC       USD       51,741       (0.18 %)      07/25/45       4,657             961       (3,696

ABX.HE.AAA.07

    GSC       USD       175,629       (0.09 %)      08/25/37       39,505             16,888       (22,617

ABX.HE.AAA.07

    JPM       USD       165,091       (0.09 %)      08/25/37       39,420             15,875       (23,545

ABX.HE.AAA.07

    GSC       USD       769,255       (0.09 %)      08/25/37       173,920             73,969       (99,951

ABX.HE.AAA.07

    MSC       USD       1,405,032       (0.09 %)      08/25/37       336,337             135,107       (201,230

ABX.HE.AAA.07

    CSI       USD       1,668,475       (0.09 %)      08/25/37       433,740             160,436       (273,304

ABX.HE.PENAAA.06

    MSC       USD       583,863       (0.11 %)      05/25/46       66,712             53,941       (12,771

ABX.HE.PENAAA.06

    JPM       USD       1,235,387       (0.11 %)      05/25/46       140,820             114,131       (26,689

ABX.HE.PENAAA.06

    GSC       USD       996,672       (0.11 %)      05/25/46       249,168             92,077       (157,091

CMBX.NA.A.7

    JPM       USD       1,235,000       (2.00 %)      01/17/47       47,629             41,609       (6,020

CMBX.NA.A.9

    MSC       USD       1,940,000       (2.00 %)      09/17/58       68,144             79,846       11,702  

CMBX.NA.A.9

    MSC       USD       1,170,000       (2.00 %)      09/17/58       51,847             48,154       (3,693

CMBX.NA.A.9

    DEUT       USD       760,000       (2.00 %)      09/17/58       38,475             31,238       (7,237

CMBX.NA.AA.7

    MSC       USD       1,475,000       (1.50 %)      01/17/47       17,230             11,641       (5,589

CMBX.NA.AA.7

    CSI       USD       1,070,000       (1.50 %)      01/17/47       33,265             8,400       (24,865

CMBX.NA.AA.7

    CSI       USD       1,850,000       (1.50 %)      01/17/47       57,514             14,524       (42,990

CMBX.NA.AA.7

    CSI       USD       1,850,000       (1.50 %)      01/17/47       57,514             14,524       (42,990

CMBX.NA.AA.7

    CSI       USD       2,140,000       (1.50 %)      01/17/47       66,529             16,799       (49,730

CMBX.NA.AA.8

    MSC       USD       925,000       (1.50 %)      10/17/57       37,167             19,760       (17,407

CMBX.NA.AJ.4

    CBK       USD       928,160       (0.96 %)      02/17/51       163,731             140,224       (23,507

CMBX.NA.AS.7

    CBK       USD       1,445,000       (1.00 %)      01/17/47       31,455             (3,004     (34,459

CMBX.NA.AS.7

    GSC       USD       1,710,000       (1.00 %)      01/17/47       48,097             (3,507     (51,604

CMBX.NA.AS.7

    CSI       USD       3,220,000       (1.00 %)      01/17/47       58,432             (6,694     (65,126

CMBX.NA.AS.8

    DEUT       USD       730,000       (1.00 %)      10/17/57       53,344             2,982       (50,362

CMBX.NA.BB.8

    CSI       USD       1,085,000       (5.00 %)      10/17/57       254,904             279,570       24,666  

CMBX.NA.BB.8

    JPM       USD       610,000       (5.00 %)      10/17/57       143,310             154,551       11,241  

CMBX.NA.BB.8

    CSI       USD       475,000       (5.00 %)      10/17/57       112,624             122,392       9,768  

CMBX.NA.BB.8

    CSI       USD       545,000       (5.00 %)      10/17/57       131,406             140,429       9,023  

CMBX.NA.BB.8

    JPM       USD       605,000       (5.00 %)      10/17/57       145,872             153,284       7,412  

CMBX.NA.BB.8

    GSC       USD       510,000       (5.00 %)      10/17/57       124,888             131,410       6,522  

CMBX.NA.BB.8

    GSC       USD       510,000       (5.00 %)      10/17/57       125,853             131,411       5,558  

CMBX.NA.BB.9

    JPM       USD       430,000       (5.00 %)      09/17/58       83,028             82,856       (172

CMBX.NA.BB.9

    CSI       USD       2,680,000       (5.00 %)      09/17/58       562,815             527,941       (34,874

CMBX.NA.BBB.10

    MSC       USD       815,000       (3.00 %)      11/17/59       53,390             79,560       26,170  

CMBX.NA.BBB.10

    MSC       USD       1,130,000       (3.00 %)      11/17/59       88,434             110,310       21,876  

 

The accompanying notes are an integral part of these financial statements.

 

 

  187  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017 - (continued)  
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)
 

Buy protection: - (continued)

                 

CMBX.NA.BBB.10

    MSC       USD       830,000       (3.00 %)      11/17/59     $ 81,721     $     $ 81,024     $ (697

CMBX.NA.BBB.7

    GSC       USD       605,000       (3.00 %)      01/17/47       51,938             48,639       (3,299

CMBX.NA.BBB.7

    CSI       USD       1,490,000       (3.00 %)      01/17/47       144,013             119,789       (24,224

CMBX.NA.BBB.7

    CSI       USD       1,740,000       (3.00 %)      01/17/47       168,176             139,888       (28,288

CMBX.NA.BBB.7

    MSC       USD       1,360,000       (3.00 %)      01/17/47       139,183             109,338       (29,845

CMBX.NA.BBB.7

    MSC       USD       2,110,000       (3.00 %)      01/17/47       157,211             169,985       12,774  

CMBX.NA.BBB.7

    DEUT       USD       25,000       (3.00 %)      01/17/47       1,817             2,010       193  

CMBX.NA.BBB.7

    MSC       USD       820,000       (3.00 %)      01/17/47       67,637             65,924       (1,713

CMBX.NA.BBB.7

    CSI       USD       725,000       (3.00 %)      01/17/47       64,717             58,287       (6,430

CMBX.NA.BBB.7

    DEUT       USD       600,000       (3.00 %)      01/17/47       56,899             48,237       (8,662

CMBX.NA.BBB.7

    CSI       USD       2,070,000       (3.00 %)      01/17/47       176,050             166,418       (9,632

CMBX.NA.BBB.7

    GSC       USD       1,635,000       (3.00 %)      01/17/47       151,751             131,446       (20,305

CMBX.NA.BBB.7

    DEUT       USD       625,000       (3.00 %)      01/17/47       77,322             50,247       (27,075

CMBX.NA.BBB.7

    GSC       USD       595,000       (3.00 %)      01/17/47       82,568             47,836       (34,732

CMBX.NA.BBB.7

    MSC       USD       4,340,000       (3.00 %)      01/17/47       419,511             348,915       (70,596

CMBX.NA.BBB.9

    MSC       USD       780,000       (3.00 %)      09/17/58       85,225             84,912       (313

CMBX.NA.BBB.9

    MSC       USD       725,000       (3.00 %)      09/17/58       84,371             78,804       (5,567

CMBX.NA.BBB.9

    CSI       USD       215,000       (3.00 %)      09/17/58       24,901             23,369       (1,532

CMBX.NA.BBB.9

    MSC       USD       435,000       (3.00 %)      09/17/58       51,144             47,282       (3,862

CMBX.NA.BBB.9

    JPM       USD       885,000       (3.00 %)      09/17/58       101,412             94,056       (7,356

CMBX.NA.BBB.9

    GSC       USD       1,450,000       (3.00 %)      09/17/58       166,612             157,849       (8,763

CMBX.NA.BBB.9

    MSC       USD       1,625,000       (3.00 %)      09/17/58       194,193             176,629       (17,564

CMBX.NA.BBB.9

    DEUT       USD       2,245,000       (3.00 %)      09/17/58       275,635             244,394       (31,241

CMBX.NA.BBB.9

    JPM       USD       2,425,000       (3.00 %)      09/17/58       302,958             257,725       (45,233
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 7,460,640     $     $ 5,900,245     $ (1,560,395
           

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.A.6

    MSC       USD       60,000       2.00     05/11/63     $     $ (1,357   $ (2,426   $ (1,069

CMBX.NA.A.6

    GSC       USD       1,210,000       2.00     05/11/63       15,795             (48,930     (64,725

CMBX.NA.AAA.6

    GSC       USD       11,525,555       0.50     05/11/63             (132,296     (560     131,736  

CMBX.NA.AAA.6

    UBS       USD       3,273,854       0.50     05/11/63             (87,219     (159     87,060  

CMBX.NA.AAA.6

    CSI       USD       2,732,352       0.50     05/11/63             (29,151     (133     29,018  

CMBX.NA.AAA.6

    CSI       USD       2,354,790       0.50     05/11/63             (25,123     (114     25,009  

CMBX.NA.AAA.6

    CSI       USD       2,349,822       0.50     05/11/63             (25,070     (114     24,956  

CMBX.NA.AAA.6

    MSC       USD       2,593,250       0.50     05/11/63             (20,518     (127     20,391  

CMBX.NA.AAA.6

    MSC       USD       1,296,625       0.50     05/11/63             (10,631     (63     10,568  

CMBX.NA.AJ.4

    GSC       USD       928,160       0.96     02/17/51             (159,140     (140,274     18,866  

CMBX.NA.AS.7

    CSI       USD       1,200,000       1.00     01/17/47             (2,201     2,495       4,696  

CMBX.NA.BB.6

    CSI       USD       2,680,000       5.00     05/11/63             (562,997     (504,408     58,589  

CMBX.NA.BB.6

    CSI       USD       1,540,000       5.00     05/11/63             (312,234     (289,847     22,387  

CMBX.NA.BB.6

    CSI       USD       1,080,000       5.00     05/11/63             (212,913     (202,969     9,944  

CMBX.NA.BB.6

    GSC       USD       95,000       5.00     05/11/63             (16,099     (17,880     (1,781

CMBX.NA.BB.6

    CSI       USD       952,000       5.00     05/11/63             (174,927     (178,914     (3,987

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00     05/11/63             (336,257     (343,920     (7,663

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00     05/11/63             (336,257   $ (343,920     (7,663

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00     05/11/63             (336,257     (343,920     (7,663

CMBX.NA.BB.6

    CSI       USD       1,835,000       5.00     05/11/63             (337,175     (344,859     (7,684

CMBX.NA.BB.6

    GSC       USD       160,000       5.00     05/11/63             (21,180     (30,092     (8,912

CMBX.NA.BB.6

    GSC       USD       510,000       5.00     05/11/63             (86,899     (95,988     (9,089

CMBX.NA.BB.6

    CSI       USD       510,000       5.00     05/11/63             (86,339     (95,988     (9,649

CMBX.NA.BB.6

    CSI       USD       935,000       5.00     05/11/63             (165,096     (175,719     (10,623

CMBX.NA.BB.6

    MSC       USD       545,000       5.00     05/11/63             (90,416     (102,575     (12,159

CMBX.NA.BB.6

    JPM       USD       605,000       5.00     05/11/63             (98,520     (111,263     (12,743

CMBX.NA.BB.6

    MSC       USD       3,490,000       5.00     05/11/63             (641,314     (655,891     (14,577

CMBX.NA.BB.6

    CSI       USD       475,000       5.00     05/11/63             (71,377     (89,401     (18,024

CMBX.NA.BB.6

    JPM       USD       610,000       5.00     05/11/63             (90,496     (112,230     (21,734

CMBX.NA.BB.6

    CSI       USD       1,085,000       5.00     05/11/63             (160,964     (204,210     (43,246

CMBX.NA.BB.6

    GSC       USD       941,000       5.00     05/11/63             (109,095     (176,846     (67,751

CMBX.NA.BB.6

    GSC       USD       1,870,000       5.00     05/11/63             (204,303     (351,438     (147,135

 

The accompanying notes are an integral part of these financial statements.

 

 

  188  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017 - (continued)  
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: - (continued)

                 

CMBX.NA.BB.8

    MSC       USD       3,099,000       5.00     10/17/57     $     $ (866,616   $ (797,653   $ 68,963  

CMBX.NA.BB.8

    MSC       USD       1,485,000       5.00     10/17/57             (426,959     (382,225     44,734  

CMBX.NA.BB.8

    MSC       USD       1,270,000       5.00     10/17/57             (364,611     (326,886     37,725  

CMBX.NA.BB.8

    CSI       USD       1,675,000       5.00     10/17/57             (468,372     (431,129     37,243  

CMBX.NA.BB.8

    CSI       USD       1,660,000       5.00     10/17/57             (464,178     (427,269     36,909  

CMBX.NA.BB.8

    GSC       USD       1,625,000       5.00     10/17/57             (452,339     (418,260     34,079  

CMBX.NA.BB.8

    GSC       USD       890,000       5.00     10/17/57             (262,943     (229,077     33,866  

CMBX.NA.BB.8

    GSC       USD       380,000       5.00     10/17/57             (125,765     (97,809     27,956  

CMBX.NA.BB.8

    CSI       USD       725,000       5.00     10/17/57             (202,728     (186,608     16,120  

CMBX.NA.BB.8

    JPM       USD       460,000       5.00     10/17/57             (101,563     (118,400     (16,837

CMBX.NA.BB.8

    GSC       USD       465,000       5.00     10/17/57             (74,116     (119,686     (45,570

CMBX.NA.BB.8

    MLI       USD       400,000       5.00     10/17/57             (47,582     (102,956     (55,374

CMBX.NA.BB.8

    GSC       USD       600,000       5.00     10/17/57             (94,709     (154,434     (59,725

CMBX.NA.BB.8

    MLI       USD       885,000       5.00     10/17/57             (111,490     (227,790     (116,300

CMBX.NA.BB.8

    GSC       USD       835,000       5.00     10/17/57             (96,826     (214,921     (118,095

CMBX.NA.BB.8

    MLI       USD       905,000       5.00     10/17/57             (81,687     (232,938     (151,251

CMBX.NA.BB.8

    BOA       USD       1,100,000       5.00     10/17/57             (75,752     (283,129     (207,377

CMBX.NA.BB.9

    GSC       USD       885,000       5.00     09/17/58             (243,126     (174,093     69,033  

CMBX.NA.BB.9

    MLI       USD       440,000       5.00     09/17/58             (122,119     (86,555     35,564  

CMBX.NA.BB.9

    JPM       USD       470,000       5.00     09/17/58             (126,936     (92,457     34,479  

CMBX.NA.BB.9

    GSC       USD       440,000       5.00     09/17/58             (120,876     (86,555     34,321  

CMBX.NA.BB.9

    GSC       USD       440,000       5.00     09/17/58             (119,833     (86,555     33,278  

CMBX.NA.BB.9

    MLI       USD       435,000       5.00     09/17/58             (117,483     (85,571     31,912  

CMBX.NA.BBB.6

    MSC       USD       360,000       3.00     05/11/63             (31,677     (40,025     (8,348

CMBX.NA.BBB.6

    CSI       USD       815,000       3.00     05/11/63             (116,505     (90,750     25,755  

CMBX.NA.BBB.8

    MSC       USD       1,530,000       3.00     10/17/57             (257,849     (235,691     22,158  

PrimeX.ARM.2

    MSC       USD       1,431,575       4.58     12/25/37       51,939             19,997       (31,942

PrimeX.ARM.2

    JPM       USD       245,250       4.58     12/25/37       10,210             3,425       (6,785
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 77,944     $ (10,518,461   $     (10,668,683   $ (228,166
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

            $     7,538,584     $     (10,518,461   $ (4,768,438   $     (1,788,561
           

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

                 

Sell protection:

                 

Brazil (Federated Republic of)

    GSC       USD       1,190,000       1.00%/1.95     12/20/21     $     $ (90,316   $ (47,570   $ 42,746  

Brazil (Federated Republic of)

    GSC       USD       1,185,000       1.00%/1.95     12/20/21             (89,606     (47,370     42,236  

Brazil (Federated Republic of)

    GSC       USD       1,742,000       1.00%/1.95     12/20/21             (85,025     (69,637     15,388  

Brazil (Federated Republic of)

    GSC       USD       3,829,000       1.00%/2.15     06/20/22             (215,126     (205,091     10,035  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     $ (480,073   $ (369,668   $ 110,405  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

            $     $ (480,073   $ (369,668   $ 110,405  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $ 7,538,584     $ (10,998,534   $ (5,138,106   $ (1,678,156
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  189  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 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.EM.27 USD

     16,000,000        (1.00 %)      06/20/22      $ 868,761     $ 690,816     $     (177,945

CDX.NA.HY.28 USD

     47,187,000        (5.00 %)      06/20/22            (2,913,771         (3,740,420     (826,649

CDX.NA.IGS.28 USD

     16,408,000        (1.00 %)      06/20/22        277,090       301,057       23,967  

ITRAXX.EUR.27 EUR

     17,304,000        (1.00 %)      06/20/22        244,783       336,986       92,203  

ITRAXX.XOV.27 EUR

     13,532,000        (5.00 %)      06/20/22        1,366,084       1,647,767       281,683  
          

 

 

   

 

 

   

 

 

 

Total

           $ (157,053   $ (763,794   $ (606,741
          

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

              

Sell protection:

              

CDX.NA.IG.27 USD

     7,859,000        1.00     12/20/21      $ 123,949     $ 159,612     $ 35,663  
          

 

 

   

 

 

   

 

 

 

Total

           $ (33,104   $ (604,182   $ (571,078
          

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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 4.59% based on the notional amount of currency delivered

    09/20/22       GSC       USD       2,619,937     CNH     18,240,000     $     $ (35,162   $   (25,848   $ 9,314  

Fixed Rate equal to 4.59% 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

    09/20/22       GSC       CNH       18,240,000     USD     2,619,937       35,162             24,787         (10,375
               

 

 

   

 

 

   

 

 

   

 

 

 

Total

          $   35,162     $   (35,162   $ (1,061   $ (1,061
               

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 2017  
Counterparty    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      $ —        $ —        $ 584,087      $ 584,087  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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      $ 196,274      $ —        $ 529,840      $ 333,566  

12M Federal Funds Rate

     1.62% Fixed        USD        10,705,000        11/14/26        —          —          226,557        226,557  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

   $ 196,274      $ —        $ 756,397      $ 560,123  
              

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  190  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  
Currency    Buy / Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

BRL

   Buy      06/21/17      MSC    $ 3,820,278      $ 3,795,474      $ (24,804

BRL

   Buy      06/21/17      MSC      3,787,014        3,756,887        (30,127

BRL

   Buy      06/21/17      MSC      3,790,074        3,745,062        (45,012

BRL

   Buy      06/21/17      MSC      3,888,200        3,802,942        (85,258

BRL

   Sell      06/21/17      MSC      3,926,746        3,849,929        76,817  

BRL

   Sell      06/21/17      MSC      3,866,232        3,834,994        31,238  

BRL

   Sell      06/21/17      SCB      612,096        601,512        10,584  

BRL

   Sell      06/21/17      SSG      6,746,465        6,813,928        (67,463

CNH

   Buy      06/21/17      SCB      1,292,119        1,289,238        (2,881

CNH

   Buy      06/21/17      MSC      1,296,995        1,289,238        (7,757

CNH

   Buy      06/21/17      JPM      2,586,993        2,578,187        (8,806

COP

   Buy      06/21/17      CSFB      99,383        96,972        (2,411

COP

   Buy      06/21/17      JPM      3,000,921        2,922,249        (78,672

COP

   Sell      06/21/17      SCB      2,937,025        3,019,221        (82,196

EGP

   Buy      06/21/17      SCB      130,588        127,719        (2,869

EGP

   Buy      06/21/17      CBK      162,279        156,046        (6,233

EGP

   Buy      06/21/17      CBK      482,586        454,003        (28,583

EGP

   Buy      03/06/18      GSC      109,053        107,074        (1,979

EGP

   Buy      03/06/18      GSC      136,676        133,843        (2,833

EGP

   Buy      03/06/18      CBK      307,116        294,401        (12,715

EGP

   Buy      03/29/18      CBK      829,852        837,661        7,809  

EUR

   Buy      06/21/17      CBK      74,293        76,454        2,161  

EUR

   Sell      05/31/17      CBK      12,086,194        12,254,334        (168,140

EUR

   Sell      06/21/17      UBS      74,996        76,454        (1,458

GBP

   Sell      05/31/17      UBS      1,505,151        1,524,507        (19,356

GHS

   Buy      06/21/17      SCB      690,779        775,332        84,553  

GHS

   Buy      06/21/17      CBK      342,480        387,551        45,071  

GHS

   Buy      06/21/17      CBK      347,423        387,551        40,128  

GHS

   Sell      06/21/17      CBK      535,280        526,931        8,349  

GHS

   Sell      06/21/17      SCB      512,673        511,751        922  

GHS

   Sell      06/21/17      SCB      341,705        341,091        614  

GHS

   Sell      06/21/17      SCB      170,968        170,661        307  

HUF

   Buy      06/21/17      SCB      6,147,199        6,210,412        63,213  

HUF

   Buy      06/21/17      SCB      2,072,584        2,092,214        19,630  

HUF

   Sell      06/21/17      JPM      13,184        13,400        (216

HUF

   Sell      06/21/17      CSFB      979,390        989,192        (9,802

HUF

   Sell      06/21/17      BCLY      2,046,667        2,074,086        (27,419

HUF

   Sell      06/21/17      BOA      2,367,767        2,399,153        (31,386

HUF

   Sell      06/21/17      BOA      2,793,554        2,826,794        (33,240

JPY

   Sell      05/15/17      HSBC      18,990,895        18,579,698        411,197  

MXN

   Sell      06/21/17      JPM      1,663,433        1,659,407        4,026  

MXN

   Sell      06/21/17      GSC      374,997        375,779        (782

MXN

   Sell      06/21/17      SSG      2,059,645        2,087,476        (27,831

MXN

   Sell      06/21/17      RBC      3,702,230        3,909,231        (207,001

PHP

   Buy      06/21/17      HSBC      2,503,753        2,530,139        26,386  

PHP

   Buy      06/21/17      BCLY      2,516,177        2,530,138        13,961  

PHP

   Sell      06/21/17      BCLY      4,964,363        5,060,277        (95,914

RON

   Buy      06/26/17      CBK      7,673,536        7,820,619        147,083  

RON

   Buy      08/28/17      CBK      3,757,587        3,828,383        70,796  

RON

   Buy      08/28/17      CBK      54,480        55,344        864  

RON

   Sell      06/26/17      CBK      8,125,179        7,820,618        304,561  

RON

   Sell      08/28/17      JPM      2,568,913        2,421,916        146,997  

RON

   Sell      08/28/17      BNP      1,548,757        1,461,812        86,945  

THB

   Buy      06/21/17      JPM      2,539,151        2,572,528        33,377  

THB

   Buy      06/21/17      HSBC      2,544,376        2,572,528        28,152  

THB

   Buy      06/21/17      JPM      15,765        16,098        333  

THB

   Sell      06/21/17      JPM      16,182        16,097        85  

THB

   Sell      06/21/17      JPM      5,098,955        5,145,056        (46,101

TRY

   Buy      06/21/17      HSBC      2,462,632        2,650,457        187,825  

TRY

   Buy      06/21/17      BNP      2,488,270        2,650,735        162,465  

TRY

   Buy      06/21/17      JPM      2,469,005        2,593,049        124,044  

TRY

   Buy      06/21/17      BOA      2,115,830        2,192,028        76,198  

 

The accompanying notes are an integral part of these financial statements.

 

 

  191  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  
Currency    Buy / Sell      Delivery
Date
     Counterparty      Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

TRY

     Buy        06/21/17        MSC      $ 2,522,459      $ 2,593,049      $ 70,590  

TRY

     Buy        06/21/17        HSBC        1,597,963        1,661,216        63,253  

TRY

     Buy        06/21/17        GSC        75,661        78,207        2,546  

TRY

     Sell        06/21/17        GSC        2,451,045        2,593,050        (142,005

TRY

     Sell        06/21/17        HSBC        2,441,699        2,593,049        (151,350

TRY

     Sell        06/21/17        SCB        2,485,818        2,650,457        (164,639

TRY

     Sell        06/21/17        DEUT        2,485,978        2,650,735        (164,757

TRY

     Sell        06/21/17        CBK        3,698,069        3,931,451        (233,382

ZAR

     Buy        06/21/17        CBK        3,770        3,708        (62

ZAR

     Buy        06/21/17        JPM        3,480,747        3,461,830        (18,917

ZAR

     Sell        06/21/17        CBK        2,410,354        2,338,688        71,666  

ZAR

     Sell        06/21/17        JPM        3,077,559        3,020,583        56,976  

ZAR

     Sell        06/21/17        HSBC        1,158,350        1,163,781        (5,431

ZAR

     Sell        06/21/17        JPM        1,129,707        1,148,801        (19,094

ZMW

     Buy        06/21/17        CBK        759,798        789,945        30,147  

ZMW

     Buy        06/21/17        CBK        381,827        394,972        13,145  

ZMW

     Buy        06/21/17        SCB        186,139        197,434        11,295  

ZMW

     Buy        06/21/17        CBK        187,438        197,434        9,996  
                 

 

 

 

Total

                  $ 487,423  
                 

 

 

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  192  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

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

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

CNH

   Chinese Renminbi

COP

   Colombian Peso

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

GHS

   Ghana Cedi

HUF

   Hungarian Forint

JPY

   Japanese Yen

MXN

   Mexican Peso

PHP

   Philippine Peso

RON

   New Romanian Leu

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand

ZMW

   Zambian Kwacha
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

JSC

   Joint Stock Company

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

TBA

   To Be Announced
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  193  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 596,019,977     $     $ 596,019,977     $  

Corporate Bonds

     647,919,967             647,919,967        

Foreign Government Obligations

     44,859,977             44,859,977        

Municipal Bonds

     23,971,068             23,971,068        

Senior Floating Rate Interests

     90,523,501             90,523,501        

U.S. Government Agencies

     815,098,989             815,098,989        

U.S. Government Securities

     271,027,311             271,027,311        

Common Stocks

        

Energy

     84,918                   84,918  

Utilities

     87,248       87,248              

Preferred Stocks

     933,768       933,768              

Short-Term Investments

     87,263,747       87,263,747              

Purchased Options

     249,479             249,479        

Foreign Currency Contracts(2)

     2,546,305             2,546,305        

Futures Contracts(2)

     2,639,816       2,639,816              

Swaps - Credit Default(2)

     1,758,274             1,758,274        

Swaps - Cross Currency(2)

     9,314             9,314        

Swaps - Interest Rate(2)

     1,144,210             1,144,210        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     2,586,137,869     $     90,924,579     $     2,495,128,372     $     84,918  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (2,058,882   $     $ (2,058,882   $  

Futures Contracts(2)

     (1,469,600     (1,469,600            

Swaps - Credit Default(2)

     (4,007,508           (4,007,508      

Swaps - Cross Currency(2)

     (10,375           (10,375      

TBA Sale Commitments

     (124,933,608           (124,933,608      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (132,479,973   $ (1,469,600   $ (131,010,373   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) For the six-month period ended April 30, 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 six-month period ended April 30, 2017 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  194  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments

April 30, 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.

    24,922  
     

 

 

 
        24,922  
     

 

 

 
   

Total Common Stocks
(cost $49,774)

  $ 49,184  
     

 

 

 
     
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 41.8%  
            Asset-Backed - Automobile - 0.3%  
  $       197,508    

Honor Automobile Trust Securitization
2.94%, 11/15/2019(3)

  $ 198,177  
     

 

 

 
            Asset-Backed - Finance & Insurance - 17.3%      
   

Apidos CLO

 
    390,000    

2.49%, 01/16/2027(3)(4)

    390,480  
    415,000    

2.59%, 07/18/2027(3)(4)

    417,548  
   

Avery Point CLO Ltd.

 
    330,000    

0.01%, 01/18/2025(3)(4)(5)

    330,000  
    270,000    

2.48%, 08/05/2027(3)(4)

    270,848  
    425,000    

Babson CLO Ltd.
2.59%, 04/20/2027(3)(4)

    426,193  
    192,333    

Bayview Opportunity Master Fund Trust
4.00%, 10/28/2064(3)(4)

    198,754  
    270,000    

Carlyle Global Market Strategies Ltd.
2.64%, 04/27/2027(3)(4)

    270,002  
    481,653    

Cent CLO Ltd.
2.28%, 08/01/2024(3)(4)

    481,604  
    395,000    

CIFC Funding Ltd.
2.24%, 05/24/2026(3)(4)

    395,395  
    286,224    

Dryden Senior Loan Fund
2.33%, 11/15/2023(3)(4)

    286,240  
    20,561    

Equity One Mortgage Pass-Through Trust
5.46%, 12/25/2033(4)

    13,186  
    400,000    

Galaxy CLO Ltd.
2.41%, 04/15/2025(3)(4)

    400,418  
    205,000    

Green Tree Agency Advance Funding Trust
3.10%, 10/15/2048(3)

    204,953  
    45,000    

HSI Asset Securitization Corp. Trust
1.26%, 02/25/2036(4)

    40,569  
    155,000    

Lendmark Funding Trust
3.26%, 04/21/2025(3)

    154,934  
    45,120    

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046(1)(2)(3)(6)

     
    250,000    

Madison Park Funding Ltd.
2.43%, 10/23/2025(3)(4)

    250,079  
    480,000    

Magnetite CLO Ltd.
2.58%, 07/25/2026(3)(4)

    480,443  
    59,436    

Nationstar HECM Loan Trust
2.98%, 02/25/2026(3)

    59,461  
    400,000    

Neuberger Berman CLO Ltd.
2.50%, 08/04/2025(3)(4)

    399,807  
   

NRZ Advance Receivables Trust

 
    420,000    

3.11%, 12/15/2050(3)

    420,744  
    370,000    

3.21%, 02/15/2051(3)

    373,293  
    275,000    

Oaktree EIF II Ltd.
2.59%, 02/15/2026(3)(4)

    275,034  
    375,000    

OCP CLO Ltd.
2.69%, 04/17/2027(3)(4)

    375,171  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 41.8% - (continued)  
            Asset-Backed - Finance & Insurance - 17.3% - (continued)  
  $       420,000    

OneMain Financial Issuance Trust
4.10%, 03/20/2028(3)

  $ 429,995  
    360,000    

OZLM Funding Ltd.
2.49%, 04/30/2027(3)(4)

    360,356  
    325,000    

Race Point CLO Ltd.
2.67%, 04/15/2027(3)(4)

    325,164  
   

SoFi Consumer Loan Program LLC

 
    135,489    

3.05%, 12/26/2025(3)

    135,671  
    130,280    

3.09%, 10/27/2025(3)

    130,450  
    167,086    

3.28%, 01/26/2026(3)

    168,255  
   

Sound Point CLO Ltd.

 
    250,000    

2.26%, 01/21/2026(3)(4)

    250,000  
    270,000    

2.69%, 04/15/2027(3)(4)

    270,106  
    250,000    

5.76%, 07/15/2025(3)(4)

    242,842  
    165,000    

Springleaf Funding Trust
2.90%, 11/15/2029(3)

    165,966  
    355,000    

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(3)

    353,895  
    395,000    

Symphony CLO Ltd.
2.34%, 10/17/2026(3)(4)

    395,123  
    409,757    

Towd Point Mortgage Trust
2.75%, 10/25/2056(3)(4)

    409,315  
    270,000    

Venture CLO Ltd.
2.65%, 07/15/2027(3)(4)

    269,982  
   

Voya CLO Ltd.

 
    255,000    

2.64%, 04/18/2027(3)(4)

    255,113  
    350,000    

3.56%, 10/14/2026(3)(4)

    350,632  
     

 

 

 
        11,428,021  
     

 

 

 
            Asset-Backed - Home Equity - 3.5%  
    59,200    

Asset-Backed Funding Certificates Trust
1.21%, 01/25/2037(4)

    39,749  
   

GSAA Home Equity Trust

 
    114,733    

1.06%, 12/25/2046(4)

    64,675  
    389,193    

1.07%, 02/25/2037(4)

    205,509  
    267,581    

1.17%, 11/25/2036(4)

    138,909  
    25,870    

1.29%, 03/25/2036(4)

    18,154  
    126,664    

1.31%, 04/25/2047(4)

    85,538  
    58,308    

5.88%, 09/25/2036(7)

    29,510  
    343,318    

5.99%, 06/25/2036(4)

    176,047  
    19,249    

Morgan Stanley Asset-Backed Securities
Capital I, Inc. Trust
1.14%, 06/25/2036(4)

    16,349  
    456,654    

Morgan Stanley Mortgage Loan Trust
1.16%, 11/25/2036(4)

    190,179  
    22,008    

Nationstar NIM Ltd.
9.79%, 03/25/2037(1)(2)(3)(6)

     
    326,909    

New Residential Mortgage Loan Trust
4.00%, 02/25/2057(3)(4)

    336,494  
    437,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(3)

    434,107  
    23,165    

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036(7)

    14,586  
    685,063    

Soundview Home Loan Trust
1.23%, 07/25/2036(4)

    524,312  
     

 

 

 
        2,274,118  
     

 

 

 
            Collateralized - Mortgage Obligations - 0.2%  
    158,000    

COLT Funding LLC
0.01%, 05/27/2047

    157,997  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  195  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 41.8% - (continued)  
            Commercial Mortgage - Backed Securities - 4.3%  
  $       90,000    

Banc of America Commercial Mortgage Trust
3.26%, 09/15/2048(3)(4)

  $ 54,656  
    100,000    

Bear Stearns Commercial Mortgage Securities Trust
5.28%, 10/12/2042(4)

    98,422  
    30,000    

Citigroup Commercial Mortgage Trust
5.07%, 03/10/2047(3)(4)

    26,136  
    200,000    

Commercial Mortgage Pass-Through Certificates
4.75%, 10/15/2045(3)(4)

    124,938  
   

Commercial Mortgage Trust

 
    503,737    

2.08%, 07/10/2046(3)(4)(8)

    25,505  
    65,000    

4.73%, 10/15/2045(3)(4)

    28,111  
    95,435    

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

    91,944  
    90,000    

FREMF Mortgage Trust
3.88%, 02/25/2024(3)(4)

    84,090  
   

GS Mortgage Securities Trust

 
    4,610,085    

0.24%, 07/10/2046(4)(8)

    25,478  
    394,496    

1.53%, 08/10/2044(3)(4)(8)

    18,724  
    100,166    

3.67%, 04/10/2047(3)

    34,884  
    395,000    

5.01%, 11/10/2045(3)(4)

    382,301  
    175,000    

5.02%, 04/10/2047(3)(4)

    134,472  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    190,000    

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

    77,225  
    765,000    

5.59%, 08/15/2046(3)(4)

    772,297  
    1,735,027    

JPMBB Commercial Mortgage Securities Trust
0.99%, 09/15/2047(4)(8)

    59,682  
   

Morgan Stanley Capital I Trust

 
    100,000    

5.33%, 07/15/2049(3)(4)

    83,236  
    50,000    

5.41%, 10/12/2052(3)(4)

    28,400  
    160,000    

VNDO Mortgage Trust
4.08%, 12/13/2029(3)(4)

    164,498  
    15,000    

Wells Fargo Commercial Mortgage Trust
4.24%, 05/15/2048(4)

    12,631  
   

WF-RBS Commercial Mortgage Trust

 
    235,599    

3.02%, 11/15/2047(3)

    95,676  
    375,000    

4.96%, 11/15/2045(3)(4)

    304,411  
    45,000    

5.00%, 06/15/2044(3)(4)

    36,684  
    65,000    

5.76%, 04/15/2045(3)(4)

    65,682  
     

 

 

 
        2,830,083  
     

 

 

 
            Whole Loan Collateral CMO - 16.1%  
   

Adjustable Rate Mortgage Trust

 
    111,946    

1.49%, 01/25/2036(4)

    104,192  
    23,799    

1.51%, 01/25/2036(4)

    22,141  
    58,002    

1.53%, 11/25/2035(4)

    53,776  
   

Alternative Loan Trust

 
    66,055    

1.31%, 11/25/2035(4)

    55,708  
    436,742    

1.39%, 10/25/2036(4)

    269,238  
    211,224    

5.50%, 12/25/2035

    181,486  
    233,045    

5.75%, 05/25/2036

    177,518  
    235,835    

6.00%, 05/25/2036

    187,746  
   

American Home Mortgage Assets Trust

 
    69,923    

1.12%, 03/25/2047(4)

    59,085  
    149,485    

1.60%, 10/25/2046(4)

    115,382  
    59,436    

Angel Oak Mortgage Trust LLC
3.64%, 01/25/2047(3)(4)

    59,588  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 41.8% - (continued)  
            Whole Loan Collateral CMO - 16.1% - (continued)  
  $       34,299    

Banc of America Funding Trust
5.85%, 01/25/2037(7)

  $ 29,986  
    230,146    

Banc of America Mortgage Trust
3.22%, 09/25/2035(4)

    219,367  
    131,557    

BCAP LLC Trust
1.16%, 01/25/2037(4)

    113,974  
    150,026    

Bear Stearns Alt-A Trust
1.49%, 01/25/2036(4)

    134,080  
    104,806    

Bear Stearns Mortgage Funding Trust
1.17%, 10/25/2036(4)

    90,717  
    350,000    

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

    332,379  
   

CHL Mortgage Pass-Through Trust

 
    57,797    

1.67%, 03/25/2035(4)

    51,985  
    202,646    

3.15%, 09/25/2047(4)

    186,882  
    31,192    

3.25%, 03/20/2036(4)

    27,570  
    140,000    

Connecticut Avenue Securities
5.24%, 04/25/2029(4)

    152,137  
    100,000    

Deephaven Residential Mortgage Trust
3.49%, 12/26/2046(3)(4)

    100,024  
    368,088    

DSLA Mortgage Loan Trust
1.56%, 03/19/2046(4)

    329,591  
   

Fannie Mae Connecticut Avenue Securities

 
    100,000    

4.54%, 07/25/2029(4)

    103,430  
    195,000    

5.34%, 04/25/2029(4)

    208,765  
    160,065    

First Horizon Mortgage Pass-Through Trust
3.03%, 08/25/2037(4)

    126,353  
    61,109    

GMAC Mortgage Corp. Loan Trust
3.41%, 09/19/2035(4)

    55,400  
    146,779    

GreenPoint Mortgage Funding Trust
2.04%, 10/25/2045(4)

    114,306  
   

GSR Mortgage Loan Trust

 
    120,483    

1.29%, 01/25/2037(4)

    76,524  
    67,903    

3.48%, 10/25/2035(4)

    60,316  
    302,052    

3.58%, 04/25/2035(4)

    290,106  
   

HarborView Mortgage Loan Trust

 
    178,288    

1.18%, 01/19/2038(4)

    161,807  
    143,843    

1.32%, 09/19/2035(4)

    121,844  
    9,858    

1.69%, 01/19/2035(4)

    6,799  
    22,764    

1.99%, 10/25/2037(4)

    21,335  
    243,339    

3.85%, 01/19/2035(4)

    231,287  
   

IndyMac Index Mortgage Loan Trust

 
    45,264    

1.18%, 04/25/2037(4)

    33,580  
    100,215    

1.27%, 07/25/2035(4)

    84,131  
    160,545    

1.28%, 01/25/2036(4)

    118,257  
    281,525    

1.39%, 07/25/2046(4)

    173,812  
   

JP Morgan Mortgage Trust

 
    94,495    

2.99%, 11/25/2035(4)

    88,408  
    67,749    

3.20%, 09/25/2035(4)

    64,875  
    90,283    

3.36%, 04/25/2037(4)

    80,250  
    339,052    

3.57%, 05/25/2036(4)

    311,831  
    84,222    

Lehman XS Trust
1.20%, 07/25/2046(4)

    74,958  
   

LSTAR Securities Investment Trust

 
    317,756    

2.98%, 10/01/2020(3)(4)

    318,550  
    131,164    

2.98%, 09/01/2021(3)(4)

    131,230  
    100,000    

2.99%, 04/01/2022(3)(4)

    98,994  
    130,344    

3.00%, 01/01/2022(3)(4)

    130,344  
    272,310    

3.00%, 02/01/2022(3)(4)

    271,629  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  196  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 41.8% - (continued)  
            Whole Loan Collateral CMO - 16.1% - (continued)  
   

Luminent Mortgage Trust

 
  $       314,128    

1.18%, 05/25/2046(4)

  $ 265,067  
    56,001    

1.19%, 10/25/2046(4)

    49,991  
    67,522    

Morgan Stanley Mortgage Loan Trust
3.42%, 05/25/2036(4)

    48,109  
    417,000    

Mortgage Repurchase Agreement Financing Trust
2.16%, 06/10/2019(3)(4)

    417,115  
   

New Residential Mortgage Loan Trust

 
    218,539    

3.75%, 11/26/2035(3)(4)

    227,101  
    199,755    

3.75%, 11/25/2056(3)(4)

    207,179  
    325,000    

4.00%, 03/25/2057(3)(4)

    337,969  
    445,427    

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.60%, 06/25/2036(4)

    363,248  
    79,121    

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

    74,466  
   

Residential Accredit Loans, Inc.

 
    315,656    

1.98%, 11/25/2037(4)

    250,082  
    41,687    

6.00%, 12/25/2035

    38,518  
    58,648    

Residential Asset Securitization Trust
1.44%, 03/25/2035(4)

    50,770  
    258,246    

Residential Funding Mortgage Securities, Inc.
3.33%, 08/25/2035(4)

    195,197  
    72,577    

Sequoia Mortgage Trust
3.19%, 07/20/2037(4)

    60,841  
    410,160    

Structured Adjustable Rate Mortgage Loan Trust
3.30%, 02/25/2036(4)

    326,174  
    360,780    

Structured Asset Mortgage Investments II Trust
1.22%, 02/25/2036(4)

    306,451  
   

Towd Point Mortgage Trust

 
    193,379    

2.25%, 04/25/2056(3)(4)

    192,098  
    162,675    

2.75%, 08/25/2055(3)(4)

    163,189  
   

WaMu Mortgage Pass-Through Certificates Trust

 
    48,112    

1.41%, 06/25/2044(4)

    44,996  
    39,113    

2.09%, 11/25/2046(4)

    35,427  
    34,086    

2.74%, 12/25/2036(4)

    31,163  
    93,784    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1.08%, 02/25/2037(4)

    58,987  
    37,124    

Wells Fargo Alternative Loan Trust
3.18%, 12/28/2037(4)

    34,051  
   

Wells Fargo Commercial Mortgage Trust

 
    265,000    

2.88%, 05/15/2048(3)(4)

    161,631  
    115,000    

3.36%, 09/15/2058(3)

    69,533  
     

 

 

 
        10,623,026  
     

 

 

 
            Whole Loan Collateral PAC - 0.1%  
    60,085    

Alternative Loan Trust
1.49%, 12/25/2035(4)

    42,249  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $27,631,845)

  $ 27,553,671  
     

 

 

 
     
CORPORATE BONDS - 13.5%  
            Chemicals - 0.0%  
    15,000    

Versum Materials, Inc.
5.50%, 09/30/2024(3)

  $ 15,581  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 13.5% - (continued)  
            Commercial Banks - 6.2%      
  EUR       200,000    

Allied Irish Banks plc
7.38%, 12/03/2020(4)(9)(10)

  $ 234,744  
   

Banco Bilbao Vizcaya Argentaria S.A.

 
    200,000    

7.00%, 02/19/2019(4)(9)(10)

    224,396  
  $       200,000    

9.00%, 05/09/2018(4)(9)(10)

    210,859  
  EUR       100,000    

Banco Santander S.A.
6.25%, 03/12/2019(4)(9)(10)

    110,152  
    200,000    

Barclays plc
8.00%, 12/15/2020(4)(9)

    240,463  
    300,000    

BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
8.13%, 10/30/2023(10)

    426,500  
  $       200,000    

BNP Paribas S.A.
7.63%, 03/30/2021(3)(4)(9)

    217,260  
    200,000    

Credit Agricole S.A.
8.13%, 12/23/2025(3)(4)(9)

    220,724  
    350,000    

Credit Suisse Group AG
6.25%, 12/18/2024(4)(9)(10)

    364,847  
    245,000    

Goldman Sachs Group, Inc.
5.15%, 05/22/2045

    258,827  
    275,000    

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(3)(4)(9)

    271,219  
    20,000    

Radian Group, Inc.
7.00%, 03/15/2021

    22,300  
    235,000    

Royal Bank of Scotland Group plc
7.50%, 08/10/2020(4)(9)

    243,372  
   

Societe Generale S.A.

 
    275,000    

7.38%, 09/13/2021(3)(4)(9)

    290,812  
    275,000    

8.25%, 11/29/2018(4)(9)(10)

    291,698  
   

UBS Group AG

 
    200,000    

6.88%, 03/22/2021(4)(9)(10)

    212,508  
    200,000    

7.00%, 02/19/2025(4)(9)(10)

    220,050  
     

 

 

 
        4,060,731  
     

 

 

 
            Commercial Services - 0.1%      
    30,000    

Cardtronics, Inc.
5.13%, 08/01/2022

    30,600  
   

United Rentals North America, Inc.

 
    5,000    

4.63%, 07/15/2023

    5,190  
    20,000    

5.50%, 07/15/2025

    20,919  
    5,000    

5.50%, 05/15/2027

    5,144  
     

 

 

 
        61,853  
     

 

 

 
            Construction Materials - 0.5%      
    15,000    

Eagle Materials, Inc.
4.50%, 08/01/2026

    14,925  
    260,000    

Grupo Cementos de Chihuahua S.A.B. de C.V.
8.13%, 02/08/2020(3)

    269,750  
    15,000    

Norbord, Inc.
6.25%, 04/15/2023(3)

    15,975  
    45,000    

Standard Industries, Inc.
6.00%, 10/15/2025(3)

    48,037  
     

 

 

 
        348,687  
     

 

 

 
            Diversified Financial Services - 0.1%      
   

Navient Corp.

 
    5,000    

6.63%, 07/26/2021

    5,294  
    30,000    

7.25%, 09/25/2023

    31,350  
     

 

 

 
        36,644  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  197  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 13.5% - (continued)  
            Electric - 0.1%  
  $       30,000    

AES Corp.
4.88%, 05/15/2023

  $ 30,300  
    10,000    

NRG Energy, Inc.
6.25%, 07/15/2022

    10,188  
     

 

 

 
        40,488  
     

 

 

 
            Engineering & Construction - 0.9%      
   

SBA Tower Trust

 
    265,000    

3.17%, 04/15/2022(3)

    265,991  
    310,000    

3.60%, 04/15/2043(3)

    310,121  
     

 

 

 
        576,112  
     

 

 

 
            Entertainment - 0.1%      
    10,000    

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

    10,550  
   

WMG Acquisition Corp.

 
    20,000    

4.88%, 11/01/2024(3)

    20,250  
    10,000    

5.00%, 08/01/2023(3)

    10,175  
     

 

 

 
        40,975  
     

 

 

 
            Environmental Control - 0.1%      
    35,000    

Clean Harbors, Inc.
5.25%, 08/01/2020

    35,700  
     

 

 

 
            Food - 0.0%      
    15,000    

Lamb Weston Holdings, Inc.
4.63%, 11/01/2024(3)

    15,488  
     

 

 

 
            Forest Products & Paper - 0.0%      
    15,000    

Cascades, Inc.
5.50%, 07/15/2022(3)

    15,113  
    10,000    

Clearwater Paper Corp.
5.38%, 02/01/2025(3)

    9,850  
     

 

 

 
        24,963  
     

 

 

 
            Gas - 0.0%      
   

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 
    10,000    

5.63%, 05/20/2024

    10,175  
    10,000    

5.88%, 08/20/2026

    10,150  
     

 

 

 
        20,325  
     

 

 

 
            Healthcare-Services - 0.2%      
   

Community Health Systems, Inc.

 
    25,000    

5.13%, 08/01/2021

    24,781  
    5,000    

6.25%, 03/31/2023

    5,088  
    25,000    

HCA, Inc.
7.50%, 02/15/2022

    28,760  
    30,000    

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

    30,975  
    15,000    

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

    15,338  
    55,000    

Tenet Healthcare Corp.
6.00%, 10/01/2020

    57,887  
     

 

 

 
        162,829  
     

 

 

 
            Home Builders - 0.1%      
    22,000    

CalAtlantic Group, Inc.
5.38%, 10/01/2022

    23,485  
    20,000    

Meritage Homes Corp.
6.00%, 06/01/2025

    21,310  
     

 

 

 
        44,795  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 13.5% - (continued)  
            Household Products/Wares - 0.0%  
  $       20,000    

ACCO Brands Corp.
5.25%, 12/15/2024(3)

  $ 20,600  
     

 

 

 
            Insurance - 1.9%      
    15,000    

CNO Financial Group, Inc.
5.25%, 05/30/2025

    15,487  
    400,000    

Demeter Investments B.V. for Swiss Re Ltd.
5.75%, 08/15/2050(4)(10)

    425,860  
    25,000    

Genworth Holdings, Inc.
4.90%, 08/15/2023

    21,000  
  EUR       400,000    

Intesa Sanpaolo Vita S.p.A.
4.75%, 12/17/2024(4)(9)(10)

    444,434  
    300,000    

Mapfre S.A.
5.92%, 07/24/2037(4)

    331,038  
  $       5,000    

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

    5,363  
     

 

 

 
        1,243,182  
     

 

 

 
            Iron/Steel - 0.3%      
    200,000    

Koks OAO Via Koks Finance Ltd.
7.50%, 05/04/2022(3)(5)

    200,940  
    30,000    

Steel Dynamics, Inc.
5.50%, 10/01/2024

    31,687  
     

 

 

 
        232,627  
     

 

 

 
            IT Services - 0.0%      
    15,000    

NCR Corp.
5.00%, 07/15/2022

    15,300  
     

 

 

 
            Machinery - Construction & Mining - 0.0%      
    15,000    

Oshkosh Corp.
5.38%, 03/01/2025

    15,638  
     

 

 

 
            Media - 0.4%      
    5,000    

CCO Holdings LLC / CCO Holdings Capital Corp.
5.25%, 09/30/2022

    5,187  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    40,000    

4.91%, 07/23/2025

    42,870  
    5,000    

6.48%, 10/23/2045

    5,872  
   

DISH DBS Corp.

 
    36,000    

5.88%, 07/15/2022

    38,134  
    20,000    

6.75%, 06/01/2021

    21,750  
    57,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    61,127  
    40,000    

TEGNA, Inc.
4.88%, 09/15/2021(3)

    41,300  
    5,000    

Viacom, Inc.
5.88%, 02/28/2057(4)

    5,163  
    20,000    

Videotron Ltd.
5.38%, 06/15/2024(3)

    21,075  
     

 

 

 
        242,478  
     

 

 

 
            Mining - 0.1%      
    25,000    

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

    26,375  
    15,000    

Teck Resources Ltd.
8.50%, 06/01/2024(3)

    17,381  
     

 

 

 
        43,756  
     

 

 

 
            Multi-National - 0.0%      
  INR       1,430,000    

International Finance Corp.
7.10%, 03/21/2031

    22,743  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  198  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 13.5% - (continued)  
            Oil & Gas - 1.0%  
  $       15,000    

Antero Resources Corp.
5.63%, 06/01/2023

  $ 15,431  
    20,000    

Concho Resources, Inc.
5.50%, 04/01/2023

    20,738  
   

Continental Resources, Inc.

 
    10,000    

4.50%, 04/15/2023

    9,850  
    25,000    

5.00%, 09/15/2022

    25,219  
    495,000    

KazMunayGas National Co. JSC
5.75%, 04/19/2047(3)

    482,674  
    24,785    

Shelf Drilling Holdings Ltd.
9.50%, 11/02/2020(3)

    24,661  
    15,000    

Tesoro Corp.
5.13%, 04/01/2024

    15,825  
   

WPX Energy, Inc.

 
    35,000    

5.25%, 09/15/2024

    34,125  
    10,000    

6.00%, 01/15/2022

    10,150  
     

 

 

 
        638,673  
     

 

 

 
            Packaging & Containers - 0.1%  
    15,000    

Crown Americas LLC / Crown Americas Capital Corp.
4.25%, 09/30/2026(3)

    14,700  
    15,000    

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(3)

    16,050  
    25,000    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023(3)

    26,062  
     

 

 

 
        56,812  
     

 

 

 
            Pharmaceuticals - 0.0%  
   

Valeant Pharmaceuticals International, Inc.

 
    5,000    

6.50%, 03/15/2022(3)

    5,119  
    5,000    

7.00%, 03/15/2024(3)

    5,100  
     

 

 

 
        10,219  
     

 

 

 
            Pipelines - 0.2%  
   

DCP Midstream Operating L.P.

 
    5,000    

3.88%, 03/15/2023

    4,875  
    11,000    

4.95%, 04/01/2022

    11,254  
    60,000    

Energy Transfer Equity L.P.
7.50%, 10/15/2020

    67,612  
    25,000    

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
6.25%, 10/15/2022

    26,813  
     

 

 

 
        110,554  
     

 

 

 
            Retail - 0.0%  
    15,000    

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC
5.25%, 06/01/2026(3)

    15,375  
    15,000    

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%, 03/01/2027

    14,962  
     

 

 

 
        30,337  
     

 

 

 
            Savings & Loans - 0.3%  
  GBP       150,000    

Nationwide Building Society
6.88%, 06/20/2019(4)(9)(10)

    201,084  
     

 

 

 
            Semiconductors - 0.0%      
   

Sensata Technologies B.V.

 
  $       25,000    

5.00%, 10/01/2025(3)

    25,531  
    5,000    

5.63%, 11/01/2024(3)

    5,300  
     

 

 

 
        30,831  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 13.5% - (continued)  
            Software - 0.1%      
   

First Data Corp.

 
  $       15,000    

5.00%, 01/15/2024(3)

  $ 15,341  
    25,000    

5.38%, 08/15/2023(3)

    26,000  
    15,000    

MSCI, Inc.
5.75%, 08/15/2025(3)

    16,163  
     

 

 

 
        57,504  
     

 

 

 
            Telecommunications - 0.7%      
    110,000    

AT&T, Inc.
4.75%, 05/15/2046

    103,038  
    240,000    

Mobile Telesystems OJSC via MTS International Funding Ltd.
5.00%, 05/30/2023(3)

    249,324  
    25,000    

Nokia Oyj
6.63%, 05/15/2039

    27,332  
    42,000    

Sprint Communications, Inc.
7.00%, 03/01/2020(3)

    45,885  
   

Telecom Italia Capital S.A.

 
    11,000    

6.00%, 09/30/2034

    11,248  
    10,000    

6.38%, 11/15/2033

    10,480  
    15,000    

7.72%, 06/04/2038

    17,288  
     

 

 

 
        464,595  
     

 

 

 
   

Total Corporate Bonds
(cost $8,817,295)

  $ 8,922,104  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 3.8%  
            Argentina - 1.1%      
   

Argentina Treasury Bill

 
    77,752    

2.56%, 07/14/2017

  $ 77,363  
    91,683    

2.63%, 05/26/2017

    91,502  
    165,957    

3.18%, 12/15/2017

    162,969  
    166,432    

3.34%, 04/27/2018

    161,239  
    245,000    

Argentine Republic Government International Bond
6.88%, 01/26/2027

    258,843  
     

 

 

 
        751,916  
     

 

 

 
            Brazil - 0.1%      
  BRL       216,000    

Brazil Notas do Tesouro Nacional
10.00%, 01/01/2021

    68,241  
     

 

 

 
            Chile - 0.0%      
  CLP       5,000,000    

Bonos de la Tesoreria de la Republica en pesos
6.00%, 01/01/2020

    8,036  
     

 

 

 
            Colombia - 0.1%      
  COP       96,800,000    

Colombian TES
10.00%, 07/24/2024

    40,263  
     

 

 

 
            Hungary - 0.0%      
  $       20,000    

Hungary Government International Bond
6.38%, 03/29/2021

    22,600  
     

 

 

 
            Indonesia - 0.1%      
  IDR       839,000,000    

Indonesia Treasury Bond
8.38%, 09/15/2026

    68,422  
     

 

 

 
            Malaysia - 0.1%      
  MYR       171,000    

Malaysia Government Bond
3.80%, 09/30/2022

    39,368  
     

 

 

 
            Mexico - 0.9%  
   

Mexican Bonos

 
  MXN       5,567,400    

5.00%, 12/11/2019

    282,983  
    1,208,800    

10.00%, 12/05/2024

    74,940  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  199  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 3.8% - (continued)  
            Mexico - 0.9% - (continued)  
  MXN       3,937,209    

Mexican Udibonos
4.00%, 11/08/2046(11)

  $ 217,772  
     

 

 

 
        575,695  
     

 

 

 
            Oman - 0.3%      
  $       200,000    

Oman Government International Bond
5.38%, 03/08/2027(3)

    208,668  
     

 

 

 
            Peru - 0.0%      
  PEN       30,000    

Peru Government Bond
8.20%, 08/12/2026

    10,955  
     

 

 

 
            Poland - 0.1%      
  PLN       248,000    

Poland Government Bond
2.00%, 04/25/2021

    62,409  
     

 

 

 
            Romania - 0.0%      
  RON       60,000    

Romania Government Bond
5.75%, 04/29/2020

    15,901  
     

 

 

 
            South Africa - 0.4%      
  ZAR       1,280,000    

Republic of South Africa Government Bond
6.25%, 03/31/2036

    69,157  
    849,000    

South Africa Government Bond
7.00%, 02/28/2031

    52,930  
    2,297,856    

South Africa Government Bond - CPI Linked
2.00%, 01/31/2025(11)

    168,185  
     

 

 

 
        290,272  
     

 

 

 
            Supranational - 0.1%      
  INR       2,760,000    

International Finance Corp.
7.80%, 06/03/2019

    44,091  
     

 

 

 
            Thailand - 0.1%      
  THB       1,170,000    

Thailand Government Bond
3.63%, 06/16/2023

    36,203  
     

 

 

 
            Turkey - 0.3%      
  TRY       170,000    

Turkey Government Bond
9.40%, 07/08/2020

    46,138  
  $       200,000    

Turkey Government International Bond
4.88%, 04/16/2043

    180,750  
     

 

 

 
        226,888  
     

 

 

 
            Venezuela - 0.1%      
    71,000    

Venezuela Government International Bond
7.75%, 10/13/2019(10)

    42,721  
     

 

 

 
   

Total Foreign Government Obligations
(cost $2,487,439)

  $ 2,512,649  
     

 

 

 
     
MUNICIPAL BONDS - 2.1%  
            General - 1.2%      
    250,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

  $ 312,392  
   

Puerto Rico Commonwealth Government Employees Retirement System

 
    530,000    

6.20%, 07/01/2039

    226,575  
    530,000    

6.30%, 07/01/2043

    226,575  
    120,000    

6.55%, 07/01/2058

    51,300  
     

 

 

 
        816,842  
     

 

 

 
            General Obligation - 0.9%      
    340,000    

City of Chicago, IL, GO
7.05%, 01/01/2029

    348,109  

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 2.1% - (continued)  
            General Obligation - 0.9% - (continued)      
    230,000    

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

  $ 206,554  
     

 

 

 
        554,663  
     

 

 

 
   

Total Municipal Bonds
(cost $1,480,155)

  $ 1,371,505  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 17.5%(12)  
            Advertising - 0.1%      
    101,102    

Acosta Holdco, Inc.
4.25%, 09/26/2021

  $ 93,982  
     

 

 

 
            Aerospace/Defense - 0.5%      
    108,066    

Fly Funding II S.a.r.l.
3.79%, 02/09/2022

    108,100  
    196,192    

TransDigm, Inc.
4.04%, 05/14/2022

    195,923  
     

 

 

 
        304,023  
     

 

 

 
            Agriculture - 0.1%      
    98,728    

Pinnacle Operating Corp.
8.25%, 11/15/2021

    91,899  
     

 

 

 
            Chemicals - 0.2%      
    48,756    

Chemours Co.
3.49%, 05/12/2022

    49,091  
    114,139    

Nexeo Solutions LLC
4.87%, 06/09/2023

    115,281  
     

 

 

 
        164,372  
     

 

 

 
            Coal - 0.2%      
    160,000    

Foresight Energy LLC
0.00%, 03/10/2024(13)

    154,450  
     

 

 

 
            Commercial Services - 0.5%      
    114,713    

Quikrete Holdings, Inc.
4.24%, 11/15/2023

    114,880  
    138,950    

Russell Investment Group
6.75%, 06/01/2023

    140,427  
    99,750    

Xerox Business Services LLC
4.99%, 12/07/2023

    101,413  
     

 

 

 
        356,720  
     

 

 

 
            Distribution/Wholesale - 0.4%      
    149,782    

FPC Holdings, Inc.
5.25%, 11/19/2019

    142,854  
    90,231    

PowerTeam Services LLC
4.40%, 05/06/2020

    89,554  
     

 

 

 
        232,408  
     

 

 

 
            Diversified Financial Services - 0.4%      
    135,000    

EVO Payments International LLC
6.00%, 12/22/2023

    136,435  
    100,000    

Telenet International Finance S.a.r.l.
0.00%, 01/01/1900(5)(13)

    100,250  
     

 

 

 
        236,685  
     

 

 

 
            Electric - 0.7%      
    153,838    

Calpine Corp.
3.90%, 05/31/2023

    154,319  
    100,000    

Chief Exploration & Development LLC
7.93%, 05/16/2021

    96,000  
    132,957    

Gates Global LLC
4.41%, 04/01/2024

    133,555  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  200  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 17.5%(12) - (continued)  
            Electric - 0.7% - (continued)      
    103,864    

Seadrill Partners Finco LLC
4.15%, 02/21/2021

  $ 69,849  
     

 

 

 
        453,723  
     

 

 

 
            Electronics - 0.2%      
    119,690    

Ceridian LLC
4.50%, 09/15/2020

    119,466  
     

 

 

 
            Energy-Alternate Sources - 0.1%      
    77,720    

EMG Utica LLC
4.90%, 03/27/2020

    78,061  
     

 

 

 
            Entertainment - 0.3%      
    110,000    

Eldorado Resorts LLC
0.00%, 03/13/2024(13)

    109,725  
    78,889    

Scientific Games International, Inc.
4.99%, 10/01/2021

    80,035  
     

 

 

 
        189,760  
     

 

 

 
            Food - 0.2%      
    152,496    

Albertsons LLC
3.99%, 08/22/2021

    152,989  
     

 

 

 
            Healthcare-Products - 0.1%      
    98,992    

Alere, Inc.
4.25%, 06/18/2022

    99,446  
     

 

 

 
            Healthcare-Services - 1.0%      
    Community Health Systems, Inc.  
    49,796    

3.80%, 12/31/2019

    49,590  
    91,623    

4.05%, 01/27/2021

    91,012  
    103,952    

Envision Healthcare Corp.
4.15%, 12/01/2023

    104,914  
    99,750    

inVentiv Health, Inc.
4.80%, 11/09/2023

    100,263  
    114,013    

MPH Acquisition Holdings LLC
4.90%, 06/07/2023

    115,459  
    101,506    

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

    100,957  
    122,939    

U.S. Renal Care, Inc.
5.40%, 12/31/2022

    116,484  
     

 

 

 
        678,679  
     

 

 

 
            Holding Companies-Diversified - 0.2%      
    125,000    

PSAV Holdings LLC
0.00%, 04/21/2024(5)(13)

    124,688  
     

 

 

 
            Household Products/Wares - 0.1%      
    60,000    

Galleria Co.
4.00%, 09/29/2023

    60,400  
     

 

 

 
            Insurance - 1.4%      
    Asurion LLC  
    343,381    

4.25%, 08/04/2022

    345,455  
    105,000    

8.50%, 03/03/2021

    106,531  
    105,875    

Evertec Group LLC
3.49%, 04/17/2020

    105,545  
    Sedgwick Claims Management Services, Inc.  
    249,763    

3.75%, 03/01/2021

    249,825  
    140,000    

6.75%, 02/28/2022

    140,116  
     

 

 

 
        947,472  
     

 

 

 
            IT Services - 0.2%      
    105,000    

Tempo Acquisition LLC
0.00%, 03/15/2024(5)(13)

    104,921  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 17.5%(12) - (continued)  
            Leisure Time - 0.4%      
    Delta 2 (LUX) S.a.r.l.  
    200,000    

4.57%, 02/01/2024

  $ 200,200  
    91,000    

8.07%, 07/29/2022

    91,796  
     

 

 

 
        291,996  
     

 

 

 
            Lodging - 1.0%      
    459,293    

Caesars Entertainment Operating Co.
1.50%, 03/01/2022*(6)

    534,310  
    97,250    

Caesars Growth Properties Holdings LLC
0.00%, 05/08/2021

    97,736  
     

 

 

 
        632,046  
     

 

 

 
            Machinery-Construction & Mining - 0.5%      
    213,741    

American Rock Salt Holdings LLC
4.90%, 05/20/2021

    213,741  
    146,702    

Headwaters, Inc.
4.00%, 03/24/2022

    146,922  
     

 

 

 
        360,663  
     

 

 

 
            Media - 1.0%  
    101,873    

Advantage Sales & Marketing, Inc.
4.25%, 07/23/2021

    99,369  
    124,475    

Getty Images, Inc.
4.75%, 10/18/2019

    109,953  
    124,863    

ION Media Networks, Inc.
4.50%, 12/18/2020

    126,034  
    194,598    

Numericable U.S. LLC
4.42%, 01/14/2025

    194,744  
    108,859    

Tribune Media Co.
3.99%, 01/27/2024

    109,471  
     

 

 

 
        639,571  
     

 

 

 
            Metal Fabricate/Hardware - 0.2%  
    100,386    

Rexnord LLC
3.89%, 08/21/2023

    100,691  
     

 

 

 
            Miscellaneous Manufacturing - 0.2%  
    158,102    

Sram LLC
4.54%, 03/15/2024

    157,706  
     

 

 

 
            Oil & Gas - 0.6%  
    115,000    

California Resources Corp.
11.38%, 12/31/2021

    126,356  
    100,000    

Chesapeake Energy Corp.
8.55%, 08/23/2021

    107,969  
    214,899    

Pinnacle Holdco S.a.r.l.
4.75%, 07/30/2019

    174,068  
     

 

 

 
        408,393  
     

 

 

 
            Packaging & Containers - 0.7%  
    142,065    

Berry Plastics Group, Inc.
3.51%, 10/01/2022

    142,953  
    194,712    

Reynolds Group Holdings, Inc.
3.99%, 02/05/2023

    195,673  
    114,468    

Signode Industrial Group U.S., Inc.
3.81%, 05/01/2021

    114,897  
     

 

 

 
        453,523  
     

 

 

 
            Pharmaceuticals - 0.2%  
    125,000    

Endo Luxembourg Finance Co. I S.a r.l.
0.00%, 04/05/2024(5)(13)

    125,938  
     

 

 

 
            Pipelines - 0.1%  
    96,000    

Philadelphia Energy Solutions LLC
6.25%, 04/04/2018

    88,560  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  201  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 17.5%(12) - (continued)  
            Real Estate - 0.3%  
    182,567    

DTZ U.S. Borrower LLC
4.34%, 11/04/2021

  $ 183,226  
     

 

 

 
            REITS - 0.2%  
    103,950    

MGM Growth Properties Operating Partnership L.P.
3.49%, 04/25/2023

    104,136  
     

 

 

 
            Retail - 1.1%  
    125,000    

Bass Pro Group LLC
6.15%, 12/16/2023

    121,632  
    110,347    

Michaels Stores, Inc.
3.75%, 01/30/2023

    110,105  
    100,091    

Neiman Marcus Group Ltd. LLC
4.25%, 10/25/2020

    79,740  
    172,749    

Party City Holdings, Inc.
4.17%, 08/19/2022

    172,558  
    217,171    

U.S. Foods, Inc.
3.74%, 06/27/2023

    219,052  
     

 

 

 
        703,087  
     

 

 

 
            Software - 2.4%      
    100,000    

Change Healthcare Holdings, Inc.
3.75%, 03/01/2024

    100,263  
    194,177    

Epicor Software Corp.
4.75%, 06/01/2022

    193,874  
    266,185    

First Data Corp.
0.00%, 04/26/2024

    266,052  
    100,000    

Go Daddy Operating Co. LLC
3.49%, 02/15/2024

    100,388  
    143,015    

Infor U.S., Inc.
3.90%, 02/01/2022

    142,680  
    5,804    

MA FinanceCo LLC
0.00%, 04/18/2024(5)(13)

    5,820  
    281,737    

Magic Newco LLC
5.00%, 12/12/2018

    281,988  
    110,000    

Misys Europe S.A.
0.00%, 04/27/2024(5)(13)

    110,757  
    39,196    

Seattle Spinco, Inc.
0.00%, 04/30/2024(5)(13)

    39,306  
    100,738    

SS&C Technologies, Inc.
3.24%, 07/08/2022

    101,431  
    248,125    

WEX, Inc.
4.49%, 07/01/2023

    250,529  
     

 

 

 
        1,593,088  
     

 

 

 
            Telecommunications - 1.2%      
    77,833    

Entravision Communications Corp.
3.65%, 05/31/2020

    78,028  
    125,000    

Level 3 Financing, Inc.
3.24%, 02/22/2024

    125,358  
    180,600    

Salem Communications Corp.
4.50%, 03/13/2020

    176,988  
    100,000    

Sprint Communications, Inc.
3.50%, 02/02/2024

    100,063  
    292,434    

Univision Communications, Inc.
3.75%, 03/15/2024

    290,378  
     

 

 

 
        770,815  
     

 

 

 
            Trucking & Leasing - 0.5%      
    130,000    

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.74%, 03/20/2022

    131,893  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 17.5%(12) - (continued)  
            Trucking & Leasing - 0.5% - (continued)      
    171,833    

Consolidated Container Co. LLC
5.00%, 07/03/2019

  $ 171,833  
     

 

 

 
        303,726  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $11,626,524)

  $ 11,561,309  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 47.0%  
            FHLMC - 15.3%      
    9,360    

0.01%, 11/15/2036(14)

  $ 8,854  
    62,930    

3.00%, 03/15/2033(8)

    8,173  
    3,700,000    

3.00%, 05/01/2047(15)

    3,694,797  
    2,100,000    

3.50%, 05/01/2047(15)

    2,159,309  
    1,000,000    

3.50%, 06/01/2047(15)

    1,026,055  
    212,670    

4.00%, 07/15/2027(8)

    22,804  
    600,000    

4.00%, 05/01/2047(15)

    631,594  
    600,000    

4.00%, 06/01/2047(15)

    630,281  
    338,000    

4.44%, 10/25/2029(4)

    346,357  
    72,012    

4.50%, 03/15/2041

    81,746  
    176,313    

4.75%, 07/15/2039

    190,279  
    310,000    

4.89%, 04/25/2029(4)

    329,967  
    16,664    

5.50%, 08/15/2033

    18,232  
    368,748    

5.50%, 12/01/2037

    409,124  
    440,094    

5.50%, 01/01/2039

    488,488  
    59,935    

6.50%, 07/15/2036

    67,359  
     

 

 

 
        10,113,419  
     

 

 

 
            FNMA - 22.5%  
    78,302    

0.01%, 06/25/2036(14)

    69,540  
    283,803    

1.83%, 04/25/2055(4)(8)

    14,905  
    5,000    

2.44%, 01/01/2023

    5,051  
    58,559    

2.50%, 06/25/2028(8)

    4,919  
    2,200,000    

2.50%, 05/01/2032(15)

    2,212,633  
    398,821    

3.00%, 01/25/2028(8)

    37,258  
    170,732    

3.00%, 04/25/2028(8)

    15,930  
    1,300,000    

3.00%, 05/01/2032(15)

    1,337,273  
    700,000    

3.00%, 05/01/2047(15)

    699,180  
    30,000    

3.16%, 12/01/2026

    30,739  
    50,000    

3.21%, 05/01/2023

    52,104  
    24,684    

3.24%, 12/01/2026

    25,450  
    47,729    

3.26%, 05/01/2024

    49,964  
    192,153    

3.30%, 12/01/2026

    199,008  
    24,707    

3.34%, 04/01/2024

    25,969  
    9,657    

3.45%, 01/01/2024

    10,199  
    9,595    

3.47%, 01/01/2024

    10,144  
    108,603    

3.50%, 05/25/2030(8)

    14,482  
    279,153    

3.50%, 01/01/2046

    287,302  
    4,800,000    

3.50%, 05/01/2047(15)

    4,935,563  
    2,300,000    

3.50%, 06/01/2047(15)

    2,360,106  
    23,891    

3.67%, 08/01/2023

    25,403  
    5,000    

3.70%, 10/01/2023

    5,336  
    10,000    

3.76%, 03/01/2024

    10,698  
    15,000    

3.86%, 12/01/2025

    16,121  
    5,000    

3.86%, 11/01/2023

    5,393  
    23,715    

3.87%, 10/01/2025

    25,606  
    33,973    

3.89%, 05/01/2030

    35,917  
    34,775    

3.93%, 10/01/2023

    37,496  
    9,596    

3.96%, 05/01/2034

    10,174  
    9,875    

3.97%, 05/01/2029

    10,687  
    55,660    

4.00%, 03/25/2042(8)

    7,799  
    400,000    

4.00%, 05/01/2047(15)

    421,250  
    900,000    

4.00%, 06/01/2047(15)

    945,844  
    18,519    

4.06%, 10/01/2028

    20,294  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  202  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT AGENCIES - 47.0% - (continued)  
            FNMA - 22.5% - (continued)  
    53,210    

4.50%, 07/25/2027(8)

  $ 5,543  
    243,633    

4.50%, 10/01/2040

    262,961  
    109,272    

4.50%, 10/01/2041

    117,926  
    95,188    

4.50%, 09/01/2043

    102,759  
    31,599    

5.46%, 05/25/2042(4)(8)

    3,572  
    92,894    

5.50%, 04/25/2035

    103,361  
    41,576    

5.50%, 04/25/2037

    46,347  
    187,144    

5.50%, 06/25/2042(8)

    39,835  
    175,400    

6.00%, 09/01/2039

    198,610  
     

 

 

 
        14,856,651  
     

 

 

 
            GNMA - 9.2%  
    1,800,000    

3.00%, 05/01/2047(5)(15)

    1,824,188  
    1,100,000    

3.50%, 05/01/2047(15)

    1,143,227  
    48,872    

4.00%, 05/16/2042(8)

    7,872  
    600,000    

4.00%, 05/01/2047(15)

    634,453  
    500,000    

4.00%, 06/01/2047(15)

    527,705  
    1,000,000    

4.50%, 05/01/2047(5)(15)

    1,067,031  
    95,956    

5.00%, 06/15/2041

    106,060  
    139,840    

5.00%, 10/16/2041(8)

    22,649  
    185,501    

5.00%, 03/15/2044

    204,653  
    2,250    

6.00%, 08/15/2032

    2,552  
    139,524    

6.00%, 06/15/2036

    159,027  
    55,980    

6.00%, 08/15/2036

    64,219  
    41,400    

6.00%, 12/15/2038

    46,938  
    108,883    

6.00%, 01/15/2039

    123,446  
    103,921    

6.00%, 12/15/2040

    117,820  
     

 

 

 
        6,051,840  
     

 

 

 
   

Total U.S. Government Agencies
(cost $30,902,988)

  $ 31,021,910  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 8.1%  
            U.S. Treasury Securities - 8.1%  
            U.S. Treasury Bonds - 1.9%  
    59,288    

0.75%, 02/15/2042(11)

  $ 57,544  
    112,747    

0.75%, 02/15/2045(11)

    108,326  
    39,445    

2.13%, 02/15/2040(11)

    50,096  
    33,368    

2.13%, 02/15/2041(11)

    42,617  
    219,676    

2.38%, 01/15/2025(11)

    253,776  
    156,561    

2.50%, 01/15/2029(11)

    192,586  
    453,000    

2.50%, 02/15/2046(16)

    411,717  
    28,614    

3.63%, 04/15/2028(11)

    38,223  
    53,340    

3.88%, 04/15/2029(11)

    74,156  
     

 

 

 
        1,229,041  
     

 

 

 
            U.S. Treasury Notes - 6.2%  
    110,638    

0.13%, 04/15/2018(11)

    110,870  
    161,124    

0.13%, 04/15/2019(11)

    162,616  
    146,658    

0.13%, 04/15/2020(11)

    148,384  
    63,719    

0.13%, 04/15/2021(11)(16)

    64,326  
    1,368,859    

0.13%, 04/15/2022(11)

    1,377,748  
    74,144    

0.13%, 07/15/2022(11)

    74,845  
    263,636    

0.13%, 07/15/2024(11)

    262,421  
    35,997    

0.25%, 01/15/2025(11)

    35,832  
    87,306    

0.38%, 07/15/2025(11)

    88,049  
    93,953    

0.63%, 01/15/2024(11)

    96,570  
    1,452,581    

0.63%, 01/15/2026(11)(17)

    1,488,127  
    27,000    

1.00%, 05/31/2018

    26,954  
    23,383    

1.13%, 01/15/2021(11)

    24,573  

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT SECURITIES - 8.1% - (continued)  
            U.S. Treasury Notes - 6.2% - (continued)      
    155,248    

1.25%, 07/15/2020(11)

  $ 163,689  
     

 

 

 
        4,125,004  
     

 

 

 
        5,354,045  
     

 

 

 
   

Total U.S. Government Securities
(cost $5,357,760)

  $ 5,354,045  
     

 

 

 
   

Total Long-Term Investments
(cost $88,353,780)

  $ 88,346,377  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 10.1%  
            Other Investment Pools & Funds - 10.1%      
    6,648,954    

Fidelity Institutional Government Fund, Institutional Class

  $ 6,648,954  
     

 

 

 
   

Total Short-Term Investments
(cost $6,648,954)

  $ 6,648,954  
     

 

 

 
       
     

Total Investments Excluding Purchased Options
(cost $95,002,734)

    144.0   $ 94,995,331  
     

Total Purchased Options
(cost $14,810)

    0.1   $ 17,185  
       

 

 

   

 

 

 
         
     

Total Investments
(cost $95,017,544)^

    144.1   $ 95,012,516  
     

Other Assets and Liabilities

    (44.1 )%      (29,061,350
       

 

 

   

 

 

 
     

Total Net Assets

    100.0   $ 65,951,166  
       

 

 

   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  203  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

     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

   $     1,382,687  

Unrealized Depreciation

     (1,387,715
  

 

 

 

Net Unrealized Depreciation

   $ (5,028
  

 

 

 

 

* 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 April 30, 2017, the aggregate fair value of these securities was $24,262, which represented 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  
  01/2015        45,120     

Long Beach Asset Holdings Corp.

   $ 45,120  
  01/2015        22,008     

Nationstar NIM Ltd.

     22,008  
  10/2016        100,000     

TCEH Corp.

      
  09/2016        2,426     

Templar Energy LLC Class A

     20,774  
        

 

 

 
         $     87,902  
        

 

 

 

 

     At April 30, 2017, the aggregate value of these securities was $24,262, which represented 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 April 30, 2017, the aggregate value of these securities was $21,266,077, which represented 32.2% of total net assets.

 

(4)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2017.

 

(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 $4,035,493 at April 30, 2017.

 

(6)  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(7)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(8)  Securities disclosed are interest-only strips.

 

(9)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(10)  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 April 30, 2017, the aggregate value of these securities was $3,409,853, which represented 5.2% of total net assets.

 

(11)  The principal amount for these securities 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

 

The accompanying notes are an integral part of these financial statements.

 

 

  204  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

  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 April 30, 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.

 

OTC Option Contracts Outstanding at April 30, 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/TRY Call

     GSC        3.59 TRY per USD       05/24/17        USD        337,000     $ 4,943     $ 3,522     $ 1,421  

USD Put/TRY Call

     GSC        3.71 TRY per USD       04/06/18        USD        23,000       8,502       5,807             2,695  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                360,000     $ 13,445     $ 9,329     $ 4,116  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

             360,000     $     13,445     $       9,329     $ 4,116  
             

 

 

   

 

 

   

 

 

   

 

 

 
OTC Swaption Contracts Outstanding at April 30, 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        0.15     05/26/17        EUR        8,900,000     $ 3,740     $ 5,482     $ (1,742
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

             8,900,000     $ 3,740     $ 5,482     $ (1,742
             

 

 

   

 

 

   

 

 

   

 

 

 
OTC Swaption Contracts Outstanding at April 30, 2017  

Description

   Counter-
party
     Exercise Price/
FX Rate/ Rate
    Expiration
Date
     Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written swaption contracts:

 

                

Calls

                   

Credit Default Swaption ITRAXX.XOV.27

     BCLY        300.00 EUR       05/17/17        EUR        (4,335,000   $ (77,047   $ (44,192   $ (32,855
             

 

 

   

 

 

   

 

 

   

 

 

 

Written swaption contracts:

 

                

Puts

                   

Credit Default Swaption ITRAXX.EUR.27

     BCLY        300.00 EUR       05/17/17        EUR        (4,335,000   $ (3,210   $ (51,557   $ 48,347  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total written swaption contracts

 

             (8,670,000   $ (80,257   $ (95,749   $ 15,492  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  205  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

Eurodollar 90-Day Future

     27        09/18/2017      $     6,655,768      $     6,655,500      $ (268

U.S. Treasury 5-Year Note Future

     83        06/30/2017        9,757,287        9,827,719        70,432  

U.S. Ultra Bond Future

     1        06/21/2017        160,564        162,937        2,373  
              

 

 

 

Total

 

   $       72,537  
              

 

 

 

Short position contracts:

 

Euro Schatz Future

     79        05/26/2017      $ 6,276      $ 3,442      $ 2,834  

Euro-Bund Future

     3        06/08/2017        525,235        528,681        (3,446

Eurodollar 3-Month Future

     54        09/17/2018        13,268,340        13,262,400        5,940  

Long Gilt Future

     14        06/28/2017        2,304,363        2,325,893        (21,530

U.S. Treasury 10-Year Note Future

     169        06/21/2017        20,981,222        21,246,469        (265,247

U.S. Treasury 2-Year Note Future

     76        06/30/2017        16,448,799        16,462,312        (13,513

U.S. Treasury Long Bond Future

     3        06/21/2017        439,869        458,906        (19,037
              

 

 

 

Total

 

   $ (313,999
              

 

 

 

Total futures contracts

 

   $ (241,462
              

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017  
    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)
 

Reference Entity

               

Credit default swaps on indices:

 

Buy protection:

 

ABX.HE.AAA.06

  MSC     USD       24,509     (0.18)%     07/25/45     $ 540     $     $ 455     $ (85

ABX.HE.AAA.06

  JPM     USD       29,274     (0.18)%     07/25/45       639             543       (96

ABX.HE.AAA.06

  GSC     USD       8,850     (0.18)%     07/25/45       796             164       (632

ABX.HE.AAA.07

  JPM     USD       35,126     (0.09)%     08/25/37       8,387             3,378       (5,009

ABX.HE.AAA.07

  GSC     USD       98,352     (0.09)%     08/25/37       22,236             9,457       (12,779

ABX.HE.AAA.07

  MSC     USD       182,654     (0.09)%     08/25/37       43,724             17,564       (26,160

ABX.HE.AAA.07

  CSI     USD       249,393     (0.09)%     08/25/37       64,833             23,981       (40,852

ABX.HE.PENAAA.06

  MSC     USD       117,077     (0.11)%     05/25/46       13,377             10,816       (2,561

ABX.HE.PENAAA.06

  JPM     USD       155,089     (0.11)%     05/25/46       17,678             14,328       (3,350

ABX.HE.PENAAA.06

  GSC     USD       92,749     (0.11)%     05/25/46       23,187             8,568       (14,619

CMBX.NA.A.7

  JPM     USD       130,000     (2.00)%     01/17/47       5,014             4,380       (634

CMBX.NA.A.9

  MSC     USD       165,000     (2.00)%     09/17/58       5,796             6,791       995  

CMBX.NA.A.9

  MSC     USD       120,000     (2.00)%     09/17/58       5,318             4,939       (379

CMBX.NA.A.9

  DEUT     USD       80,000     (2.00)%     09/17/58       4,050             3,288       (762

CMBX.NA.AA.7

  CSI     USD       170,000     (1.50)%     01/17/47       5,285             1,335       (3,950

CMBX.NA.AA.7

  CSI     USD       255,000     (1.50)%     01/17/47       7,928             2,002       (5,926

CMBX.NA.AA.7

  CSI     USD       295,000     (1.50)%     01/17/47       9,171             2,316       (6,855

CMBX.NA.AA.8

  MSC     USD       95,000     (1.50)%     10/17/57       3,817             2,029       (1,788

CMBX.NA.AS.7

  CSI     USD       380,000     (1.00)%     01/17/47       6,896             (790     (7,686

CMBX.NA.AS.7

  GSC     USD       260,000     (1.00)%     01/17/47       7,313             (533     (7,846

CMBX.NA.AS.8

  DEUT     USD       75,000     (1.00)%     10/17/57       5,481             307       (5,174

CMBX.NA.BB.8

  CSI     USD       115,000     (5.00)%     10/17/57       27,017             29,631       2,614  

CMBX.NA.BB.8

  JPM     USD       65,000     (5.00)%     10/17/57       15,271             16,469       1,198  

CMBX.NA.BB.8

  CSI     USD       50,000     (5.00)%     10/17/57       11,855             12,883       1,028  

CMBX.NA.BB.8

  CSI     USD       55,000     (5.00)%     10/17/57       13,261             14,172       911  

CMBX.NA.BB.8

  JPM     USD       70,000     (5.00)%     10/17/57       16,878             17,736       858  

CMBX.NA.BB.8

  GSC     USD       55,000     (5.00)%     10/17/57       13,468             14,171       703  

CMBX.NA.BB.8

  GSC     USD       50,000     (5.00)%     10/17/57       12,338             12,883       545  

CMBX.NA.BB.9

  CSI     USD       215,000     (5.00)%     09/17/58       45,151             42,353       (2,798

CMBX.NA.BBB.10

  MSC     USD       85,000     (3.00)%     11/17/59       5,568             8,297       2,729  

CMBX.NA.BBB.10

  MSC     USD       130,000     (3.00)%     11/17/59       10,174             12,691       2,517  

CMBX.NA.BBB.10

  MSC     USD       20,000     (3.00)%     11/17/59       1,969             1,952       (17

 

The accompanying notes are an integral part of these financial statements.

 

 

  206  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017 - (continued)  
    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)
 

Reference Entity

               

Buy protection: - (continued)

 

CMBX.NA.BBB.7

    GSC       USD       95,000       (3.00)%       01/17/47     $ 8,156     $     $ 7,638     $ (518

CMBX.NA.BBB.7

    CSI       USD       140,000       (3.00)%       01/17/47       13,531             11,255       (2,276

CMBX.NA.BBB.7

    CSI       USD       160,000       (3.00)%       01/17/47       15,464           $ 12,863       (2,601

CMBX.NA.BBB.7

    MSC       USD       175,000       (3.00)%       01/17/47       17,910             14,070       (3,840

CMBX.NA.BBB.7

    MSC       USD       125,000       (3.00)%       01/17/47       9,313             10,070       757  

CMBX.NA.BBB.7

    DEUT       USD       75,000       (3.00)%       01/17/47       5,451             6,030       579  

CMBX.NA.BBB.7

    MSC       USD       105,000       (3.00)%       01/17/47       8,661             8,442       (219

CMBX.NA.BBB.7

    GSC       USD       60,000       (3.00)%       01/17/47       5,386             4,829       (557

CMBX.NA.BBB.7

    DEUT       USD       80,000       (3.00)%       01/17/47       7,587             6,432       (1,155

CMBX.NA.BBB.7

    DEUT       USD       80,000       (3.00)%       01/17/47       9,897             6,431       (3,466

CMBX.NA.BBB.7

    GSC       USD       75,000       (3.00)%       01/17/47       10,408             6,030       (4,378

CMBX.NA.BBB.7

    MSC       USD       695,000       (3.00)%       01/17/47       67,180             55,875       (11,305

CMBX.NA.BBB.9

    MSC       USD       60,000       (3.00)%       09/17/58       6,556             6,532       (24

CMBX.NA.BBB.9

    GSC       USD       135,000       (3.00)%       09/17/58       15,512             14,741       (771

CMBX.NA.BBB.9

    MSC       USD       125,000       (3.00)%       09/17/58       14,938             13,587       (1,351

CMBX.NA.BBB.9

    DEUT       USD       235,000       (3.00)%       09/17/58       28,853             25,583       (3,270

CMBX.NA.BBB.9

    JPM       USD       255,000       (3.00)%       09/17/58       31,857             27,101       (4,756
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     711,076     $     $     536,065     $     (175,011
           

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.A.9

    JPM       USD       35,000       2.00%       09/17/58     $     $ (1,521   $ (1,440   $ 81  

CMBX.NA.AAA.6

    MSC       USD       4,306,186       0.50%       05/11/63             (100,612     (209     100,403  

CMBX.NA.AAA.6

    GSC       USD       1,028,358       0.50%       05/11/63             (11,804     394       12,198  

CMBX.NA.AAA.6

    JPM       USD       968,743       0.50%       05/11/63             (9,055     371       9,426  

CMBX.NA.AAA.6

    DEUT       USD       312,978       0.50%       05/11/63             (7,629     (16     7,613  

CMBX.NA.BB.6

    CSI       USD       215,000       5.00%       05/11/63             (45,166     (40,466     4,700  

CMBX.NA.BB.6

    CSI       USD       125,000       5.00%       05/11/63             (25,344     (23,527     1,817  

CMBX.NA.BB.6

    CSI       USD       85,000       5.00%       05/11/63             (16,757     (15,974     783  

CMBX.NA.BB.6

    CSI       USD       51,000       5.00%       05/11/63             (9,371     (9,584     (213

CMBX.NA.BB.6

    CSI       USD       105,000       5.00%       05/11/63             (19,293     (19,733     (440

CMBX.NA.BB.6

    CSI       USD       105,000       5.00%       05/11/63             (19,293     (19,733     (440

CMBX.NA.BB.6

    CSI       USD       110,000       5.00%       05/11/63             (20,212     (20,673     (461

CMBX.NA.BB.6

    GSC       USD       50,000       5.00%       05/11/63             (8,520     (9,411     (891

CMBX.NA.BB.6

    CSI       USD       55,000       5.00%       05/11/63             (9,311     (10,351     (1,040

CMBX.NA.BB.6

    CSI       USD       125,000       5.00%       05/11/63             (22,072     (23,492     (1,420

CMBX.NA.BB.6

    JPM       USD       70,000       5.00%       05/11/63             (11,399     (12,873     (1,474

CMBX.NA.BB.6

    CSI       USD       50,000       5.00%       05/11/63             (7,513     (9,410     (1,897

CMBX.NA.BB.6

    JPM       USD       65,000       5.00%       05/11/63             (9,643     (11,959     (2,316

CMBX.NA.BB.6

    MSC       USD       717,000       5.00%       05/11/63             (131,754     (134,749     (2,995

CMBX.NA.BB.6

    CSI       USD       115,000       5.00%       05/11/63             (17,061     (21,645     (4,584

CMBX.NA.BB.6

    GSC       USD       82,000       5.00%       05/11/63             (9,507     (15,411     (5,904

CMBX.NA.BB.8

    GSC       USD       210,000       5.00%       10/17/57             (63,844     (54,052     9,792  

CMBX.NA.BB.8

    MSC       USD       428,000       5.00%       10/17/57             (119,688     (110,164     9,524  

CMBX.NA.BB.8

    CSI       USD       215,000       5.00%       10/17/57             (60,119     (55,339     4,780  

CMBX.NA.BB.8

    CSI       USD       215,000       5.00%       10/17/57             (60,119     (55,339     4,780  

CMBX.NA.BB.8

    CSI       USD       85,000       5.00%       10/17/57             (23,768     (21,878     1,890  

CMBX.NA.BB.8

    MSC       USD       55,000       5.00%       10/17/57             (15,813     (14,156     1,657  

CMBX.NA.BB.8

    MSC       USD       50,000       5.00%       10/17/57             (14,355     (12,870     1,485  

CMBX.NA.BB.8

    GSC       USD       15,000       5.00%       10/17/57             (4,432     (3,861     571  

CMBX.NA.BB.8

    GSC       USD       15,000       5.00%       10/17/57             (4,175     (3,860     315  

CMBX.NA.BB.8

    GSC       USD       59,000       5.00%       10/17/57             (9,313     (15,186     (5,873

CMBX.NA.BB.8

    MLI       USD       50,000       5.00%       10/17/57             (5,948     (12,870     (6,922

CMBX.NA.BB.8

    GSC       USD       50,000       5.00%       10/17/57             (5,798     (12,869     (7,071

CMBX.NA.BB.8

    MLI       USD       110,000       5.00%       10/17/57             (13,858     (28,313     (14,455

CMBX.NA.BB.8

    MLI       USD       130,000       5.00%       10/17/57             (11,734     (33,461     (21,727

CMBX.NA.BB.9

    GSC       USD       115,000       5.00%       09/17/58             (31,593     (22,623     8,970  

CMBX.NA.BB.9

    MLI       USD       55,000       5.00%       09/17/58             (15,265     (10,819     4,446  

 

The accompanying notes are an integral part of these financial statements.

 

 

  207  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017 - (continued)  
    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)
 

Reference Entity

               

Sell protection: - (continued)

 

CMBX.NA.BB.9

    MLI       USD       45,000       5.00%       09/17/58     $     $ (12,153   $ (8,852   $ 3,301  

CMBX.NA.BBB.7

    JPM       USD       160,000       3.00%       01/17/47             (13,328     (12,477     851  

CMBX.NA.BBB.7

    JPM       USD       80,000       3.00%       01/17/47             (5,870     (6,239     (369

CMBX.NA.BBB.8

    MSC       USD       120,000       3.00%       10/17/57             (20,223     (18,485     1,738  

PrimeX.ARM.2

    MSC       USD       209,888       4.58%       12/25/37       7,615             2,932       (4,683

PrimeX.ARM.2

    JPM       USD       65,997       4.58%       12/25/37       2,748             922       (1,826
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 10,363     $ (1,024,233   $ (909,750   $ 104,120  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

            $     721,439     $     (1,024,233   $     (373,685   $     (70,891
           

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

Brazil (Federated Republic of)

    GSC       USD       122,000       1.00% / 1.95%       12/20/21     $     $ (5,955   $ (4,877   $ 1,078  

Brazil (Federated Republic of)

    GSC       USD       234,000       1.00% / 2.15%       06/20/22             (13,147     (12,534     613  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     $ (19,102   $ (17,411   $ 1,691  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

 

  $     $ (19,102   $ (17,411   $ 1,691  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $     721,439     $     (1,043,335   $     (391,096   $     (69,200
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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 April 30, 2017  
    Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
  Cost
Basis
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Reference Entity

           

Credit default swaps on indices:

 

Buy protection:

 

CDX.EM.27

  USD     1,050,000       (1.00 )%    06/20/22   $     57,014     $ 45,335     $ (11,679

CDX.NA.HY.27

  USD     63,360       (5.00 )%    12/20/21     (4,815     (5,386     (571

CDX.NA.HY.28

  USD     3,960,000       (5.00 )%    06/20/22     (246,426     (313,898     (67,472

CDX.NA.IG.28

  USD     2,733,000       (1.00 )%    06/20/22     (42,001     (50,146     (8,145

ITRAXX.XOV.27

  EUR     1,394,000       (5.00 )%    06/20/22     141,306       169,728       28,422  
         

 

 

   

 

 

   

 

 

 

Total

  $ (94,922   $ (154,367   $ (59,445
         

 

 

   

 

 

   

 

 

 

Total

  $ (94,922   $     (154,367   $     (59,445
         

 

 

   

 

 

   

 

 

 

 

(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 accompanying notes are an integral part of these financial statements.

 

 

  208  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Cross Currency Swap Contracts Outstanding at April 30, 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 4.59% 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

     09/20/22        GSC        USD 141,482        CNH 985,000      $      $ (1,899   $ (1,396   $ 503  

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

  

Fixed Rate equal to 4.80% based on the notional amount of currency delivered

     09/20/22        DEUT        USD 73,252        CNH 505,000               (465   $ 29       494  

Fixed Rate equal to 4.80% 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

     09/20/22        DEUT        CNH 505,000        USD 73,252        465              701       236  

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

  

Fixed Rate equal to 4.59% based on the notional amount of currency delivered

     09/20/22        GSC        CNH 985,000        USD 141,482        1,899                  1,339       (560
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

               $     2,364      $     (2,364   $     673     $     673  
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 April 30, 2017  

Counterparty

   Payments made
by Fund
   Payments received
by Fund
     Notional
Amount
     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

BCLY

   1.90% Fixed      CPURNSA        USD        3,670,000        07/15/24      $      $      $ 108,145     $ 108,145  

BNP

   2.21% Fixed      CPURNSA        USD        1,932,000        07/15/24                      (635     (635
                          

 

 

    

 

 

    

 

 

   

 

 

 

Total

 

   $      $      $     107,510     $     107,510  
                          

 

 

    

 

 

    

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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      $ 57,389      $      $ 163,229     $ 105,840  

12M Federal Funds Rate

     1.63% Fixed        USD        1,810,000        11/14/26                      38,306       38,306  
                          

 

 

    

 

 

    

 

 

   

 

 

 

Total

 

   $     57,389      $     —      $     201,535     $     144,146  
                          

 

 

    

 

 

    

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  209  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell      Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

AUD

     Buy        05/31/17      CBA    $ 168,705      $ 166,888      $ (1,817

AUD

     Buy        05/31/17      ANZ      167,997        166,140        (1,857

BRL

     Buy        06/21/17      MSC      208,288        206,936        (1,352

BRL

     Buy        06/21/17      MSC      206,399        204,757        (1,642

BRL

     Buy        06/21/17      MSC      206,588        204,135        (2,453

BRL

     Buy        06/21/17      MSC      212,211        207,558        (4,653

BRL

     Sell        06/21/17      MSC      165,677        162,436        3,241  

BRL

     Sell        06/21/17      MSC      163,132        161,814        1,318  

BRL

     Sell        06/21/17      SCB      40,215        39,520        695  

BRL

     Sell        06/21/17      SSG      455,064        459,615        (4,551

CAD

     Buy        05/31/17      ANZ          1,171,783        1,152,095        (19,688

CHF

     Sell        05/31/17      SCB      523,485        523,682        (197

CNH

     Buy        06/21/17      SCB      70,282        70,125        (157

CNH

     Buy        06/21/17      MSC      70,547        70,125        (422

CNH

     Buy        06/21/17      JPM      140,585        140,106        (479

CNY

     Buy        06/21/17      CSFB      66,695        67,184        489  

COP

     Buy        06/21/17      CSFB      6,991        6,821        (170

COP

     Buy        06/21/17      JPM      211,098        205,564        (5,534

COP

     Sell        06/21/17      SCB      206,603        212,385        (5,782

EGP

     Buy        06/21/17      SCB      7,395        7,233        (162

EGP

     Buy        06/21/17      CBK      9,174        8,822        (352

EGP

     Buy        06/21/17      CBK      27,315        25,697        (1,618

EGP

     Buy        03/06/18      GSC      6,158        6,046        (112

EGP

     Buy        03/06/18      GSC      7,757        7,596        (161

EGP

     Buy        03/06/18      CBK      17,358        16,639        (719

EGP

     Buy        03/29/18      CBK      43,556        43,966        410  

EUR

     Buy        06/21/17      CBK      5,307        5,461        154  

EUR

     Sell        05/31/17      CBK      2,661,072            2,698,092        (37,020

EUR

     Sell        06/21/17      UBS      5,357        5,461        (104

GBP

     Sell        05/31/17      UBS      1,050,790        1,064,303        (13,513

GHS

     Buy        06/21/17      SCB      39,344        44,160        4,816  

GHS

     Buy        06/21/17      CBK      19,512        22,080        2,568  

GHS

     Buy        06/21/17      CBK      19,794        22,080        2,286  

GHS

     Sell        06/21/17      CBK      30,607        30,130        477  

GHS

     Sell        06/21/17      SCB      29,263        29,210        53  

GHS

     Sell        06/21/17      SCB      19,355        19,320        35  

GHS

     Sell        06/21/17      SCB      9,677        9,660        17  

HUF

     Buy        06/21/17      SCB      344,386        347,927        3,541  

HUF

     Buy        06/21/17      SCB      116,121        117,221        1,100  

HUF

     Buy        06/21/17      UBS      23,279        23,693        414  

HUF

     Sell        06/21/17      JPM      744        756        (12

HUF

     Sell        06/21/17      CSFB      54,868        55,417        (549

HUF

     Sell        06/21/17      BCLY      114,667        116,203        (1,536

HUF

     Sell        06/21/17      BOA      132,650        134,408        (1,758

HUF

     Sell        06/21/17      BOA      156,501        158,363        (1,862

JPY

     Sell        05/31/17      HSBC      755,473        747,216        8,257  

JPY

     Sell        05/31/17      NOM      498,944        493,166        5,778  

JPY

     Sell        05/31/17      DEUT      256,462        254,051        2,411  

MXN

     Sell        06/21/17      JPM      88,630        88,415        215  

MXN

     Sell        06/21/17      GSC      20,074        20,116        (42

MXN

     Sell        06/21/17      SSG      110,358        111,849        (1,491

MXN

     Sell        06/21/17      RBC      233,945        247,025        (13,080

PHP

     Buy        06/21/17      HSBC      144,085        145,603        1,518  

PHP

     Buy        06/21/17      BCLY      144,800        145,603        803  

PHP

     Buy        06/21/17      SCB      2,354        2,395        41  

PHP

     Sell        06/21/17      BCLY      285,686        291,206        (5,520

RON

     Buy        06/26/17      CBK      549,373        559,903            10,530  

RON

     Buy        08/28/17      CBK      266,881        271,909        5,028  

 

The accompanying notes are an integral part of these financial statements.

 

 

  210  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

RON

   Buy      08/28/17      CBK    $ 2,369      $ 2,407      $ 38  

RON

   Sell      06/26/17      CBK          581,707            559,903            21,804  

RON

   Sell      08/28/17      JPM      181,215        170,846        10,369  

RON

   Sell      08/28/17      BNP      109,624        103,470        6,154  

RUB

   Buy      06/21/17      CBK      28,530        34,372        5,842  

THB

   Buy      06/21/17      JPM      146,190        148,112        1,922  

THB

   Buy      06/21/17      HSBC      146,491        148,112        1,621  

THB

   Buy      06/21/17      JPM      255        260        5  

THB

   Sell      06/21/17      JPM      261        260        1  

THB

   Sell      06/21/17      JPM      293,570        296,224        (2,654

TRY

   Buy      06/21/17      HSBC      173,933        187,199        13,266  

TRY

   Buy      06/21/17      BNP      175,725        187,199        11,474  

TRY

   Buy      06/21/17      JPM      142,067        149,205        7,138  

TRY

   Buy      06/21/17      MSC      144,873        148,927        4,054  

TRY

   Sell      06/21/17      GSC      141,033        149,204        (8,171

TRY

   Sell      06/21/17      HSBC      140,235        148,927        (8,692

TRY

   Sell      06/21/17      SCB      175,570        187,198        (11,628

TRY

   Sell      06/21/17      DEUT      175,563        187,198        (11,635

ZAR

   Buy      06/21/17      JPM      186,486        185,473        (1,013

ZAR

   Sell      06/21/17      CBK      129,170        125,329        3,841  

ZAR

   Sell      06/21/17      JPM      170,988        167,822        3,166  

ZAR

   Sell      06/21/17      HSBC      62,077        62,368        (291

ZAR

   Sell      06/21/17      JPM      60,529        61,552        (1,023

ZMW

   Buy      06/21/17      CBK      43,434        45,157        1,723  

ZMW

   Buy      06/21/17      CBK      21,827        22,578        751  

ZMW

   Buy      06/21/17      SCB      10,594        11,237        643  

ZMW

   Buy      06/21/17      CBK      10,668        11,236        568  
                 

 

 

 

Total

 

   $ (24,897
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

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

CBA

   Commonwealth Bank of Australia

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.

MLI

   Merrill Lynch International

MSC

   Morgan Stanley

NOM

   Nomura International

RBC

   RBC Dominion Securities, Inc.

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

CNH

   Chinese Renminbi

CNY

   Chinese Yuan

COP

   Colombian Peso

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

GHS

   Ghana Cedi

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

INR

   Indian Rupee

JPY

   Japanese Yen

MXN

   Mexican Peso

MYR

   Malaysian Ringgit

PEN

   Peruvian Sol

PHP

   Philippine Peso

PLN

   Polish Zloty

RON

   New Romanian Leu

RUB

   Russian Ruble

THB

   Thai Baht

TRY

   Turkish Lira
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  211  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments) -
(continued)
Currency Abbreviations: - (continued)

USD

   United States Dollar

ZAR

   South African Rand

ZMW

   Zambian Kwacha
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

JSC

   Joint Stock Company

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

OJSC

   Open Joint Stock Company

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

TBA

   To Be Announced
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  212  

 


The Hartford Unconstrained Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 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

     24,922       24,922              

Asset & Commercial Mortgage Backed Securities

     27,553,671             27,553,671        

Corporate Bonds

     8,922,104             8,922,104        

Foreign Government Obligations

     2,512,649             2,512,649        

Municipal Bonds

     1,371,505             1,371,505        

Senior Floating Rate Interests

     11,561,309             11,561,309        

U.S. Government Agencies

     31,021,910             31,021,910        

U.S. Government Securities

     5,354,045             5,354,045        

Short-Term Investments

     6,648,954       6,648,954              

Purchased Options

     17,185             17,185        

Foreign Currency Contracts(2)

     150,575             150,575        

Futures Contracts(2)

     81,579       81,579              

Swaps - Credit Default(2)

     236,668             236,668        

Swaps - Cross Currency(2)

     1,233             1,233        

Swaps - Interest Rate(2)

     252,291             252,291        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $      95,734,862     $     6,755,455     $      88,955,145     $ 24,262  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (175,472   $     $ (175,472   $  

Futures Contracts(2)

     (323,041     (323,041            

Swaps - Credit Default(2)

     (365,313           (365,313      

Swaps - Cross Currency(2)

     (560           (560      

Swaps - Interest Rate(2)

     (635           (635      

Written Options

     (80,257           (80,257      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (945,278   $ (323,041   $ (622,237   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 six-month period ended April 30, 2017 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  213  

 


The Hartford World Bond Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 0.1%  
            United States - 0.1%  
    231,571    

MGIC Investment Corp.*

  $ 2,440,763  
    15,841    

Vistra Energy Corp.

    236,823  
     

 

 

 
        2,677,586  
     

 

 

 
   

Total Common Stocks
(cost $2,602,949)

  $ 2,677,586  
     

 

 

 
     
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.7%  
            Bermuda - 0.0%  
  $       363,000    

Cal Funding II Ltd.
3.47%, 10/25/2027(1)

  $ 362,156  
     

 

 

 
            Canada - 0.1%  
    5,200,000    

CARDS II Trust
1.69%, 07/15/2021(1)(2)

    5,225,307  
     

 

 

 
            Cayman Islands - 2.7%  
    4,615,000    

American Money Management Corp.
2.61%, 07/27/2026(1)(2)

    4,617,127  
   

Apidos CLO

 
    2,900,000    

2.26%, 04/15/2025(1)(2)

    2,903,019  
    3,380,000    

2.27%, 07/22/2026(1)(2)

    3,378,310  
    3,840,000    

2.61%, 01/19/2025(1)(2)

    3,842,596  
   

Ares CLO Ltd.

 
    3,835,000    

2.35%, 04/17/2026(1)(2)

    3,830,061  
    2,675,000    

3.05%, 12/05/2025(1)(2)

    2,686,794  
    1,600,000    

Avery Point IV CLO Ltd.
2.26%, 04/25/2026(1)(2)

    1,599,200  
    2,725,000    

Babson CLO Ltd.
2.26%, 04/20/2025(1)(2)

    2,725,749  
    3,000,000    

BlueMountain CLO Ltd.
2.30%, 10/15/2026(1)(2)

    2,998,485  
   

Carlyle Global Market Strategies Ltd.

 
    3,390,000    

2.14%, 07/15/2025(1)(2)

    3,390,905  
    875,000    

2.31%, 04/18/2025(1)(2)

    875,113  
   

CIFC Funding Ltd.

 
    3,750,000    

2.64%, 10/21/2028(1)(2)

    3,759,607  
    2,150,000    

3.06%, 10/17/2026(1)(2)

    2,149,981  
    3,975,000    

Dryden Senior Loan Fund
2.21%, 04/18/2026(1)(2)

    3,972,997  
    250,000    

Galaxy CLO Ltd.
2.70%, 01/24/2027(1)(2)

    250,234  
    2,315,000    

JFIN CLO Ltd.
2.32%, 04/24/2029(1)(2)

    2,323,387  
   

LSTAR Securities Investment Trust

 
    1,427,755    

0.03%, 11/01/2021(1)(2)

    1,427,755  
    662,378    

2.98%, 09/01/2021(1)(2)

    662,709  
    1,911,494    

2.98%, 10/01/2021(1)(2)

    1,902,871  
    1,461,717    

3.00%, 01/01/2022(1)(2)

    1,461,717  
   

Madison Park Funding Ltd.

 
    2,355,000    

1.99%, 01/19/2025(1)(2)

    2,355,754  
    3,000,000    

2.28%, 07/20/2026(1)(2)

    2,998,488  
    3,760,000    

2.42%, 07/20/2026(1)(2)

    3,762,207  
    3,735,000    

2.43%, 10/23/2025(1)(2)

    3,736,188  
    1,750,000    

3.06%, 04/20/2026(1)(2)

    1,752,205  
    4,245,000    

Neuberger Berman CLO Ltd.
2.50%, 08/04/2025(1)(2)

    4,242,954  
   

Oaktree EIF II Ltd.

 
    2,955,000    

2.28%, 11/15/2025(3)

    2,955,000  
    650,000    

2.59%, 02/15/2026(1)(2)

    650,079  
    4,455,000    

OCP CLO Ltd.
2.69%, 04/17/2027(1)(2)

    4,457,031  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.7% - (continued)  
            Cayman Islands - 2.7% - (continued)  
  $       2,995,000    

Octagon Investment Partners Ltd.
2.28%, 08/12/2026(1)(2)(3)

  $ 2,995,000  
    500,000    

Race Point CLO Ltd.
2.67%, 04/15/2027(1)(2)

    500,252  
    3,000,000    

Seneca Park CLO Ltd.
2.28%, 07/17/2026(1)(2)

    2,998,626  
    1,215,000    

Shackleton CLO Ltd.
3.11%, 04/15/2027(1)(2)

    1,215,501  
    2,435,000    

Sheridan Square CLO Ltd.
2.33%, 04/15/2025(1)(2)

    2,433,770  
   

Sound Point CLO Ltd.

 
    3,000,000    

2.30%, 10/20/2026(1)(2)

    2,999,985  
    3,000,000    

2.71%, 07/15/2025*(1)(2)(4)(5)

    3,000,000  
    2,850,000    

2.82%, 10/20/2028(1)(2)

    2,860,203  
    2,620,000    

Vibrant CLO Ltd.
2.64%, 04/20/2026(1)(2)

    2,621,302  
    2,867,000    

Voya CLO Ltd.
2.41%, 04/17/2030(1)(2)

    2,867,000  
    3,975,000    

Zais CLO Ltd.
2.69%, 10/15/2028(1)(2)

    4,003,950  
     

 

 

 
        106,164,112  
     

 

 

 
            United Kingdom - 0.0%  
  GBP       425,000    

Canary Wharf Finance II plc
5.95%, 10/22/2037(6)

    697,130  
     

 

 

 
            United States - 8.9%  
  $       790,000    

Accredited Mortgage Loan Trust
1.39%, 12/25/2035(2)

    716,474  
   

Adjustable Rate Mortgage Trust

 
    218,634    

1.49%, 01/25/2036(2)

    203,489  
    570,154    

1.53%, 11/25/2035(2)

    528,615  
    1,471,258    

5.14%, 11/25/2037(1)(2)

    1,209,718  
    975,000    

Ally Auto Receivables Trust
2.01%, 08/17/2020

    979,390  
   

Alternative Loan Trust

 
    760,195    

1.26%, 01/25/2036(2)

    678,569  
    382,507    

1.31%, 11/25/2035(2)

    322,589  
    498,424    

1.39%, 10/25/2036(2)

    307,263  
    426,237    

1.49%, 12/25/2035(2)

    299,709  
    2,240,808    

2.01%, 08/25/2035(2)

    1,975,195  
    741,381    

5.50%, 12/25/2035

    637,005  
    783,956    

5.75%, 05/25/2036

    597,165  
    367,082    

6.00%, 05/25/2036

    292,230  
    215,554    

American Credit Acceptance Receivables Trust
3.96%, 05/15/2019(1)

    215,973  
    1,825,000    

American Express Credit Account Master Trust
1.77%, 11/15/2022

    1,820,830  
   

American Home Mortgage Assets Trust

 
    108,399    

1.12%, 03/25/2047(2)

    91,598  
    935,912    

1.18%, 09/25/2046(2)

    769,609  
    607,889    

1.18%, 10/25/2046(2)

    505,837  
    497,679    

1.60%, 10/25/2046(2)

    384,141  
    2,950,000    

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
5.82%, 11/25/2035

    3,013,524  
    3,400,426    

Angel Oak Mortgage Trust I LLC
3.50%, 07/25/2046(1)

    3,411,912  
    413,264    

Angel Oak Mortgage Trust LLC
2.81%, 01/25/2047(1)(2)

    414,343  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  214  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.7% - (continued)  
            United States - 8.9% - (continued)  
  $       968,004    

Banc of America Commercial Mortgage Trust
5.49%, 02/10/2051

  $ 971,620  
   

Banc of America Funding Trust

 
    1,540,186    

1.22%, 02/20/2047(2)

    1,447,473  
    278,461    

5.77%, 05/25/2037(2)

    257,604  
    316,856    

5.85%, 01/25/2037

    277,010  
    571,878    

6.05%, 10/25/2036

    499,762  
    1,219,273    

Banc of America Mortgage Trust
3.22%, 09/25/2035(2)

    1,162,169  
    1,278,554    

Bayview Opportunity Master Fund Trust
2.74%, 10/27/2027(1)(2)

    1,279,833  
   

Bear Stearns Adjustable Rate Mortgage Trust

 
    1,305,924    

2.82%, 08/25/2035(2)

    1,298,025  
    1,050,751    

3.13%, 10/25/2035(2)

    1,039,267  
    898,928    

3.37%, 07/25/2036(2)

    870,322  
    954,798    

4.47%, 06/25/2047(2)

    908,184  
   

Bear Stearns Alt-A Trust

 
    532,668    

1.31%, 08/25/2036(2)

    469,966  
    1,682,325    

1.49%, 01/25/2036(2)

    1,503,514  
    556,630    

3.32%, 09/25/2035(2)

    516,367  
   

Bear Stearns Mortgage Funding Trust

 
    1,844,578    

1.17%, 10/25/2036(2)

    1,596,626  
    514,467    

1.19%, 02/25/2037(2)

    456,044  
   

Cabela’s Credit Card Master Note Trust

 
    1,805,000    

1.64%, 08/16/2021(1)(2)

    1,815,721  
    1,790,000    

2.25%, 07/17/2023

    1,801,004  
    555,000    

Capital Auto Receivables Asset Trust
2.43%, 09/21/2020

    559,780  
   

CarMax Auto Owner Trust

 
    2,410,000    

1.88%, 11/15/2019

    2,414,764  
    1,120,000    

1.93%, 11/15/2019

    1,121,757  
    1,745,000    

2.08%, 01/15/2020

    1,747,305  
    2,885,000    

2.25%, 09/15/2022

    2,883,202  
    31,775    

CD Mortgage Trust
5.89%, 11/15/2044(2)

    31,869  
    2,325,004    

Chase Mortgage Finance Trust
3.20%, 12/25/2035(2)

    2,245,335  
    188,906    

ChaseFlex Trust
5.50%, 06/25/2035

    166,289  
   

CHL Mortgage Pass-Through Trust

 
    1,143,726    

1.67%, 03/25/2035(2)

    1,028,720  
    1,149,085    

3.01%, 11/20/2035(2)

    967,953  
    713,974    

3.15%, 09/25/2047(2)

    658,432  
    1,913,985    

3.17%, 06/20/2035(2)

    1,794,829  
    455,406    

3.25%, 03/20/2036(2)

    402,517  
    1,680,406    

3.56%, 04/25/2037(2)

    1,599,475  
    301,182    

Chrysler Capital Auto Receivables Trust
1.27%, 03/15/2019(1)

    301,077  
    2,505,000    

Citibank Credit Card Issuance Trust
1.64%, 04/22/2026(2)

    2,504,887  
    365,000    

Citigroup Commercial Mortgage Trust
3.62%, 07/10/2047

    380,245  
    428,237    

Citigroup Mortgage Loan Trust
3.32%, 07/25/2036(2)

    269,756  
    3,224,230    

CitiMortgage Alternative Loan Trust
5.75%, 12/25/2036

    2,794,007  
    1,231,559    

COLT Mortgage Loan Trust
2.75%, 09/25/2046(1)(2)

    1,239,444  
    2,865,448    

Commercial Mortgage Loan Trust
6.31%, 12/10/2049(2)

    2,887,190  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.7% - (continued)  
            United States - 8.9% - (continued)  
   

Commercial Mortgage Pass-Through Certificates

 
  $       34,199,984    

0.97%, 02/10/2047(2)(7)

  $ 1,082,819  
    1,080,000    

4.24%, 02/10/2047(2)

    1,162,986  
    1,795,000    

4.75%, 10/15/2045(1)(2)

    1,121,319  
   

Commercial Mortgage Trust

 
    2,605,000    

2.85%, 10/15/2045

    2,637,227  
    1,590,000    

3.10%, 03/10/2046

    1,620,953  
    465,000    

3.61%, 06/10/2046(2)

    485,449  
    3,810,000    

3.69%, 08/10/2047

    3,956,831  
    2,230,000    

3.80%, 08/10/2047

    2,345,502  
    2,140,000    

4.02%, 07/10/2045

    2,282,854  
    1,280,000    

4.07%, 02/10/2047(2)

    1,366,933  
    4,425,085    

4.37%, 07/10/2045(2)

    4,796,310  
    1,885,000    

4.73%, 10/15/2045(1)(2)

    815,206  
    128,011    

5.74%, 12/10/2049

    128,387  
   

Countrywide Alternative Loan Trust

 
    637,436    

1.13%, 04/25/2047(2)

    552,773  
    738,186    

1.79%, 12/25/2035(2)

    606,067  
    172,134    

CPS Auto Trust
1.94%, 03/16/2020(1)

    172,144  
   

Credit Suisse Commercial Mortgage Trust

 
    653,798    

5.75%, 03/25/2036

    586,072  
    36,184    

6.51%, 02/15/2041(2)

    36,498  
    35,629    

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

    34,326  
   

CSAIL Commercial Mortgage Trust

 
    53,625,996    

1.01%, 06/15/2057(2)(7)

    2,635,509  
    14,930,283    

1.10%, 04/15/2050(2)(7)

    807,146  
    2,685,022    

3.45%, 08/15/2048

    2,744,285  
    2,137,646    

CSMC Trust
3.50%, 08/25/2043(1)(2)

    2,163,280  
    896,700    

DB Master Finance LLC
3.26%, 02/20/2045(1)

    901,233  
    951,685    

DBUBS Mortgage Trust
0.93%, 11/10/2046(1)(2)(7)

    19,119  
    805,000    

Deephaven Residential Mortgage Trust
3.49%, 12/26/2046(1)(2)

    805,189  
    1,805,000    

Discover Card Execution Note Trust
1.45%, 03/15/2021

    1,802,906  
    2,500,000    

Drive Auto Receivables Trust
2.37%, 11/16/2020(1)

    2,497,242  
   

DSLA Mortgage Loan Trust

 
    139,224    

1.35%, 01/19/2045(2)

    124,440  
    2,041,524    

1.56%, 03/19/2046(2)

    1,828,010  
    141,604    

DT Auto Owner Trust
1.88%, 05/15/2019(1)

    141,655  
   

Enterprise Fleet Financing LLC

 
    1,500,000    

2.09%, 02/22/2021(1)

    1,504,565  
    535,000    

2.13%, 07/20/2022(1)

    535,745  
    212,072    

Exeter Automobile Receivables Trust
1.54%, 11/15/2019(1)

    211,963  
    245,000    

Fannie Mae Connecticut Avenue Securities
4.54%, 07/25/2029(2)

    253,404  
   

First Investors Auto Owner Trust

 
    264,285    

1.49%, 01/15/2020(1)

    264,256  
    345,949    

1.53%, 11/16/2020(1)

    345,472  
    2,750,000    

Ford Credit Auto Owner Trust
2.26%, 11/15/2025(1)

    2,776,401  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  215  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.7% - (continued)  
            United States - 8.9% - (continued)  
  $       500,000    

Ford Credit Floorplan Master Owner Trust
1.69%, 09/15/2019

  $ 500,108  
    3,000,000    

Foursight Capital Automobile Receivables Trust
2.37%, 04/15/2022(1)

    3,000,000  
   

FREMF Mortgage Trust

 
    1,195,000    

3.51%, 07/25/2022(1)(2)

    1,199,036  
    1,190,000    

3.85%, 10/25/2048(1)(2)

    1,180,787  
    825,000    

GE Commercial Mortgage Corp.
5.61%, 12/10/2049(2)

    820,445  
    1,829,369    

GLS Auto Receivables Trust
2.73%, 10/15/2020(1)

    1,831,452  
    465,000    

GM Financial Consumer Automobile
2.30%, 06/16/2023(1)

    465,534  
   

GMAC Mortgage Corp. Loan Trust

 
    360,313    

3.41%, 09/19/2035(2)

    326,653  
    678,251    

3.81%, 04/19/2036(2)

    607,263  
    1,260,000    

GreatAmerica Leasing Receivables
1.86%, 08/15/2020(1)

    1,260,024  
    800,000    

GreatAmerica Leasing Receivables Funding LLC
2.06%, 06/22/2020(1)

    801,093  
    975,000    

Green Tree Agency Advance Funding Trust
3.10%, 10/15/2048(1)

    974,776  
   

GreenPoint Mortgage Funding Trust

 
    490,215    

1.15%, 02/25/2037(2)

    446,885  
    511,379    

1.50%, 10/25/2045(2)

    448,512  
   

GS Mortgage Securities Trust

 
    615,000    

3.67%, 04/10/2047(1)

    214,180  
    1,742,000    

3.72%, 01/10/2047(1)

    859,443  
    4,725,242    

4.07%, 01/10/2047

    5,044,557  
    1,875,000    

5.02%, 04/10/2047(1)(2)

    1,440,768  
   

GSAA Home Equity Trust

 
    602,932    

1.04%, 12/25/2046(2)

    432,882  
    2,937,641    

1.06%, 12/25/2046(2)

    1,655,950  
    1,481,095    

1.07%, 02/25/2037(2)

    782,077  
    2,408,325    

1.09%, 03/25/2037(2)

    1,330,164  
    2,183,151    

1.11%, 05/25/2047(2)

    1,721,330  
    1,145,481    

1.15%, 06/25/2036(2)

    564,773  
    1,155,840    

1.17%, 11/25/2036(2)

    600,031  
    4,941,866    

1.19%, 03/25/2037(2)

    2,752,832  
    949,630    

1.21%, 05/25/2047(2)

    754,599  
    1,618,481    

1.22%, 04/25/2047(2)

    1,061,151  
    1,806,016    

1.23%, 11/25/2036(2)

    1,084,629  
    1,725,447    

1.31%, 04/25/2047(2)

    1,165,216  
    670,545    

5.88%, 09/25/2036

    339,369  
    526,526    

5.99%, 06/25/2036(2)

    269,992  
   

GSR Mortgage Loan Trust

 
    684,586    

3.13%, 07/25/2035(2)

    636,912  
    1,307,565    

3.30%, 10/25/2035(2)

    1,096,945  
    3,240,713    

3.50%, 01/25/2036(2)

    3,015,081  
    236,641    

3.56%, 05/25/2037(2)

    191,704  
   

HarborView Mortgage Loan Trust

 
    1,604,590    

1.18%, 01/19/2038(2)

    1,456,261  
    2,464,969    

1.23%, 12/19/2036(2)

    2,025,486  
    184,805    

1.32%, 09/19/2035(2)

    156,541  
    1,589,519    

1.69%, 01/19/2035(2)

    1,096,198  
    433,936    

1.99%, 10/25/2037(2)

    406,692  
    1,268,212    

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

    1,272,504  
    1,065,000    

Huntington Auto Trust
1.95%, 06/15/2021

    1,066,104  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.7% - (continued)  
            United States - 8.9% - (continued)  
  $       540,000    

Hyundai Automotive Receivables Trust
2.10%, 11/15/2019

  $ 543,544  
    564,349    

Impac CMB Trust
1.79%, 10/25/2034(2)

    540,029  
   

IndyMac INDA Mortgage Loan Trust

 
    262,677    

3.31%, 09/25/2036(2)

    205,838  
    1,064,918    

3.49%, 12/25/2036(2)

    982,224  
   

IndyMac Index Mortgage Loan Trust

 
    1,357,305    

1.19%, 10/25/2036(2)

    1,146,034  
    71,337    

1.23%, 07/25/2035(2)

    62,945  
    692,790    

1.27%, 07/25/2035(2)

    581,599  
    1,569,714    

1.39%, 07/25/2046(2)

    969,134  
    428,920    

3.21%, 08/25/2035(2)

    343,826  
    6,362,210    

3.27%, 12/25/2035(2)

    5,401,218  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    4,984,850    

2.49%, 02/12/2051(2)

    4,832,101  
    3,059,000    

2.73%, 10/15/2045(1)(2)

    1,243,331  
    950,000    

2.83%, 10/15/2045

    963,431  
   

JP Morgan Mortgage Trust

 
    803,312    

2.99%, 11/25/2035(2)

    751,559  
    1,155,550    

3.00%, 09/25/2044(1)(2)

    1,163,218  
    1,577,932    

3.07%, 08/25/2036(2)

    1,445,332  
    282,023    

3.15%, 10/25/2036(2)

    263,356  
    2,493,175    

3.38%, 02/25/2035(2)

    2,528,308  
    1,322,669    

3.57%, 05/25/2036(2)

    1,216,484  
    185,414    

6.00%, 01/25/2037

    148,727  
   

JPMBB Commercial Mortgage Securities Trust

 
    68,855,225    

0.99%, 09/15/2047(2)(7)

    2,368,503  
    845,000    

3.78%, 08/15/2047

    886,382  
   

Lehman XS Trust

 
    665,886    

1.18%, 11/25/2046(2)

    572,062  
    944,049    

1.84%, 09/25/2047(2)

    869,448  
    2,060,000    

Lendmark Funding Trust
3.26%, 04/21/2025(1)

    2,059,123  
    1,597,294    

Long Beach Mortgage Loan Trust
1.61%, 08/25/2033(2)

    1,492,881  
   

LSTAR Securities Investment Trust

 
    588,487    

2.98%, 08/01/2020(1)(2)

    587,310  
    885,000    

2.99%, 04/01/2022(1)(2)

    876,098  
    1,346,963    

3.00%, 02/01/2022(1)(2)

    1,343,595  
    689,965    

Luminent Mortgage Trust
1.25%, 11/25/2035(2)

    628,177  
   

MASTR Adjustable Rate Mortgages Trust

 
    918,548    

1.23%, 05/25/2037(2)

    568,349  
    592,345    

3.05%, 11/21/2034(2)

    604,501  
   

Merrill Lynch Mortgage Investors Trust

 
    4,025,866    

3.05%, 12/25/2034(2)

    4,026,032  
    121,907    

3.11%, 05/25/2033(2)

    119,192  
    891,771    

3.26%, 07/25/2035(2)

    729,411  
    849,702    

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(2)

    851,990  
    1,380,000    

MMAF Equipment Finance LLC
2.41%, 08/16/2024(1)(3)

    1,379,670  
    1,140,791    

Morgan Stanley Asset-Backed Securities Capital I, Inc. Trust
1.14%, 06/25/2036(2)

    968,937  
   

Morgan Stanley Bank of America Merrill Lynch Trust

 
    13,193,214    

1.26%, 10/15/2048(2)(7)

    899,236  
    1,480,000    

2.92%, 02/15/2046

    1,493,585  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  216  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.7% - (continued)  
            United States - 8.9% - (continued)  
  $       2,090,000    

3.13%, 12/15/2048

  $ 2,137,853  
    2,860,000    

3.73%, 05/15/2048

    2,983,955  
    2,930,000    

4.22%, 07/15/2046(2)

    3,153,591  
   

Morgan Stanley Capital I Trust

 
    2,990,449    

3.24%, 03/15/2045

    3,089,282  
    1,555,000    

5.33%, 07/15/2049(1)(2)

    1,294,324  
    1,244,498    

5.57%, 12/15/2044

    1,254,941  
    100,000    

5.60%, 09/15/2047(1)(2)

    110,532  
    466,955    

6.50%, 01/11/2043(2)

    476,964  
   

Morgan Stanley Mortgage Loan Trust

 
    1,751,549    

1.16%, 11/25/2036(2)

    729,455  
    188,499    

3.42%, 05/25/2036(2)

    134,305  
    512,669    

3.53%, 06/25/2037(2)

    345,103  
   

Nationstar HECM Loan Trust

 
    1,006,526    

2.01%, 08/25/2026(1)

    1,004,379  
    302,926    

2.24%, 06/25/2026(1)

    305,074  
    228,155    

2.88%, 11/25/2025(1)

    228,228  
   

New Residential Mortgage Loan Trust

 
    650,476    

3.25%, 09/25/2056(1)(2)

    663,501  
    2,225,121    

3.75%, 11/26/2035(1)(2)

    2,312,299  
    2,396,692    

4.00%, 02/25/2057(1)(2)

    2,466,963  
    2,875,000    

4.00%, 03/25/2057(1)(2)

    2,989,727  
    792,327    

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.60%, 06/25/2036(2)

    646,146  
    4,690,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

    4,658,948  
    3,905,000    

Ocwen Master Advance Receivables Trust
3.21%, 11/15/2047(1)

    3,902,582  
    845,000    

OneMain Financial Issuance Trust
3.66%, 02/20/2029(1)

    860,983  
    354,716    

Prime Mortgage Trust
5.50%, 06/25/2036

    354,946  
    630,832    

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

    593,716  
    2,826,255    

Renaissance Home Equity Loan Trust
1.51%, 03/25/2034(2)

    2,726,162  
   

Residential Accredit Loans, Inc.

 
    872,871    

1.29%, 04/25/2036(2)

    698,981  
    1,713,790    

1.98%, 11/25/2037(2)

    1,357,769  
    418,354    

Residential Asset Securitization Trust
1.44%, 03/25/2035(2)

    362,162  
   

Residential Funding Mortgage Securities, Inc.

 
    2,902,938    

3.33%, 08/25/2035(2)

    2,194,200  
    559,071    

3.98%, 04/25/2037(2)

    507,716  
    135,236    

5.75%, 01/25/2036

    105,917  
    156,409    

6.00%, 04/25/2037

    138,717  
    206,827    

6.00%, 07/25/2037

    190,550  
   

Sequoia Mortgage Trust

 
    1,518,379    

1.65%, 06/20/2033(2)

    1,432,629  
    655,671    

4.24%, 07/20/2037(2)

    575,263  
   

SFAVE Commercial Mortgage Securities Trust

 
    1,935,000    

3.87%, 01/05/2043(1)(2)

    1,921,799  
    3,015,000    

4.14%, 01/05/2043(1)(2)

    3,045,583  
    3,000,000    

Shackleton CLO Ltd.
1.00%, 05/07/2026

    3,000,000  
    578,350    

Skopos Auto Receivables Trust
3.55%, 02/15/2020(1)

    579,025  
   

SoFi Consumer Loan Program LLC

 
    1,111,805    

3.05%, 12/26/2025(1)

    1,113,297  
    853,492    

3.28%, 01/26/2026(1)

    859,466  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.7% - (continued)  
            United States - 8.9% - (continued)  
  $       1,242,295    

SoFi Professional Loan Program
2.72%, 10/27/2036(1)

  $ 1,251,057  
   

Springleaf Funding Trust

 
    3,510,000    

3.16%, 11/15/2024(1)

    3,548,763  
    3,215,000    

3.48%, 05/15/2028(1)

    3,269,760  
   

Springleaf Mortgage Loan Trust

 
    825,339    

1.78%, 12/25/2065(1)(2)

    825,956  
    920,000    

3.52%, 12/25/2065(1)(2)

    922,344  
    2,770,000    

3.79%, 09/25/2057(1)(2)

    2,765,240  
    753,000    

SPS Servicer Advance Receivables Trust
3.59%, 11/15/2049(1)

    749,437  
   

Structured Adjustable Rate Mortgage Loan Trust

 
    789,497    

1.29%, 09/25/2034(2)

    682,842  
    1,616,854    

3.47%, 06/25/2035(2)

    1,408,518  
    552,971    

Structured Asset Mortgage Investments II Trust
1.22%, 02/25/2036(2)

    469,701  
    1,183,473    

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

    1,099,202  
    294,237    

Structured Asset Securities Corp. Mortgage Pass-Through Ctertificates
3.57%, 11/25/2033(2)

    290,151  
    755,417    

TAL Advantage V LLC
2.83%, 02/22/2038(1)

    733,548  
    1,944,272    

Terwin Mortgage Trust
1.93%, 12/25/2034(2)

    1,861,107  
    1,015,891    

Thornburg Mortgage Securities Trust
3.07%, 04/25/2045(2)

    1,014,021  
   

Towd Point Mortgage Trust

 
    1,518,830    

2.25%, 04/25/2056(1)(2)

    1,508,767  
    1,233,927    

2.25%, 07/25/2056(1)(2)

    1,223,799  
    2,942,125    

2.75%, 04/25/2055(1)(2)

    2,952,870  
    943,906    

2.75%, 05/25/2055(1)(2)

    947,739  
    967,916    

2.75%, 08/25/2055(1)(2)

    970,975  
    2,068,024    

2.75%, 10/25/2056(1)(2)

    2,065,791  
    1,479,822    

3.00%, 03/25/2054(1)(2)

    1,486,606  
   

UBS-Barclays Commercial Mortgage Trust

 
    5,950,000    

3.19%, 03/10/2046

    6,082,565  
    1,550,000    

3.24%, 04/10/2046

    1,593,558  
    553,684    

United Auto Credit Securitization Trust
1.67%, 09/10/2018(1)

    554,000  
   

WaMu Mortgage Pass-Through Certificates Trust

 
    916,931    

1.41%, 06/25/2044(2)

    857,548  
    2,028,427    

1.41%, 07/25/2044(2)

    1,942,661  
    225,828    

1.46%, 12/25/2046(2)

    191,388  
    3,448,859    

1.54%, 10/25/2046(2)

    3,027,333  
    828,666    

2.09%, 11/25/2046(2)

    750,563  
    1,711,258    

2.43%, 01/25/2037(2)

    1,437,317  
    1,794,013    

2.68%, 06/25/2037(2)

    1,612,720  
    2,028,845    

2.89%, 10/25/2036(2)

    1,888,067  
    781,485    

2.90%, 08/25/2036(2)

    702,208  
    2,292,920    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1.08%, 02/25/2037(2)

    1,442,181  
   

Wells Fargo Commercial Mortgage Trust

 
    2,845,000    

2.88%, 05/15/2048(1)(2)

    1,735,247  
    3,900,000    

2.92%, 10/15/2045

    3,955,930  
    1,890,000    

3.36%, 09/15/2058(1)

    1,142,764  
    375,000    

4.24%, 05/15/2048(2)

    315,763  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  217  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 11.7% - (continued)  
            United States - 8.9% - (continued)  
   

Wells Fargo Mortgage Backed Securities Trust

 
  $       1,745,000    

3.14%, 10/25/2035(2)

  $ 1,747,216  
    882,017    

3.16%, 12/28/2037(2)

    811,524  
    269,371    

3.23%, 10/25/2036(2)

    248,776  
   

Westlake Automobile Receivables Trust

 
    229,024    

1.57%, 06/17/2019(1)

    229,125  
    3,440,000    

2.45%, 01/15/2021(1)

    3,454,590  
    4,070,000    

2.46%, 01/18/2022(1)

    4,058,551  
    1,765,000    

3.29%, 09/15/2021(1)

    1,785,862  
    1,830,000    

4.40%, 05/17/2021(1)

    1,859,850  
   

WF-RBS Commercial Mortgage Trust

 
    15,326,157    

1.54%, 03/15/2047(2)(7)

    887,691  
    1,430,000    

2.88%, 12/15/2045

    1,444,651  
    915,000    

3.07%, 03/15/2045

    932,479  
    875,000    

3.72%, 05/15/2047

    917,297  
    2,430,000    

4.00%, 05/15/2047

    2,587,748  
    1,370,000    

4.05%, 03/15/2047

    1,462,283  
    395,160    

4.10%, 03/15/2047

    422,381  
    515,000    

5.00%, 06/15/2044(1)(2)

    419,823  
    935,000    

5.76%, 04/15/2045(1)(2)

    944,816  
    590,000    

Wheels SPV LLC
1.59%, 05/20/2025(1)

    588,137  
    535,000    

World Omni Auto Receivables Trust
2.15%, 08/15/2022

    535,387  
     

 

 

 
        354,835,884  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $469,163,307)

  $     467,284,589  
     

 

 

 
     
CORPORATE BONDS - 18.5%  
            Bermuda - 0.0%      
   

Weatherford International Ltd.

 
    285,000    

5.95%, 04/15/2042

  $ 249,375  
    765,000    

6.50%, 08/01/2036

    722,925  
    280,000    

7.00%, 03/15/2038

    268,100  
     

 

 

 
        1,240,400  
     

 

 

 
            Canada - 0.4%      
    2,435,000    

Bombardier, Inc.
6.13%, 01/15/2023(1)

    2,428,913  
    2,100,000    

GW Honos Security Corp.
8.75%, 05/15/2025

    2,142,000  
   

MEG Energy Corp.

 
    1,130,000    

6.38%, 01/30/2023(1)

    994,400  
    1,840,000    

6.50%, 01/15/2025(1)

    1,817,000  
    1,020,000    

Teck Resources Ltd.
8.50%, 06/01/2024(1)

    1,181,925  
    1,380,000    

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

    1,417,950  
   

Valeant Pharmaceuticals International, Inc.

 
    3,390,000    

5.88%, 05/15/2023(1)

    2,504,363  
    3,570,000    

6.13%, 04/15/2025(1)

    2,635,552  
    250,000    

7.00%, 03/15/2024(1)

    255,000  
     

 

 

 
        15,377,103  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 18.5% - (continued)  
            Cayman Islands - 0.2%  
   

Noble Holding International Ltd.

 
  $       1,650,000    

6.20%, 08/01/2040

  $ 1,163,250  
    1,385,000    

7.75%, 01/15/2024

    1,263,813  
    3,250,000    

Park Aerospace Holdings Ltd.
5.25%, 08/15/2022(1)

    3,432,812  
     

 

 

 
        5,859,875  
     

 

 

 
            Denmark - 0.3%      
    10,650,000    

Danske Bank A/S
1.68%, 09/06/2019(1)(2)

    10,688,361  
     

 

 

 
            France - 0.4%      
    4,000,000    

AXA S.A.
6.46%, 12/14/2018(2)(6)(8)

    4,025,000  
    2,555,000    

BNP Paribas S.A.
7.63%, 03/30/2021(1)(2)(8)

    2,775,496  
    4,220,000    

Credit Agricole S.A.
8.13%, 12/23/2025(1)(2)(8)

    4,657,276  
    1,975,000    

Societe Generale S.A.
7.38%, 09/13/2021(2)(6)(8)

    2,088,563  
     

 

 

 
        13,546,335  
     

 

 

 
            Ireland - 0.2%  
   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
  EUR       2,450,000    

6.75%, 05/15/2024(6)

    2,931,942  
  $       1,636,000    

7.25%, 05/15/2024(1)

    1,781,195  
    3,925,000    

Koks OAO Via Koks Finance Ltd.
7.50%, 05/04/2022(1)(3)

    3,943,448  
     

 

 

 
        8,656,585  
     

 

 

 
            Italy - 0.0%  
   

Intesa Sanpaolo S.p.A.

 
    430,000    

7.70%, 09/17/2025(1)(2)(8)

    424,087  
  EUR       550,000    

7.75%, 01/11/2027(2)(6)(8)

    641,053  
     

 

 

 
        1,065,140  
     

 

 

 
            Japan - 0.1%  
  JPY       400,000,000    

Toshiba Corp.
1.68%, 12/15/2020

    3,177,739  
     

 

 

 
            Luxembourg - 0.4%  
   

Altice Financing S.A.

 
  EUR       1,185,000    

6.50%, 01/15/2022(6)

    1,357,297  
  $       3,845,000    

7.50%, 05/15/2026(1)

    4,152,600  
  EUR       2,790,000    

ARD Finance S.A.
6.63%, 09/15/2023(1)(9)

    3,156,913  
  $       1,975,000    

Camelot Finance S.A.
7.88%, 10/15/2024(1)

    2,118,188  
  EUR       1,005,000    

Cirsa Funding Luxembourg S.A.
5.75%, 05/15/2021(1)

    1,166,726  
    1,666,000    

Codere Finance 2 Luxembourg S.A.
6.75%, 11/01/2021(1)

    1,841,995  
  $       2,040,000    

VM Holding S.A.
5.38%, 05/04/2027

    2,020,579  
     

 

 

 
        15,814,298  
     

 

 

 
            Mexico - 0.1%  
   

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

 
    1,740,000    

6.13%, 05/05/2025(1)

    1,868,255  
    200,000    

7.75%, 04/16/2026(1)

    228,000  
    3,181,000    

Petroleos Mexicanos
5.75%, 03/01/2018

    3,276,971  
     

 

 

 
        5,373,226  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  218  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 18.5% - (continued)  
            Mult - 0.0%  
  $       950,000    

Endo Finance LLC
5.88%, 10/15/2024(1)

  $ 967,813  
     

 

 

 
            Netherlands - 0.3%  
   

Constellium N.V.

 
    3,060,000    

6.63%, 03/01/2025(1)

    3,014,100  
  EUR       850,000    

7.00%, 01/15/2023(6)

    967,108  
  $       1,445,000    

7.88%, 04/01/2021(1)

    1,559,010  
    1,350,000    

8.00%, 01/15/2023(1)

    1,395,225  
    905,000    

NXP B.V. / NXP Funding LLC
3.75%, 06/01/2018(1)

    923,308  
   

Petrobras Global Finance B.V.

 
    2,265,000    

4.38%, 05/20/2023

    2,168,058  
    225,000    

5.63%, 05/20/2043

    188,156  
    1,410,000    

7.38%, 01/17/2027

    1,516,173  
     

 

 

 
        11,731,138  
     

 

 

 
            Spain - 0.1%  
   

Banco Bilbao Vizcaya Argentaria S.A.

 
  EUR       1,000,000    

7.00%, 02/19/2019(2)(6)(8)

    1,121,979  
    1,200,000    

8.88%, 04/14/2021(2)(6)(8)

    1,484,951  
    1,900,000    

Banco Santander S.A.
6.25%, 03/12/2019(2)(6)(8)

    2,092,891  
     

 

 

 
        4,699,821  
     

 

 

 
            Sweden - 0.2%  
  $       7,820,000    

Svenska Handelsbanken AB
1.59%, 09/06/2019(2)

    7,847,730  
     

 

 

 
            Switzerland - 0.1%  
    1,995,000    

Credit Suisse Group AG
6.25%, 12/18/2024(2)(6)(8)

    2,079,628  
    875,000    

UBS Group AG
6.88%, 03/22/2021(2)(6)(8)

    929,722  
     

 

 

 
        3,009,350  
     

 

 

 
            United Kingdom - 1.1%  
   

Anglo American Capital plc

 
    250,000    

3.63%, 05/14/2020(1)

    253,125  
    285,000    

9.38%, 04/08/2019(1)

    320,625  
    4,525,000    

Aviva plc
8.25%, 11/03/2017(6)(8)

    4,666,406  
  GBP       550,000    

Barclays Bank plc
14.00%, 06/15/2019(2)(6)(8)

    869,067  
  $       1,825,000    

Barclays plc
7.88%, 03/15/2022(2)(6)(8)

    1,957,312  
   

BP Capital Markets plc

 
    4,225,000    

1.38%, 11/06/2017

    4,224,299  
    6,475,000    

1.78%, 09/26/2018(2)

    6,507,692  
    1,640,000    

Ensco plc
5.75%, 10/01/2044

    1,194,576  
    2,620,000    

HSBC Bank plc
1.69%, 09/29/2017(2)(8)

    2,117,353  
    6,190,000    

Imperial Brands Finance plc
2.05%, 02/11/2018(6)

    6,199,854  
   

National Westminster Bank plc

 
    1,270,000    

1.63%, 07/11/2017(2)(8)

    1,036,638  
  EUR       725,000    

1.82%, 07/05/2017(2)(8)

    735,005  
   

Royal Bank of Scotland Group plc

 
  $       2,000,000    

7.64%, 09/30/2017(2)(8)

    1,870,000  
    925,000    

8.63%, 08/15/2021(2)(8)

    998,538  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 18.5% - (continued)  
            United Kingdom - 1.1% - (continued)  
  $       6,775,000    

Tesco plc
5.50%, 11/15/2017(1)

  $ 6,888,651  
   

Tullow Oil plc

 
    545,000    

6.00%, 11/01/2020(1)

    530,013  
    1,745,000    

6.25%, 04/15/2022(1)

    1,668,534  
  GBP       1,225,000    

Virgin Media Secured Finance plc
5.50%, 01/15/2021

    1,812,395  
     

 

 

 
        43,850,083  
     

 

 

 
            United States - 14.6%  
  $       710,000    

ACCO Brands Corp.
5.25%, 12/15/2024(1)

    731,300  
   

AK Steel Corp.

 
    4,096,000    

7.63%, 10/01/2021

    4,275,200  
    3,509,000    

8.38%, 04/01/2022

    3,631,815  
    2,815,000    

Alcatel-Lucent USA, Inc.
6.45%, 03/15/2029

    3,166,875  
   

Alere, Inc.

 
    4,650,000    

6.38%, 07/01/2023(1)

    5,062,687  
    1,970,000    

6.50%, 06/15/2020

    2,014,325  
    1,050,000    

7.25%, 07/01/2018

    1,060,500  
    6,125,000    

Ally Financial, Inc.
3.25%, 02/13/2018

    6,170,937  
   

American Builders & Contractors Supply Co., Inc.

 
    88,000    

5.63%, 04/15/2021(1)

    90,310  
    680,000    

5.75%, 12/15/2023(1)

    724,200  
    9,225,000    

American Electric Power Co., Inc.
1.65%, 12/15/2017

    9,229,133  
    4,235,000    

American Greetings Corp.
7.88%, 02/15/2025(1)

    4,520,862  
   

APX Group, Inc.

 
    1,215,000    

7.88%, 12/01/2022

    1,324,350  
    550,000    

7.88%, 12/01/2022(1)

    599,500  
    800,000    

Ashtead Capital, Inc.
6.50%, 07/15/2022(1)

    831,000  
    1,520,000    

Avon International Operations, Inc.
7.88%, 08/15/2022(1)

    1,634,000  
   

Bank of America Corp.

 
    8,500,000    

2.00%, 01/11/2018

    8,521,454  
    4,700,000    

6.88%, 04/25/2018

    4,931,522  
    4,336,000    

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

    4,823,800  
    2,045,000    

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(1)

    2,096,125  
    2,910,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

    3,040,950  
    15,675,000    

BMW US Capital LLC
1.50%, 04/11/2019(1)

    15,598,819  
    1,100,000    

Booz Allen Hamilton, Inc.
5.13%, 05/01/2025(1)

    1,119,261  
   

Boyd Gaming Corp.

 
    930,000    

6.38%, 04/01/2026

    1,002,075  
    6,820,000    

6.88%, 05/15/2023

    7,340,025  
    3,355,000    

California Resources Corp.
8.00%, 12/15/2022(1)

    2,566,575  
    2,698,660    

CB Homer Citiy Generation Station
8.73%, 10/01/2026*(4)(5)

    971,518  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  219  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 18.5% - (continued)  
            United States - 14.6% - (continued)  
  $       1,060,000    

CBS Radio, Inc.
7.25%, 11/01/2024(1)

  $ 1,152,750  
    2,340,000    

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

    2,443,498  
    4,090,000    

Celgene Corp.
2.25%, 05/15/2019

    4,112,335  
    2,713,000    

Cequel Communications Holdings I LLC / Cequel Capital Corp.
6.38%, 09/15/2020(1)

    2,796,099  
    1,200,000    

Change Healthcare Holdings, Inc.
5.75%, 03/01/2025(1)

    1,231,500  
   

Chemours Co.

 
    3,430,000    

6.63%, 05/15/2023

    3,670,100  
    2,130,000    

7.00%, 05/15/2025

    2,340,337  
   

CIT Group, Inc.

 
    1,455,000    

4.25%, 08/15/2017

    1,464,821  
    3,795,000    

5.25%, 03/15/2018

    3,915,681  
    13,650,000    

Citigroup, Inc.
1.70%, 04/27/2018

    13,645,768  
    1,850,000    

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

    1,870,812  
    2,040,000    

Cloud Crane LLC
10.13%, 08/01/2024(1)

    2,177,700  
    1,790,000    

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

    1,913,062  
    3,760,000    

CNH Industrial Capital LLC
4.38%, 11/06/2020

    3,891,600  
   

Community Health Systems, Inc.

 
    2,065,000    

6.25%, 03/31/2023

    2,101,137  
    3,735,000    

6.88%, 02/01/2022

    3,090,712  
    1,865,000    

Concho Resources, Inc.
5.50%, 04/01/2023

    1,933,772  
    3,425,000    

Conduent Finance, Inc. / Xerox Business Services LLC
10.50%, 12/15/2024(1)

    3,973,000  
   

Continental Resources, Inc.

 
    1,585,000    

3.80%, 06/01/2024

    1,489,900  
    200,000    

4.50%, 04/15/2023

    197,000  
    2,070,000    

4.90%, 06/01/2044

    1,795,725  
    480,000    

5.00%, 09/15/2022

    484,200  
   

CSC Holdings LLC

 
    1,455,000    

7.88%, 02/15/2018

    1,516,838  
    1,830,000    

10.13%, 01/15/2023(1)

    2,122,800  
    1,695,000    

10.88%, 10/15/2025(1)

    2,036,119  
    2,760,000    

CURO Financial Technologies Corp.
12.00%, 03/01/2022(1)

    2,911,800  
    2,140,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

    2,257,700  
    241,000    

Diamondback Energy, Inc.
4.75%, 11/01/2024(1)

    241,603  
    8,615,000    

DISH DBS Corp.
4.25%, 04/01/2018

    8,765,762  
    2,160,000    

Dominion Resources, Inc.
1.90%, 06/15/2018

    2,160,728  
    2,060,000    

Dynegy, Inc.
8.00%, 01/15/2025(1)

    1,890,050  
    505,000    

Eagle II Acquisition Co. LLC
6.00%, 04/01/2025(1)

    522,044  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 18.5% - (continued)  
            United States - 14.6% - (continued)  
   

Endo Finance LLC

 
  $       4,045,000    

6.00%, 07/15/2023(1)

  $ 3,544,431  
    3,675,000    

6.00%, 02/01/2025(1)

    3,103,537  
    1,560,000    

Energen Corp.
4.63%, 09/01/2021

    1,563,900  
    575,000    

Envision Healthcare Corp.
5.63%, 07/15/2022

    593,199  
    150,000    

Exelon Corp.
1.55%, 06/09/2017

    150,014  
    1,960,000    

FBM Finance, Inc.
8.25%, 08/15/2021(1)

    2,116,800  
    3,460,000    

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

    3,693,550  
   

Ferrellgas L.P. / Ferrellgas Finance Corp.

 
    1,220,000    

6.50%, 05/01/2021

    1,174,250  
    690,000    

6.75%, 01/15/2022

    664,125  
    546,000    

6.75%, 06/15/2023

    526,890  
    1,340,000    

First Data Corp.
7.00%, 12/01/2023(1)

    1,436,748  
    2,170,000    

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(1)

    2,235,100  
    4,490,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

    4,271,112  
    435,000    

Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 07/31/2019(1)

    464,363  
    375,000    

Gardner Denver, Inc.
6.88%, 08/15/2021(1)

    389,063  
    1,000,000    

General Cable Corp.
5.75%, 10/01/2022

    990,000  
   

General Motors Financial Co., Inc.

 
    8,500,000    

2.40%, 04/10/2018

    8,545,951  
    7,100,000    

2.49%, 05/09/2019(2)

    7,213,969  
    11,675,000    

4.75%, 08/15/2017

    11,772,393  
    200,000    

GenOn Americas Generation LLC
9.13%, 05/01/2031

    179,500  
    1,005,000    

GenOn Energy, Inc.
7.88%, 06/15/2017

    690,938  
   

Genworth Holdings, Inc.

 
    210,000    

4.80%, 02/15/2024

    174,300  
    1,425,000    

4.90%, 08/15/2023

    1,197,000  
    795,000    

7.20%, 02/15/2021

    753,263  
    450,000    

7.63%, 09/24/2021

    428,625  
    270,000    

7.70%, 06/15/2020

    267,219  
   

Goldman Sachs Group, Inc.

 
    6,750,000    

1.73%, 06/04/2017(2)

    6,753,334  
    1,165,000    

2.00%, 04/25/2019

    1,164,143  
    7,050,000    

5.95%, 01/18/2018

    7,262,275  
   

Gray Television, Inc.

 
    1,785,000    

5.13%, 10/15/2024(1)

    1,789,463  
    220,000    

5.88%, 07/15/2026(1)

    227,700  
    475,000    

H&E Equipment Services, Inc.
7.00%, 09/01/2022

    496,660  
    1,800,000    

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

    1,953,000  
    2,530,000    

HCA, Inc.
7.50%, 11/15/2095

    2,492,050  
   

Herc Rentals, Inc.

 
    819,000    

7.50%, 06/01/2022(1)

    890,663  
    755,000    

7.75%, 06/01/2024(1)

    823,894  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  220  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 18.5% - (continued)  
            United States - 14.6% - (continued)  
   

Hertz Corp.

 
  $       1,550,000    

5.50%, 10/15/2024(1)

  $ 1,336,875  
    1,650,000    

6.25%, 10/15/2022

    1,522,125  
    946,000    

7.38%, 01/15/2021(1)

    910,525  
   

Hexion, Inc.

 
    2,375,000    

10.38%, 02/01/2022(1)

    2,434,375  
    835,000    

13.75%, 02/01/2022(1)

    820,388  
    585,000    

Infor Software Parent LLC
(cash) 7.13%, 05/01/2021(1)(9)

    597,870  
    1,730,000    

Infor U.S., Inc.
6.50%, 05/15/2022

    1,799,200  
   

International Lease Finance Corp.

 
    1,450,000    

3.88%, 04/15/2018

    1,476,724  
    1,175,000    

8.88%, 09/01/2017

    1,203,006  
    2,055,000    

inVentiv Group Holdings Inc/inVentiv Health Inc/inVentiv Health Clinical, Inc.
7.50%, 10/01/2024(1)

    2,121,787  
    1,490,000    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(1)

    1,557,050  
    2,835,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

    2,962,575  
    10,400,000    

JPMorgan Chase Bank NA
1.60%, 09/21/2018(2)

    10,431,491  
    1,500,000    

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

    1,582,500  
   

Kinder Morgan, Inc.

 
    2,550,000    

2.00%, 12/01/2017

    2,553,547  
    5,616,000    

7.00%, 06/15/2017

    5,650,286  
    6,155,000    

Kraft Heinz Foods Co.
1.60%, 06/30/2017

    6,156,053  
    1,275,000    

LafargeHolcim Finance US LLC
4.75%, 09/22/2046(1)

    1,289,044  
   

Laredo Petroleum, Inc.

 
    1,065,000    

5.63%, 01/15/2022

    1,065,000  
    2,520,000    

6.25%, 03/15/2023

    2,545,200  
    430,000    

7.38%, 05/01/2022

    446,663  
    210,000    

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

    216,825  
    2,725,000    

Manitowoc Co., Inc.
12.75%, 08/15/2021(1)

    3,065,625  
   

Marathon Oil Corp.

 
    465,000    

5.90%, 03/15/2018

    480,627  
    11,725,000    

6.00%, 10/01/2017

    11,939,509  
   

Matador Resources Co.

 
    1,510,000    

6.88%, 04/15/2023

    1,593,050  
    340,000    

6.88%, 04/15/2023(1)

    358,700  
    3,075,000    

MDC Holdings, Inc.
5.50%, 01/15/2024

    3,197,077  
    1,025,000    

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

    1,099,313  
    615,000    

MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc.
5.63%, 05/01/2024

    663,431  
    3,750,000    

Molson Coors Brewing Co.
1.45%, 07/15/2019

    3,703,414  
   

Morgan Stanley

 
  EUR       7,225,000    

1.88%, 04/27/2027

    7,901,136  
  $       5,850,000    

6.25%, 08/28/2017

    5,941,026  
    1,975,000    

Mueller Industries, Inc.
6.00%, 03/01/2027

    1,975,000  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 18.5% - (continued)  
            United States - 14.6% - (continued)  
  $       2,900,000    

National Rural Utilities Cooperative Finance Corp.
10.38%, 11/01/2018

  $ 3,267,531  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 
    1,045,000    

6.50%, 08/01/2018

    1,055,450  
    4,145,000    

6.50%, 07/01/2021

    4,207,175  
    456,000    

7.88%, 10/01/2020

    474,240  
   

Navient Corp.

 
    1,002,000    

5.50%, 01/25/2023

    991,329  
    165,000    

5.63%, 08/01/2033

    132,000  
    1,226,000    

5.88%, 10/25/2024

    1,192,285  
    2,350,000    

6.13%, 03/25/2024

    2,326,500  
    2,840,000    

6.50%, 06/15/2022

    2,935,850  
    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

    2,183,564  
    5,190,000    

2.30%, 04/01/2019

    5,225,593  
   

Nissan Motor Acceptance Corp.

 
    15,300,000    

1.64%, 09/13/2019(1)(2)

    15,344,783  
    9,430,000    

1.95%, 04/06/2018(1)(2)

    9,477,282  
    15,775,000    

2.00%, 03/08/2019(1)

    15,762,806  
    4,375,000    

Noble Energy, Inc.
8.25%, 03/01/2019

    4,851,324  
   

Novelis Corp.

 
    615,000    

5.88%, 09/30/2026(1)

    631,913  
    1,700,000    

6.25%, 08/15/2024(1)

    1,789,250  
    1,790,000    

Omnicom Group, Inc.
4.45%, 08/15/2020

    1,910,565  
    320,000    

OneMain Financial Holdings LLC
6.75%, 12/15/2019(1)

    336,400  
    1,430,000    

Party City Holdings, Inc.
6.13%, 08/15/2023(1)

    1,472,900  
    445,000    

PDC Energy, Inc.
6.13%, 09/15/2024(1)

    456,125  
   

Peabody Energy Corp.

 
    250,000    

6.00%, 03/31/2022(1)

    255,000  
    265,000    

6.38%, 03/31/2025(1)

    268,975  
    1,535,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

    1,546,513  
   

Pinnacle Entertainment, Inc.

 
    1,950,000    

5.63%, 05/01/2024(1)

    2,013,375  
   

Platform Specialty Products Corp.

 
    3,240,000    

6.50%, 02/01/2022(1)

    3,321,000  
   

PRA Holdings, Inc.

 
    1,701,000    

9.50%, 10/01/2023(1)

    1,879,605  
   

QEP Resources, Inc.

 
    2,965,000    

5.25%, 05/01/2023

    2,898,287  
   

Radian Group, Inc.

 
    1,965,000    

7.00%, 03/15/2021

    2,190,975  
   

Revlon Consumer Products Corp.

 
    2,110,000    

6.25%, 08/01/2024

    2,057,250  
   

Reynolds American, Inc.

 
    12,040,000    

8.13%, 06/23/2019

    13,513,768  
   

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

 
    1,660,000    

5.13%, 07/15/2023(1)

    1,730,550  
    645,000    

7.00%, 07/15/2024(1)

    694,181  
   

Rice Energy, Inc.

 
    1,850,000    

6.25%, 05/01/2022

    1,934,415  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  221  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 18.5% - (continued)  
            United States - 14.6% - (continued)  
   

RP Crown Parent LLC

 
  $       835,000    

7.38%, 10/15/2024(1)

  $ 872,575  
   

RSP Permian, Inc.

 
    125,000    

6.63%, 10/01/2022

    131,719  
   

SBA Tower Trust

 
    1,915,000    

2.88%, 07/15/2021(1)

    1,913,372  
   

Scientific Games International, Inc.

 
    2,385,000    

6.63%, 05/15/2021

    2,298,544  
   

Signode Industrial Group U.S., Inc.

 
    415,000    

6.38%, 05/01/2022(1)

    427,496  
   

Sinclair Television Group, Inc.

 
    1,055,000    

5.13%, 02/15/2027(1)

    1,047,088  
   

SM Energy Co.

 
    1,950,000    

5.00%, 01/15/2024

    1,837,875  
    20,000    

5.63%, 06/01/2025

    19,100  
    265,000    

6.13%, 11/15/2022

    269,638  
    125,000    

6.50%, 11/15/2021

    127,813  
    245,000    

6.75%, 09/15/2026

    246,838  
   

Southern Co.

 
    5,235,000    

2.45%, 09/01/2018

    5,276,163  
   

Southern Power Co.

 
    10,060,000    

1.85%, 12/01/2017

        10,071,056  
   

Springleaf Finance Corp.

 
    380,000    

5.25%, 12/15/2019

    385,780  
    630,000    

7.75%, 10/01/2021

    675,281  
    1,795,000    

8.25%, 12/15/2020

    1,966,781  
   

Sprint Communications, Inc.

 
    7,475,000    

8.38%, 08/15/2017

    7,613,287  
   

Sprint Corp.

 
    2,900,000    

7.13%, 06/15/2024

    3,162,827  
   

Station Casinos LLC

 
    460,000    

7.50%, 03/01/2021

    478,975  
   

Sterigenics-Nordion Holdings LLC

 
    2,850,000    

6.50%, 05/15/2023(1)

    2,935,500  
   

Sterigenics-Nordion Topco LLC

 
    430,000    

(cash) 8.13%, 11/01/2021(1)(9)

    442,900  
   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.

 
    550,000    

5.88%, 05/15/2025(1)(3)

    550,688  
   

TEGNA, Inc.

 
    5,440,000    

6.38%, 10/15/2023

    5,780,000  
   

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.

 
    980,000    

6.75%, 06/01/2025(1)(3)

    1,006,950  
   

Tenet Healthcare Corp.

 
    1,975,000    

5.00%, 03/01/2019

    1,978,713  
    3,445,000    

6.75%, 06/15/2023

    3,289,975  
   

Texas Competitive Electric Holdings Co. LLC

 
    925,000    

11.50%, 10/01/2020*(4)(5)

     
   

Time Warner Cable LLC

 
    4,680,000    

8.25%, 04/01/2019

    5,197,308  
    4,685,000    

8.75%, 02/14/2019

    5,212,376  
   

Time Warner Cable, Inc.

 
    9,695,000    

6.75%, 07/01/2018

    10,222,660  
   

TMX Finance LLC

 
    3,115,000    

8.50%, 09/15/2018(1)

    2,928,100  
   

TreeHouse Foods, Inc.

 
    2,030,000    

6.00%, 02/15/2024(1)

    2,161,950  
   

Tribune Media Co.

 
    975,000    

5.88%, 07/15/2022

    1,024,257  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 18.5% - (continued)  
            United States - 14.6% - (continued)  
   

United States Steel Corp.

 
  $       224,000    

6.88%, 04/01/2021

  $ 226,240  
    1,020,000    

7.50%, 03/15/2022

    1,037,850  
    1,940,000    

8.38%, 07/01/2021(1)

    2,136,425  
   

USIS Merger Sub, Inc.

 
    4,030,000    

6.88%, 05/01/2025(1)

    4,100,525  
   

Ventas Realty L.P. / Ventas Capital Corp.

 
    5,025,000    

2.00%, 02/15/2018

    5,034,316  
   

Verizon Communications, Inc.

 
    3,895,000    

2.87%, 09/14/2018(2)

    3,974,520  
   

Viacom, Inc.

 
    1,035,000    

5.88%, 02/28/2057(2)

    1,068,638  
    205,000    

6.25%, 02/28/2057(2)

    210,381  
   

Vizient, Inc.

 
    475,000    

10.38%, 03/01/2024(1)

    543,875  
   

Walgreens Boots Alliance, Inc.

 
    5,475,000    

1.75%, 05/30/2018

    5,495,619  
   

WPX Energy, Inc.

 
    2,305,000    

6.00%, 01/15/2022

    2,339,575  
    900,000    

8.25%, 08/01/2023

    1,003,500  
   

Zayo Group LLC / Zayo Capital, Inc.

 
    1,600,000    

6.00%, 04/01/2023

    1,706,000  
    1,280,000    

6.38%, 05/15/2025

    1,384,000  
     

 

 

 
        583,999,068  
     

 

 

 
   

Total Corporate Bonds
(cost $725,521,951)

  $     736,904,065  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 52.2%  
            Australia - 12.0%  
   

Australia Government Bond

 
  AUD       40,545,000    

1.75%, 11/21/2020(6)

  $ 30,189,049  
    126,890,000    

2.75%, 10/21/2019(6)

    97,341,496  
    145,020,000    

3.25%, 10/21/2018(6)

    111,160,246  
    93,840,000    

4.50%, 04/15/2020(6)

    75,680,937  
    83,340,000    

5.25%, 03/15/2019(6)

    66,510,558  
    66,045,000    

5.75%, 05/15/2021(6)

    56,682,472  
    47,890,000    

5.75%, 07/15/2022(6)

    42,242,224  
     

 

 

 
        479,806,982  
     

 

 

 
            Brazil - 0.1%  
   

Banco Nacional de Desenvolvimento Economico e Social

 
  EUR       3,550,000    

4.13%, 09/15/2017(6)

    3,909,551  
     

 

 

 
            Canada - 9.6%  
   

Canadian Government Bond

 
  CAD       129,130,000    

0.75%, 03/01/2021

    94,050,495  
    80,440,000    

0.75%, 09/01/2021

    58,419,694  
    84,520,000    

1.25%, 02/01/2018

    62,210,633  
    96,005,000    

1.25%, 09/01/2018

    70,867,381  
    131,600,000    

1.75%, 09/01/2019

    98,681,924  
     

 

 

 
        384,230,127  
     

 

 

 
            Denmark - 8.2%  
   

Denmark Government Bond

 
  DKK       803,910,000    

0.25%, 11/15/2018

    119,204,610  
    228,265,000    

4.00%, 11/15/2017

    34,272,260  
    1,077,310,000    

4.00%, 11/15/2019

    175,734,887  
     

 

 

 
        329,211,757  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  222  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 52.2% - (continued)  
            New Zealand - 4.2%  
   

New Zealand Government Bond

 
  NZD       86,540,000    

2.75%, 04/15/2025(6)

  $ 58,415,326  
    138,015,000    

5.50%, 04/15/2023(6)

    109,087,088  
     

 

 

 
        167,502,414  
     

 

 

 
            Norway - 5.9%  
   

Norway Government Bond

 
  NOK       349,035,000    

1.75%, 02/17/2027(1)(6)

    41,090,680  
    490,270,000    

3.75%, 05/25/2021(1)(6)

    63,399,345  
    1,040,145,000    

4.50%, 05/22/2019(1)(6)

    130,615,851  
     

 

 

 
        235,105,876  
     

 

 

 
            Poland - 1.9%  
   

Republic of Poland Government Bond

 
  PLN       126,855,000    

2.50%, 07/25/2026

    30,595,365  
    186,525,000    

2.50%, 07/25/2027

    44,236,698  
     

 

 

 
        74,832,063  
     

 

 

 
            Portugal - 0.1%  
   

Portugal Obrigacoes do Tesouro OT

 
  EUR       3,270,000    

4.13%, 04/14/2027(1)(6)

    3,728,616  
     

 

 

 
            South Korea - 5.5%  
   

Korea Treasury Bond

 
  KRW       153,740,520,000    

2.00%, 03/10/2020

    136,211,750  
    90,364,860,000    

3.13%, 03/10/2019

    81,618,234  
     

 

 

 
        217,829,984  
     

 

 

 
            Sweden - 4.7%  
   

Sweden Government Bond

 
  SEK       1,651,155,000    

3.75%, 08/12/2017

    188,723,402  
     

 

 

 
   

Total Foreign Government Obligations
(cost $2,114,742,173)

  $     2,084,880,772  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 1.6%(10)  
            Canada - 0.1%  
   

B.C. Unlimited Liability Co.

 
  $       1,913,379    

3.31%, 02/16/2024

  $ 1,913,858  
     

 

 

 
            Luxembourg - 0.1%  
   

Misys Europe S.A.

 
    5,625,000    

0.00%, 04/27/2024(11)

    5,663,700  
     

 

 

 
            United States - 1.4%  
   

American Builders & Contractors Supply Co., Inc.

 
    936,338    

3.74%, 10/31/2023

    941,796  
   

Asurion LLC

 
    2,056,722    

4.24%, 07/08/2020

    2,070,008  
    837,932    

4.75%, 11/03/2023

    844,216  
    1,240,000    

8.50%, 03/03/2021

    1,258,079  
   

Berlin Packaging LLC

 
    1,223,763    

4.50%, 10/01/2021

    1,229,441  
   

Camelot UK Holdco Ltd.

 
    4,785,950    

4.50%, 10/03/2023

    4,807,487  
   

CityCenter Holdings LLC

 
    550,000    

3.49%, 04/18/2024

    550,688  
   

Community Health Systems, Inc.

 
    189,224    

3.80%, 12/31/2019

    188,442  
    348,169    

4.05%, 01/27/2021

    345,847  
   

First Data Corp.

 
    2,355,957    

3.49%, 04/26/2024

    2,354,968  
    2,504,980    

3.99%, 07/10/2022

    2,518,131  
   

Foresight Energy LLC

 
    2,705,000    

0.00%, 03/28/2022(11)

    2,611,164  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 1.6%(10) - (continued)  
            United States - 1.4% - (continued)  
   

Gardner Denver, Inc.

 
  EUR       1,297,925    

4.75%, 07/30/2020

  $ 1,418,933  
   

Harbor Freight Tools USA, Inc.

 
  $       3,319,913    

4.24%, 08/19/2023

    3,309,554  
   

Hostess Brands LLC

 
    3,503,654    

4.00%, 08/03/2022

    3,532,139  
   

Hyland Software, Inc.

 
    817,560    

4.24%, 07/01/2022

    822,465  
   

Lands’ End, Inc.

 
    2,789,708    

4.25%, 04/04/2021

    2,296,851  
   

Level 3 Financing, Inc.

 
    4,075,000    

3.24%, 02/22/2024

    4,086,655  
   

LTS Buyer LLC

 
    2,875,616    

4.40%, 04/13/2020

    2,883,323  
   

Magic Newco LLC

 
    501,638    

5.00%, 12/12/2018

    502,085  
   

Quikrete Holdings, Inc.

 
    5,266,800    

4.24%, 11/15/2023

    5,274,489  
   

Rexnord LLC

 
    2,267,954    

3.89%, 08/21/2023

    2,274,849  
   

ServiceMaster Co.

 
    2,869,171    

3.49%, 11/08/2023

    2,899,670  
   

Sterigenics-Nordion Holdings LLC

 
    3,415,000    

4.15%, 05/15/2022

    3,406,463  
   

Tribune Media Co.

 
    83,823    

3.99%, 12/27/2020

    84,312  
    1,047,373    

3.99%, 01/27/2024

    1,053,269  
   

USI, Inc.

 
    1,835,000    

0.00%, 03/30/2024(11)

    1,826,981  
     

 

 

 
        55,392,305  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $63,530,106)

  $     62,969,863  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 0.7%  
            United States - 0.7%  
            FHLMC - 0.1%  
    3,690,853    

1.78%, 09/25/2041(2)(7)

  $ 338,003  
    6,087,872    

2.28%, 01/25/2042(2)(7)

    750,625  
    11,435,000    

2.09%, 02/25/2041(2)(7)

    823,284  
     

 

 

 
        1,911,912  
     

 

 

 
            SLM Student Loan Trust - 0.6%  
   

SLM Student Loan Trust

 
    1,996,041    

1.69%, 01/25/2029(2)

    1,980,981  
   

Nelnet Student Loan Trust

 
    2,588,513    

1.50%, 03/25/2026(1)(2)

    2,526,921  
    2,309,177    

1.25%, 01/26/2026(2)

    2,298,802  
    358,917    

1.91%, 01/25/2019(2)

    359,223  
    1,572,186    

2.70%, 11/25/2024(2)

    1,606,708  
    3,667,904    

2.86%, 07/25/2023(2)

    3,751,166  
    3,989,743    

2.66%, 04/25/2023(2)

    4,066,099  
    475,000    

1.64%, 05/26/2026(2)

    462,532  
    2,593,201    

2.64%, 04/25/2024(2)

    2,609,409  
    1,385,771    

1.91%, 04/25/2023(2)

    1,376,153  
    1,250,000    

1.30%, 10/25/2028(2)

    1,233,896  
    2,914,719    

1.81%, 01/25/2022(2)

    2,885,317  
     

 

 

 
        25,157,207  
     

 

 

 
        27,069,119  
     

 

 

 
   

Total U.S. Government Agencies
(cost $26,732,214)

  $     27,069,119  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  223  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT SECURITIES - 10.7%  
            United States - 10.7%  
            U.S. Treasury Bonds - 0.2%  
  $       9,265,000    

3.00%, 02/15/2047

  $ 9,352,220  
     

 

 

 
            U.S. Treasury Notes - 10.5%  
    74,580,000    

0.63%, 04/30/2018(12)

    74,195,465  
    80,285,000    

0.75%, 01/31/2018(12)

    80,090,550  
    39,970,000    

1.00%, 09/30/2019(12)

    39,649,920  
    45,680,000    

1.25%, 01/31/2019(12)

    45,685,345  
    82,860,000    

1.38%, 04/30/2020(12)(13)

    82,633,461  
    34,735,000    

1.38%, 01/31/2021(12)

    34,394,423  
    39,960,000    

1.38%, 04/30/2021

    39,477,683  
    22,095,000    

1.50%, 08/15/2026

    20,662,272  
     

 

 

 
        416,789,119  
     

 

 

 
        426,141,339  
     

 

 

 
   

Total U.S. Government Securities
(cost $426,945,023)

  $     426,141,339  
     

 

 

 
     
CONVERTIBLE BONDS - 0.5%  
            Commercial Services - 0.0%  
   

Cardtronics, Inc.

 
    1,600,000    

1.00%, 12/01/2020

  $ 1,643,000  
     

 

 

 
            Diversified Financial Services - 0.0%  
   

Blackhawk Network Holdings, Inc.

 
    970,000    

1.50%, 01/15/2022(1)

    1,051,238  
     

 

 

 
            Internet - 0.1%  
   

Zillow Group, Inc.

 
    136,000    

2.00%, 12/01/2021(1)

    142,290  
   

Priceline Group, Inc.

 
    1,750,000    

0.90%, 09/15/2021

    1,991,719  
     

 

 

 
        2,134,009  
     

 

 

 
            IT Services - 0.0%  
   

Lumentum Holdings, Inc.

 
    217,000    

0.25%, 03/15/2024(1)

    216,186  
     

 

 

 
            Media - 0.1%  
   

DISH Network Corp.

 
    1,545,000    

3.38%, 08/15/2026(1)

    1,890,694  
   

Liberty Media Corp-Liberty Formula One

 
    377,000    

1.00%, 01/30/2023(1)

    423,418  
   

DISH Network Corp.

 
    2,144,000    

2.38%, 03/15/2024(1)

    2,231,100  
     

 

 

 
        4,545,212  
     

 

 

 
            Oil & Gas - 0.0%  
   

PDC Energy, Inc.

 
    1,131,000    

1.13%, 09/15/2021

    1,092,122  
   

Cobalt International Energy, Inc.

 
    1,155,000    

2.63%, 12/01/2019

    438,900  
     

 

 

 
        1,531,022  
     

 

 

 
            Oil & Gas Services - 0.1%  
   

Weatherford International Ltd.

 
    1,388,000    

5.88%, 07/01/2021

    1,649,985  
     

 

 

 
            Semiconductors - 0.1%  
   

Microchip Technology, Inc.

 
    1,827,000    

1.63%, 02/15/2025

    2,670,845  
    1,645,000    

1.63%, 02/15/2027(1)

    1,684,069  
    450,000    

2.25%, 02/15/2037(1)

    464,625  
     

 

 

 
        4,819,539  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CONVERTIBLE BONDS - 0.5% - (continued)  
            Software - 0.1%  
   

Workday, Inc.

 
  $       1,087,000    

1.50%, 07/15/2020

  $ 1,357,391  
   

Verint Systems, Inc.

 
    1,477,000    

1.50%, 06/01/2021

    1,422,536  
     

 

 

 
        2,779,927  
     

 

 

 
   

Total Convertible Bonds
(cost $20,697,474)

  $ 20,370,118  
     

 

 

 
     
CONVERTIBLE PREFERRED STOCKS - 0.0%  
            United States - 0.0%  
    9,500    

Mandatory Exchangeable Trust 5.75%(1)

  $ 1,307,343  
     

 

 

 
   

Total Convertible Preferred Stocks
(cost $1,187,510)

  $ 1,307,343  
     

 

 

 
   

Total Long-Term Investments
(cost $3,851,122,707)

  $     3,829,604,794  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 4.1%  
            Other Investment Pools & Funds - 4.1%  
    164,481,238    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

  $ 164,481,238  
     

 

 

 
   

Total Short-Term Investments
(cost $164,481,238)

  $ 164,481,238  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $4,015,603,945)

    100.1    $ 3,994,086,032  
   

Total Purchased Options
(cost $2,616,243)

    0.0    $ 1,338,827  
     

 

 

    

 

 

 
   

Total Investments
(cost $4,018,220,188)^

    100.1    $ 3,995,424,859  
   

Other Assets and Liabilities

    (0.1 )%       (3,291,299
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 3,992,133,560  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  224  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

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

 

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

 

     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

   $ 37,817,206  

Unrealized Depreciation

     (60,612,535
  

 

 

 

Net Unrealized Depreciation

   $     (22,795,329
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $729,763,223, which represented 18.3% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 $12,784,670 at April 30, 2017.

 

(4)  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 April 30, 2017, the aggregate fair value of these securities was $3,971,518, which represented 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.

 

(5)  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  
  04/2017      $ 2,698,660     

CB Homer Citiy Generation Station

   $ 2,698,660  
  04/2017        3,000,000     

Sound Point CLO Ltd.

     3,000,000  
  10/2016        925,000     

Texas Competitive Electric Holdings Co. LLC

      
        

 

 

 
         $     5,698,660  
        

 

 

 

 

     At April 30, 2017, the aggregate value of these securities was $3,971,518, which represented 0.1% of total net assets.

 

(6)  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 April 30, 2017, the aggregate value of these securities was $924,163,342, which represented 23.1% of total net assets.

 

(7)  Securities disclosed are interest-only strips.

 

(8)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(9)  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(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 April 30, 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 been pledged as collateral in connection with centrally cleared swap contracts.

 

(13)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

The accompanying notes are an integral part of these financial statements.

 

 

  225  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

OTC Option Contracts Outstanding at April 30, 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

               

AUD Call/NZD Put

    BOA       1.10 NZD per AUD       02/15/18       AUD       5,735,000     $ 95,962     $ 98,111     $ (2,149

AUD Call/NZD Put

    JPM       1.09 NZD per AUD       08/15/17       AUD       8,205,000       100,440       97,345       3,095  

USD Call/CNH Put

    SCB       7.50 CNH per USD       06/09/17       USD       326,000       298       54,116       (53,818

USD Call/CNH Put

    JPM       8.00 CNH per USD       12/07/17       USD       575,000       6,943       64,975       (58,032

USD Call/CNH Put

    JPM       8.00 CNH per USD       12/07/17       USD       575,000       6,943       64,688       (57,745

USD Call/CNH Put

    SCB       8.00 CNH per USD       12/11/17       USD       774,000       9,656       103,716       (94,060

USD Call/JPY Put

    GSC       115.00 JPY per USD       03/11/21       USD       4,151,000       127,332       198,376       (71,044

USD Call/JPY Put

    GSC       115.00 JPY per USD       03/12/21       USD       4,151,000       127,353       198,003       (70,650

USD Call/JPY Put

    BOA       115.00 JPY per USD       03/12/21       USD       5,530,000       169,660       243,320       (73,660

USD Call/JPY Put

    GSC       115.00 JPY per USD       03/12/21       USD       5,531,000       169,691       216,981       (47,290

USD Call/KRW Put

    JPM       1,250.00 KRW per USD       09/11/17       USD       4,910,000       32,784       101,048       (68,264

USD Call/SGD Put

    JPM       1.52 SGD per USD       06/09/17       USD       379,000       187       51,544       (51,357

USD Call/SGD Put

    JPM       1.50 SGD per USD       12/11/17       USD       3,788,000       8,947       52,653       (43,706
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

            44,630,000     $ 856,196     $ 1,544,876     $ (688,680
         

 

 

   

 

 

   

 

 

   

 

 

 

Puts

               

EUR Put/GBP Call

    JPM       0.80 GBP per EUR       06/08/17       EUR       68,696,000     $ 43,102     $ 169,241     $ (126,139

EUR Put/USD Call

    JPM       0.90 USD per EUR       01/08/18       EUR       68,696,000       52,905       143,873       (90,968

GBP Put/USD Call

    GSC       1.15 USD per GBP       12/05/17       GBP       327,000       16,699       58,012       (41,313

GBP Put/USD Call

    GSC       1.15 USD per GBP       12/05/17       GBP       328,000       16,750       59,062       (42,312
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

            138,047,000     $ 129,456     $ 430,188     $ (300,732
         

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

                182,677,000     $     985,652     $     1,975,064     $     (989,412
         

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

               

Calls

 

USD Call/JPY Put

    GSC       140.00 JPY per USD       03/11/21       USD       (4,151,000   $ (37,670   $ (82,771   $ 45,101  

USD Call/JPY Put

    GSC       140.00 JPY per USD       03/12/21       USD       (5,531,000   $ (50,233     (90,598     40,365  

USD Call/JPY Put

    BOA       140.00 JPY per USD       03/12/21       USD       (5,530,000     (50,224     (106,287     56,063  

USD Call/JPY Put

    GSC       140.00 JPY per USD       03/12/21       USD       (4,151,000     (37,699     (83,850     46,151  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

    (19,363,000   $ (175,826   $ (363,506   $ 187,680  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

    (19,363,000   $     (175,826   $     (363,506   $     187,680  
         

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 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

     JPM        0.63     09/15/17        USD        102,770,000      $ 89,997      $ 120,755      $ (30,758

Interest Rate Swaption USD

     GSC        0.66     10/02/17        USD        102,980,000        83,350        118,427        (35,077
             

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

                205,750,000      $ 173,347      $ 239,182      $ (65,835
             

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                      

Interest Rate Swaption EUR

     GSC        90.00     05/17/17        EUR        123,400,000      $ 10,225      $ 154,192      $ (143,967

Interest Rate Swaption USD

     JPM        0.93     11/21/18        JPY        1,100,450,000        169,603        247,805        (78,202
             

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

     1,223,850,000      $ 179,828      $ 401,997      $ (222,169
             

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

 

     1,429,600,000      $     353,175      $     641,179      $     (288,004
             

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  226  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

Australian 10-Year Bond Future

     872        06/15/2017      $ 84,593,104      $ 84,700,598      $ 107,494  

Australian 3-Year Bond Future

     427        06/15/2017        35,725,353        35,848,646        123,293  

Euro-BOBL Future

     92        06/08/2017        13,211,419        13,214,425        3,006  
              

 

 

 

Total

 

   $ 233,793  
              

 

 

 

Short position contracts:

 

30 Day Federal Fund Future

     1,751        01/31/2018      $     720,387,367      $     720,411,732      $ (24,365

Canadian Government 10-Year Bond Future

     783        06/21/2017        79,383,205        80,052,364        (669,159

Euro BUXL 30-Year Bond Future

     143        06/08/2017        26,298,586        26,350,029        (51,443

Euro-Bund Future

     169        06/08/2017        29,651,137        29,782,347        (131,210

Euro-OAT Future

     174        06/08/2017        28,286,262        28,400,396        (114,134

Euro-Schatz Future

     1,280        06/08/2017        156,482,135        156,496,638        (14,503

Eurodollar 3-Month Future

     2,148        03/18/2019        585,111,605        585,275,664        (164,059

Long Gilt Future

     98        06/28/2017        16,276,745        16,281,250        (4,505

U.S. 10-Year Ultra Future

     247        06/21/2017        32,836,547        33,456,922        (620,375

U.S. Treasury 10-Year Note Future

     165        06/21/2017        20,690,168        20,743,594        (53,426

U.S. Treasury 2-Year Note Future

     10        06/30/2017        2,165,451        2,166,094        (643

U.S. Treasury 5-Year Note Future

     678        06/30/2017        80,211,821        80,279,437        (67,616

U.S. Treasury Long Bond Future

     48        06/21/2017        7,203,288        7,342,500        (139,212

U.S. Treasury Ultra Bond Future

     358        06/21/2017        57,325,362        58,331,625        (1,006,263
              

 

 

 

Total

 

   $ (3,060,913
              

 

 

 

Total futures contracts

 

   $     (2,827,120
              

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 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     $ 63,442     $     $ 55,423     $ (8,019

CMBX.NA.AS.7

    CSI       USD       9,350,000       (1.00%)       01/17/47       169,670             (19,437     (189,107

CMBX.NA.BBB.7

    CSI       USD       5,165,000       (3.00%)       01/17/47       499,212             415,241       (83,971

CMBX.NA.BBB.7

    MSC       USD       1,105,000       (3.00%)       01/17/47       106,811             88,837       (17,974

ITRAXX.SUB.FIN.27

    BOA       EUR       7,887,500       (1.00%)       06/20/22       407,723             267,338       (140,385

ITRAXX.SUB.FIN.27

    JPM       EUR       7,887,500       (1.00%)       06/20/22       429,790             267,406       (162,384
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 1,676,648     $     $ 1,074,808     $ (601,840
           

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.BB.6

    GSC       USD       4,125,000       5.00%       05/11/63     $     $ (832,192   $ (775,229   $ 56,963  

CMBX.NA.BB.6

    MSC       USD       495,000       5.00%       05/11/63             (113,353     (93,165     20,188  

CMBX.NA.BB.6

    MSC       USD       3,210,000       5.00%       05/11/63             (589,862     (603,269     (13,407

CMBX.NA.BB.6

    JPM       USD       3,220,000       5.00%       05/11/63             (552,328     (605,149     (52,821

CMBX.NA.BB.8

    MSC       USD       3,710,000       5.00%       10/17/57             (1,067,622     (954,919     112,703  

CMBX.NA.BB.8

    CSI       USD       3,810,000       5.00%       10/17/57             (1,027,377     (980,658     46,719  

CMBX.NA.BBB.6

    CSI       USD       3,220,000       3.00%       05/11/63             (460,300     (358,543     101,757  

CMBX.NA.BBB.6

    CSI       USD       3,175,000       3.00%       05/11/63             (441,820     (353,532     88,288  

ITRAXX.SEN.FIN.27

    JPM       EUR       10,187,500       1.00%       06/20/22       39,349             156,096       116,747  

ITRAXX.SEN.FIN.27

    BOA       EUR       10,187,500       1.00%       06/20/22       56,779             156,184       99,405  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

  $ 96,128     $ (5,084,854   $ (4,412,184   $ 576,542  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

 

  $ 1,772,776     $ (5,084,854   $ (3,337,376   $ (25,298
           

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  227  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017 - (continued)  

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:

 

Buy protection:

 

Accor S.A.

  BNP     EUR       2,265,000     (1.00%)/0.75%     12/20/21     $     $ (18,701   $ (31,704   $ (13,003

Alcoa, Inc.

  GSC     USD       3,760,000     (1.00%)/1.42%     12/20/21       238,881             64,476       (174,405

Aviva plc

  GSC     EUR       7,350,000     (1.00%)/0.68%     06/20/22             (47,783     (141,915     (94,132

Best Buy Co., Inc.

  GSC     USD       3,585,000     (5.00%)/1.41%     06/20/22             (544,547     (640,851     (96,304

BHP Billiton plc

  BCLY     USD       2,050,000     (1.00%)/0.71%     12/20/21       17,826             (28,825     (46,651

Boparan Finance plc

  CBK     EUR       4,380,000     (5.00%)/3.92%     12/20/21       14,227             (245,550     (259,777

CalAtlantic Group, Inc.

  BCLY     USD       4,740,000     (5.00%)/1.43%     12/20/21             (548,220     (768,820     (220,600

CenturyLink, Inc.

  GSC     USD       1,980,000     (1.00%)/2.22%     12/20/21       198,493             102,217       (96,276

Citigroup, Inc.

  GSC     USD       13,805,000     (1.00%)/0.52%     12/20/21             (164,453     (309,220     (144,767

Cox Communications, Inc.

  BNP     USD       4,290,000     (1.00%)/0.83%     12/20/21       14,955             (37,201     (52,156

Dell Inc.

  JPM     USD       7,130,000     (1.00%)/2.17%     12/20/21       709,755             352,827       (356,928

Freeport-McMoRan, Inc.

  GSC     USD       815,000     (1.00%)/3.32%     06/20/22       96,362             86,522       (9,840

Freeport-McMoRan, Inc.

  GSC     USD       1,635,000     (1.00%)/3.32%     06/20/22       204,966             173,574       (31,392

Gap, Inc.

  GSC     USD       2,120,000     (1.00%)/2.20%     12/20/21       223,637             107,448       (116,189

Gap, Inc.

  MSC     USD       1,825,000     (1.00%)/2.55%     06/20/22       166,367             130,867       (35,500

Glencore International AG

  CSI     EUR       4,300,000     (5.00%)/1.51%     12/20/21             (604,685     (767,346     (162,661

Ineos Group Holdings S.A.

  GSC     EUR       3,410,000     (5.00%)/2.55%     06/20/22             (392,564     (463,860     (71,296

Istar, Inc.

  GSC     USD       2,900,000     (5.00%)/2.85%     12/20/21             (32,626     (278,995     (246,369

Jaguar Land Rover Automotive PLC

  CBK     EUR       2,810,000     (5.00%)/1.92%     12/20/21             (407,960     (439,750     (31,790

Jaguar Land Rover Automotive PLC

  BCLY     EUR       2,810,000     (5.00%)/1.92%     12/20/21             (407,264     (439,750     (32,486

Jaguar Land Rover Automotive PLC

  CBK     EUR       6,330,000     (5.00%)/1.92%     12/20/21             (943,747     (990,610     (46,863

Kohl’s Corp.

  CBK     USD       2,030,000     (1.00%)/1.91%     12/20/21       94,898             78,099       (16,799

Kohl’s Corp.

  MSC     USD       1,850,000     (1.00%)/2.25%     06/20/22       107,938             107,030       (908

Macy’s, Inc.

  CBK     USD       5,200,000     (1.00%)/1.92%     12/20/21       259,571             201,261       (58,310

MDC Holdings, Inc.

  JPM     USD       3,075,000     (1.00%)/0.56%     03/20/20       62,879             (42,136     (105,015

Next plc

  GSC     EUR       10,375,000     (1.00%)/1.11%     12/20/21       108,522             42,167       (66,355

Nordstrom, Inc.

  CSI     USD       2,030,000     (1.00%)/1.23%     12/20/21       49,439             18,468       (30,971

Nordstrom, Inc.

  GSC     USD       1,750,000     (1.00%)/1.44%     06/20/22       48,536             35,179       (13,357

Peugeot S.A.

  CBK     EUR       3,280,000     (5.00%)/1.98%     12/20/21             (492,812   $ (510,730     (17,918

Societe Generale S.A.

  BCLY     EUR       2,915,000     (1.00%)/0.48%     12/20/20             (36,511     (64,122     (27,611

Societe Generale S.A.

  BCLY     EUR       6,535,000     (1.00%)/0.48%     12/20/20             (76,841     (143,752     (66,911

Target Corp.

  CSI     USD       1,860,000     (1.00%)/0.52%     12/20/21             (43,309     (41,941     1,368  

Tenet Healthcare Corp.

  MSC     USD       3,275,000     (5.00%)/1.27%     12/20/17             (63,595     (97,813     (34,218

Vale S.A.

  BNP     USD       2,290,000     (1.00%)/2.03%     12/20/21       290,366             98,939       (191,427

Vodafone Group plc

  CSI     EUR       2,350,000     (1.00%)/0.77%     06/20/22             (17,630     (33,482     (15,852

Vodafone Group plc

  CSI     EUR       3,885,000     (1.00%)/0.77%     06/20/22             (29,188     (55,351     (26,163

Vodafone Group plc

  BNP     EUR       4,115,000     (1.00%)/0.77%     06/20/22             (30,916     (58,628     (27,712

Windstream Corp.

  BCLY     USD       3,760,000     (5.00%)/5.52%     12/20/21       112,626             55,632       (56,994
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

  $ 3,020,244     $ (4,903,352   $ (4,977,646   $ (3,094,538
           

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

CalAtlantic Group, Inc.

  JPM     USD       4,230,000     5.00%/1.66%     06/20/22     $ 653,636     $     $ 700,248     $ 46,612  

Koninklijke KPN N.V.

  CSI     EUR       2,375,000     1.00%/0.81%     06/20/22       15,259             28,411       13,152  

Koninklijke KPN N.V.

  BCLY     EUR       4,115,000     1.00%/0.81%     06/20/22       26,477             49,227       22,750  

Koninklijke KPN N.V.

  CSI     EUR       3,885,000     1.00%/0.81%     06/20/22       24,997             46,475       21,478  

Liberty Interactive LLC

  GSC     USD       1,425,000     5.00%/1.00%     03/20/20       95,574             169,026       73,452  

Liberty Interactive LLC

  BCLY     USD       850,000     5.00%/1.00%     03/20/20       49,111             100,823       51,712  

Nokia Oyj

  BNP     EUR       2,510,000     5.00%/1.21%     12/20/21       457,235             489,222       31,987  

Nokia Oyj

  BOA     EUR       2,285,000     5.00%/1.21%     12/20/21       413,745             445,368       31,623  

U.S. Steel Corp.

  GSC     USD       2,100,000     5.00%/5.59%     06/20/22             (94,786     (43,070     51,716  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

  $ 1,736,034     $ (94,786   $ 1,985,730     $ 344,482  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

 

  $ 4,756,278     $ (4,998,138   $ (2,991,916   $ (2,750,056
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

  $     6,529,054     $     (10,082,992   $     (6,329,292   $     (2,775,354
           

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  228  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 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 April 30, 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 April 30, 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.28

   USD      83,000,000      (5.00%)      06/20/22      $ (5,541,129   $ (6,573,542   $ (1,032,413

ITRAXX.EUR.27

   EUR      17,050,000      (1.00%)      06/20/22        205,708       332,539       126,831  

ITRAXX.XOV.27

   EUR      27,118,000      (5.00%)      06/20/22        (2,705,157     (3,300,904     (595,747
              

 

 

   

 

 

   

 

 

 

Total

 

   $ (8,040,578   $ (9,541,907   $ (1,501,329
              

 

 

   

 

 

   

 

 

 

Total

 

   $     (8,040,578   $     (9,541,907   $     (1,501,329
              

 

 

   

 

 

   

 

 

 

 

(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 April 30, 2017  

Counterparty

   Payments made
by Fund
   Payments received
by Fund
   Notional
Amount
     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

CBK

   3M NZD Bank Bill    2.52% Fixed      NZD        96,565,000        03/21/19      $ 2,480      $     $ 26,605     $ 24,125  

CBK

   3M SEK STIBOR    0.38% Fixed      SEK        149,845,000        03/20/22                     (129,435     (129,435

CBK

   6M NOK NIBOR    1.19% Fixed      NOK        445,750,000        12/20/18                     (7,889     (7,889

DEUT

   3M NZD Bank Bill    2.52% Fixed      NZD        96,565,000        03/21/19                     26,605       26,605  

DEUT

   3M NZD Bank Bill    2.31% Fixed              NZD        26,605,000        03/20/22                     (472,405     (472,405

GSC

   3M HKD HIBOR    2.24% Fixed      HKD        33,115,000        06/16/26        11,135              40,485       29,350  

GSC

   3M HKD HIBOR    2.35% Fixed      HKD        46,335,000        06/16/26                     26,639       26,639  

GSC

   3M HKD HIBOR    2.36% Fixed      HKD        46,340,000        06/16/26                     25,338       25,338  

GSC

   3M HKD HIBOR    2.24% Fixed      HKD        33,115,000        06/16/26        24,049              40,484       16,435  

JPM

           HKD        26,400,000        06/16/26        8,345              32,274       23,929  

JPM

   3M HKD HIBOR    2.37% Fixed      HKD        46,335,000        06/16/26                     20,769       20,769  

JPM

   3M NZD Bank Bill    3.01% Fixed      NZD        91,405,000        12/19/20               (16,525     (35,837     (19,312

JPM

   6M NOK NIBOR    1.19% Fixed      NOK        471,657,000        12/20/18        3,074              (8,348     (11,422

MSC

   3M HKD HIBOR    2.36% Fixed      HKD        46,340,000        06/16/26                     24,033       24,033  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

   $     49,083      $     (16,525   $     (390,682   $     (423,240
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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

   1.83% Fixed      CAD        24,589,000        09/18/22      $      $     $ (110,460   $ (110,460

3M CAD CDOR

   1.68% Fixed      CAD        15,582,000        09/20/22                     (139,533     (139,533

3M CAD CDOR

   1.87% Fixed      CAD        8,825,000        09/20/27                     13,340       13,340  

3M NZD Bank Bill

   2.52% Fixed      NZD        231,385,000        03/21/19               (78,944     63,750       142,694  

3M NZD Bank Bill

   3.01% Fixed      NZD        252,141,000        12/19/20                   (484,619     (99,215     385,404  

3M NZD Bank Bill

   3.28% Fixed      NZD        33,474,000        09/20/22                     281,286       281,286  

3M NZD Bank Bill

   4.02% Fixed      NZD        21,025,000        03/16/27                     (42,716     (42,716

3M NZD Bank Bill

   3.74% Fixed      NZD        8,384,000        09/20/27                     135,438       135,438  

 

The accompanying notes are an integral part of these financial statements.

 

 

  229  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2017 - (continued)  

Payments made by Fund

   Payments received
by Fund
   Notional
Amount
     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

3M SEK STIBOR

   2.13% Fixed      SEK        99,808,000        09/21/27      $ 5,887      $     $ 68,026     $ 62,139  

3M SEK STIBOR

   0.61% Fixed      SEK        195,634,000        09/20/22                     207,305       207,305  

3M SEK STIBOR

   1.38% Fixed      SEK        46,296,000        09/20/27                     98,342       98,342  

3M USD LIBOR

   2.42% Fixed      USD        19,099,000        09/18/22                     (95,386     (95,386

3M USD LIBOR

   2.34% Fixed      USD        22,985,000        09/20/22               (8,420     346,976       355,396  

3M USD LIBOR

   1.88% Fixed      USD        36,868,503        06/16/26            19,407                  (1,073,698         (1,093,105

3M USD LIBOR

   2.64% Fixed      USD        13,600,000        03/16/27                     (26,109     (26,109

3M USD LIBOR

   2.32% Fixed      USD        6,775,000        09/20/27                     (8,981     (8,981

3M ZAR JIBAR

   8.29% Fixed      ZAR        647,209,000        09/20/27               (268,475     (775,858     (507,383

6M AUD BBR

   3.04% Fixed      AUD        22,875,000        09/18/22                     31,267       31,267  

6M AUD BBR

   2.86% Fixed      AUD        15,789,000        09/20/22                     185,408       185,408  

6M EUR EURIBOR

   0.62% Fixed      EUR        16,558,000        09/18/22                     61,998       61,998  

6M EUR EURIBOR

   0.31% Fixed      EUR        10,579,000        09/20/22                     (21,833     (21,833

6M EUR EURIBOR

   0.92% Fixed      EUR        4,794,000        09/20/27                     26,852       26,852  

6M GBP LIBOR

   1.28% Fixed      GBP        14,450,000        03/20/22                     (194,437     (194,437

6M GBP LIBOR

   0.96% Fixed      GBP        9,410,000        09/20/22                     (64,740     (64,740

6M GBP LIBOR

   1.34% Fixed      GBP        4,277,000        09/20/27                     (76,495     (76,495

6M GBP LIBOR

   1.64% Fixed      GBP        10,054,000        09/21/27                     (55,253     (55,253

0.15% Fixed

   6M JPY LIBOR      JPY        1,823,130,000        03/20/22                   $ 116,975       116,975  

6M JPY LIBOR

   0.31% Fixed      JPY        568,756,000        09/20/27                     (39,019     (39,019

6M JPY LIBOR

   0.50% Fixed      JPY        3,335,900,000        06/21/37        760,276              702,551       (57,725

6M NOK NIBOR

   1.77% Fixed      NOK        98,993,000        09/20/22                     (94,422     (94,422

6M NOK NIBOR

   2.14% Fixed      NOK        46,038,000        09/20/27                     (83,841     (83,841

6M NOK NIBOR

   2.40% Fixed      NOK        130,600,000        09/21/27                     (4,010     (4,010

6M PLN WIBOR

   2.67% Fixed      PLN        386,038,000        09/20/22        13,979              (861,298     (875,277
              

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

   $     799,549      $     (840,458   $     (1,527,790   $     (1,486,881
              

 

 

    

 

 

   

 

 

   

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 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)
 

Iboxxmja iBoxx USD liquide

  JPM     EUR       7,090,000     (3M EUROBOR + 3.15%)     06/20/17     $     —     $     (1,135   $     (133,570   $     (132,435
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

AUD

   Buy      05/08/17      GSC    $ 21,087,091      $ 21,245,467      $ 158,376  

AUD

   Buy      05/08/17      NAB      2,118,513        2,118,782        269  

AUD

   Buy      05/08/17      DEUT      1,221,423        1,220,359        (1,064

AUD

   Buy      05/08/17      BNP      1,077,643        1,074,365        (3,278

AUD

   Buy      05/08/17      SSG      2,947,425        2,942,336        (5,089

AUD

   Buy      05/08/17      CIBC      2,044,306        2,036,427        (7,879

AUD

   Buy      05/08/17      JPM      1,125,077        1,115,543        (9,534

AUD

   Buy      05/08/17      BCLY      1,348,368        1,321,431        (26,937

AUD

   Buy      05/08/17      JPM      4,054,884        4,015,204        (39,680

AUD

   Buy      05/08/17      JPM      5,147,468        5,099,301        (48,167

AUD

   Buy      05/08/17      CBK      5,576,440        5,523,806        (52,634

AUD

   Buy      05/08/17      JPM      6,113,351        6,053,127        (60,224

AUD

   Buy      05/08/17      JPM      8,050,069        7,971,261        (78,808

AUD

   Buy      05/08/17      GSC      10,713,575        10,623,108        (90,467

AUD

   Buy      05/08/17      JPM      10,161,833        10,061,593        (100,240

AUD

   Sell      05/08/17      NAB          161,205,970            157,850,737            3,355,233  

 

The accompanying notes are an integral part of these financial statements.

 

 

  230  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

AUD

   Sell      05/08/17      BNP    $ 147,435,147      $ 144,321,230      $ 3,113,917  

AUD

   Sell      05/08/17      SSG      151,248,378        148,831,316        2,417,062  

AUD

   Sell      05/08/17      DEUT      69,854,828        68,510,770        1,344,058  

AUD

   Sell      05/08/17      JPM      8,156,348        7,967,518        188,830  

AUD

   Sell      05/08/17      GSC      21,410,804        21,246,215        164,589  

AUD

   Sell      05/08/17      RBS      16,486,893        16,376,760        110,133  

AUD

   Sell      05/08/17      TDB      5,043,560        4,952,558        91,002  

AUD

   Sell      05/08/17      RBS      8,510,442        8,421,970        88,472  

AUD

   Sell      05/08/17      SSG      6,431,409        6,381,800        49,609  

AUD

   Sell      05/08/17      UBS      2,868,810        2,845,007        23,803  

AUD

   Sell      05/08/17      SSG      3,003,439        2,983,515        19,924  

AUD

   Sell      05/08/17      BCLY      1,313,499        1,298,970        14,529  

AUD

   Sell      05/08/17      CBK      1,040,104        1,029,444        10,660  

AUD

   Sell      06/06/17      BOA      1,728,449        1,736,061        (7,612

CAD

   Buy      05/08/17      GSC      1,018,176        996,417        (21,759

CAD

   Buy      05/08/17      DEUT      1,022,231        1,000,080        (22,151

CAD

   Buy      05/08/17      SSG      1,868,199        1,838,975        (29,224

CAD

   Buy       05/08/17      HSBC      1,396,052        1,366,409        (29,643

CAD

   Buy      05/08/17      BMO      2,174,420        2,117,385        (57,035

CAD

   Buy      05/08/17      MSC      3,396,610        3,329,937        (66,673

CAD

   Buy      05/08/17      JPM      2,909,146        2,828,065        (81,081

CAD

   Buy      05/08/17      TDB      6,578,972        6,425,422        (153,550

CAD

   Buy      05/08/17      GSC      21,672,300        21,373,137        (299,163

CAD

   Buy      05/08/17      SSG          119,054,350            116,627,639            (2,426,711

CAD

   Buy      06/06/17      CBK      7,490,445        7,506,992        16,547  

CAD

   Buy      06/06/17      JPM      7,508,650        7,507,725        (925

CAD

   Sell       05/08/17      CBK      89,486,869        87,676,607        1,810,262  

CAD

   Sell      05/08/17      MSC      89,479,872        87,675,875        1,803,997  

CAD

   Sell      05/08/17      JPM      89,476,888        87,675,874        1,801,014  

CAD

   Sell      05/08/17      GSC      89,467,388        87,675,874        1,791,514  

CAD

   Sell      05/08/17      GSC      14,860,906        14,532,297        328,609  

CAD

   Sell      05/08/17      GSC      11,645,268        11,400,178        245,090  

CAD

   Sell      05/08/17      BCLY      11,347,751        11,139,352        208,399  

CAD

   Sell      05/08/17      JPM      10,312,711        10,121,689        191,022  

CAD

   Sell      05/08/17      BOA      5,948,209        5,813,652        134,557  

CAD

   Sell      05/08/17      JPM      6,203,910        6,089,131        114,779  

CAD

   Sell      05/08/17      RBC      6,065,422        5,956,521        108,901  

CAD

   Sell      05/08/17      BCLY      4,426,664        4,346,868        79,796  

CAD

   Sell      05/08/17      JPM      4,115,653        4,039,150        76,503  

CAD

   Sell      05/08/17      RBS      1,958,979        1,917,369        41,610  

CAD

   Sell      05/08/17      GSC      1,352,965        1,311,460        41,505  

CAD

   Sell      05/08/17      GSC      2,684,166        2,652,227        31,939  

CAD

   Sell      05/08/17      SSG      1,059,031        1,036,713        22,318  

CAD

   Sell      05/08/17      JPM      1,142,193        1,122,435        19,758  

CAD

   Sell      05/08/17      GSC      21,385,893        21,372,404        13,489  

CAD

   Sell      05/08/17      BCLY      1,720,354        1,714,423        5,931  

CAD

   Sell      05/31/17      ANZ      1,338,755        1,316,262        22,493  

CAD

   Sell      06/06/17      BOA      1,193,228        1,194,727        (1,499

CHF

   Buy      05/08/17      SGG      2,403,676        2,428,308        24,632  

CHF

   Buy      05/08/17      MSC      27,652,478        27,550,991        (101,487

CHF

   Sell      05/08/17      UBS      5,985,133        5,982,789        2,344  

CHF

   Sell      05/08/17      UBS      5,973,296        5,982,788        (9,492

CHF

   Sell      05/08/17      JPM      5,349,991        5,412,664        (62,673

CHF

   Sell      05/08/17      JPM      5,349,991        5,412,664        (62,673

DKK

   Buy      05/08/17      BOA      23,656,446        24,055,512        399,066  

DKK

   Buy      06/06/17      TDB      6,727,053        6,728,824        1,771  

DKK

   Sell      05/08/17      JPM      28,380,611        28,436,900        (56,289

DKK

   Sell      05/08/17      NAB      10,075,770        10,193,888        (118,118

 

The accompanying notes are an integral part of these financial statements.

 

 

  231  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

DKK

   Sell      05/08/17      SSG    $ 5,815,586      $ 5,933,811      $ (118,225

DKK

   Sell      05/08/17      MSC      8,741,282        8,892,144        (150,862

DKK

   Sell      05/08/17      CBK      8,488,496        8,655,530        (167,034

DKK

   Sell      05/08/17      BOA          155,352,333            155,653,625            (301,292

EUR

   Buy      05/08/17      JPM      13,303,251        13,676,090        372,839  

EUR

   Buy      05/08/17      JPM      27,364,301        27,668,202        303,901  

EUR

   Buy      05/08/17      UBS      13,400,702        13,676,091        275,389  

EUR

   Buy      05/08/17      UBS      13,432,820        13,681,539        248,719  

EUR

   Buy      05/08/17      CBK      10,875,084        11,067,280        192,196  

EUR

   Buy      05/08/17      JPM      15,111,484        15,294,337        182,853  

EUR

   Buy      05/08/17      JPM      9,988,622        10,074,539        85,917  

EUR

   Buy      05/08/17      BOA      2,977,156        3,051,239        74,083  

EUR

   Buy      05/08/17      JPM      2,892,898        2,953,164        60,266  

EUR

   Buy      05/08/17      MSC      2,401,958        2,451,889        49,931  

EUR

   Buy      05/08/17      CBK      1,585,834        1,623,695        37,861  

EUR

   Buy      05/08/17      CBK      11,046,478        11,067,281        20,803  

EUR

   Buy      05/08/17      CBK      11,055,764        11,069,460        13,696  

EUR

   Buy      05/08/17      CBK      1,808,365        1,814,398        6,033  

EUR

   Buy      05/08/17      BCLY      2,733,900        2,735,219        1,319  

EUR

   Buy      05/08/17      JPM      8,869,427        8,868,209        (1,218

EUR

   Buy      05/08/17      JPM      6,096,311        6,086,133        (10,178

EUR

   Buy      05/08/17      CBK      11,120,798        11,068,371        (52,427

EUR

   Sell      05/08/17      BOA      5,554,722        5,552,166        2,556  

EUR

   Sell      05/08/17      CBK      2,775,790        2,778,807        (3,017

EUR

   Sell      05/08/17      JPM      162,345        165,638        (3,293

EUR

   Sell       05/08/17      JPM      552,768        564,480        (11,712

EUR

   Sell      05/08/17      JPM      1,102,497        1,122,421        (19,924

EUR

   Sell      05/08/17      JPM      1,160,594        1,181,265        (20,671

EUR

   Sell      05/08/17      GSC      1,327,333        1,351,263        (23,930

EUR

   Sell      05/08/17      JPM      1,630,104        1,660,746        (30,642

EUR

   Sell      05/08/17      JPM      2,862,085        2,893,229        (31,144

EUR

   Sell      05/08/17      DEUT      2,658,646        2,691,629        (32,983

EUR

   Sell      05/08/17      JPM      1,224,548        1,258,636        (34,088

EUR

   Sell      05/08/17      BOA      1,831,843        1,868,884        (37,041

EUR

   Sell      05/08/17      JPM      2,878,709        2,920,472        (41,763

EUR

   Sell      05/08/17      JPM      29,778,593        29,820,416        (41,823

EUR

   Sell      05/08/17      UBS      3,008,250        3,056,688        (48,438

EUR

   Sell      05/08/17      JPM      2,723,975        2,773,359        (49,384

EUR

   Sell      05/08/17      JPM      2,688,151        2,743,936        (55,785

EUR

   Sell      05/08/17      JPM      2,950,772        3,012,009        (61,237

EUR

   Sell      05/08/17      JPM      5,374,379        5,481,334        (106,955

EUR

   Sell      05/08/17      CIBC      4,385,803        4,495,129        (109,326

EUR

   Sell      05/08/17      JPM      5,321,438        5,432,296        (110,858

EUR

   Sell      05/08/17      JPM      5,506,334        5,622,998        (116,664

EUR

   Sell      05/08/17      JPM      6,642,089        6,778,110        (136,021

EUR

   Sell      05/08/17      JPM      7,043,014        7,194,387        (151,373

EUR

   Sell      05/08/17      GSC      10,897,337        11,067,281        (169,944

EUR

   Sell      05/08/17      HSBC      115,798,565            116,012,478        (213,913

EUR

   Sell      05/08/17      JPM      14,355,392        14,613,257        (257,865

EUR

   Sell      05/08/17      JPM      13,387,272        13,679,359        (292,087

EUR

   Sell      05/08/17      TDB      23,176,277        23,576,272        (399,995

EUR

   Sell      05/08/17      MSC      110,575,919        111,505,361        (929,442

EUR

   Sell      05/08/17      BCLY          110,529,362        111,505,362        (976,000

EUR

   Sell      05/31/17      CSFB      7,861,177        7,865,161        (3,984

EUR

   Sell      05/31/17      DEUT      3,737,476        3,749,834        (12,358

EUR

   Sell      05/31/17      CBK      20,532,769        20,818,415        (285,646

EUR

   Sell      06/06/17      TDB      6,663,963        6,668,193        (4,230

GBP

   Buy      05/08/17      JPM      14,509,748        15,047,208        537,460  

 

The accompanying notes are an integral part of these financial statements.

 

 

  232  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

GBP

   Buy      05/08/17      SSG    $ 14,498,359      $ 15,034,253      $ 535,894  

GBP

   Buy      05/08/17      JPM      13,772,709        14,280,273        507,564  

GBP

   Buy      05/08/17      JPM      5,413,323        5,609,506        196,183  

GBP

   Buy      05/08/17      JPM      8,443,551        8,568,423        124,872  

GBP

   Buy      05/08/17      SGG      2,655,851        2,772,365        116,514  

GBP

   Buy      05/08/17      BOA      2,992,151        3,063,853        71,702  

GBP

   Buy      05/08/17      UBS      5,653,686        5,713,146        59,460  

GBP

   Buy      05/08/17      UBS      5,990,980        6,049,976        58,996  

GBP

   Buy      05/08/17      CBK      5,655,075        5,713,145        58,070  

GBP

   Buy      05/08/17      BCLY      5,665,503        5,713,146        47,643  

GBP

   Buy      05/08/17      HSBC      1,028,150        1,062,309        34,159  

GBP

   Buy      05/31/17      UBS      413,404        418,720        5,316  

GBP

   Sell      05/08/17      JPM      3,011,287        3,012,033        (746

GBP

   Sell      05/08/17      DEUT      7,530,354        7,537,207        (6,853

GBP

   Sell      05/08/17      JPM      848,757        856,324        (7,567

GBP

   Sell      05/08/17      JPM      7,568,248        7,576,072        (7,824

GBP

   Sell      05/08/17      CBK      11,417,166        11,424,996        (7,830

GBP

   Sell      05/08/17      UBS      1,217,938        1,230,723        (12,785

GBP

   Sell      05/08/17      JPM      5,687,246        5,713,145        (25,899

GBP

   Sell      05/08/17      JPM      1,914,758        1,943,247        (28,489

GBP

   Sell      05/08/17      JPM      5,684,468        5,713,146        (28,678

GBP

   Sell      05/08/17      JPM      5,683,582        5,713,146        (29,564

GBP

   Sell      05/08/17      JPM      4,813,903        4,856,821        (42,918

GBP

   Sell      05/08/17      JPM      5,664,912        5,711,850        (46,938

GBP

   Sell      05/08/17      CBK      1,111,680        1,159,471        (47,791

GBP

   Sell      05/08/17      JPM      5,653,708        5,713,145        (59,437

GBP

   Sell      05/08/17      JPM      1,718,828        1,781,309        (62,481

GBP

   Sell      05/08/17      JPM      5,631,327        5,713,145        (81,818

GBP

   Sell      05/08/17      BCLY      8,459,844        8,568,423            (108,579

GBP

   Sell      05/08/17      BCLY      8,453,611        8,568,423        (114,812

GBP

   Sell      05/08/17      BOA          22,666,014            22,848,696        (182,682

GBP

   Sell      05/08/17      HSBC      12,266,224        12,680,334        (414,110

GBP

   Sell      05/31/17      UBS      5,960,448        6,037,099        (76,651

INR

   Buy      05/08/17      JPM      35,893,009        36,373,203        480,194  

INR

   Buy      05/08/17      JPM      2,377,883        2,399,452        21,569  

INR

   Sell      05/08/17      BCLY      19,685,404        19,816,897        (131,493

JPY

   Buy      05/08/17      JPM      2,994,809        2,993,491        (1,318

JPY

   Buy      05/08/17      JPM      7,359,730        7,357,204        (2,526

JPY

   Buy      05/08/17      SSG      1,712,115        1,708,516        (3,599

JPY

   Buy      05/08/17      CBK      1,887,451        1,853,883        (33,568

JPY

   Buy      05/08/17      GSC      1,720,768        1,682,493        (38,275

JPY

   Buy      05/08/17      BOA      3,005,738        2,961,187        (44,551

JPY

   Buy      05/08/17      BCLY      5,468,692        5,410,601        (58,091

JPY

   Buy      05/08/17      CBK      10,907,726        10,817,405        (90,321

JPY

   Buy      05/08/17      JPM      5,504,818        5,408,654        (96,164

JPY

   Buy      05/08/17      JPM      10,914,738        10,817,406        (97,332

JPY

   Buy      05/08/17      BCLY      10,941,595        10,817,406        (124,189

JPY

   Buy      05/08/17      UBS      5,946,401        5,810,209        (136,192

JPY

   Buy      05/08/17      BOA      22,569,907        22,061,204        (508,703

JPY

   Buy      06/06/17      BOA      1,354,517        1,355,577        1,060  

JPY

   Sell      05/08/17      SSG      24,234,425        23,932,307        302,118  

JPY

   Sell      05/08/17      JPM      15,007,829        14,706,333        301,496  

JPY

   Sell      05/08/17      JPM      8,488,962        8,272,957        216,005  

JPY

   Sell      05/08/17      HSBC      24,078,635        23,932,298        146,337  

JPY

   Sell      05/08/17      BOA      2,972,053        2,898,375        73,678  

JPY

   Sell      05/08/17      JPM      13,860,254        13,788,257        71,997  

JPY

   Sell      05/08/17      BNP      7,462,923        7,409,699        53,224  

JPY

   Sell      05/08/17      MSC      3,656,218        3,613,546        42,672  

 

The accompanying notes are an integral part of these financial statements.

 

 

  233  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

JPY

   Sell      05/08/17      CBK    $ 5,920,896      $ 5,885,225      $ 35,671  

JPY

   Sell      05/08/17      CBK      11,047,694        11,031,051        16,643  

JPY

   Sell      05/08/17      DEUT      2,391,208        2,375,231        15,977  

JPY

   Sell      05/08/17      TDB      1,435,076        1,421,370        13,706  

JPY

   Sell      05/08/17      MSC      8,840,991        8,827,838        13,153  

JPY

   Sell      05/08/17      BCLY      2,974,994        2,962,084        12,910  

JPY

   Sell      05/08/17      CBK      2,873,286        2,863,378        9,908  

JPY

   Sell      05/08/17      JPM      3,382,680        3,373,061        9,619  

JPY

   Sell      05/08/17      BCLY      1,066,451        1,057,951        8,500  

JPY

   Sell      05/08/17      BOA      2,131,256        2,124,876        6,380  

JPY

   Sell      05/08/17      JPM      7,404,382        7,409,698        (5,316

JPY

   Sell      05/31/17      HSBC      1,674,252        1,655,954        18,298  

JPY

   Sell      05/31/17      NOM      1,105,730        1,092,925        12,805  

JPY

   Sell      05/31/17      DEUT      568,363        563,019        5,344  

KRW

   Buy      05/08/17      JPM          221,571,608        221,998,841        427,233  

KRW

   Sell      05/08/17      UBS      96,805,887        94,606,021        2,199,866  

KRW

   Sell      05/08/17      SSG      96,762,378        94,606,022        2,156,356  

KRW

   Sell      05/08/17      JPM      16,040,576        15,764,173        276,403  

KRW

   Sell      05/08/17      CIBC      5,206,754        5,171,032        35,722  

KRW

   Sell      05/08/17      BCLY      2,980,722        2,969,179        11,543  

KRW

   Sell      05/08/17      BCLY      8,822,755        8,882,415        (59,660

KRW

   Sell      06/05/17      JPM      221,583,270        222,069,966        (486,696

MXN

   Buy      05/08/17      BCLY      75,441,417        76,058,418        617,001  

MXN

   Sell      05/08/17      JPM      1,602,725        1,597,537        5,188  

MXN

   Sell      05/08/17      RBC      74,053,829        74,460,882        (407,053

NOK

   Buy      05/08/17      BCLY      2,285,375        2,294,667        9,292  

NOK

   Buy      05/08/17      JPM      4,211,627        4,213,102        1,475  

NOK

   Buy      05/08/17      BCLY      2,479,689        2,481,036        1,347  

NOK

   Buy      05/08/17      CBK      1,026,393        1,025,029        (1,364

NOK

   Buy      05/08/17      SSG      1,533,460        1,530,554        (2,906

NOK

   Buy      05/08/17      JPM      5,363,593        5,358,106        (5,487

NOK

   Buy      05/08/17      BCLY      1,811,903        1,805,449        (6,454

NOK

   Buy      05/08/17      JPM      2,882,057        2,853,774        (28,283

NOK

   Buy      05/08/17      DEUT      15,122,260        15,044,981        (77,279

NOK

   Sell      05/08/17      UBS      244,571,718            241,962,299            2,609,419  

NOK

   Sell      05/08/17      RBS      3,796,835        3,757,663        39,172  

NOK

   Sell      05/08/17      JPM      5,932,569        5,921,290        11,279  

NOK

   Sell      05/08/17      JPM      1,389,473        1,379,130        10,343  

NOK

   Sell      05/08/17      BCLY      1,279,194        1,270,803        8,391  

NOK

   Sell      05/08/17      BCLY      1,219,576        1,214,893        4,683  

NOK

   Sell      05/08/17      CBK      4,546,750        4,545,771        979  

NOK

   Sell      05/08/17      BCLY      1,720,874        1,722,748        (1,874

NOK

   Sell      05/08/17      BOA      7,013,829        7,017,373        (3,544

NOK

   Sell      05/08/17      BCLY      989,512        995,908        (6,396

NZD

   Buy      05/08/17      DEUT      7,511,853        7,506,455        (5,398

NZD

   Buy      05/08/17      SSG      1,852,823        1,836,284        (16,539

NZD

   Buy      05/08/17      DEUT      1,847,950        1,825,987        (21,963

NZD

   Buy      05/08/17      UBS      2,875,414        2,831,653        (43,761

NZD

   Buy      05/08/17      SSG      2,780,681        2,714,954        (65,727

NZD

   Buy      05/08/17      SSG      3,008,074        2,938,055        (70,019

NZD

   Buy      05/08/17      BCLY      14,424,267        14,209,749        (214,518

NZD

   Sell      05/08/17      SSG          192,490,200        188,425,398        4,064,802  

NZD

   Sell      05/08/17      DEUT      18,128,407        17,760,128        368,279  

NZD

   Sell      05/08/17      JPM      14,381,780        14,209,749        172,031  

NZD

   Sell      05/08/17      UBS      5,638,330        5,557,591        80,739  

NZD

   Sell      05/08/17      CBK      3,845,409        3,789,267        56,142  

NZD

   Sell      05/08/17      CSFB      2,197,204        2,162,353        34,851  

NZD

   Sell      05/08/17      SSG      1,356,014        1,324,870        31,144  

 

The accompanying notes are an integral part of these financial statements.

 

 

  234  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

NZD

   Sell      05/08/17      SSG    $ 2,949,311      $ 2,920,893      $ 28,418  

NZD

   Sell      05/08/17      JPM      1,128,040        1,105,203        22,837  

NZD

   Sell      05/08/17      SSG      1,276,740        1,256,911        19,829  

NZD

   Sell      05/08/17      GSC      1,036,500        1,019,395        17,105  

NZD

   Sell      05/08/17      MSC      1,516,051        1,510,215        5,836  

PLN

   Buy      05/08/17      CBK      28,145,392        28,387,890        242,498  

PLN

   Buy      05/08/17      JPM      1,995,145        2,036,268        41,123  

PLN

   Sell      05/08/17      NAB      2,354,865        2,392,227        (37,362

PLN

   Sell      05/08/17      DEUT      1,834,342        1,876,975        (42,633

PLN

   Sell      05/08/17      MSC      2,797,293        2,853,094        (55,801

PLN

   Sell      05/08/17      BNP      8,940,373        9,050,565        (110,192

PLN

   Sell      05/08/17      JPM      10,130,866        10,272,841        (141,975

PLN

   Sell      05/08/17      JPM      19,459,667        19,614,669        (155,002

PLN

   Sell      05/08/17      RBS      39,536,067        39,757,995        (221,928

RUB

   Buy      05/05/17      MSC      5,642,490        5,588,667        (53,823

RUB

   Sell      05/05/17      MSC      5,552,989        5,588,667        (35,678

SEK

   Buy      05/08/17      SGG      6,823,062        6,960,969        137,907  

SEK

   Buy      05/08/17      JPM      6,948,974        7,066,349        117,375  

SEK

   Buy      05/08/17      JPM      5,338,586        5,435,835        97,249  

SEK

   Buy      05/08/17      JPM      5,536,547        5,623,667        87,120  

SEK

   Buy      05/08/17      JPM      5,357,075        5,435,835        78,760  

SEK

   Buy      05/08/17      JPM      6,912,741        6,988,076        75,335  

SEK

   Buy      05/08/17      JPM      5,504,532        5,570,582        66,050  

SEK

   Buy      05/08/17      JPM      4,558,598        4,620,465        61,867  

SEK

   Buy      05/08/17      JPM      2,924,431        2,958,214        33,783  

SEK

   Buy      05/08/17      JPM      2,664,045        2,694,820        30,775  

SEK

   Buy      05/08/17      JPM      1,148,274        1,170,138        21,864  

SEK

   Buy      05/08/17      JPM      1,615,121        1,630,739        15,618  

SEK

   Buy      05/08/17      JPM      804,452        815,370        10,918  

SEK

   Buy      05/08/17      JPM      552,239        558,865        6,626  

SEK

   Buy      05/08/17      JPM      161,305        163,097        1,792  

SEK

   Buy      05/08/17      BOA      5,501,501        5,499,763        (1,738

SEK

   Buy      05/08/17      BCLY      1,810,332        1,802,646        (7,686

SEK

   Buy      05/08/17      UBS      1,211,749        1,201,763        (9,986

SEK

   Buy      05/08/17      JPM      5,453,386        5,435,836        (17,550

SEK

   Buy      05/08/17      BCLY      3,035,148        3,004,409        (30,739

SEK

   Buy      05/08/17      JPM      5,469,835        5,435,835        (34,000

SEK

   Buy      05/08/17      JPM      5,470,973        5,435,835        (35,138

SEK

   Buy      05/08/17      JPM      80,957,077        80,205,872        (751,205

SEK

   Buy      05/08/17      JPM          146,882,302            145,288,462            (1,593,840

SEK

   Buy      08/14/17      GSC      8,974,187        8,909,324        (64,863

SEK

   Sell      05/08/17      JPM      8,867,355        8,784,961        82,394  

SEK

   Sell      05/08/17      CBK      5,493,479        5,435,835        57,644  

SEK

   Sell      05/08/17      UBS      5,493,103        5,435,835        57,268  

SEK

   Sell      05/08/17      BCLY      5,490,279        5,435,835        54,444  

SEK

   Sell      05/08/17      CBK      1,248,059        1,243,555        4,504  

SEK

   Sell      05/08/17      BCLY      2,134,603        2,133,583        1,020  

SEK

   Sell      05/08/17      BCLY      1,648,871        1,685,180        (36,309

SEK

   Sell      05/08/17      JPM      2,878,353        2,925,346        (46,993

SEK

   Sell      08/14/17      BOA          166,614,502        165,618,160        996,342  

SEK

   Sell      08/14/17      MSC      28,331,630        28,386,299        (54,669

SEK

   Sell      08/14/17      GSC      9,162,064        9,375,654        (213,590

TRY

   Buy      05/08/17      JPM      11,054,631        11,407,809        353,178  

TRY

   Buy      05/08/17      JPM      5,508,773        5,703,764        194,991  

TRY

   Buy      05/08/17      JPM      5,512,303        5,703,764        191,461  

TRY

   Buy      05/08/17      BCLY      5,546,193        5,703,764        157,571  

TRY

   Buy      05/08/17      JPM      6,130,582        6,200,659        70,077  

TRY

   Buy      05/08/17      JPM      6,181,915        6,200,660        18,745  

TRY

   Sell      05/08/17      RBC      929,889        960,646        (30,757

TRY

   Sell      05/08/17      BCLY      6,132,864        6,200,659        (67,795

TRY

   Sell      05/08/17      JPM      6,005,169        6,200,660        (195,491

TRY

   Sell      05/08/17      HSBC      31,614,966            32,492,298        (877,332

ZAR

   Buy      05/08/17      JPM      2,218,419        2,237,216        18,797  

 

The accompanying notes are an integral part of these financial statements.

 

 

  235  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell      Delivery
Date
     Counterparty      Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

ZAR

     Buy        05/08/17        JPM      $ 4,888,675      $ 4,748,143      $ (140,532

ZAR

     Sell        05/08/17        JPM        6,054,211        5,948,350        105,861  

ZAR

     Sell        05/08/17        JPM        5,987,139        5,948,349        38,790  

ZAR

     Sell        05/08/17        JPM        5,986,824        5,948,349        38,475  

ZAR

     Sell        05/08/17        HSBC        694,566        670,941        23,625  

ZAR

     Sell        05/08/17        JPM        5,949,596        5,948,349        1,247  

ZAR

     Sell        05/08/17        CBK        5,517,167        5,577,273        (60,106
                 

 

 

 

Total

                  $     24,408,315  
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BMO

   Bank of Montreal

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

CIBC

   Canadian Imperial Bank of Commerce

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

SGG

   Societe Generale Group

SSG

   State Street Global Markets LLC

TDB

   Toronto-Dominion Bank

UBS

   UBS AG
Currency Abbreviations:

AUD

   Australian Dollar

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

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

PLN

   Polish Zloty

RUB

   Russian Ruble

SEK

   Swedish Krona

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

WIBOR

   Warsaw Interbank Offered Rate
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  236  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

        

Common Stocks

        

Banks

   $ 2,440,763     $ 2,440,763     $     $  

Utilities

     236,823       236,823              

Asset & Commercial Mortgage Backed Securities

     467,284,589             464,284,589       3,000,000  

Corporate Bonds

     736,904,065             735,932,547       971,518  

Foreign Government Obligations

     2,084,880,772             2,084,880,772        

Senior Floating Rate Interests

     62,969,863             62,969,863        

U.S. Government Agencies

     27,069,119             27,069,119        

U.S. Government Securities

     426,141,339             426,141,339        

Convertible Bonds

     20,370,118             20,370,118        

Convertible Preferred Stocks

     1,307,343       1,307,343              

Short-Term Investments

     164,481,238       164,481,238              

Purchased Options

     1,338,827             1,338,827        

Foreign Currency Contracts(2)

     43,580,570             43,580,570        

Futures Contracts(2)

     233,793       233,793              

Swaps - Credit Default(2)

     1,115,451             1,115,451        

Swaps - Interest Rate(2)

     2,321,067             2,321,067        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     4,042,675,740     $     168,699,960     $     3,870,004,262     $     3,971,518  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (19,172,255   $     $ (19,172,255   $  

Futures Contracts(2)

     (3,060,913     (3,060,913            

Swaps - Credit Default(2)

     (5,392,134           (5,392,134      

Swaps - Interest Rate(2)

     (4,231,188           (4,231,188      

Swaps - Total Return(2)

     (132,435           (132,435      

Written Options

     (175,826           (175,826      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (32,164,751   $ (3,060,913   $ (29,103,838   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  237  

 


Fixed Income Funds

Statements of Assets and Liabilities

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
    The Hartford
Floating Rate
Fund
    The Hartford
Floating Rate
High Income
Fund
 

Assets:

      

Investments in securities, at market value

   $ 93,530,646     $     4,552,494,636     $     539,314,999  

Cash

           39,598,762       2,900,104  

Cash collateral due from broker

     2,028,078              

Foreign currency

     523,615       14,486,528       5,534,922  

Unrealized appreciation on OTC swap contracts

     204,251              

Unrealized appreciation on foreign currency contracts

     5,673,466       46,126       10,153  

Unrealized appreciation on bond forward contracts

                  

Receivables:

      

Investment securities sold

     4,832,620       176,626,715       29,567,347  

Fund shares sold

     159,652       8,156,271       2,119,948  

Dividends and interest

     1,515,929       24,589,363       2,822,538  

Variation margin on financial derivative instruments

     37,728              

OTC swap premiums paid

     47,446              

Other assets

     107,447       224,617       92,568  
  

 

 

   

 

 

   

 

 

 

Total assets

     108,660,878       4,816,223,018       582,362,579  
  

 

 

   

 

 

   

 

 

 

Liabilities:

      

Unrealized depreciation on foreign currency contracts

     5,429,043       1,904,499       258,554  

Unrealized depreciation on bond forward contracts

                  

Bank overdraft

     810,000              

Unrealized depreciation on OTC swap contracts

     165,940              

Cash collateral due to broker

                  

Payables:

      

Investment securities purchased

     1,895,169       527,038,182       97,606,917  

Fund shares redeemed

     21,447       10,018,391       1,752,032  

Investment management fees

     73,086       2,105,674       276,976  

Transfer agent fees

     2,211       215,740       18,158  

Accounting services fees

     1,548       60,497       7,122  

Board of Directors’ fees

     542       12,628       726  

Variation margin on financial derivative instruments

                  

Foreign taxes

     63,575              

Distribution fees

     2,680       1,143,998       103,790  

Distributions payable

           1,982,364       36,247  

Written options

     177,458              

Accrued expenses

     60,455       254,095       38,668  

OTC swap premiums received

     47,446              
  

 

 

   

 

 

   

 

 

 

Total liabilities

     8,750,600       544,736,068       100,099,190  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 99,910,278     $ 4,271,486,950     $ 482,263,389  
  

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

      

Capital stock and paid-in-capital

   $     128,526,992     $ 4,816,739,276     $ 515,855,463  

Undistributed (distributions in excess of) net investment income

     199,823       450,162       149,921  

Accumulated net realized gain (loss)

     (30,486,595     (500,165,768     (28,239,696

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     1,670,058       (45,536,720     (5,502,299
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 99,910,278     $ 4,271,486,950     $ 482,263,389  
  

 

 

   

 

 

   

 

 

 

Shares authorized

     610,000,000       3,310,000,000       560,000,000  
  

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

 

Class A:     Net asset value per share

   $ 7.56     $ 8.72     $ 10.01  
  

 

 

   

 

 

   

 

 

 

                 Maximum offering price per share

   $ 7.92     $ 8.99     $ 10.32  
  

 

 

   

 

 

   

 

 

 

                 Shares outstanding

     726,996       96,846,652       13,140,967  
  

 

 

   

 

 

   

 

 

 

                 Net Assets

   $ 5,493,527     $ 844,795,229     $ 131,588,183  
  

 

 

   

 

 

   

 

 

 

Class B:     Net asset value per share

   $     $ 8.71     $  
  

 

 

   

 

 

   

 

 

 

                 Shares outstanding

           228,812        
  

 

 

   

 

 

   

 

 

 

                 Net Assets

   $     $ 1,992,635     $  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  238  

 


Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation Plus
Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
         
$ 358,483,785     $ 560,841,681     $ 20,889,232     $ 653,960,691     $ 184,104,151     $ 17,960,550  
                                 
        300,000                          
        37,284,379                          
        376,486                   2,830,123        
        1,003,240                          
        197,364                          
         
  462,060       39,470,139                          
  416,673       1,486,579       7,208       830,446       382,306       45  
  5,579,712       1,329,021       288,276       8,712,751       2,341,641       217,329  
  237,302       41,551             23              
                                 
  126,521       111,254       56,762       68,023       69,020       57,322  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  365,306,053       642,441,694       21,241,478       663,571,934       189,727,241       18,235,246  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  21,496       812,635                          
        2,177                          
                                 
        235,345                   810,213        
        335,040                   2,329,000        
         
  6,080,333       36,593,694       46,950       4,835,281       478,311        
  1,000,666       1,045,977       2,968       1,108,513       235,497       59,984  
  189,685       243,775       6,034       181,356       53,361       5,222  
  56,129       53,862       464       25,286       6,440       308  
  5,253       8,929       241       7,504       2,134       209  
  1,039       2,578       192       2,342       697       222  
        3,558                          
        3,674                          
  96,348       179,120       2,272       141,607       38,151       1,947  
  41,069             6       235,514       47,370        
                                 
  58,093       95,955       24,818       26,062       22,429       25,236  
        15,763                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,550,111       39,632,082       83,945       6,563,465       4,023,603       93,128  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     357,755,942     $ 602,809,612     $ 21,157,533     $ 657,008,469     $ 185,703,638     $ 18,142,118  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
$ 387,248,293     $ 653,267,540     $ 21,162,464     $ 676,337,090     $ 213,057,224     $ 18,190,798  
  27,694       2,786,794       7,426       166,442       16,951       6,237  
  (36,407,209     (58,646,422     (33,576     (26,012,544     (32,923,134     (16,352
 
    
6,887,164

 
    5,401,700       21,219       6,517,481       5,552,597       (38,565

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 357,755,942     $ 602,809,612     $ 21,157,533     $ 657,008,469     $ 185,703,638     $ 18,142,118  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  610,000,000           6,355,000,000           350,000,000       850,000,000           19,400,000,000           350,000,000  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0001     $ 0.0010  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.44     $ 10.95     $ 10.15     $ 8.51     $ 9.19     $ 10.00  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.79     $ 11.47     $ 10.63     $ 8.91     $ 9.62     $ 10.47  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  30,430,139       19,834,288       1,147,644       29,027,983       11,222,654       772,533  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 226,379,728     $ 217,135,103     $ 11,642,885     $     246,978,704     $ 103,182,798     $ 7,724,515  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.39     $ 10.55     $     $ 8.50     $ 9.11     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  88,313       211,733             35,117       12,456        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 653,065     $ 2,234,800     $     $ 298,636     $ 113,453     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  239  

 


Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
     The Hartford
Floating Rate
Fund
     The Hartford
Floating Rate
High Income
Fund
 

Class C:     Net asset value per share

   $ 7.55      $ 8.71      $ 10.02  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     266,404        133,639,733        9,367,151  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 2,011,749      $ 1,164,173,326      $ 93,814,798  
  

 

 

    

 

 

    

 

 

 

Class I:      Net asset value per share

   $ 7.54      $ 8.73      $ 10.02  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     3,445,098        212,421,941        25,054,664  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 25,982,022      $ 1,855,202,839      $ 251,091,344  
  

 

 

    

 

 

    

 

 

 

Class R3:   Net asset value per share

   $ 7.53      $ 8.74      $ 10.01  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     1,668        1,296,131        34,265  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 12,556      $ 11,333,302      $ 342,829  
  

 

 

    

 

 

    

 

 

 

Class R4:   Net asset value per share

   $ 7.53      $ 8.72      $ 9.99  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     8,282        870,120        100,235  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 62,401      $ 7,584,599      $ 1,001,821  
  

 

 

    

 

 

    

 

 

 

Class R5:   Net asset value per share

   $ 7.33      $ 8.72      $ 9.99  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     1,417        228,266        135,478  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 10,380      $ 1,990,731      $ 1,353,338  
  

 

 

    

 

 

    

 

 

 

Class Y:     Net asset value per share

   $ 7.51      $ 8.71      $ 9.99  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     8,837,408        44,126,632        306,281  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 66,327,220      $ 384,404,234      $ 3,061,017  
  

 

 

    

 

 

    

 

 

 

Class F:     Net asset value per share

   $ 7.54      $ 8.73      $ 10.02  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     1,382        1,152        1,004  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 10,423      $ 10,055      $ 10,059  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     92,340,873      $     4,595,896,968      $     544,464,798  

Cost of foreign currency

   $ 524,112      $ 14,481,806      $ 5,533,136  

Proceeds of written option contracts

   $ 459,935      $      $  

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  240  

 


Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation Plus
Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
$ 7.41     $ 10.51     $ 10.14     $ 8.51     $ 9.14     $ 10.00  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,919,908       12,394,249       315,414       12,930,269       2,251,112       363,196  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 58,711,336     $ 130,211,751     $ 3,199,807     $ 110,087,388     $ 20,569,413     $ 3,630,178  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.48     $ 11.14     $ 10.14     $ 8.53     $ 9.22     $ 10.00  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,863,885       5,937,286       621,493       35,145,517       4,841,974       677,766  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 58,813,839     $ 66,111,749     $ 6,304,698     $ 299,633,622     $ 44,629,003     $ 6,777,365  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.44     $ 10.75     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  417,531       4,886,499                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 3,104,886     $ 52,547,341     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.45     $ 10.94     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  198,132       1,229,890                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,476,010     $ 13,453,912     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.44     $ 11.11     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  114,835       280,575                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 853,813     $ 3,115,795     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.42     $ 11.16     $     $     $ 9.17     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  32,364       2,879,678                   1,876,154        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 240,240     $ 32,136,655     $     $     $ 17,198,913     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.47     $ 11.13     $ 10.14     $ 8.52     $ 9.22     $ 10.00  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,006,669       7,711,525       1,000       1,188       1,091       1,006  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7,523,025     $ 85,862,506     $ 10,143     $ 10,119     $ 10,058     $ 10,060  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     351,630,244     $     557,174,210     $     20,868,013     $     647,443,210     $     180,571,464     $     17,999,115  
$     $ 37,860,911     $     $     $     $  
$     $     $     $     $     $  

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  241  

 


Fixed Income Funds

Statements of Assets and Liabilities

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Quality Bond
Fund
    The Hartford
Short Duration
Fund
    The Hartford
Strategic Income
Fund
 

Assets:

      

Investments in securities, at market value

   $ 167,551,808     $ 921,047,868     $ 376,030,660  

Cash

     161,772       27,741       9,235  

Cash collateral due from broker

     2              

Foreign currency

     6,100,023             3,858,045  

Unrealized appreciation on OTC swap contracts

                 1,274,151  

Unrealized appreciation on foreign currency contracts

     46,877             858,529  

Receivables:

      

Investment securities sold

     58,790,872       399,650       27,820,589  

Fund shares sold

     41,975       5,541,902       511,974  

Dividends and interest

     317,083       4,285,683       2,651,177  

Variation margin on financial derivative instruments

     17,491       687,104       92,869  

OTC swap premiums paid

                 3,122,530  

Other assets

     78,370       100,397       104,061  
  

 

 

   

 

 

   

 

 

 

Total assets

     233,106,273       932,090,345       416,333,820  
  

 

 

   

 

 

   

 

 

 

Liabilities:

      

Unrealized depreciation on foreign currency contracts

           15,943       1,010,233  

Bank overdraft

                  

Bank overdraft - foreign cash

                  

Unrealized depreciation on OTC swap contracts

                 1,181,372  

Cash collateral due to broker

                 223,000  

TBA sale commitments, at market value

     40,674,849             20,564,844  

Payables:

      

Investment securities purchased

     64,552,291       31,627,286       12,505,445  

Fund shares redeemed

     68,656       2,167,052       301,349  

Investment management fees

     53,150       316,392       169,088  

Transfer agent fees

     3,427       72,439       22,645  

Accounting services fees

     1,913       13,313       6,764  

Board of Directors’ fees

     540       2,927       1,608  

Variation margin on financial derivative instruments

                 10,480  

Foreign taxes

                 2,036  

Distribution fees

     5,279       190,094       79,917  

Distributions payable

     84       123,736       63  

Written options

                 443,776  

Accrued expenses

     17,644       77,264       45,970  

OTC swap premiums received

                 4,258,163  
  

 

 

   

 

 

   

 

 

 

Total liabilities

     105,377,833       34,606,446       40,826,753  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 127,728,440     $ 897,483,899     $ 375,507,067  
  

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

      

Capital stock and paid-in-capital

   $ 129,595,522     $ 896,703,306     $ 382,668,732  

Undistributed (distributions in excess of) net investment income

     (208,644     267,849       282,858  

Accumulated net realized gain (loss)

     (1,927,168     (1,908,399     (10,331,154

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     268,730       2,421,143       2,886,631  
  

 

 

   

 

 

   

 

 

 

Net assets

   $     127,728,440     $     897,483,899     $     375,507,067  
  

 

 

   

 

 

   

 

 

 

Shares authorized

     560,000,000       760,000,000           1,050,000,000  
  

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

 

Class A:     Net asset value per share

   $ 9.95     $ 9.86     $ 8.86  
  

 

 

   

 

 

   

 

 

 

                 Maximum offering price per share

   $ 10.42     $ 10.06     $ 9.28  
  

 

 

   

 

 

   

 

 

 

                 Shares outstanding

     1,350,477       52,947,661       13,091,513  
  

 

 

   

 

 

   

 

 

 

                 Net Assets

   $ 13,441,189     $ 522,295,448     $ 116,008,567  
  

 

 

   

 

 

   

 

 

 

Class B:     Net asset value per share

   $     $ 9.93     $ 8.88  
  

 

 

   

 

 

   

 

 

 

                 Shares outstanding

           95,041       119,484  
  

 

 

   

 

 

   

 

 

 

                 Net Assets

   $     $ 943,530     $ 1,061,249  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  242  

 


Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
Unconstrained
Bond Fund
    The Hartford
World Bond
Fund
 
   
$ 2,578,039,950     $     95,012,516     $ 3,995,424,859  
  1,789,191       9,516        
               
  18,571,069       190       38,540  
  1,918,159       317,624       1,205,843  
  2,546,305       150,575       43,580,570  
   
  376,009,940       6,037,728       4,524,140  
  2,914,326       13,690       13,013,058  
  10,914,128       334,699       34,856,700  
  186,778       6,506       246,393  
  7,573,746       723,803       6,578,137  
  140,364       84,356       394,634  

 

 

   

 

 

   

 

 

 
  3,000,603,956       102,691,203       4,099,862,874  

 

 

   

 

 

   

 

 

 
   
  2,058,882       175,472       19,172,255  
              1,237,637  
              43,577  
  3,013,289       278,641       4,536,872  
  978,000       85,034       3,615,926  
  124,933,608              
   
  727,575,621       33,455,566       44,000,466  
  2,201,828       1,517,570       22,000,898  
  672,027       30,446       1,986,717  
  113,209       10,292       245,308  
  38,248       1,218       70,184  
  6,136       525       12,585  
               
        208        
  210,099       16,641       181,865  
  55,922       13,905        
        80,257       175,826  
  125,918       28,563       348,546  
  11,033,696       1,045,699       10,100,652  

 

 

   

 

 

   

 

 

 
  873,016,483       36,740,037       107,729,314  

 

 

   

 

 

   

 

 

 
$     2,127,587,473     $ 65,951,166     $     3,992,133,560  

 

 

   

 

 

   

 

 

 
   
$ 2,123,288,282     $ 87,667,243     $ 4,054,577,020  
  (475,163     28,785       7,203,736  
  (8,575,438     (21,615,237     (62,251,950
 
    
13,349,792

 
    (129,625     (7,395,246

 

 

   

 

 

   

 

 

 
$ 2,127,587,473     $ 65,951,166     $ 3,992,133,560  

 

 

   

 

 

   

 

 

 
  1,000,000,000       610,000,000       1,200,000,000  

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0010     $ 0.0010  

 

 

   

 

 

   

 

 

 
$ 10.36     $ 9.63     $ 10.31  

 

 

   

 

 

   

 

 

 
$ 10.85     $ 10.08     $ 10.80  

 

 

   

 

 

   

 

 

 
  71,626,534       4,450,527       36,663,172  

 

 

   

 

 

   

 

 

 
$ 742,269,319     $ 42,842,942     $ 377,911,235  

 

 

   

 

 

   

 

 

 
$ 10.28     $ 9.62     $  

 

 

   

 

 

   

 

 

 
  144,798       32,528        

 

 

   

 

 

   

 

 

 
$ 1,488,476     $ 312,993     $  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  243  

 


Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Quality Bond
Fund
     The Hartford
Short Duration
Fund
     The Hartford
Strategic Income
Fund
 

Class C:     Net asset value per share

   $ 9.88      $ 9.86      $ 8.89  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     296,613        11,589,542        7,642,032  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 2,930,018      $ 114,290,399      $ 67,950,061  
  

 

 

    

 

 

    

 

 

 

Class I:      Net asset value per share

   $ 9.97      $ 9.88      $ 8.89  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     463,309        21,492,076        3,957,617  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 4,618,606      $ 212,400,407      $ 35,184,291  
  

 

 

    

 

 

    

 

 

 

Class R3:   Net asset value per share

   $ 9.93      $ 9.84      $ 8.84  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     28,607        133,867        23,376  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 284,176      $ 1,316,908      $ 206,754  
  

 

 

    

 

 

    

 

 

 

Class R4:   Net asset value per share

   $ 9.97      $ 9.85      $ 8.86  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     1,115        62,419        10,791  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 11,116      $ 614,714      $ 95,611  
  

 

 

    

 

 

    

 

 

 

Class R5:   Net asset value per share

   $ 9.97      $ 9.85      $ 8.86  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     4,339        72,272        46,138  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 43,258      $ 711,987      $ 408,583  
  

 

 

    

 

 

    

 

 

 

Class R6:   Net asset value per share

   $      $      $ 8.85  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

                   1,242  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $      $      $ 10,994  
  

 

 

    

 

 

    

 

 

 

Class Y:     Net asset value per share

   $ 9.98      $ 9.84      $ 8.86  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     1,464        383,619        34,621  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 14,609      $ 3,773,973      $ 306,570  
  

 

 

    

 

 

    

 

 

 

Class F:     Net asset value per share

   $ 9.97      $ 9.88      $ 8.89  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     10,675,364        4,162,730        17,358,992  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $     106,385,468      $ 41,136,533      $ 154,274,387  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $ 167,287,144      $     917,803,928      $     374,010,650  

Cost of foreign currency

   $ 6,115,933      $      $ 3,944,571  

Cost of bank overdraft - foreign cash

   $      $      $  

Proceeds of TBA sale commitments

   $ 40,644,830      $      $ 20,493,755  

Proceeds of written option contracts

   $      $      $ 529,438  

 

The accompanying notes are an integral part of these financial statements.

 

 

  244  

 


Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
Unconstrained
Bond Fund
    The Hartford
World Bond
Fund
 
$ 10.38     $ 9.65     $ 10.20  

 

 

   

 

 

   

 

 

 
  6,110,008       943,262       12,023,053  

 

 

   

 

 

   

 

 

 
$ 63,424,759     $ 9,101,190     $ 122,694,076  

 

 

   

 

 

   

 

 

 
$ 10.37     $ 9.63     $ 10.35  

 

 

   

 

 

   

 

 

 
  19,788,919       499,255       281,323,097  

 

 

   

 

 

   

 

 

 
$ 205,263,077     $ 4,808,330     $ 2,910,871,700  

 

 

   

 

 

   

 

 

 
$ 10.56     $ 9.62     $ 10.28  

 

 

   

 

 

   

 

 

 
  596,542       11,109       190,014  

 

 

   

 

 

   

 

 

 
$ 6,298,601     $ 106,866     $ 1,953,433  

 

 

   

 

 

   

 

 

 
$ 10.54     $ 9.61     $ 10.32  

 

 

   

 

 

   

 

 

 
  1,363,558       56,027       84,105  

 

 

   

 

 

   

 

 

 
$ 14,372,197     $ 538,645     $ 867,854  

 

 

   

 

 

   

 

 

 
$ 10.54     $ 9.62     $ 10.35  

 

 

   

 

 

   

 

 

 
  135,912       127,311       209,450  

 

 

   

 

 

   

 

 

 
$ 1,432,238     $ 1,224,502     $ 2,166,874  

 

 

   

 

 

   

 

 

 
$ 10.53     $     $ 10.36  

 

 

   

 

 

   

 

 

 
  47,727             81,768  

 

 

   

 

 

   

 

 

 
$ 502,476     $     $ 847,513  

 

 

   

 

 

   

 

 

 
$ 10.53     $ 9.60     $ 10.37  

 

 

   

 

 

   

 

 

 
  40,748,017       1,049       40,263,712  

 

 

   

 

 

   

 

 

 
$ 429,122,348     $ 10,072     $ 417,382,845  

 

 

   

 

 

   

 

 

 
$ 10.38     $ 9.63     $ 10.35  

 

 

   

 

 

   

 

 

 
  63,937,819       727,739       15,217,212  

 

 

   

 

 

   

 

 

 
$ 663,413,982     $ 7,005,626     $ 157,438,030  

 

 

   

 

 

   

 

 

 
$     2,564,311,561     $     95,017,544     $     4,018,220,188  
$ 18,975,623     $ 1,130     $  
$     $     $ 43,577  
$ 124,381,739     $     $  
$     $ 95,749     $ 363,506  

 

The accompanying notes are an integral part of these financial statements.

 

 

  245  

 


Fixed Income Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
    The Hartford
Floating Rate
Fund
    The Hartford
Floating Rate
High Income
Fund
 

Investment Income:

      

Dividends

   $     $ 4,570,039     $ 544,560  

Interest

     3,156,764       88,066,293       10,045,775  

Other income

     1,291       447       419  

Less: Foreign tax withheld

     (64,085            
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     3,093,970       92,636,779       10,590,754  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     420,080       12,280,059       1,484,905  

Administrative services fees

      

Class R3

     13       10,921       331  

Class R4

     29       5,835       538  

Class R5

     5       979       508  

Transfer agent fees

      

Class A

     4,357       385,845       50,434  

Class B

           3,715        

Class C

     1,597       450,371       38,181  

Class I

     10,443       536,371       90,765  

Class R3

     11       1,433       91  

Class R4

     10       572       57  

Class R5

           559       10  

Class Y

     550       2,320       22  

Class F

                  

Distribution fees

      

Class A

     6,302       1,073,708       152,411  

Class B

           15,023        

Class C

     9,014       5,911,250       437,916  

Class R3

     33       27,302       826  

Class R4

     50       9,725       897  

Custodian fees

     15,416       15,608       2,711  

Registration and filing fees

     48,823       113,647       53,817  

Accounting services fees

     8,896       354,932       38,183  

Board of Directors’ fees

     1,609       57,909       5,171  

Audit fees

     13,566       16,118       13,484  

Other expenses

     9,886       317,290       33,670  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     550,690       21,591,492       2,404,928  

Expense waivers

     (77,527     (12,113     (116,699

Transfer agent fee waivers

                  

Distribution fee reimbursements

     (120     (1,635     (123
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (77,647     (13,748     (116,822
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     473,043       21,577,744       2,288,106  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

          2,620,927           71,059,035           8,302,648  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

     (1,570,483     8,835,139       721,814  

Less: Foreign taxes paid on realized capital gains

     (36,653            

Net realized gain (loss) on purchased options contracts

     (131,816            

Net realized gain (loss) on futures contracts

     17,991              

Net realized gain (loss) on written options contracts

     461,506              

Net realized gain (loss) on swap contracts

     88,694              

Net realized gain (loss) on bond forward contracts

                  

Net realized gain (loss) on foreign currency contracts

     (293,247     (979,937     (170,154

Net realized gain (loss) on other foreign currency transactions

     (142,886     452,554       123,429  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (1,606,894     8,307,756       675,089  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  246  

 


Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation Plus
Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
         
$ 181,788     $     $     $     $     $  
  10,787,624       7,496,200       290,978       10,624,151       3,063,086       165,263  
                    425       436       718  
        (283                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
      10,969,412           7,495,917           290,978           10,624,576           3,063,522           165,981  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  1,163,760       1,479,326       34,924       1,105,398       310,986       31,039  
         
  3,046       53,846                          
  1,276       11,078                          
  327       1,418                          
         
  235,174       160,101       2,977       46,409       25,690       1,521  
  2,318       6,313             351       219        
  31,261       82,475       192       27,679       5,925       427  
  45,221       54,397       323       71,190       8,162       206  
  542       3,178                          
  273       936                          
  86       481                          
  79       745                   118        
                                 
         
  293,639       273,451       13,625       313,615       127,198       9,628  
  5,635       18,766             3,073       1,145        
  294,598       679,234       15,170       571,463       110,798       18,861  
  7,616       134,614                          
  2,127       18,463                          
  2,888       4,840       221       1,874       635       219  
  62,578       56,286       22,914       66,216       37,896       22,575  
  32,227       54,214       1,397       45,800       12,440       1,242  
  5,199       9,303       305       10,406       2,583       303  
  16,118       16,118       17,494       16,118       12,669       17,494  
  47,189       62,640       3,099       39,339       13,562       3,213  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,253,177       3,182,223       112,641       2,318,931       670,026       106,728  
  (220,399     (245,131     (38,018     (4,106     (39,139     (37,416
  (628     (683                        
  (1,128     (1,848     (7,907     (718     (791     (7,710

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (222,155     (247,662     (45,925     (4,824     (39,930     (45,126

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,031,022       2,934,561       66,716       2,314,107       630,096       61,602  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  8,938,390       4,561,356       224,262       8,310,469       2,433,426       104,379  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  976,297       15,282       3,483       451,248       (240,546     (1,044
                                 
                                 
        441,602                          
                                 
  506,125       632,675                   (467,746      
        (596,581                        
  33,459       428,645                          
  (4,489     2,523,304                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,511,392       3,444,927       3,483       451,248       (708,292     (1,044

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  247  

 


Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
    The Hartford
Floating Rate
Fund
    The Hartford
Floating Rate
High Income
Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

   $ 1,374,339     $ 61,580,128     $ 7,536,648  

Net unrealized appreciation (depreciation) of purchased options contracts

     (82,633            

Net unrealized appreciation (depreciation) of futures contracts

     (16,218            

Net unrealized appreciation (depreciation) of written options contracts

     200,416              

Net unrealized appreciation (depreciation) of swap contracts

     66,176              

Net unrealized appreciation (depreciation) of bond forward contracts

                  

Net unrealized appreciation (depreciation) of foreign currency contracts

     778,433       (1,164,020     (203,895

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     4,908       (370,059     (112,219
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     2,325,421       60,046,049       7,220,534  
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     718,527       68,353,805       7,895,623  
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     3,339,454     $     139,412,840     $     16,198,271  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  248  

 


Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation Plus
Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
         
$ 6,157,035     $ (7,385,347   $     (325,275)     $     (17,014,517)     $     (3,457,954)     $     (147,996)  
                                 
        256,923                          
                                 
  111,209       820,208                   2,136,739        
        307,843                          
  22,436       (211,370                        
  1,368       (579,783                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
 
    
6,292,048

 
    (6,791,526     (325,275     (17,014,517     (1,321,215     (147,996

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,803,440       (3,346,599     (321,792     (16,563,269     (2,029,507     (149,040

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     16,741,830     $      1,214,757     $ (97,530   $ (8,252,800   $ 403,919     $ (44,661

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  249  

 


Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

    

The Hartford
Quality Bond
Fund
 
 
 
   

The Hartford
Short Duration
Fund
 
 
 
   

The Hartford
Strategic Income
Fund
 
 
 

Investment Income:

      

Dividends

   $     $     $ 54,200  

Interest

     1,500,782       12,507,657       9,985,569  

Other income

     360       473       1,069  

Less: Foreign tax withheld

                 (18,960
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     1,501,142           12,508,130           10,021,878  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     305,756       1,893,539       1,022,466  

Administrative services fees

      

Class R3

     237       1,293       224  

Class R4

     11       476       133  

Class R5

     22       186       202  

Transfer agent fees

      

Class A

     7,725       322,344       76,778  

Class B

           2,632       1,982  

Class C

     2,001       53,805       34,383  

Class I

     5,135       74,190       17,646  

Class R3

     13       165       113  

Class R4

           103       35  

Class R5

           21       18  

Class R6

                  

Class Y

     564       315       987  

Class F

                  

Distribution fees

      

Class A

     18,243       650,491       142,711  

Class B

           2,155       2,170  

Class C

     18,203       596,380       346,264  

Class R3

     593       3,233       559  

Class R4

     18       794       222  

Custodian fees

     1,188       2,845       17,523  

Registration and filing fees

     54,396       94,426       59,807  

Accounting services fees

     11,007       79,631       40,898  

Board of Directors’ fees

     1,861       13,079       5,858  

Audit fees

     16,117       16,117       16,023  

Other expenses

     8,972       70,400       32,555  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     452,062       3,878,620       1,819,557  

Expense waivers

     (37,501     (2,144     (103,294

Transfer agent fee waivers

           (46      

Distribution fee reimbursements

     (166     (39,257     (188
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (37,667     (41,447     (103,482
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     414,395       3,837,173       1,716,075  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

          1,086,747       8,670,957       8,305,803  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

     (1,308,663     620,837       14,705  

Net realized gain (loss) on purchased options contracts

                 (19,476

Net realized gain (loss) on futures contracts

     (873,123     2,667,018       (3,481,603

Net realized gain (loss) on written options contracts

                 82,112  

Net realized gain (loss) on swap contracts

     (8,424           3,682,427  

Net realized gain (loss) on foreign currency contracts

     (66,923     (29,531     (1,997,725

Net realized gain (loss) on other foreign currency transactions

     50,211       4,041       34,758  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (2,206,922     3,262,365       (1,684,802
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  250  

 


Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
Unconstrained
Bond Fund
    The Hartford
World Bond
Fund
 
   
$ 40,066     $ 3,867     $ 50,407  
  35,222,190       1,730,897       38,980,817  
  1,533       976       1,084  
  (52,582     (2,574     (159,441

 

 

   

 

 

   

 

 

 
  35,211,207       1,733,166       38,872,867  

 

 

   

 

 

   

 

 

 
   
  3,908,810       212,216       10,813,275  
   
  5,906       145       1,928  
  10,811       412       800  
  705       802       695  
   
  567,826       43,773       319,507  
  9,144       952        
  48,666       6,264       71,119  
  208,080       3,814       1,721,355  
  838       25       184  
  442       26       111  
  58             111  
              98  
   
  7,101       131       3,798  
               
  920,045       55,223       520,604  
  15,476       2,430        
  329,646       48,078       683,937  
  14,764       362       4,821  
  18,018       686       1,334  
  17,663       1,875       122,361  
  111,596       52,215       138,013  
  222,096       8,489       387,231  
  29,520       1,328       52,716  
  16,164       19,372       16,145  
  162,260       14,801       360,357  

 

 

   

 

 

   

 

 

 
  6,625,635       473,419       15,220,500  
  (67,938     (84,994     (198,526
  (4,501     (223     (39
  (2,986     (397     (531

 

 

   

 

 

   

 

 

 
  (75,425     (85,614     (199,096

 

 

   

 

 

   

 

 

 
  6,550,210       387,805       15,021,404  

 

 

   

 

 

   

 

 

 
  28,660,997           1,345,361       23,851,463  

 

 

   

 

 

   

 

 

 
   
      (11,288,230         (788,796         (28,841,855
  173,810       (4,751     (1,927,397
  (1,191,867     803,114       (7,265,104
  201,719       18,200       1,793,753  
  5,575,812       7,488       5,522,584  
  (704,383     (46,760     (2,727,254
  1,137,547       799       (3,014,974

 

 

   

 

 

   

 

 

 
  (6,095,592     (10,706     (36,460,247

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  251  

 


Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Quality Bond
Fund
    The Hartford
Short Duration
Fund
    The Hartford
Strategic
Income Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

   $ (578,184   $ (3,858,744   $ 4,100,198  

Net unrealized appreciation (depreciation) of purchased options contracts

                 40,590  

Net unrealized appreciation (depreciation) of futures contracts

             308,787       (1,370,042     2,184,860  

Net unrealized appreciation (depreciation) of securities sold short

     (30,019            

Net unrealized appreciation (depreciation) of written options contracts

                 85,662  

Net unrealized appreciation (depreciation) of swap contracts

                 (208,544

Net unrealized appreciation (depreciation) of foreign currency contracts

     46,877       (15,943     1,005,069  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (15,910     (8,759     (35,963
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (268,449     (5,253,488     7,171,872  
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (2,475,371     (1,991,123     5,487,070  
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ (1,388,624   $      6,679,834     $     13,792,873  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  252  

 


Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
Unconstrained
Bond Fund
    The Hartford
World Bond
Fund
 
   
$ (16,511,695   $ 550,204     $       7,427,736  
  137,152       6,327       490,739  
  3,297,850       (261,325     (8,387,128
               
        15,492       460,415  
  (2,645,012     26,769       (4,267,148
  753,275       71,756       3,572,054  
  (358,172     5,982       105,266  

 

 

   

 

 

   

 

 

 

 

(15,326,602

    415,205       (598,066

 

 

   

 

 

   

 

 

 
      (21,422,194)       404,499       (37,058,313

 

 

   

 

 

   

 

 

 
$      7,238,803     $     1,749,860     $ (13,206,850

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  253  

 


Fixed Income Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford Emerging Markets
Local Debt Fund
    The Hartford Floating Rate
Fund
 
     For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
 

Operations:

        

Net investment income (loss)

   $ 2,620,927     $ 6,308,397     $ 71,059,035     $ 169,349,410  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     (1,606,894     (19,608,998     8,307,756       (172,776,553

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     2,325,421       19,354,382       60,046,049       217,049,671  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     3,339,454       6,053,781       139,412,840       213,622,528  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (114,674           (16,030,010     (39,154,884

Class B

                 (45,178     (192,432

Class C

     (34,344           (17,723,496     (44,415,416

Class I

     (460,161           (33,152,902     (62,929,243

Class R3

     (240           (188,717     (463,178

Class R4

     (867           (143,975     (368,379

Class R5

     (240           (39,272     (109,584

Class Y

     (1,776,054           (7,116,619     (14,164,583

Class F

     (77           (64      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (2,386,657           (74,440,233     (161,797,699
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F

                        

From tax return of capital

        

Class A

           (256,662            

Class C

           (47,082            

Class I

           (188,061            

Class R3

           (8,101            

Class R4

           (9,329            

Class R5

           (8,690            

Class Y

           (5,551,762            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from tax return of capital

           (6,069,687            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (2,386,657     (6,069,687     (74,440,233     (161,797,699
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     32,278,222       97,933,115       804,291,483       862,103,146  

Issued on reinvestment of distributions

     1,622,405       4,292,442       62,552,312       138,161,316  

Redeemed

     (40,120,301         (190,815,730         (559,844,221         (1,856,800,375
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (6,219,674     (88,590,173     306,999,574       (856,535,913
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (5,266,877     (88,606,079     371,972,181       (804,711,084
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

         105,177,155       193,783,234       3,899,514,769       4,704,225,853  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $ 99,910,278     $ 105,177,155     $ 4,271,486,950     $ 3,899,514,769  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 199,823     $ (34,447   $ 450,162     $ 3,831,360  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  254  

 


Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

    
The Hartford Floating Rate High Income Fund
    The Hartford High Yield Fund     The Hartford Inflation Plus Fund  
For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 
         
$ 8,302,648     $ 16,486,876     $ 8,938,390     $ 16,096,843     $ 4,561,356     $ 4,543,331  
  675,089      
    
(18,365,609)

 
    1,511,392       (8,907,040     3,444,927       (6,352,015
 
    
7,220,534

 
    20,373,363       6,292,048       14,345,777       (6,791,526     27,860,806  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  16,198,271       18,494,630       16,741,830       21,535,580       1,214,757       26,052,122  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (2,376,160     (5,548,256     (5,953,894     (11,325,752     (2,601,063      
              (24,399     (95,921            
  (1,381,250     (3,586,846     (1,273,087     (2,557,825     (541,095      
  (4,296,076     (5,380,942     (1,237,630     (1,470,860     (854,272      
  (5,980     (19,121     (72,618     (129,452     (474,320      
  (13,666     (37,746     (43,014     (81,865     (171,472      
  (20,763     (30,449     (17,566     (28,165     (40,443      
  (67,824     (171,308     (274,992     (410,386     (1,657,653      
  (66           (23,343                  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (8,161,785     (14,774,668     (8,920,543     (16,100,226     (6,340,318      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
                                 
         
        (323,009                        
        (208,820                        
        (313,269                        
        (1,113                        
        (2,198                        
        (1,773                        
        (9,973                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
        (860,155                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (8,161,785     (15,634,823     (8,920,543     (16,100,226     (6,340,318      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  201,795,148       165,092,975       144,634,643       141,567,718       155,232,047       85,844,243  
  7,929,422       15,232,336       8,546,042       15,471,526       5,982,150        
      (100,677,388)           (212,502,398)           (164,157,973)           (160,899,936)           (172,945,991)           (283,909,962)  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  109,047,182       (32,177,087     (10,977,288     (3,860,692     (11,731,794     (198,065,719

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  117,083,668       (29,317,280     (3,156,001     1,574,662       (16,857,355     (172,013,597

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  365,179,721       394,497,001       360,911,943       359,337,281       619,666,967       791,680,564  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 482,263,389     $ 365,179,721     $ 357,755,942     $ 360,911,943     $ 602,809,612     $ 619,666,967  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 149,921     $ 9,058     $ 27,694     $ 9,847     $ 2,786,794     $ 4,565,756  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  255  

 


Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford Municipal Income
Fund
    The Hartford Municipal
Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 

Operations:

        

Net investment income (loss)

   $ 224,262     $ 288,568     $ 8,310,469     $ 15,399,890  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     3,483       28,833       451,248       1,308,946  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (325,275     186,099       (17,014,517     7,244,667  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (97,530     503,500       (8,252,800     23,953,503  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (121,415     (123,379     (3,220,252     (6,213,645

Class B

                 (5,526     (29,748

Class C

     (28,330     (36,875     (1,034,012     (1,968,141

Class I

     (74,475     (128,370     (4,050,558     (7,188,531

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        

Class F

     (42           (47      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (224,262     (288,624     (8,310,395     (15,400,065
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

                        

Class C

                        

Class I

                        

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (224,262     (288,624     (8,310,395     (15,400,065
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     4,168,059       9,048,711            133,551,709            402,122,445  

Issued on reinvestment of distributions

     224,226       288,491       6,902,477       12,496,919  

Redeemed

     (2,019,454     (1,160,378     (216,980,551     (152,092,290
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     2,372,831       8,176,824       (76,526,365     262,527,074  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     2,051,039       8,391,700       (93,089,560     271,080,512  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     19,106,494       10,714,794       750,098,029       479,017,517  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     21,157,533     $     19,106,494     $     657,008,469     $ 750,098,029  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 7,426     $ 7,426     $ 166,442     $ 166,368  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  256  

 


Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Municipal Real
Return Fund
    Hartford Municipal Short
Duration Fund
    The Hartford Quality Bond Fund  
For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 
         
$ 2,433,426     $ 4,614,387     $ 104,379     $ 138,197     $ 1,086,747     $ 1,618,873  
  (708,292    
    
(7,434,123)

 
    (1,044     6,374       (2,206,922     2,454,818  

 

(1,321,215

    10,315,120       (147,996     22,410       (268,449     489,474  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  403,919       7,495,384       (44,661     166,981       (1,388,624     4,563,165  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (1,404,239     (2,963,967     (45,617     (65,194     (133,261     (175,535
  (2,306     (12,408                        
  (223,605     (555,954     (13,911     (8,168     (19,549     (20,048
  (551,628     (565,976     (44,828     (64,918     (85,281     (132,649
                          (1,876     (2,746
                          (130     (2,363
                          (465     (3,261
  (251,604     (543,686                 (904,742     (1,543,733
  (50           (24           (150,442      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (2,433,432     (4,641,991     (104,380     (138,280     (1,295,746     (1,880,335

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
                          (245,660     (79,188
                          (64,716     (17,226
                          (178,941     (15,237
                          (3,019     (13,943
                          (365     (14,040
                          (689     (14,140
                          (1,403,142     (308,235
                                 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
                          (1,896,532     (462,009

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (2,433,432     (4,641,991     (104,380     (138,280     (3,192,278     (2,342,344

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  41,076,216       44,471,582       3,351,215       9,775,348       130,276,360       134,137,823  
  2,143,511       4,037,252       104,372       138,272       3,127,511       2,336,679  
  (27,209,415     (48,428,031     (3,529,865     (3,812,141     (125,608,707     (46,278,066

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  16,010,312       80,803       (74,278     6,101,479       7,795,164       90,196,436  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  13,980,799       2,934,196       (223,319     6,130,180       3,214,262       92,417,257  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  171,722,839       168,788,643       18,365,437       12,235,257       124,514,178       32,096,921  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     185,703,638     $     171,722,839     $     18,142,118     $     18,365,437     $     127,728,440     $     124,514,178  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 16,951     $ 16,957     $ 6,237     $ 6,238     $ (208,644   $ 355  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  257  

 


Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford Short
Duration Fund
    The Hartford Strategic
Income Fund
 
     For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 

Operations:

        

Net investment income (loss)

   $ 8,670,957     $ 13,894,536     $ 8,305,803     $ 18,208,372  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     3,262,365       (3,188,145     (1,684,802     (905,907

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (5,253,488     11,679,085       7,171,872       11,816,842  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     6,679,834       22,385,476       13,792,873       29,119,307  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (5,104,314     (8,732,000     (3,059,236     (4,918,160

Class B

     (16,892     (57,238     (44,946     (116,866

Class C

     (736,943     (1,222,176     (1,578,950     (2,572,890

Class I

     (2,203,265     (3,249,572     (889,655     (1,189,518

Class R3

     (10,871     (17,204     (6,263     (11,080

Class R4

     (6,231     (11,580     (4,710     (8,341

Class R5

     (4,197     (2,831     (11,464     (18,141

Class R6

                 (303     (452

Class Y

     (462,112     (839,690     (3,876,632     (7,800,015

Class F(5)

     (57,096           (541,554      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (8,601,921     (14,132,291     (10,013,713     (16,635,463
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

                        

Class B

                        

Class C

                        

Class I

                        

Class R3

                        

Class R4

                        

Class R5

                        

Class R6

                        

Class Y

                        

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

From tax return of capital

        

Class A

                        

Class B

                        

Class C

                        

Class I

                        

Class R3

                        

Class R4

                        

Class R5

                        

Class R6

                        

Class Y

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from tax return of capital

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (8,601,921     (14,132,291     (10,013,713     (16,635,463
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

          300,899,654            568,131,590            195,074,447            131,626,176  

Issued on reinvestment of distributions

     7,796,742       12,564,026       9,757,225       16,155,072  

Redeemed

     (304,858,606     (424,146,283     (226,297,133     (122,758,705
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     3,837,790       156,549,333       (21,465,461     25,022,543  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     1,915,703       164,802,518       (17,686,301     37,506,387  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     895,568,196       730,765,678       393,193,368       355,686,981  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     897,483,899     $     895,568,196     $     375,507,067     $     393,193,368  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 267,849     $ 198,813     $ 282,858     $ 1,990,768  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(5)  Commenced operations on February 28, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  258  

 


Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Total Return
Bond Fund
    The Hartford Unconstrained
Bond Fund
    The Hartford World Bond Fund  
For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 
         
$ 28,660,997     $ 55,834,263     $ 1,345,361     $ 3,426,944     $ 23,851,463     $ 46,807,333  
 
    
(6,095,592)

 
    (12,037,178     (10,706     (3,229,737     (36,460,247     (98,827,498

 

(15,326,602

    50,351,436       415,205       1,994,020       (598,066     117,103,014  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,238,803       94,148,521       1,749,860       2,191,227       (13,206,850     65,082,849  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (9,625,185     (17,749,073     (717,512     (1,809,029            
  (28,426     (131,101     (6,076     (24,241            
  (617,586     (1,230,789     (120,134     (320,124            
  (2,224,856     (1,046,215     (85,608     (156,482            
  (67,731     (122,431     (2,138     (6,607            
  (188,165     (369,231     (8,891     (15,652            
  (20,493     (40,601     (28,123     (4,284            
  (1,264     (284                        
  (14,431,498     (29,448,677     (262,248     (779,299            
  (1,166,418           (13,965                  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (28,371,622     (50,138,402     (1,244,695     (3,115,718            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
        (1,174,791                       (14,873,653
        (17,345                        
        (115,651                       (4,341,666
        (38,967                       (56,379,832
        (10,192                       (20,717
        (26,350                       (120,520
        (2,383                       (8,420
        (17                       (4,594
        (1,890,131                       (16,158,895
                                 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
        (3,275,827                       (91,908,297

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
        (1,905,065                       (1,735,638
        (14,071                        
        (132,104                       (102,460
        (112,294                       (9,759,287
        (13,141                       (1,805
        (39,631                       (14,944
        (4,358                       (1,457
        (31                       (1,727
        (3,160,821                       (2,542,428

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
        (5,381,516                       (14,159,746

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (28,371,622     (58,795,745     (1,244,695     (3,115,718           (106,068,043

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  996,722,399       462,316,024       14,224,385       12,214,297       1,746,663,554       1,710,906,217  
  27,513,708       58,028,355       1,169,919       3,016,440             96,140,611  
  (906,868,956     (424,275,240     (36,275,888         (23,045,381)           (1,359,548,380)           (1,872,031,155)  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  117,367,151       96,069,139           (20,881,584)       (7,814,644     387,115,174       (64,984,327

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  96,234,332       131,421,915       (20,376,419     (8,739,135     373,908,324       (105,969,521

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  2,031,353,141       1,899,931,226       86,327,585       95,066,720       3,618,225,236       3,724,194,757  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     2,127,587,473     $     2,031,353,141     $ 65,951,166     $ 86,327,585     $ 3,992,133,560     $ 3,618,225,236  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ (475,163)     $ (764,538   $ 28,785     $ (71,881   $ 7,203,736     $ 16,647,727  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  259  

 


Fixed Income Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Emerging Markets Local Debt Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   7.48     $   0.18     $   0.06     $   0.24     $   (0.16   $   —     $   —     $   (0.16   $   7.56       3.37 %(5)    $ 5,494       1.47 %(6)      1.25 %(6)      5.02 %(6)      93

C

    7.47       0.15       0.07       0.22       (0.14                 (0.14     7.55       2.98 (5)      2,012       2.23 (6)      2.00 (6)      4.27 (6)      93  

I

    7.46       0.19       0.06       0.25       (0.17                 (0.17     7.54       3.52 (5)      25,982       1.16 (6)      1.00 (6)      5.27 (6)      93  

R3

    7.43       0.17       0.07       0.24       (0.14                 (0.14     7.53       3.29 (5)      13       1.90 (6)      1.55 (6)      4.74 (6)      93  

R4

    7.45       0.18       0.06       0.24       (0.16                 (0.16     7.53       3.30 (5)      62       1.50 (6)      1.25 (6)      5.01 (6)      93  

R5

    7.24       0.19       0.06       0.25       (0.16                 (0.16     7.33       3.42 (5)      10       1.17 (6)      0.95 (6)      5.34 (6)      93  

Y

    7.43       0.19       0.07       0.26       (0.18                 (0.18     7.51       3.45 (5)      66,327       1.05 (6)      0.90 (6)      5.36 (6)      93  

F(7)

    7.29       0.06       0.25       0.31       (0.06                 (0.06     7.54       4.21 (5)      10       1.05 (6)      0.90 (6)      5.22 (6)      93  

For the Year Ended October 31, 2016

 

A

  $ 7.09     $ 0.35     $ 0.38     $ 0.73     $     $     $ (0.34   $ (0.34   $ 7.48       10.62   $ 5,804       1.64     1.26 %(8)      4.91     187

C

    7.08       0.30       0.37       0.67                   (0.28     (0.28     7.47       9.78       1,895       2.43       2.01 (8)      4.14       187  

I

    7.07       0.37       0.38       0.75                   (0.36     (0.36     7.46       10.93       9,871       1.41       1.01 (8)      5.08       187  

R3

    7.08       0.32       0.35       0.67                   (0.32     (0.32     7.43       9.80       20       1.92       1.56 (8)      4.44       187  

R4

    7.08       0.34       0.38       0.72                   (0.35     (0.35     7.45       10.51       31       1.61       1.26 (8)      4.76       187  

R5

    7.08       0.36       0.34       0.70       (0.00           (0.54     (0.54     7.24       10.44       12       1.30       0.96 (8)      5.04       187  

Y

    7.05       0.37       0.38       0.75                   (0.37     (0.37     7.43       10.96       87,545       1.20       0.91 (8)      5.26       187  

For the Year Ended October 31, 2015

 

A

  $ 9.00     $ 0.36     $ (1.87   $ (1.51   $     $     $ (0.40   $ (0.40   $ 7.09       (17.13 )%    $ 5,827       1.53     1.25     4.56     122

C

    8.99       0.32       (1.90     (1.58                 (0.33     (0.33     7.08       (17.81     1,289       2.29       2.00       3.99       122  

I

    8.98       0.38       (1.87     (1.49                 (0.42     (0.42     7.07       (16.95     3,716       1.18       0.97       4.57       122  

R3

    8.99       0.34       (1.88     (1.54                 (0.37     (0.37     7.08       (17.40     1,688       1.81       1.55       4.33       122  

R4

    8.99       0.37       (1.88     (1.51                 (0.40     (0.40     7.08       (17.14     1,741       1.51       1.25       4.63       122  

R5

    8.99       0.39       (1.88     (1.49                 (0.42     (0.42     7.08       (16.89     1,726       1.21       0.95       4.93       122  

Y

    8.96       0.40       (1.89     (1.49                 (0.42     (0.42     7.05       (16.90     177,798       1.11       0.90       5.02       122  

For the Year Ended October 31, 2014

 

A

  $ 9.51     $ 0.42     $ (0.52   $ (0.10   $ (0.04   $   (0.01   $   (0.36   $ (0.41   $ 9.00       (1.10 )%    $ 9,792       1.47     1.25     4.57     144

C

    9.50       0.35       (0.52     (0.17     (0.03     (0.01     (0.30     (0.34     8.99       (1.85     3,208       2.23       2.00       3.78       144  

I

    9.50       0.44       (0.52     (0.08     (0.04     (0.01     (0.39     (0.44     8.98       (0.91     43,683       1.19       0.98       4.78       144  

R3

    9.50       0.39       (0.52     (0.13     (0.03     (0.01     (0.34     (0.38     8.99       (1.38     2,041       1.81       1.55       4.23       144  

R4

    9.50       0.42       (0.52     (0.10     (0.04     (0.01     (0.36     (0.41     8.99       (1.09     2,101       1.51       1.25       4.53       144  

R5

    9.51       0.45       (0.53     (0.08     (0.04     (0.01     (0.39     (0.44     8.99       (0.89     2,078       1.20       0.95       4.83       144  

Y

    9.47       0.45       (0.52     (0.07     (0.04     (0.01     (0.39     (0.44     8.96       (0.74     257,218       1.11       0.90       4.86       144  

For the Year Ended October 31, 2013

 

A

  $   10.02     $ 0.41     $   (0.47   $   (0.06   $ (0.39   $ (0.06   $     $ (0.45   $ 9.51       (0.70 )%    $   24,773       1.49     1.25     4.16     95

C

    10.01       0.34       (0.47     (0.13     (0.32     (0.06           (0.38     9.50       (1.40     6,280       2.22       1.99       3.43       95  

I

    10.01       0.43       (0.47     (0.04     (0.41     (0.06           (0.47     9.50       (0.45     33,259       1.25       1.00       4.41       95  

R3

    10.01       0.38       (0.47     (0.09     (0.36     (0.06           (0.42     9.50       (1.01     2,097       1.84       1.55       3.86       95  

R4

    10.01       0.41       (0.47     (0.06     (0.39     (0.06           (0.45     9.50       (0.71     2,165       1.54       1.25       4.16       95  

R5

    10.01       0.44       (0.46     (0.02     (0.42     (0.06           (0.48     9.51       (0.31     2,095       1.24       0.95       4.46       95  

Y

    9.98       0.44       (0.47     (0.03     (0.42     (0.06           (0.48     9.47       (0.36     178,911       1.14       0.90       4.50       95  

 

The accompanying notes are an integral part of these financial statements.

 

 

  260  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Emerging Markets Local Debt Fund - (continued)  

For the Year Ended October 31, 2012

 

A

  $   9.24     $   0.37     $   0.71     $   1.08     $   (0.30   $   —     $   —     $   (0.30   $   10.02       11.96   $ 20,430       1.65     1.24     3.96     99

C

    9.24       0.30       0.70       1.00       (0.23                 (0.23     10.01       11.03       3,846       2.38       1.97       3.22       99  

I

    9.23       0.40       0.71       1.11       (0.33                 (0.33     10.01       12.28       23,655       1.37       0.96       4.27       99  

R3

    9.24       0.34       0.70       1.04       (0.27                 (0.27     10.01       11.48       2,112       2.02       1.55       3.65       99  

R4

    9.24       0.37       0.70       1.07       (0.30                 (0.30     10.01       11.81       2,094       1.72       1.25       3.95       99  

R5

    9.24       0.40       0.70       1.10       (0.33                 (0.33     10.01       12.15       2,103       1.42       0.95       4.25       99  

Y

    9.21       0.41       0.69       1.10       (0.33                 (0.33     9.98       12.25       75,221       1.31       0.90       4.37       99  
The Hartford Floating Rate Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 8.58     $ 0.15     $ 0.15     $ 0.30     $ (0.16   $     $     $ (0.16   $ 8.72       3.52 %(5)    $ 844,795       0.99 %(6)      0.98 %(6)      3.57 %(6)      33

B

    8.57       0.12       0.15       0.27       (0.13                 (0.13     8.71       3.14 (5)      1,993       1.89 (6)      1.75 (6)      2.88 (6)      33  

C

    8.57       0.12       0.15       0.27       (0.13                 (0.13     8.71       3.15 (5)      1,164,173       1.72 (6)      1.72 (6)      2.83 (6)      33  

I

    8.59       0.16       0.15       0.31       (0.17                 (0.17     8.73       3.66 (5)      1,855,203       0.71 (6)      0.71 (6)      3.82 (6)      33  

R3

    8.61       0.14       0.14       0.28       (0.15                 (0.15     8.74       3.26 (5)      11,333       1.37 (6)      1.25  (6)      3.29  (6)      33  

R4

    8.58       0.15       0.15       0.30       (0.16                 (0.16     8.72       3.40 (5)      7,585       1.06 (6)      1.00 (6)      3.53 (6)      33  

R5

    8.58       0.16       0.15       0.31       (0.17                 (0.17     8.72       3.67 (5)      1,991       0.80 (6)      0.70 (6)      3.83 (6)      33  

Y

    8.57       0.17       0.14       0.31       (0.17                 (0.17     8.71       3.70 (5)      384,404       0.65 (6)      0.65 (6)      3.89 (6)      33  

F(7)

    8.74       0.06       (0.01     0.05       (0.06                 (0.06     8.73       0.53 (5)      10       0.64 (6)      0.64 (6)      2.99 (6)      33  

For the Year Ended October 31, 2016

 

A

  $ 8.41     $ 0.36     $ 0.16     $ 0.52     $ (0.35   $     $     $ (0.35   $ 8.58       6.38   $ 875,037       1.02     1.01 %(9)      4.40     40

B

    8.40       0.30       0.15       0.45       (0.28                 (0.28     8.57       5.59       3,696       1.90       1.76 (9)      3.66       40  

C

    8.40       0.30       0.16       0.46       (0.29                 (0.29     8.57       5.62       1,213,760       1.74       1.74 (9)      3.67       40  

I

    8.42       0.39       0.15       0.54       (0.37                 (0.37     8.59       6.67       1,466,928       0.74       0.74 (9)      4.66       40  

R3

    8.43       0.34       0.17       0.51       (0.33                 (0.33     8.61       6.24       10,618       1.38       1.26 (9)      4.15       40  

R4

    8.40       0.36       0.17       0.53       (0.35                 (0.35     8.58       6.51       8,781       1.07       1.01 (9)      4.39       40  

R5

    8.41       0.39       0.15       0.54       (0.37                 (0.37     8.58       6.70       1,941       0.80       0.71 (9)      4.69       40  

Y

    8.40       0.39       0.16       0.55       (0.38                 (0.38     8.57       6.76       318,753       0.66       0.66 (9)      4.73       40  

For the Year Ended October 31, 2015

 

A

  $ 8.88     $ 0.36     $   (0.46   $   (0.10   $ (0.33   $     $   (0.04   $ (0.37   $ 8.41       (1.20 )%    $   1,109,960       0.98     0.98     4.19     30

B

    8.86       0.30       (0.46     (0.16     (0.27           (0.03     (0.30     8.40       (1.85     7,942       1.84       1.75       3.42       30  

C

    8.86       0.30       (0.46     (0.16     (0.27           (0.03     (0.30     8.40       (1.94     1,463,472       1.73       1.73       3.44       30  

I

    8.89       0.39       (0.47     (0.08     (0.35           (0.04     (0.39     8.42       (0.92     1,698,313       0.71       0.71       4.45       30  

R3

    8.89       0.34       (0.46     (0.12     (0.31           (0.03     (0.34     8.43       (1.46     13,707       1.37       1.25       3.92       30  

R4

    8.87       0.36       (0.47     (0.11     (0.32           (0.04     (0.36     8.40       (1.22     9,264       1.06       1.00       4.16       30  

R5

    8.87       0.39       (0.46     (0.07     (0.35           (0.04     (0.39     8.41       (0.81     2,818       0.78       0.70       4.46       30  

Y

    8.86       0.39       (0.46     (0.07     (0.35           (0.04     (0.39     8.40       (0.76     398,751       0.65       0.65       4.51       30  

For the Year Ended October 31, 2014

 

A

  $ 9.01     $ 0.34     $ (0.13   $ 0.21     $ (0.34   $     $     $ (0.34   $ 8.88       2.35   $ 1,459,463       0.96     0.96     3.80     75

B

    9.00       0.27       (0.14     0.13       (0.27                 (0.27     8.86       1.44       18,681       1.81       1.75       3.01       75  

C

    9.00       0.28       (0.14     0.14       (0.28                 (0.28     8.86       1.48       1,900,141       1.71       1.71       3.06       75  

I

    9.02       0.37       (0.13     0.24       (0.37                 (0.37     8.89       2.62       2,325,212       0.70       0.70       4.08       75  

R3

    9.03       0.32       (0.14     0.18       (0.32                 (0.32     8.89       1.94       17,970       1.35       1.25       3.52       75  

R4

    9.01       0.34       (0.14     0.20       (0.34                 (0.34     8.87       2.20       11,663       1.05       1.00       3.77       75  

R5

    9.01       0.37       (0.14     0.23       (0.37                 (0.37     8.87       2.50       3,753       0.77       0.70       4.07       75  

Y

    9.00       0.37       (0.14     0.23       (0.37                 (0.37     8.86       2.57       413,511       0.64       0.64       4.13       75  

 

The accompanying notes are an integral part of these financial statements.

 

 

  261  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Floating Rate Fund - (continued)  

For the Year Ended October 31, 2013

 

A

  $ 8.93     $   0.36     $   0.09     $   0.45     $   (0.37   $   —     $   —     $   (0.37   $ 9.01       5.08   $   2,064,701       0.96     0.96     4.04     78

B

    8.92       0.29       0.09       0.38       (0.30                 (0.30     9.00       4.27       30,017       1.80       1.75       3.28       78  

C

    8.92       0.30       0.08       0.38       (0.30                 (0.30     9.00       4.31       2,195,858       1.71       1.71       3.30       78  

I

    8.94       0.39       0.08       0.47       (0.39                 (0.39     9.02       5.35       2,772,328       0.70       0.70       4.29       78  

R3

    8.95       0.34       0.08       0.42       (0.34                 (0.34     9.03       4.77       18,334       1.36       1.25       3.76       78  

R4

    8.92       0.36       0.09       0.45       (0.36                 (0.36     9.01       5.17       13,255       1.04       1.00       4.01       78  

R5

    8.93       0.39       0.08       0.47       (0.39                 (0.39     9.01       5.36       3,942       0.76       0.70       4.33       78  

Y

    8.92       0.39       0.09       0.48       (0.40                 (0.40     9.00       5.43       79,142       0.64       0.64       4.39       78  

For the Year Ended October 31, 2012(10)

 

A

  $ 8.64     $ 0.43     $ 0.29     $ 0.72     $ (0.43   $     $     $ (0.43   $ 8.93       8.48   $ 1,784,029       0.98     0.98     4.85     60

B

    8.63       0.36       0.29       0.65       (0.36                 (0.36     8.92       7.66       35,026       1.80       1.75       4.08       60  

C

    8.63       0.36       0.29       0.65       (0.36                 (0.36     8.92       7.69       2,031,516       1.72       1.72       4.10       60  

I

    8.65       0.45       0.29       0.74       (0.45                 (0.45     8.94       8.74       1,817,957       0.73       0.73       5.10       60  

R3

    8.66       0.40       0.29       0.69       (0.40                 (0.40     8.95       8.17       13,889       1.37       1.25       4.57       60  

R4

    8.63       0.42       0.29       0.71       (0.42                 (0.42     8.92       8.47       11,283       1.06       1.00       4.80       60  

R5

    8.64       0.45       0.29       0.74       (0.45                 (0.45     8.93       8.78       11,820       0.76       0.70       5.12       60  

Y

    8.63       0.45       0.29       0.74       (0.45                 (0.45     8.92       8.85       75,994       0.65       0.65       5.18       60  
The Hartford Floating Rate High Income Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 9.82     $ 0.20     $ 0.18     $ 0.38     $ (0.19   $     $     $ (0.19   $   10.01       3.93 %(5)    $ 131,588       1.10 %(6)      1.05 %(6)      3.96 %(6)      42

C

    9.82       0.16       0.20       0.36       (0.16                 (0.16     10.02       3.54 (5)      93,815       1.86 (6)      1.80 (6)      3.23 (6)      42  

I

    9.83       0.21       0.19       0.40       (0.21                 (0.21     10.02       4.05 (5)      251,091       0.85 (6)      0.80 (6)      4.17 (6)      42  

R3

    9.81       0.18       0.20       0.38       (0.18                 (0.18     10.01       3.78 (5)      343       1.53 (6)      1.35 (6)      3.68 (6)      42  

R4

    9.80       0.19       0.19       0.38       (0.19                 (0.19     9.99       3.93 (5)      1,002       1.18 (6)      1.05 (6)      3.90 (6)      42  

R5

    9.80       0.20       0.20       0.40       (0.21                 (0.21     9.99       4.08 (5)      1,353       0.87 (6)      0.75 (6)      4.07 (6)      42  

Y

    9.80       0.21       0.19       0.40       (0.21                 (0.21     9.99       4.09 (5)      3,061       0.77 (6)      0.75 (6)      4.26 (6)      42  

F(7)

    10.03       0.07       (0.01     0.06       (0.07                 (0.07     10.02       0.56 (5)      10       0.77 (6)      0.75 (6)      4.19 (6)      42  

For the Year Ended October 31, 2016

 

A

  $ 9.59     $ 0.51     $ 0.20     $ 0.71     $ (0.45   $     $ (0.03   $ (0.48   $ 9.82       7.81   $ 123,600       1.15     1.07 %(11)      5.43     75

C

    9.60       0.44       0.19       0.63       (0.39           (0.02     (0.41     9.82       6.90       83,318       1.91       1.82 (11)      4.70       75  

I

    9.60       0.53       0.21       0.74       (0.48           (0.03     (0.51     9.83       8.07       151,912       0.91       0.82 (11)      5.65       75  

R3

    9.58       0.49       0.20       0.69       (0.43           (0.03     (0.46     9.81       7.50       319       1.55       1.37 (11)      5.18       75  

R4

    9.58       0.51       0.20       0.71       (0.46           (0.03     (0.49     9.80       7.77       507       1.23       1.07 (11)      5.40       75  

R5

    9.57       0.53       0.31       0.84       (0.58           (0.03     (0.61     9.80       9.27       592       0.92       0.77 (11)      5.55       75  

Y

    9.57       0.54       0.20       0.74       (0.48           (0.03     (0.51     9.80       8.14       4,932       0.81       0.77 (11)      5.75       75  

For the Year Ended October 31, 2015

 

A

  $   10.54     $ 0.51     $ (0.81   $ (0.30   $ (0.41   $   (0.15   $ (0.09   $ (0.65   $ 9.59       (3.00 )%    $ 134,991       1.11     1.05     5.06     55

C

    10.54       0.43       (0.79     (0.36     (0.35     (0.15     (0.08     (0.58     9.60       (3.63     99,723       1.88       1.80       4.31       55  

I

    10.55       0.53       (0.80     (0.27     (0.43     (0.15     (0.10     (0.68     9.60       (2.75     148,276       0.86       0.80       5.30       55  

R3

    10.52       0.48       (0.80     (0.32     (0.39     (0.15     (0.08     (0.62     9.58       (3.21     807       1.48       1.35       4.73       55  

R4

    10.52       0.51       (0.80     (0.29     (0.41     (0.15     (0.09     (0.65     9.58       (2.91     2,889       1.18       1.05       5.06       55  

R5

    10.52       0.54       (0.81     (0.27     (0.43     (0.15     (0.10     (0.68     9.57       (2.63     2,823       0.88       0.75       5.35       55  

Y

    10.52       0.54       (0.81     (0.27     (0.43     (0.15     (0.10     (0.68     9.57       (2.72     4,989       0.77       0.75       5.33       55  

 

The accompanying notes are an integral part of these financial statements.

 

 

  262  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Floating Rate High Income Fund - (continued)  

For the Year Ended October 31, 2014

 

A

  $   10.70     $   0.47     $   (0.13   $   0.34     $   (0.47   $   (0.03   $   —     $   (0.50   $   10.54       3.23   $   191,162       1.10     1.05     4.35     100

C

    10.70       0.39       (0.13     0.26       (0.39     (0.03           (0.42     10.54       2.47       118,465       1.87       1.80       3.61       100  

I

    10.71       0.50       (0.14     0.36       (0.49     (0.03           (0.52     10.55       3.49       207,458       0.84       0.80       4.62       100  

R3

    10.68       0.43       (0.13     0.30       (0.43     (0.03           (0.46     10.52       2.93       2,886       1.48       1.35       4.06       100  

R4

    10.68       0.47       (0.13     0.34       (0.47     (0.03           (0.50     10.52       3.24       3,015       1.18       1.05       4.35       100  

R5

    10.68       0.50       (0.13     0.37       (0.50     (0.03           (0.53     10.52       3.45       2,515       0.88       0.75       4.65       100  

Y

    10.68       0.50       (0.13     0.37       (0.50     (0.03           (0.53     10.52       3.55       13,269       0.78       0.75       4.66       100  

For the Year Ended October 31, 2013

 

A

  $ 10.60     $ 0.48     $ 0.22     $ 0.70     $ (0.50   $ (0.10   $     $ (0.60   $ 10.70       6.78   $ 163,631       1.13     1.05     4.53     59

C

    10.60       0.40       0.22       0.62       (0.42     (0.10           (0.52     10.70       5.98       89,287       1.88       1.80       3.78       59  

I

    10.60       0.50       0.23       0.73       (0.52     (0.10           (0.62     10.71       7.15       119,549       0.84       0.80       4.73       59  

R3

    10.58       0.46       0.21       0.67       (0.47     (0.10           (0.57     10.68       6.47       2,560       1.50       1.35       4.32       59  

R4

    10.58       0.49       0.21       0.70       (0.50     (0.10           (0.60     10.68       6.79       2,642       1.19       1.05       4.62       59  

R5

    10.58       0.52       0.21       0.73       (0.53     (0.10           (0.63     10.68       7.11       2,427       0.89       0.75       4.93       59  

Y

    10.58       0.52       0.21       0.73       (0.53     (0.10           (0.63     10.68       7.11       10,907       0.80       0.75       4.92       59  

For the Year Ended October 31, 2012

 

A

  $ 10.20     $ 0.62     $ 0.42     $ 1.04     $ (0.64   $     $     $ (0.64   $ 10.60       10.54   $ 46,387       1.31     1.04     5.93     67

C

    10.20       0.54       0.42       0.96       (0.56                 (0.56     10.60       9.70       24,263       2.05       1.78       5.18       67  

I

    10.20       0.65       0.42       1.07       (0.67                 (0.67     10.60       10.80       15,072       1.05       0.78       6.23       67  

R3

    10.20       0.61       0.38       0.99       (0.61                 (0.61     10.58       9.98       2,252       1.72       1.35       5.85       67  

R4

    10.20       0.64       0.38       1.02       (0.64                 (0.64     10.58       10.31       2,292       1.42       1.05       6.15       67  

R5

    10.20       0.67       0.38       1.05       (0.67                 (0.67     10.58       10.64       2,264       1.12       0.75       6.45       67  

Y

    10.20       0.67       0.38       1.05       (0.67                 (0.67     10.58       10.64       10,181       1.02       0.75       6.45       67  
The Hartford High Yield Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 7.28     $ 0.18     $ 0.16     $ 0.34     $ (0.18   $     $     $ (0.18   $ 7.44       4.78 %(5)    $ 226,380       1.19 %(6)      1.05 %(6)      5.08 %(6)      29

B

    7.23       0.16       0.16       0.32       (0.16                 (0.16     7.39       4.41 (5)      653       2.15 (6)      1.80 (6)      4.34 (6)      29  

C

    7.25       0.16       0.16       0.32       (0.16                 (0.16     7.41       4.41 (5)      58,711       1.85 (6)      1.80 (6)      4.33 (6)      29  

I

    7.31       0.19       0.17       0.36       (0.19                 (0.19     7.48       5.04 (5)      58,814       0.93 (6)      0.80 (6)      5.31 (6)      29  

R3

    7.27       0.17       0.17       0.34       (0.17                 (0.17     7.44       4.77 (5)      3,105       1.48 (6)      1.35 (6)      4.78 (6)      29  

R4

    7.28       0.18       0.17       0.35       (0.18                 (0.18     7.45       4.92 (5)      1,476       1.17 (6)      1.05 (6)      5.07 (6)      29  

R5

    7.27       0.20       0.17       0.37       (0.20                 (0.20     7.44       5.08 (5)      854       0.87 (6)      0.75 (6)      5.38 (6)      29  

Y

    7.26       0.20       0.16       0.36       (0.20                 (0.20     7.42       4.97 (5)      240       0.74 (6)      0.70 (6)      5.42 (6)      29  

F(7)

    7.48       0.07       (0.01     0.06       (0.07                 (0.07     7.47       0.76 (5)      7,523       0.75 (6)      0.70 (6)      5.43 (6)      29  

For the Year Ended October 31, 2016

 

A

  $ 7.14     $ 0.35     $ 0.14     $ 0.49     $ (0.35   $     $     $ (0.35   $ 7.28       7.10   $ 247,549       1.23     1.07 %(12)      4.93     47

B

    7.10       0.29       0.13       0.42       (0.29                 (0.29     7.23       6.17       1,509       2.12       1.82 (12)      4.19       47  

C

    7.12       0.29       0.13       0.42       (0.29                 (0.29     7.25       6.16       61,297       1.88       1.82 (12)      4.18       47  

I

    7.18       0.36       0.14       0.50       (0.37                 (0.37     7.31       7.20       37,099       0.88       0.82 (12)      5.14       47  

R3

    7.14       0.33       0.13       0.46       (0.33                 (0.33     7.27       6.64       3,153       1.50       1.37 (12)      4.63       47  

R4

    7.15       0.35       0.12       0.47       (0.34                 (0.34     7.28       6.92       1,681       1.20       1.07 (12)      5.01       47  

R5

    7.14       0.37       0.13       0.50       (0.37                 (0.37     7.27       7.27       665       0.90       0.77 (12)      5.23       47  

Y

    7.13       0.37       0.13       0.50       (0.37                 (0.37     7.26       7.32       7,957       0.77       0.72 (12)      5.28       47  

 

The accompanying notes are an integral part of these financial statements.

 

 

  263  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford High Yield Fund - (continued)  

For the Year Ended October 31, 2015

 

A

  $ 7.68     $ 0.35     $ (0.54   $ (0.19   $ (0.35   $     $ (13)    $ (0.35   $ 7.14       (2.52 )%    $ 245,946       1.16     1.05     4.64     40

B

    7.64       0.30       (0.55     (0.25     (0.29           (13)      (0.29     7.10       (3.27     3,274       2.06       1.80       3.99       40  

C

    7.65       0.30       (0.54     (0.24     (0.29           (13)      (0.29     7.12       (3.13     67,854       1.84       1.80       4.00       40  

I

    7.72       0.37       (0.54     (0.17     (0.37           (13)      (0.37     7.18       (2.25     30,492       0.84       0.80       4.99       40  

R3

    7.68       0.33       (0.54     (0.21     (0.33           (13)      (0.33     7.14       (2.81     2,178       1.48       1.35       4.45       40  

R4

    7.68       0.35       (0.53     (0.18     (0.35           (13)      (0.35     7.15       (2.38     1,377       1.17       1.05       4.75       40  

R5

    7.68       0.37       (0.54     (0.17     (0.37           (13)      (0.37     7.14       (2.22     489       0.86       0.75       5.05       40  

Y

    7.67       0.38       (0.54     (0.16     (0.38           (13)      (0.38     7.13       (2.18     7,728       0.74       0.70       5.10       40  

For the Year Ended October 31, 2014

 

A

  $ 7.66     $ 0.38     $ 0.02     $ 0.40     $ (0.38   $     $     $ (0.38   $ 7.68       5.35   $ 262,960       1.14     1.05     4.90     54

B

    7.62       0.32       0.02       0.34       (0.32                 (0.32     7.64       4.60       5,683       2.02       1.80       4.17       54  

C

    7.63       0.32       0.02       0.34       (0.32                 (0.32     7.65       4.60       95,449       1.83       1.80       4.15       54  

I

    7.70       0.40       0.03       0.43       (0.41                 (0.41     7.72       5.60       46,691       0.81       0.78       5.17       54  

R3

    7.65       0.36       0.03       0.39       (0.36                 (0.36     7.68       5.18       2,487       1.47       1.35       4.60       54  

R4

    7.66       0.38       0.03       0.41       (0.39                 (0.39     7.68       5.35       1,367       1.16       1.05       4.91       54  

R5

    7.65       0.40       0.04       0.44       (0.41                 (0.41     7.68       5.81       522       0.85       0.75       5.21       54  

Y

    7.65       0.41       0.01       0.42       (0.40                 (0.40     7.67       5.73       8,415       0.73       0.70       5.25       54  

For the Year Ended October 31, 2013

 

A

  $ 7.53     $ 0.40     $ 0.14     $ 0.54     $ (0.41   $     $     $ (0.41   $ 7.66       7.33   $ 295,950       1.15     1.05     5.29     58

B

    7.50       0.34       0.13       0.47       (0.35                 (0.35     7.62       6.43       8,242       1.99       1.80       4.54       58  

C

    7.51       0.34       0.13       0.47       (0.35                 (0.35     7.63       6.42       105,204       1.81       1.80       4.54       58  

I

    7.57       0.42       0.14       0.56       (0.43                 (0.43     7.70       7.56       65,060       0.81       0.79       5.54       58  

R3

    7.53       0.38       0.13       0.51       (0.39                 (0.39     7.65       6.87       2,872       1.47       1.35       4.96       58  

R4

    7.54       0.40       0.13       0.53       (0.41                 (0.41     7.66       7.18       1,323       1.14       1.05       5.30       58  

R5

    7.53       0.42       0.13       0.55       (0.43                 (0.43     7.65       7.51       609       0.84       0.75       5.57       58  

Y

    7.53       0.43       0.13       0.56       (0.44                 (0.44     7.65       7.57       8,599       0.72       0.70       5.65       58  

For the Year Ended October 31, 2012(10)

 

A

  $ 7.20     $ 0.44     $ 0.33     $ 0.77     $ (0.44   $     $     $ (0.44   $ 7.53       11.00   $ 365,718       1.12     1.05     5.97     138

B

    7.17       0.38       0.33       0.71       (0.38                 (0.38     7.50       10.24       10,990       2.00       1.80       5.28       138  

C

    7.18       0.38       0.33       0.71       (0.38                 (0.38     7.51       10.23       103,639       1.82       1.79       5.24       138  

I

    7.23       0.46       0.34       0.80       (0.46                 (0.46     7.57       11.39       64,195       0.83       0.80       6.24       138  

R3

    7.20       0.42       0.33       0.75       (0.42                 (0.42     7.53       10.68       1,934       1.49       1.35       5.65       138  

R4

    7.20       0.44       0.34       0.78       (0.44                 (0.44     7.54       11.15       1,191       1.16       1.05       5.85       138  

R5

    7.20       0.46       0.33       0.79       (0.46                 (0.46     7.53       11.34       431       0.86       0.75       6.25       138  

Y

    7.19       0.47       0.33       0.80       (0.46                 (0.46     7.53       11.55       15,468       0.73       0.70       6.39       138  
The Hartford Inflation Plus Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   11.05     $   0.09     $   (0.06   $   0.03     $   (0.13   $   —     $   —     $   (0.13   $   10.95       0.27 %(5)    $   217,135       0.96 %(6)      0.85 %(6)      1.63 %(6)      33

B

    10.57       0.04       (0.06     (0.02                             10.55       (0.19 )(5)      2,235       1.90 (6)      1.60 (6)      0.72 (6)      33  

C

    10.56       0.05       (0.06     (0.01     (0.04                 (0.04     10.51       (0.08 )(5)      130,212       1.68 (6)      1.60 (6)      0.87 (6)      33  

I

    11.25       0.11       (0.06     0.05       (0.16                 (0.16     11.14       0.35 (5)      66,112       0.73 (6)      0.60 (6)      1.92 (6)      33  

R3

    10.84       0.07       (0.07           (0.09                 (0.09     10.75       0.03 (5)      52,547       1.27 (6)      1.20 (6)      1.28 (6)      33  

R4

    11.04       0.08       (0.06     0.02       (0.12                 (0.12     10.94       0.22 (5)      13,454       0.97 (6)      0.90 (6)      1.53 (6)      33  

R5

    11.22       0.11       (0.06     0.05       (0.16                 (0.16     11.11       0.36 (5)      3,116       0.69 (6)      0.60 (6)      1.96 (6)      33  

Y

    11.28       0.10       (0.06     0.04       (0.16                 (0.16     11.16       0.41 (5)      32,137       0.56 (6)      0.55 (6)      1.84 (6)      33  

F(7)

    11.08       0.06       (0.01     0.05                               11.13       0.45 (5)      85,863       0.56 (6)      0.55 (6)      3.25 (6)      33  

 

The accompanying notes are an integral part of these financial statements.

 

 

  264  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Inflation Plus Fund - (continued)  

For the Year Ended October 31, 2016

 

A

  $   10.57     $   0.09     $   0.39     $   0.48     $     $     $     $     $ 11.05       4.54   $ 229,329       0.98     0.87 %(14)      0.87     70

B

    10.18       (0.01     0.40       0.39                               10.57       3.83       5,154       1.83       1.62 (14)      (0.08     70  

C

    10.17       0.01       0.38       0.39                               10.56       3.83       146,289       1.69       1.62 (14)      0.10       70  

I

    10.73       0.13       0.39       0.52                               11.25       4.85       62,726       0.76       0.62 (14)      1.16       70  

R3

    10.40       0.06       0.38       0.44                               10.84       4.23       56,150       1.28       1.22 (14)      0.52       70  

R4

    10.56       0.08       0.40       0.48                               11.04       4.55       15,684       0.98       0.92 (14)      0.78       70  

R5

    10.71       0.11       0.40       0.51                               11.22       4.76       2,392       0.70       0.62 (14)      1.03       70  

Y

    10.75       0.11       0.42       0.53                               11.28       4.93       101,942       0.57       0.57 (14)      0.99       70  

For the Year Ended October 31, 2015

 

A

  $ 10.79     $ (0.04   $ (0.17   $ (0.21   $ (0.01   $     $     $ (0.01   $ 10.57       (1.99 )%    $ 257,100       0.94     0.85     (0.34 )%      155

B

    10.47       (0.13     (0.16     (0.29                             10.18       (2.75     10,385       1.78       1.60       (1.22     155  

C

    10.47       (0.12     (0.18     (0.30                             10.17       (2.84     178,363       1.66       1.60       (1.13     155  

I

    10.94       (0.02     (0.18     (0.20     (0.01                 (0.01     10.73       (1.85     63,658       0.73       0.60       (0.18     155  

R3

    10.66       (0.06     (0.20     (0.26                             10.40       (2.40     61,292       1.25       1.20       (0.60     155  

R4

    10.79       (0.03     (0.19     (0.22     (0.01                 (0.01     10.56       (2.08     19,243       0.95       0.90       (0.30     155  

R5

    10.91       (0.01     (0.18     (0.19     (0.01                 (0.01     10.71       (1.77     3,757       0.66       0.60       (0.12     155  

Y

    10.95             (0.19     (0.19     (0.01                 (0.01     10.75       (1.76     197,882       0.54       0.54       0.03       155  

For the Year Ended October 31, 2014

 

A

  $ 11.32     $ 0.05     $ (0.10   $ (0.05   $   (0.07   $   (0.41   $   —     $   (0.48   $   10.79       (0.43 )%    $   339,993       0.92     0.85     0.48     108

B

    11.05       (0.04     (0.09     (0.13     (0.04     (0.41           (0.45     10.47       (1.16     16,784       1.74       1.60       (0.35     108  

C

    11.05       (0.04     (0.09     (0.13     (0.04     (0.41           (0.45     10.47       (1.16     240,647       1.63       1.60       (0.33     108  

I

    11.45       0.06       (0.08     (0.02     (0.08     (0.41           (0.49     10.94       (0.16     91,095       0.67       0.60       0.58       108  

R3

    11.21       0.02       (0.11     (0.09     (0.05     (0.41           (0.46     10.66       (0.74     69,577       1.23       1.20       0.19       108  

R4

    11.33       0.05       (0.12     (0.07     (0.06     (0.41           (0.47     10.79       (0.54     22,639       0.92       0.90       0.43       108  

R5

    11.42       0.09       (0.11     (0.02     (0.08     (0.41           (0.49     10.91       (0.16     5,119       0.64       0.60       0.79       108  

Y

    11.46       0.09       (0.11     (0.02     (0.08     (0.41           (0.49     10.95       (0.13     231,771       0.52       0.52       0.84       108  

For the Year Ended October 31, 2013

 

A

  $ 12.65     $ 0.04     $ (0.91   $ (0.87   $ (0.04   $ (0.42   $     $ (0.46   $ 11.32       (7.15 )%    $ 507,889       0.88     0.85     0.34     82

B

    12.44       (0.05     (0.90     (0.95     (0.02     (0.42           (0.44     11.05       (7.88     28,633       1.69       1.60       (0.43     82  

C

    12.43       (0.05     (0.89     (0.94     (0.02     (0.42           (0.44     11.05       (7.81     375,906       1.60       1.60       (0.42     82  

I

    12.76       0.06       (0.91     (0.85     (0.04     (0.42           (0.46     11.45       (6.88     124,329       0.65       0.60       0.51       82  

R3

    12.57             (0.91     (0.91     (0.03     (0.42           (0.45     11.21       (7.49     73,380       1.22       1.20       0.01       82  

R4

    12.66       0.04       (0.91     (0.87     (0.04     (0.42           (0.46     11.33       (7.15     29,584       0.91       0.90       0.30       82  

R5

    12.73       0.08       (0.93     (0.85     (0.04     (0.42           (0.46     11.42       (6.90     6,219       0.63       0.60       0.69       82  

Y

    12.76       0.07       (0.90     (0.83     (0.05     (0.42           (0.47     11.46       (6.79     287,361       0.51       0.51       0.60       82  

For the Year Ended October 31, 2012

 

A

  $ 12.36     $ 0.08     $ 0.80     $ 0.88     $ (0.07   $ (0.52   $     $ (0.59   $ 12.65       7.41   $ 851,003       0.86     0.85     0.69     102

B

    12.22       (0.01     0.79       0.78       (0.04     (0.52           (0.56     12.44       6.65       53,262       1.66       1.60       (0.11     102  

C

    12.21       (0.01     0.79       0.78       (0.04     (0.52           (0.56     12.43       6.66       717,899       1.59       1.59       (0.04     102  

I

    12.44       0.11       0.81       0.92       (0.08     (0.52           (0.60     12.76       7.70       297,985       0.64       0.60       0.91       102  

R3

    12.31       0.05       0.78       0.83       (0.05     (0.52           (0.57     12.57       7.07       94,112       1.21       1.20       0.41       102  

R4

    12.37       0.08       0.80       0.88       (0.07     (0.52           (0.59     12.66       7.39       41,261       0.91       0.90       0.69       102  

R5

    12.42       0.13       0.78       0.91       (0.08     (0.52           (0.60     12.73       7.63       8,096       0.62       0.60       1.05       102  

Y

    12.44       0.12       0.80       0.92       (0.08     (0.52           (0.60     12.76       7.73       378,089       0.50       0.50       0.99       102  

 

The accompanying notes are an integral part of these financial statements.

 

 

  265  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
Hartford Municipal Income Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   10.34     $   0.11     $   (0.19   $   (0.08   $   (0.11   $   —     $   —     $   (0.11   $   10.15       (0.75 )%(5)    $ 11,643       1.11 %(5)(6)      0.69 %(6)      2.23 %(6)      4

C

    10.34       0.09       (0.20     (0.11     (0.09                 (0.09     10.14       (1.03 )(5)      3,200       1.82 (6)      1.05 (6)      1.87 (6)      4  

I

    10.34       0.12       (0.20     (0.08     (0.12                 (0.12     10.14       (0.72 )(5)      6,305       0.82 (6)      0.44 (6)      2.47 (6)      4  

F(7)

    10.04       0.04       0.10       0.14       (0.04                 (0.04     10.14       1.42 (5)      10       0.84 (6)      0.39 (6)      2.44 (6)      4  

For the Year Ended October 31, 2016

 

A

  $ 10.09     $ 0.21     $ 0.25     $ 0.46     $ (0.21   $     $     $ (0.21   $ 10.34       4.62   $ 9,933       1.70     0.70 %(15)      2.06     13

C

    10.09       0.14       0.25       0.39       (0.14                 (0.14     10.34       3.86       3,034       2.39       1.45 (15)      1.33       13  

I

    10.09       0.24       0.25       0.49       (0.24                 (0.24     10.34       4.89       6,140       1.39       0.45 (15)      2.33       13  

For the Period Ended October 31, 2015

 

A(16)

  $ 10.00     $ 0.08     $ 0.09     $ 0.17     $ (0.08   $     $     $ (0.08   $ 10.09       1.67 %(5)    $ 3,075       1.11 %(6)      0.69 %(6)      1.83 %(6)      21

C(16)

    10.00       0.04       0.09       0.13       (0.04                 (0.04     10.09       1.35 (5)      2,533       1.83 (6)      1.44 (6)      1.07 (6)      21  

I

    10.00       0.09       0.09       0.18       (0.09                 (0.09     10.09       1.77 (5)      5,107       0.83 (6)      0.44 (6)      2.07 (6)      21  
The Hartford Municipal Opportunities Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 8.69     $ 0.11     $ (0.18   $ (0.07   $ (0.11   $     $     $ (0.11   $ 8.51       (0.81 )%(5)    $ 246,979       0.68 %(6)      0.68 %(6)      2.57 %(6)      13

B

    8.68       0.08       (0.18     (0.10     (0.08                 (0.08     8.50       (1.19 )(5)      299       1.51 (6)      1.44 (6)      1.80 (6)      13  

C

    8.69       0.08       (0.18     (0.10     (0.08                 (0.08     8.51       (1.19 )(5)      110,087       1.44 (6)      1.44 (6)      1.81 (6)      13  

I

    8.71       0.12       (0.18     (0.06     (0.12                 (0.12     8.53       (0.69 )(5)      299,634       0.44 (6)      0.44 (6)      2.81 (6)      13  

F(7)

    8.46       0.04       0.06       0.10       (0.04                 (0.04     8.52       1.18 (5)      10       0.39 (6)      0.39 (6)      2.93 (6)      13  

For the Year Ended October 31, 2016

 

A

  $ 8.53     $ 0.21     $ 0.16     $ 0.37     $ (0.21   $     $     $ (0.21   $ 8.69       4.40   $ 283,275       0.70     0.70 %(17)      2.44     22

B

    8.53       0.15       0.15       0.30       (0.15                 (0.15     8.68       3.50       964       1.51       1.45 (17)      1.74       22  

C

    8.54       0.15       0.15       0.30       (0.15                 (0.15     8.69       3.50       127,960       1.46       1.45 (17)      1.69       22  

I

    8.55       0.23       0.17       0.40       (0.24                 (0.24     8.71       4.66       337,900       0.46       0.45 (17)      2.68       22  

For the Year Ended October 31, 2015

 

A

  $ 8.53     $ 0.24     $     $ 0.24     $ (0.24   $     $     $ (0.24   $ 8.53       2.85   $   212,254       0.81     0.75     2.82     21

B

    8.53       0.18       (0.01     0.17       (0.17                 (0.17     8.53       2.08       2,425       1.63       1.51       2.06       21  

C

    8.54       0.18       (0.01     0.17       (0.17                 (0.17     8.54       2.08       97,729       1.57       1.51       2.07       21  

I

    8.55       0.26             0.26       (0.26                 (0.26     8.55       3.10       166,610       0.56       0.50       3.08       21  

For the Year Ended October 31, 2014

 

A

  $ 8.24     $ 0.25     $ 0.30     $ 0.55     $ (0.26   $     $     $ (0.26   $ 8.53       6.70   $ 192,531       0.90     0.85     3.03     29

B

    8.23       0.19       0.30       0.49       (0.19                 (0.19     8.53       6.04       3,216       1.72       1.60       2.30       29  

C

    8.24       0.19       0.30       0.49       (0.19                 (0.19     8.54       6.03       91,177       1.66       1.60       2.29       29  

I

    8.25       0.27       0.31       0.58       (0.28                 (0.28     8.55       7.08       102,341       0.65       0.60       3.26       29  

For the Year Ended October 31, 2013

 

A

  $ 8.66     $ 0.29     $ (0.42   $ (0.13   $ (0.29   $     $     $ (0.29   $ 8.24       (1.58 )%    $ 153,818       0.91     0.91     3.35     37

B

    8.66       0.22       (0.43     (0.21     (0.22                 (0.22     8.23       (2.44     4,161       1.72       1.66       2.60       37  

C

    8.67       0.22       (0.43     (0.21     (0.22                 (0.22     8.24       (2.44     86,844       1.66       1.66       2.60       37  

I

    8.68       0.31       (0.43     (0.12     (0.31                 (0.31     8.25       (1.45     58,996       0.66       0.66       3.60       37  

 

The accompanying notes are an integral part of these financial statements.

 

 

  266  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Municipal Opportunities Fund - (continued)  

For the Year Ended October 31, 2012(10)

 

A

  $   8.01     $   0.34     $   0.65     $   0.99     $   (0.34   $   —     $   —     $   (0.34   $   8.66       12.58   $   202,931       0.91     0.91     4.05     51

B

    8.01       0.28       0.65       0.93       (0.28                 (0.28     8.66       11.75       5,597       1.72       1.66       3.32       51  

C

    8.02       0.28       0.65       0.93       (0.28                 (0.28     8.67       11.73       117,699       1.67       1.66       3.31       51  

I

    8.03       0.36       0.65       1.01       (0.36                 (0.36     8.68       12.83       78,183       0.67       0.66       4.31       51  
The Hartford Municipal Real Return Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 9.31     $ 0.13     $ (0.12   $ 0.01     $ (0.13   $     $     $ (0.13   $ 9.19       0.07 %(5)    $ 103,183       0.74 %(6)      0.69 %(6)      2.76 %(6)      5

B

    9.23       0.09       (0.12     (0.03     (0.09                 (0.09     9.11       (0.31 )(5)      113       1.63 (6)      1.44 (6)      2.01 (6)      5  

C

    9.26       0.09       (0.12     (0.03     (0.09                 (0.09     9.14       (0.31 )(5)      20,569       1.49 (6)      1.44 (6)      2.02 (6)      5  

I

    9.34       0.14       (0.12     0.02       (0.14                 (0.14     9.22       0.20 (5)      44,629       0.48 (6)      0.44 (6)      3.00 (6)     5  

Y

    9.29       0.14       (0.12     0.02       (0.14                 (0.14     9.17       0.19 (5)      17,199       0.44 (6)      0.44 (6)      3.01 (6)      5  

F(7)

    9.21       0.05       0.01       0.06       (0.05                 (0.05     9.22       0.61 (5)      10       0.44 (6)      0.39 (6)      3.11 (6)      5  

For the Year Ended October 31, 2016

 

A

  $ 9.16     $ 0.26     $ 0.15     $ 0.41     $ (0.26   $     $     $ (0.26   $ 9.31       4.52   $ 104,013       0.77     0.70 %(18)      2.79     21

B

    9.07       0.19       0.16       0.35       (0.19                 (0.19     9.23       3.88       320       1.60       1.45 (18)      2.08       21  

C

    9.10       0.19       0.16       0.35       (0.19                 (0.19     9.26       3.88       25,611       1.51       1.45 (18)      2.05       21  

I

    9.18       0.28       0.16       0.44       (0.28                 (0.28     9.34       4.89       24,545       0.53       0.45 (18)      3.02       21  

Y

    9.13       0.28       0.16       0.44       (0.28                 (0.28     9.29       4.90       17,233       0.46       0.45 (18)      3.04       21  

For the Year Ended October 31, 2015

 

A

  $ 9.50     $ 0.26     $ (0.33   $ (0.07   $ (0.27   $     $     $ (0.27   $ 9.16       (0.77 )%    $ 106,809       0.88     0.74     2.85     26

B

    9.41       0.19       (0.33     (0.14     (0.20                 (0.20     9.07       (1.54     813       1.70       1.50       2.09       26  

C

    9.45       0.19       (0.34     (0.15     (0.20                 (0.20     9.10       (1.63     27,452       1.63       1.49       2.10       26  

I

    9.53       0.29       (0.35     (0.06     (0.29                 (0.29     9.18       (0.62     15,495       0.65       0.50       3.09       26  

Y

    9.48       0.29       (0.35     (0.06     (0.29                 (0.29     9.13       (0.64     18,220       0.58       0.49       3.10       26  

For the Year Ended October 31, 2014

 

A

  $ 9.27     $ 0.27     $ 0.23     $ 0.50     $ (0.27   $     $     $ (0.27   $ 9.50       5.46   $ 115,957       0.90     0.85     2.89     31

B

    9.19       0.20       0.22       0.42       (0.20                 (0.20     9.41       4.62       1,497       1.73       1.60       2.15       31  

C

    9.22       0.20       0.23       0.43       (0.20                 (0.20     9.45       4.71       32,022       1.64       1.60       2.14       31  

I

    9.29       0.29       0.25       0.54       (0.30                 (0.30     9.53       5.82       16,682       0.66       0.60       3.12       31  

Y

    9.25       0.29       0.23       0.52       (0.29                 (0.29     9.48       5.74       20,941       0.60       0.60       3.14       31  

For the Year Ended October 31, 2013

 

A

  $ 9.73     $ 0.24     $ (0.46   $ (0.22   $ (0.24   $     $     $ (0.24   $ 9.27       (2.30 )%    $ 124,008       0.88     0.85     2.51     20

B

    9.65       0.17       (0.46     (0.29     (0.17                 (0.17     9.19       (3.05     2,194       1.71       1.60       1.76       20  

C

    9.68       0.17       (0.46     (0.29     (0.17                 (0.17     9.22       (3.05     38,185       1.62       1.60       1.76       20  

I

    9.75       0.26       (0.46     (0.20     (0.26                 (0.26     9.29       (2.05     12,776       0.64       0.60       2.75       20  

Y

    9.70       0.26       (0.44     (0.18     (0.27                 (0.27     9.25       (1.94     22,365       0.58       0.58       2.78       20  

For the Year Ended October 31, 2012

 

A

  $ 9.20     $ 0.27     $ 0.54     $ 0.81     $ (0.28   $     $     $ (0.28   $ 9.73       8.87   $ 157,918       0.87     0.85     2.89     61

B

    9.13       0.21       0.52       0.73       (0.21                 (0.21     9.65       8.03       3,497       1.68       1.60       2.18       61  

C

    9.15       0.20       0.54       0.74       (0.21                 (0.21     9.68       8.11       49,791       1.62       1.60       2.13       61  

I

    9.22       0.29       0.54       0.83       (0.30                 (0.30     9.75       9.12       20,061       0.64       0.60       3.07       61  

Y

    9.18       0.30       0.52       0.82       (0.30                 (0.30     9.70       9.08       27,549       0.58       0.58       3.18       61  

 

The accompanying notes are an integral part of these financial statements.

 

 

  267  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
Hartford Municipal Short Duration Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   10.08     $   0.06     $   (0.08   $   (0.02   $   (0.06   $     $     $ (0.06   $   10.00       (0.21 )%(5)    $ 7,725       1.15 %(6)      0.69 %(6)      1.18 %(6)      7

C

    10.08       0.04       (0.08     (0.04     (0.04                 (0.04     10.00       (0.43 )(5)      3,630       1.88 (6)      1.13  (6)      0.74 (6)      7  

I

    10.08       0.07       (0.08     (0.01     (0.07                 (0.07     10.00       (0.09 )(5)      6,777       0.87 (6)      0.44 (6)      1.43 (6)      7  

F(7)

    9.96       0.02       0.04       0.06       (0.02                 (0.02     10.00       0.65 (5)      10       0.91 (6)      0.39 (6)      1.43 (6)      7  

For the Year Ended October 31, 2016

 

A

  $ 10.06     $ 0.10     $ 0.02     $ 0.12     $ (0.10   $     $     $ (0.10   $ 10.08       1.15   $ 8,383       1.55     0.70 %(19)      0.95     12

C

    10.05       0.02       0.03       0.05       (0.02                 (0.02     10.08       0.50       4,067       2.29       1.45 (19)      0.20       12  

I

    10.06       0.12       0.02       0.14       (0.12                 (0.12     10.08       1.40       5,915       1.27       0.45 (19)      1.20       12  

For the Period Ended October 31, 2015

 

A(16)

  $ 10.00     $ 0.03     $ 0.06     $ 0.09     $ (0.03   $     $     $ (0.03   $ 10.06       0.91 %(5)    $ 3,993       1.12 %(6)      0.69 %(6)      0.75 %(6)      6

C(16)

    10.00             0.05       0.05                               10.05       0.53 (5)      3,137       1.82 (6)      1.44 (6)      (0.02 )(6)      6  

I

    10.00       0.04       0.06       0.10       (0.04                 (0.04     10.06       1.01 (5)      5,106       0.78 (6)      0.44 (6)      0.97 (6)      6  
The Hartford Quality Bond Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 10.34     $ 0.07     $ (0.21   $ (0.14   $ (0.09   $   (0.16   $   —     $   (0.25   $ 9.95       (1.33 )%(5)    $ 13,441       1.01 %(6)      0.95 %(6)      1.48 %(6)      61

C

    10.26       0.04       (0.21     (0.17     (0.05     (0.16           (0.21     9.88       (1.61 )(5)      2,930       1.76 (6)      1.70 (6)      0.72 (6)      61  

I

    10.35       0.08       (0.20     (0.12     (0.10     (0.16           (0.26     9.97       (1.10 )(5)      4,619       0.78 (6)      0.70 (6)      1.67 (6)      61  

R3

    10.32       0.06       (0.21     (0.15     (0.08     (0.16           (0.24     9.93       (1.48 )(5)      284       1.36 (6)      1.25 (6)      1.25 (6)      61  

R4

    10.35       0.07       (0.20     (0.13     (0.09     (0.16           (0.25     9.97       (1.20 )(5)      11       1.06 (6)      0.92 (6)      1.47 (6)      61  

R5

    10.35       0.09       (0.20     (0.11     (0.11     (0.16           (0.27     9.97       (1.08 )(5)      43       0.75 (6)     0.65 (6)      1.79 (6)      61  

Y

    10.36       0.09       (0.20     (0.11     (0.11     (0.16           (0.27     9.98       (1.07 )(5)      15       0.65 (6)      0.60 (6)      1.80 (6)      61  

F(7)

    9.94       0.04       0.03       0.07       (0.04                 (0.04     9.97       0.71 (5)      106,385       0.66 (6)      0.55 (6)      2.39 (6)      61  

For the Year Ended October 31, 2016

 

A

  $ 10.19     $ 0.12     $ 0.24     $ 0.36     $ (0.14   $ (0.07   $     $ (0.21   $ 10.34       3.54   $ 14,294       1.04     0.96 %(20)      1.14     84

C

    10.12       0.04       0.23       0.27       (0.06     (0.07           (0.13     10.26       2.70       3,890       1.78       1.71 (20)      0.40       84  

I

    10.21       0.14       0.24       0.38       (0.17     (0.07           (0.24     10.35       3.73       12,254       0.78       0.71 (20)      1.40       84  

R3

    10.17       0.06       0.31       0.37       (0.15     (0.07           (0.22     10.32       3.66       198       1.38       1.26 (20)      0.57       84  

R4

    10.19       0.08       0.33       0.41       (0.18     (0.07           (0.25     10.35       4.08       24       1.07       0.96 (20)      0.75       84  

R5

    10.21       0.11       0.33       0.44       (0.23     (0.07           (0.30     10.35       4.37       45       0.77       0.66 (20)      1.05       84  

Y

    10.21       0.16       0.24       0.40       (0.18     (0.07           (0.25     10.36       3.90       93,809       0.67       0.61 (20)      1.53       84  

For the Year Ended October 31, 2015

 

A

  $ 10.19     $ 0.04     $ 0.16     $ 0.20     $ (0.05   $ (0.15   $     $ (0.20   $ 10.19       2.01   $   11,513       1.18     0.90     0.43     20

C

    10.15       (0.03     0.16       0.13       (0.01     (0.15           (0.16     10.12       1.28       2,453       1.93       1.64       (0.31     20  

I

    10.20       0.07       0.17       0.24       (0.08     (0.15           (0.23     10.21       2.37       2,283       0.89       0.61       0.71       20  

R3

    10.17       0.01       0.16       0.17       (0.02     (0.15           (0.17     10.17       1.69       2,082       1.58       1.25       0.07       20  

R4

    10.19       0.04       0.16       0.20       (0.05     (0.15           (0.20     10.19       1.95       2,100       1.28       0.95       0.37       20  

R5

    10.20       0.07       0.16       0.23       (0.07     (0.15           (0.22     10.21       2.32       2,119       0.98       0.65       0.67       20  

Y

    10.20       0.07       0.17       0.24       (0.08     (0.15           (0.23     10.21       2.36       9,547       0.89       0.60       0.72       20  

 

The accompanying notes are an integral part of these financial statements.

 

 

  268  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Quality Bond Fund - (continued)  

For the Year Ended October 31, 2014

 

A

  $ 9.82     $ 0.05     $ 0.39     $ 0.44     $ (0.07   $     $     $ (0.07   $   10.19       4.48   $ 8,568       1.26     0.86     0.52     27

C

    9.79       (0.02     0.39       0.37       (0.01                 (0.01     10.15       3.75       1,882       2.01       1.61       (0.22     27  

I

    9.82       0.08       0.39       0.47       (0.09                 (0.09     10.20       4.83       2,119       0.98       0.58       0.81       27  

R3

    9.80       0.02       0.39       0.41       (0.04                 (0.04     10.17       4.17       2,048       1.68       1.23       0.17       27  

R4

    9.81       0.05       0.39       0.44       (0.06                 (0.06     10.19       4.53       2,060       1.38       0.93       0.47       27  

R5

    9.82       0.08       0.39       0.47       (0.09     (0.00           (0.09     10.20       4.79       2,072       1.08       0.63       0.77       27  

Y

    9.82       0.08       0.39       0.47       (0.09                 (0.09     10.20       4.84       9,333       0.98       0.58       0.82       27  

For the Year Ended October 31, 2013(21)

 

A(21)

  $   10.00     $   0.05     $   (0.18   $   (0.13   $   (0.05   $     $     $ (0.05   $ 9.82       (1.29 )%(5)    $ 6,849       1.28 %(6)      0.81 %(6)      0.52 %(6)      83 %(5) 

C(21)

    10.00       (0.02     (0.18     (0.20     (0.01                 (0.01     9.79       (1.99 )(5)      2,239       2.03 (6)      1.56 (6)      (0.23 )(6)      83 (5) 

I(21)

    10.00       0.07       (0.18     (0.11     (0.07                 (0.07     9.82       (1.14 )(5)     2,036       1.03 (6)      0.55 (6)     0.76 (6)     83 (5)

R3(21)

    10.00       0.01       (0.18     (0.17     (0.03                 (0.03     9.80       (1.69 )(5)      1,966       1.72 (6)     1.20 (6)     0.12 (6)      83 (5) 

R4(21)

    10.00       0.04       (0.18     (0.14     (0.05                 (0.05     9.81       (1.43 )(5)      1,972       1.42 (6)     0.90 (6)      0.41 (6)     83 (5) 

R5(21)

    10.00       0.07       (0.19     (0.12     (0.06     (0.00           (0.06     9.82       (1.16 )(5)      1,977       1.12 (6)      0.60 (6)      0.71 (6)     83 (5) 

Y(21)

    10.00       0.07       (0.18     (0.11     (0.07                 (0.07     9.82       (1.13 )(5)      8,902       1.02 (6)      0.55 (6)      0.76 (6)     83 (5) 
The Hartford Short Duration Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 9.88     $ 0.10     $ (0.02   $ 0.08     $ (0.10   $     $     $ (0.10   $ 9.86       0.77 %(5)    $   522,295       0.86 %(6)      0.85 %(6)      1.98 %(6)      21

B

    9.94       0.10       (0.01     0.09       (0.10                 (0.10     9.93       0.88 (5)      944       1.05 (6)      0.85 (6)      1.97 (6)      21  

C

    9.88       0.06       (0.02     0.04       (0.06                 (0.06     9.86       0.41 (5)      114,290       1.58 (6)      1.58 (6)      1.25 (6)      21  

I

    9.90       0.11       (0.02     0.09       (0.11                 (0.11     9.88       0.92 (5)      212,400       0.57 (6)      0.57 (6)      2.26 (6)      21  

R3

    9.86       0.08       (0.02     0.06       (0.08                 (0.08     9.84       0.63 (5)      1,317       1.22 (6)      1.14 (6)      1.70 (6)      21  

R4

    9.87       0.10       (0.02     0.08       (0.10                 (0.10     9.85       0.77 (5)      615       0.92 (6)      0.85 (6)      1.98 (6)      21  

R5

    9.86       0.11       (0.01     0.10       (0.11                 (0.11     9.85       1.02 (5)      712       0.60 (6)      0.55 (6)      2.27 (6)      21  

Y

    9.86       0.11       (0.02     0.09       (0.11                 (0.11     9.84       0.95 (5)      3,774       0.49 (6)      0.49 (6)      2.32 (6)      21  

F(7)

    9.88       0.04             0.04       (0.04                 (0.04     9.88       0.39 (5)      41,137       0.49 (6)      0.49 (6)      2.52 (6)      21  

For the Year Ended October 31, 2016

 

A

  $ 9.80     $ 0.17     $ 0.08     $ 0.25     $ (0.17   $     $     $ (0.17   $ 9.88       2.56   $ 530,178       0.90     0.86 %(22)      1.69     41

B

    9.85       0.16       0.10       0.26       (0.17                 (0.17     9.94       2.66       2,393       1.04       0.86 (22)      1.67       41  

C

    9.80       0.09       0.09       0.18       (0.10                 (0.10     9.88       1.80       125,548       1.61       1.61 (22)      0.94       41  

I

    9.82       0.19       0.09       0.28       (0.20                 (0.20     9.90       2.86       189,645       0.57       0.57 (22)     1.98       41  

R3

    9.78       0.14       0.08       0.22       (0.14                 (0.14     9.86       2.26       1,167       1.24       1.16 (22)      1.38       41  

R4

    9.79       0.17       0.08       0.25       (0.17                 (0.17     9.87       2.56       661       0.94       0.86 (22)      1.68       41  

R5

    9.78       0.20       0.08       0.28       (0.20                 (0.20     9.86       2.87       209       0.63       0.56 (22)      2.02       41  

Y

    9.78       0.20       0.08       0.28       (0.20                 (0.20     9.86       2.92       45,768       0.51       0.51 (22)      2.05       41  

For the Year Ended October 31, 2015

 

A

  $ 9.91     $ 0.15     $ (0.07   $ 0.08     $ (0.16   $   (0.03   $   —     $   (0.19   $ 9.80       0.80   $ 469,337       0.90     0.85     1.51     31

B

    9.96       0.16       (0.08     0.08       (0.16     (0.03           (0.19     9.85       0.80       4,450       1.03       0.85       1.56       31  

C

    9.91       0.08       (0.07     0.01       (0.09     (0.03           (0.12     9.80       0.05       120,116       1.60       1.60       0.81       31  

I

    9.93       0.19       (0.08     0.11       (0.19     (0.03           (0.22     9.82       1.11       126,578       0.54       0.54       1.87       31  

R3

    9.88       0.12       (0.06     0.06       (0.13     (0.03           (0.16     9.78       0.60       1,084       1.23       1.15       1.26       31  

R4

    9.89       0.15       (0.06     0.09       (0.16     (0.03           (0.19     9.79       0.90       677       0.92       0.85       1.56       31  

R5

    9.89       0.18       (0.07     0.11       (0.19     (0.03           (0.22     9.78       1.10       111       0.62       0.55       1.86       31  

Y

    9.88       0.19       (0.06     0.13       (0.20     (0.03           (0.23     9.78       1.25       8,412       0.51       0.51       1.91       31  

 

The accompanying notes are an integral part of these financial statements.

 

 

  269  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Short Duration Fund - (continued)  

For the Year Ended October 31, 2014

 

A

  $ 9.98     $ 0.15     $ (0.03   $ 0.12     $ (0.15   $ (0.04   $     $ (0.19   $ 9.91       1.23   $ 469,415       0.91     0.85     1.50     50

B

    10.02       0.15       (0.02     0.13       (0.15     (0.04           (0.19     9.96       1.33       6,510       1.01       0.85       1.51       50  

C

    9.98       0.08       (0.03     0.05       (0.08     (0.04           (0.12     9.91       0.48       128,158       1.60       1.60       0.76       50  

I

    10.00       0.18       (0.03     0.15       (0.18     (0.04           (0.22     9.93       1.52       208,183       0.55       0.55       1.79       50  

R3

    9.96       0.12       (0.04     0.08       (0.12     (0.04           (0.16     9.88       0.84       879       1.23       1.15       1.20       50  

R4

    9.97       0.15       (0.04     0.11       (0.15     (0.04           (0.19     9.89       1.14       997       0.92       0.85       1.50       50  

R5

    9.96       0.18       (0.03     0.15       (0.18     (0.04           (0.22     9.89       1.54       109       0.61       0.55       1.80       50  

Y

    9.96       0.18       (0.03     0.15       (0.19     (0.04           (0.23     9.88       1.49       5,134       0.50       0.50       1.83       50  

For the Year Ended October 31, 2013

 

A

  $ 10.05     $ 0.17     $ (0.05   $ 0.12     $ (0.17   $   (0.02   $   —     $   (0.19   $ 9.98       1.20   $ 451,357       0.88     0.85     1.66     51

B

    10.05       0.17       (0.01     0.16       (0.17     (0.02           (0.19     10.02       1.60       9,589       0.99       0.85       1.67       51  

C

    10.05       0.09       (0.05     0.04       (0.09     (0.02           (0.11     9.98       0.44       133,623       1.60       1.60       0.93       51  

I

    10.07       0.20       (0.05     0.15       (0.20     (0.02           (0.22     10.00       1.48       105,812       0.57       0.57       1.96       51  

R3

    10.03       0.13       (0.04     0.09       (0.14     (0.02           (0.16     9.96       0.90       527       1.23       1.15       1.35       51  

R4

    10.04       0.17       (0.05     0.12       (0.17     (0.02           (0.19     9.97       1.20       928       0.92       0.85       1.69       51  

R5

    10.03       0.20       (0.05     0.15       (0.20     (0.02           (0.22     9.96       1.51       112       0.61       0.55       1.98       51  

Y

    10.03       0.20       (0.05     0.15       (0.20     (0.02           (0.22     9.96       1.55       3,002       0.51       0.51       2.03       51  

For the Year Ended October 31, 2012

 

A

  $ 9.83     $ 0.20     $ 0.23     $ 0.43     $ (0.21   $     $     $ (0.21   $   10.05       4.37   $   279,952       0.86     0.85     2.03     61

B

    9.82       0.20       0.24       0.44       (0.21                 (0.21     10.05       4.48       7,959       0.97       0.85       2.04       61  

C

    9.83       0.13       0.22       0.35       (0.13                 (0.13     10.05       3.60       136,515       1.60       1.60       1.28       61  

I

    9.84       0.23       0.23       0.46       (0.23                 (0.23     10.07       4.75       117,449       0.58       0.58       2.30       61  

R3

    9.81       0.17       0.23       0.40       (0.18                 (0.18     10.03       4.07       258       1.23       1.15       1.72       61  

R4

    9.81       0.20       0.24       0.44       (0.21                 (0.21     10.04       4.48       783       0.93       0.85       2.02       61  

R5

    9.81       0.23       0.23       0.46       (0.24                 (0.24     10.03       4.69       106       0.62       0.55       2.33       61  

Y

    9.80       0.23       0.24       0.47       (0.24                 (0.24     10.03       4.84       4,967       0.50       0.50       2.34       61  
The Hartford Strategic Income Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   8.76     $   0.19     $   0.14     $   0.33     $   (0.23   $     $     $ (0.23   $ 8.86       3.88 %(5)    $ 116,009       1.03 %(6)      0.95 %(6)      4.44 %(6)      38

B

    8.78       0.19       0.14       0.33       (0.23                 (0.23     8.88       3.84 (5)      1,061       1.12 (6)      0.95 (6)      4.44 (6)      38  

C

    8.79       0.16       0.14       0.30       (0.20                 (0.20     8.89       3.46 (5)      67,950       1.74 (6)      1.70 (6)      3.69 (6)      38  

I

    8.79       0.20       0.14       0.34       (0.24                 (0.24     8.89       4.00 (5)      35,184       0.75 (6)      0.70 (6)      4.69 (6)      38  

R3

    8.75       0.18       0.13       0.31       (0.22                 (0.22     8.84       3.62 (5)      207       1.44 (6)      1.25 (6)      4.14 (6)      38  

R4

    8.76       0.19       0.14       0.33       (0.23                 (0.23     8.86       3.85 (5)      96       1.08 (6)      0.95 (6)      4.45 (6)      38  

R5

    8.76       0.20       0.15       0.35       (0.25                 (0.25     8.86       4.05 (5)     409       0.75 (6)      0.65 (6)      4.74 (6)      38  

R6

    8.75       0.20       0.15       0.35       (0.25                 (0.25     8.85       4.08 (5)      11       0.64 (6)      0.60 (6)      4.76 (6)      38  

Y

    8.75       0.21       0.15       0.36       (0.25                 (0.25     8.86       4.07 (5)      307       0.64 (6)      0.60 (6)      4.80 (6)      38  

F(7)

    8.79       0.07       0.09       0.16       (0.06                 (0.06     8.89       1.83 (5)      154,274       0.65 (6)      0.60 (6)      4.79 (6)      38  

 

The accompanying notes are an integral part of these financial statements.

 

 

  270  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Strategic Income Fund - (continued)  

For the Year Ended October 31, 2016

 

A

  $   8.53     $   0.39     $   0.19     $   0.58     $   (0.35   $     $   —     $   (0.35   $   8.76       7.02   $   120,051       1.05     0.96 %(23)      4.54     55

B

    8.53       0.37       0.21       0.58       (0.33                 (0.33     8.78       6.98       2,205       1.27       1.11 (23)      4.37       55  

C

    8.55       0.32       0.20       0.52       (0.28                 (0.28     8.79       6.27       74,607       1.75       1.71 (23)      3.78       55  

I

    8.55       0.41       0.21       0.62       (0.38                 (0.38     8.79       7.29       31,317       0.75       0.71 (23)      4.79       55  

R3

    8.51       0.36       0.20       0.56       (0.32                 (0.32     8.75       6.81       267       1.42       1.26  (23)      4.23       55  

R4

    8.52       0.39       0.20       0.59       (0.35                 (0.35     8.76       7.15       224       1.08       0.96 (23)      4.55       55  

R5

    8.52       0.42       0.20       0.62       (0.38                 (0.38     8.76       7.49       413       0.76       0.66  (23)      4.87       55  

R6

    8.52       0.42       0.19       0.61       (0.38                 (0.38     8.75       7.43       11       0.65       0.61 (23)      4.88       55  

Y

    8.52       0.42       0.19       0.61       (0.38                 (0.38     8.75       7.43       164,098       0.65       0.61  (23)      4.89       55  

For the Year Ended October 31, 2015

 

A

  $ 9.30     $ 0.37     $ (0.57   $ (0.20   $ (0.37   $ (0.20   $     $ (0.57   $ 8.53       (2.23 )%    $ 123,510       1.03     0.95     4.23     66

B

    9.30       0.32       (0.59     (0.27     (0.30     (0.20           (0.50     8.53       (3.00     4,019       1.85       1.70       3.60       66  

C

    9.32       0.32       (0.59     (0.27     (0.30     (0.20           (0.50     8.55       (2.97     86,887       1.74       1.70       3.61       66  

I

    9.33       0.41       (0.60     (0.19     (0.39     (0.20           (0.59     8.55       (1.97     29,189       0.73       0.70       4.61       66  

R3

    9.29       0.35       (0.59     (0.24     (0.34     (0.20           (0.54     8.51       (2.64     314       1.41       1.25       4.04       66  

R4

    9.30       0.38       (0.59     (0.21     (0.37     (0.20           (0.57     8.52       (2.34     175       1.08       0.95       4.37       66  

R5

    9.30       0.41       (0.60     (0.19     (0.39     (0.20           (0.59     8.52       (2.05     306       0.75       0.65       4.70       66  

R6(24)

    9.27       0.41       (0.56     (0.15     (0.40     (0.20           (0.60     8.52       (1.66 )(5)      10       0.69 (6)      0.59 (6)      4.78 (6)      66  

Y

    9.30       0.41       (0.59     (0.18     (0.40     (0.20           (0.60     8.52       (1.99     111,277       0.64       0.60       4.70       66  

For the Year Ended October 31, 2014

 

A

  $ 9.21     $ 0.36     $ 0.10     $ 0.46     $ (0.37   $     $     $ (0.37   $ 9.30       5.06   $ 144,172       1.01     0.95     3.82     71

B

    9.21       0.29       0.10       0.39       (0.30                 (0.30     9.30       4.25       6,367       1.82       1.70       3.10       71  

C

    9.23       0.29       0.10       0.39       (0.30                 (0.30     9.32       4.26       109,960       1.72       1.69       3.08       71  

I

    9.24       0.38       0.10       0.48       (0.39                 (0.39     9.33       5.32       48,809       0.71       0.68       4.09       71  

R3

    9.21       0.33       0.09       0.42       (0.34                 (0.34     9.29       4.64       213       1.40       1.25       3.54       71  

R4

    9.21       0.36       0.10       0.46       (0.37                 (0.37     9.30       5.06       131       1.05       0.95       3.83       71  

R5

    9.21       0.38       0.11       0.49       (0.40                 (0.40     9.30       5.38       120       0.73       0.65       4.10       71  

Y

    9.20       0.39       0.11       0.50       (0.40                 (0.40     9.30       5.55       113,356       0.63       0.60       4.25       71  

For the Year Ended October 31, 2013

 

A

  $ 9.70     $ 0.36     $ (0.21   $ 0.15     $ (0.36   $   (0.28   $     $ (0.64   $ 9.21       1.67   $ 160,916       0.99     0.95     3.93     55

B

    9.70       0.29       (0.21     0.08       (0.29     (0.28           (0.57     9.21       0.91       9,233       1.79       1.70       3.09       55  

C

    9.72       0.29       (0.21     0.08       (0.29     (0.28           (0.57     9.23       0.90       129,507       1.69       1.68       3.07       55  

I

    9.73       0.37       (0.19     0.18       (0.39     (0.28           (0.67     9.24       1.93       50,963       0.70       0.69       4.00       55  

R3

    9.70       0.35       (0.22     0.13       (0.34     (0.28           (0.62     9.21       1.40       242       1.39       1.25       3.74       55  

R4

    9.70       0.36       (0.21     0.15       (0.36     (0.28           (0.64     9.21       1.68       143       1.03       0.95       3.91       55  

R5

    9.70       0.39       (0.21     0.18       (0.39     (0.28           (0.67     9.21       1.98       114       0.71       0.65       4.20       55  

Y

    9.69       0.40       (0.21     0.19       (0.40     (0.28           (0.68     9.20       2.04       214,550       0.61       0.60       4.30       55  

For the Year Ended October 31, 2012

 

A

  $ 9.20     $ 0.37     $ 0.51     $ 0.88     $ (0.35   $ (0.03   $     $ (0.38   $ 9.70       9.80   $ 219,909       0.98     0.96     3.90     121

B

    9.20       0.30       0.51       0.81       (0.28     (0.03           (0.31     9.70       8.96       12,461       1.78       1.72       3.17       121  

C

    9.21       0.30       0.52       0.82       (0.28     (0.03           (0.31     9.72       9.11       209,271       1.69       1.69       3.17       121  

I

    9.22       0.39       0.53       0.92       (0.38     (0.03           (0.41     9.73       10.18       104,759       0.70       0.70       4.11       121  

R3

    9.20       0.33       0.52       0.85       (0.32     (0.03           (0.35     9.70       9.47       141       1.34       1.27       3.56       121  

R4

    9.20       0.36       0.52       0.88       (0.35     (0.03           (0.38     9.70       9.79       132       1.02       0.97       3.88       121  

R5

    9.20       0.39       0.52       0.91       (0.38     (0.03           (0.41     9.70       10.12       112       0.71       0.67       4.20       121  

Y

    9.20       0.36       0.54       0.90       (0.38     (0.03           (0.41     9.69       10.08       171,127       0.60       0.60       3.82       121  

 

The accompanying notes are an integral part of these financial statements.

 

 

  271  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Total Return Bond Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   10.48     $   0.13     $   (0.12   $   0.01     $   (0.13   $     $     $   (0.13   $   10.36       0.14 %(5)    $ 742,269       0.85 %(6)      0.85 %(6)      2.64 %(6)      29

B

    10.39       0.09       (0.11     (0.02     (0.09                 (0.09     10.28       (0.25 )(5)      1,488       2.03 (6)      1.62 (6)      1.85 (6)      29  

C

    10.50       0.10       (0.12     (0.02     (0.10                 (0.10     10.38       (0.22 )(5)      63,425       1.59 (6)      1.59 (6)      1.90 (6)      29  

I

    10.49       0.15       (0.13     0.02       (0.14                 (0.14     10.37       0.25  (5)      205,263       0.70 (6)      0.62 (6)      2.85 (6)      29  

R3

    10.68       0.12       (0.12           (0.12                 (0.12     10.56       (5)      6,299       1.17 (6)      1.17 (6)      2.32 (6)      29  

R4

    10.66       0.14       (0.12     0.02       (0.14                 (0.14     10.54       0.16  (5)      14,372       0.85 (6)      0.85 (6)      2.64 (6)      29  

R5

    10.65       0.15       (0.11     0.04       (0.15                 (0.15     10.54       0.31  (5)      1,432       0.55 (6)      0.55 (6)      2.93 (6)      29  

R6

    10.64       0.16       (0.11     0.05       (0.16                 (0.16     10.53       0.45  (5)      502       0.44 (6)      0.44 (6)      3.10 (6)      29  

Y

    10.65       0.16       (0.12     0.04       (0.16                 (0.16     10.53       0.36  (5)      429,122       0.44 (6)      0.44 (6)      3.03 (6)      29  

F(7)

    10.32       0.06       0.05       0.11       (0.05                 (0.05     10.38       1.09  (5)      663,414       0.44 (6)      0.44 (6)      3.25 (6)      29  

For the Year Ended October 31, 2016

 

A

  $ 10.28     $ 0.28     $ 0.22     $ 0.50     $ (0.25   $   (0.02   $   (0.03   $ (0.30   $ 10.48       4.77   $ 782,964       0.87     0.87 %(25)      2.68     41

B

    10.20       0.20       0.21       0.41       (0.18     (0.02     (0.02     (0.22     10.39       4.09       4,406       1.89       1.63 (25)      1.92       41  

C

    10.30       0.20       0.22       0.42       (0.18     (0.02     (0.02     (0.22     10.50       4.10       73,841       1.60       1.60 (25)      1.95       41  

I

    10.30       0.30       0.22       0.52       (0.28     (0.02     (0.03     (0.33     10.49       5.08       115,889       0.61       0.61 (25)      2.86       41  

R3

    10.48       0.25       0.22       0.47       (0.23     (0.02     (0.02     (0.27     10.68       4.51       5,943       1.18       1.18 (25)      2.37       41  

R4

    10.46       0.28       0.22       0.50       (0.25     (0.02     (0.03     (0.30     10.66       4.85       15,348       0.86       0.86 (25)      2.69       41  

R5

    10.46       0.32       0.20       0.52       (0.28     (0.02     (0.03     (0.33     10.65       5.16       1,473       0.56       0.56 (25)      3.00       41  

R6

    10.45       0.32       0.21       0.53       (0.29     (0.02     (0.03     (0.34     10.64       5.15       11       0.45       0.45 (25)     3.07       41  

Y

    10.45       0.33       0.21       0.54       (0.29     (0.02     (0.03     (0.34     10.65       5.27       1,031,478       0.45       0.45 (25)      3.10       41  

For the Year Ended October 31, 2015

 

A

  $ 10.71     $ 0.23     $ (0.21   $ 0.02     $ (0.22   $ (0.23   $     $ (0.45   $ 10.28       0.35   $ 672,638       0.87     0.87     2.20     57

B

    10.63       0.15       (0.20     (0.05     (0.15     (0.23           (0.38     10.20       (0.50     10,528       1.86       1.62       1.43       57  

C

    10.72       0.16       (0.20     (0.04     (0.15     (0.23           (0.38     10.30       (0.38     67,147       1.59       1.59       1.50       57  

I

    10.72       0.27       (0.20     0.07       (0.26     (0.23           (0.49     10.30       0.67       23,201       0.56       0.56       2.60       57  

R3

    10.90       0.21       (0.21           (0.19     (0.23           (0.42     10.48       0.07       6,198       1.16       1.16       1.93       57  

R4

    10.88       0.24       (0.20     0.04       (0.23     (0.23           (0.46     10.46       0.39       15,610       0.84       0.84       2.25       57  

R5

    10.88       0.27       (0.20     0.07       (0.26     (0.23           (0.49     10.46       0.68       1,423       0.55       0.55       2.57       57  

R6(24)

    10.87       0.27       (0.20     0.07       (0.26     (0.23           (0.49     10.45       0.65  (5)      10       0.50 (6)      0.50 (6)      2.61 (6)      57  

Y

    10.87       0.28       (0.20     0.08       (0.27     (0.23           (0.50     10.45       0.79         1,103,177       0.44       0.44       2.67       57  

For the Year Ended October 31, 2014

 

A

  $ 10.48     $ 0.24     $ 0.22     $ 0.46     $ (0.23   $     $     $ (0.23   $ 10.71       4.46   $ 602,306       1.00     0.91     2.26     84

B

    10.40       0.16       0.22       0.38       (0.15                 (0.15     10.63       3.72       19,329       1.93       1.65       1.52       84  

C

    10.49       0.16       0.22       0.38       (0.15                 (0.15     10.72       3.68       70,539       1.72       1.65       1.51       84  

I

    10.49       0.27       0.22       0.49       (0.26                 (0.26     10.72       4.75       11,737       0.67       0.62       2.51       84  

R3

    10.66       0.21       0.23       0.44       (0.20                 (0.20     10.90       4.16       6,868       1.28       1.21       1.96       84  

R4

    10.64       0.24       0.23       0.47       (0.23                 (0.23     10.88       4.48       16,342       0.96       0.90       2.26       84  

R5

    10.64       0.27       0.24       0.51       (0.27                 (0.27     10.88       4.79       978       0.67       0.60       2.55       84  

Y

    10.63       0.29       0.22       0.51       (0.27                 (0.27     10.87       4.89       1,003,275       0.56       0.51       2.66       84  

 

The accompanying notes are an integral part of these financial statements.

 

 

  272  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Total Return Bond Fund - (continued)  

For the Year Ended October 31, 2013

 

A

  $   11.16     $   0.23     $   (0.32   $   (0.09   $   (0.26   $   (0.33   $     $   (0.59   $   10.48       (0.83 )%    $   586,762       0.99     0.95     2.15     106

B

    11.08       0.15       (0.32     (0.17     (0.18     (0.33           (0.51     10.40       (1.58     31,258       1.88       1.70       1.39       106  

C

    11.18       0.15       (0.33     (0.18     (0.18     (0.33           (0.51     10.49       (1.66     78,034       1.70       1.70       1.40       106  

I

    11.17       0.26       (0.32     (0.06     (0.29     (0.33           (0.62     10.49       (0.55     6,771       0.68       0.68       2.42       106  

R3

    11.35       0.20       (0.33     (0.13     (0.23     (0.33           (0.56     10.66       (1.21     7,655       1.28       1.25       1.85       106  

R4

    11.33       0.23       (0.33     (0.10     (0.26     (0.33           (0.59     10.64       (0.92     15,725       0.96       0.95       2.15       106  

R5

    11.33       0.26       (0.33     (0.07     (0.29     (0.33           (0.62     10.64       (0.61     664       0.67       0.65       2.44       106  

Y

    11.32       0.28       (0.34     (0.06     (0.30     (0.33           (0.63     10.63       (0.52     883,706       0.55       0.55       2.55       106  

For the Year Ended October 31, 2012(10)

 

A

  $ 10.76     $ 0.29     $ 0.50     $ 0.79     $ (0.34   $ (0.05   $     $ (0.39   $ 11.16       7.50   $ 696,383       0.98     0.89     2.64     77

B

    10.69       0.20       0.50       0.70       (0.26     (0.05           (0.31     11.08       6.66       47,026       1.85       1.64       1.90       77  

C

    10.78       0.21       0.50       0.71       (0.26     (0.05           (0.31     11.18       6.70       105,330       1.69       1.63       1.90       77  

I

    10.77       0.31       0.51       0.82       (0.37     (0.05           (0.42     11.17       7.78       11,177       0.68       0.62       2.92       77  

R3

    10.94       0.26       0.51       0.77       (0.31     (0.05           (0.36     11.35       7.14       9,944       1.27       1.19       2.35       77  

R4

    10.92       0.29       0.51       0.80       (0.34     (0.05           (0.39     11.33       7.47       21,940       0.95       0.89       2.65       77  

R5

    10.92       0.32       0.51       0.83       (0.37     (0.05           (0.42     11.33       7.79       1,018       0.66       0.59       2.94       77  

Y

    10.91       0.33       0.51       0.84       (0.38     (0.05           (0.43     11.32       7.91       952,621       0.55       0.49       3.04       77  
The Hartford Unconstrained Bond Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 9.56     $ 0.17     $ 0.05     $ 0.22     $ (0.15   $     $     $ (0.15   $ 9.63       2.36 %(5)    $ 42,843       1.26 %(6)      0.99 %(6)      3.52 %(6)      35

B

    9.56       0.13       0.05       0.18       (0.12                 (0.12     9.62       1.88 (5)      313       2.20 (6)      1.74 (6)      2.76 (6)      35  

C

    9.58       0.13       0.06       0.19       (0.12                 (0.12     9.65       1.98 (5)      9,101       1.94 (6)      1.74 (6)      2.77 (6)      35  

I

    9.57       0.18       0.05       0.23       (0.17                 (0.17     9.63       2.38 (5)      4,808       0.96 (6)      0.74 (6)      3.77 (6)      35  

R3

    9.55       0.15       0.06       0.21       (0.14                 (0.14     9.62       2.22  (5)      107       1.53 (6)      1.27 (6)      3.20 (6)      35  

R4

    9.55       0.17       0.04       0.21       (0.15                 (0.15     9.61       2.25 (5)      539       1.22 (6)      0.99 (6)      3.51 (6)      35  

R5

    9.55       0.18       0.06       0.24       (0.17                 (0.17     9.62       2.41 (5)      1,225       0.92 (6)      0.69 (6)      3.86 (6)      35  

Y

    9.53       0.18       0.06       0.24       (0.17                 (0.17     9.60       2.51 (5)      10       0.79 (6)      0.69 (6)      3.72 (6)      35  

F(7)

    9.60       0.07       0.02       0.09       (0.06                 (0.06     9.63       0.92 (5)      7,006       0.85 (6)      0.64 (6)      4.13 (6)      35  

For the Year Ended October 31, 2016

 

A

  $ 9.65     $ 0.37     $ (0.13   $ 0.24     $ (0.31   $     $   (0.02   $ (0.33   $ 9.56       2.62   $ 47,433       1.28     1.01 %(26)      3.88     38

B

    9.64       0.30       (0.12     0.18       (0.24           (0.02     (0.26     9.56       1.85       595       2.20       1.76 (26)      3.12       38  

C

    9.67       0.30       (0.13     0.17       (0.24           (0.02     (0.26     9.58       1.86       10,652       1.96       1.76 (26)      3.12       38  

I

    9.65       0.39       (0.11     0.28       (0.34           (0.02     (0.36     9.57       2.98       5,477       0.94       0.76 (26)      4.16       38  

R3

    9.63       0.34       (0.11     0.23       (0.29           (0.02     (0.31     9.55       2.31       228       1.54       1.31 (26)      3.61       38  

R4

    9.64       0.37       (0.13     0.24       (0.31           (0.02     (0.33     9.55       2.62       560       1.23       1.01 (26)      3.87       38  

R5

    9.63       0.39       (0.11     0.28       (0.34           (0.02     (0.36     9.55       2.92       116       0.93       0.71 (26)      4.18       38  

Y

    9.62       0.39       (0.12     0.27       (0.34           (0.02     (0.36     9.53       2.92       21,266       0.82       0.71 (26)      4.18       38  

For the Year Ended October 31, 2015

 

A

  $ 10.07     $ 0.31     $ (0.44   $ (0.13   $ (0.28   $     $ (0.01   $ (0.29   $ 9.65       (1.29 )%    $ 56,678       1.17     0.99     3.14     67

B

    10.06       0.23       (0.43     (0.20     (0.22           (0.00 )(13)      (0.22     9.64       (1.93     1,169       2.11       1.74       2.35       67  

C

    10.09       0.24       (0.44     (0.20     (0.22           (0.00 )(13)      (0.22     9.67       (2.02     12,517       1.86       1.74       2.42       67  

I

    10.07       0.34       (0.44     (0.10     (0.31           (0.01     (0.32     9.65       (1.04     4,075       0.81       0.74       3.42       67  

R3

    10.05       0.28       (0.44     (0.16     (0.26           (0.00 )(13)      (0.26     9.63       (1.49     144       1.45       1.29       2.86       67  

R4

    10.05       0.32       (0.44     (0.12     (0.28           (0.01     (0.29     9.64       (1.20     454       1.14       0.99       3.20       67  

R5

    10.05       0.34       (0.44     (0.10     (0.31           (0.01     (0.32     9.63       (0.90     112       0.83       0.69       3.49       67  

Y

    10.04       0.34       (0.44     (0.10     (0.31           (0.01     (0.32     9.62       (1.01     19,916       0.73       0.69       3.50       67  

 

The accompanying notes are an integral part of these financial statements.

 

 

  273  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Unconstrained Bond Fund - (continued)  

For the Year Ended October 31, 2014

 

A

  $   10.06     $   0.29     $   0.02     $ 0.31     $   (0.26   $     $   (0.04   $   (0.30   $   10.07       3.16   $ 70,192       1.17     0.99     2.86     62

B

    10.06       0.21       0.02       0.23       (0.20           (0.03     (0.23     10.06       2.30       1,974       2.08       1.74       2.12       62  

C

    10.09       0.21       0.02       0.23       (0.20           (0.03     (0.23     10.09       2.29       15,869       1.86       1.74       2.11       62  

I

    10.07       0.31       0.02       0.33       (0.28           (0.05     (0.33     10.07       3.32       5,311       0.77       0.73       3.10       62  

R3

    10.05       0.26       0.02       0.28       (0.24           (0.04     (0.28     10.05       2.76       193       1.46       1.29       2.56       62  

R4

    10.05       0.29       0.02       0.31       (0.27           (0.04     (0.31     10.05       3.07       161       1.15       0.99       2.85       62  

R5

    10.05       0.32       0.02       0.34       (0.29           (0.05     (0.34     10.05       3.37       113       0.85       0.69       3.17       62  

Y

    10.03       0.32       0.02       0.34       (0.28           (0.05     (0.33     10.04       3.48       19,584       0.73       0.69       3.16       62  

For the Year Ended October 31, 2013

 

A

  $ 10.51     $ 0.25     $ (0.41   $   (0.16   $ (0.29   $     $     $ (0.29   $ 10.06       (1.54 )%    $ 85,062       1.13     0.99     2.43     69

B

    10.51       0.17       (0.41     (0.24     (0.21                 (0.21     10.06       (2.28     3,234       2.01       1.74       1.68       69  

C

    10.53       0.17       (0.40     (0.23     (0.21                 (0.21     10.09       (2.18     18,711       1.82       1.74       1.67       69  

I

    10.51       0.28       (0.40     (0.12     (0.32                 (0.32     10.07       (1.19     1,602       0.76       0.74       2.69       69  

R3

    10.50       0.22       (0.41     (0.19     (0.26                 (0.26     10.05       (1.83     179       1.44       1.29       2.17       69  

R4

    10.50       0.25       (0.41     (0.16     (0.29                 (0.29     10.05       (1.54     130       1.11       0.99       2.46       69  

R5

    10.50       0.28       (0.41     (0.13     (0.32                 (0.32     10.05       (1.24     149       0.82       0.69       2.75       69  

Y

    10.48       0.29       (0.42     (0.13     (0.32                 (0.32     10.03       (1.24     17,992       0.71       0.69       2.85       69  

For the Year Ended October 31, 2012

 

A

  $ 10.06     $ 0.37     $ 0.47     $ 0.84     $ (0.39   $     $     $ (0.39   $ 10.51       8.47   $ 120,395       1.09     0.77     3.59     134

B

    10.05       0.30       0.47       0.77       (0.31                 (0.31     10.51       7.77       5,187       1.96       1.53       2.92       134  

C

    10.07       0.29       0.48       0.77       (0.31                 (0.31     10.53       7.76       29,736       1.79       1.52       2.83       134  

I(27)

    10.30       0.13       0.21       0.34       (0.13                 (0.13     10.51       3.35 (5)      1,132       0.83 (6)      0.62 (6)      2.93 (6)      134  

R3

    10.04       0.33       0.49       0.82       (0.36                 (0.36     10.50       8.27       141       1.40       1.06       3.20       134  

R4

    10.04       0.37       0.48       0.85       (0.39                 (0.39     10.50       8.60       111       1.07       0.77       3.57       134  

R5

    10.04       0.40       0.48       0.88       (0.42                 (0.42     10.50       8.92       111       0.77       0.47       3.87       134  

Y

    10.04       0.48       0.38       0.86       (0.42                 (0.42     10.48       8.73       115       0.72       0.69       4.70       134  
The Hartford World Bond Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 10.36     $ 0.06     $ (0.11   $ (0.05   $     $     $     $     $ 10.31       (0.48 )%(5)    $ 377,911       1.07 %(6)      1.05 %(6)      1.15 %(6)      48

C

    10.29       0.02       (0.11     (0.09                             10.20       (0.87 )(5)      122,694       1.78 (6)      1.78 (6)      0.42 (6)      48  

I

    10.39       0.07       (0.11     (0.04                             10.35       (0.29 )(5)        2,910,872       0.81 (6)      0.80 (6)      1.39 (6)      48  

R3

    10.35       0.04       (0.11     (0.07                             10.28       (0.68 )(5)      1,953       1.39 (6)      1.35 (6)      0.85 (6)      48  

R4

    10.37       0.06       (0.11     (0.05                             10.32       (0.48 )(5)      868       1.09 (6)      1.05 (6)      1.15 (6)      48  

R5

    10.38       0.07       (0.10     (0.03                             10.35       (0.29 )(5)      2,167       0.79 (6)      0.75 (6)      1.45 (6)      48  

R6

    10.40       0.08       (0.12     (0.04                             10.36       (0.38 )(5)      848       0.70 (6)      0.69 (6)      1.52 (6)      48  

Y

    10.40       0.08       (0.11     (0.03                             10.37       (0.29 )(5)      417,383       0.67 (6)      0.67 (6)      1.53 (6)      48  

F(7)

    10.32       0.02       0.01       0.03                               10.35       0.29 (5)      157,438       0.67 (6)      0.67 (6)      1.39 (6)      48  

For the Year Ended October 31, 2016

 

A

  $ 10.47     $ 0.11     $ 0.07     $ 0.18     $     $   (0.26   $ (0.03   $ (0.29   $ 10.36       1.78   $ 481,126       1.13     1.07 %(28)      1.12     122

C

    10.46       0.04       0.06       0.10             (0.26     (0.01     (0.27     10.29       0.95       155,828       1.79       1.79 (28)      0.40       122  

I

    10.49       0.14       0.06       0.20             (0.26     (0.04     (0.30     10.39       1.91       2,407,302       0.81       0.81 (28)      1.39       122  

R3

    10.48       0.09       0.06       0.15             (0.26     (0.02     (0.28     10.35       1.48       1,882       1.41       1.37 (28)      0.85       122  

R4

    10.48       0.11       0.07       0.18             (0.26     (0.03     (0.29     10.37       1.79       1,228       1.10       1.07 (28)      1.11       122  

R5

    10.48       0.15       0.06       0.21             (0.26     (0.05     (0.31     10.38       2.02       1,137       0.83       0.77 (28)      1.46       122  

R6

    10.49       0.16       0.06       0.22             (0.26     (0.05     (0.31     10.40       2.14       790       0.74       0.72 (28)      1.52       122  

Y

    10.49       0.15       0.07       0.22             (0.26     (0.05     (0.31     10.40       2.15       568,934       0.69       0.69 (28)      1.50       122  

 

The accompanying notes are an integral part of these financial statements.

 

 

  274  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
   Assets at   
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford World Bond Fund - (continued)  

For the Year Ended October 31, 2015

 

A

  $   10.76     $   0.09     $     $   0.09     $   (0.38   $     $   —     $   (0.38   $   10.47       0.82   $ 624,111       1.08     1.05     0.84     99

C

    10.74       0.01       0.01 (29)      0.02       (0.30                 (0.30     10.46       0.17       175,560       1.77       1.77       0.13       99  

I

    10.77       0.12             0.12       (0.40                 (0.40     10.49       1.16       2,283,590       0.77       0.77       1.13       99  

R3

    10.77       0.06       (0.01     0.05       (0.34                 (0.34     10.48       0.48       810       1.39       1.35       0.55       99  

R4

    10.78       0.10       (0.02     0.08       (0.38                 (0.38     10.48       0.71       4,850       1.08       1.05       0.98       99  

R5

    10.76       0.12             0.12       (0.40                 (0.40     10.48       1.19       297       0.83       0.75       1.17       99  

R6

    10.78       0.14       (0.02     0.12       (0.41                 (0.41     10.49       1.18 (5)      188       0.74 (6)      0.70 (6)      1.32 (6)      99  

Y

    10.77       0.13             0.13       (0.41                 (0.41     10.49       1.27       634,789       0.67       0.67       1.24       99  

For the Year Ended October 31, 2014

 

A

  $ 10.63     $ 0.12     $   0.17     $ 0.29     $ (0.13   $   (0.03   $     $ (0.16   $ 10.76       2.74   $ 422,689       1.02     0.99     1.15     140

C

    10.61       0.04       0.17       0.21       (0.05     (0.03           (0.08     10.74       2.00       179,147       1.76       1.73       0.41       140  

I

    10.64       0.15       0.17       0.32       (0.16     (0.03           (0.19     10.77       3.03         1,966,455       0.76       0.74       1.40       140  

R3

    10.64       0.09       0.17       0.26       (0.10     (0.03           (0.13     10.77       2.42       759       1.39       1.32       0.82       140  

R4

    10.64       0.12       0.18       0.30       (0.13     (0.03           (0.16     10.78       2.80       725       1.07       1.02       1.12       140  

R5

    10.63       0.15       0.17       0.32       (0.16     (0.03           (0.19     10.76       3.03       226       0.79       0.70       1.42       140  

Y

    10.64       0.16       0.17       0.33       (0.17     (0.03           (0.20     10.77       3.11       517,167       0.67       0.64       1.50       140  

For the Year Ended October 31, 2013

 

A

  $ 10.77     $ 0.10     $ 0.06     $ 0.16     $ (0.18   $ (0.12   $     $ (0.30   $ 10.63       1.47   $ 481,684       1.03     0.93     0.95     129

C

    10.76       0.02       0.05       0.07       (0.10     (0.12           (0.22     10.61       0.67       177,802       1.77       1.67       0.21       129  

I

    10.78       0.13       0.05       0.18       (0.20     (0.12           (0.32     10.64       1.71       891,048       0.79       0.69       1.19       129  

R3

    10.78       0.06       0.05       0.11       (0.13     (0.12           (0.25     10.64       1.03       519       1.40       1.25       0.60       129  

R4

    10.78       0.10       0.05       0.15       (0.17     (0.12           (0.29     10.64       1.40       976       1.08       0.95       0.92       129  

R5

    10.77       0.13       0.06       0.19       (0.21     (0.12           (0.33     10.63       1.73       372       0.79       0.65       1.18       129  

Y

    10.78       0.14       0.05       0.19       (0.21     (0.12           (0.33     10.64       1.81       340,669       0.68       0.58       1.30       129  

For the Year Ended October 31, 2012

 

A

  $ 10.32     $ 0.10     $ 0.59     $ 0.69     $ (0.20   $ (0.04   $     $ (0.24   $ 10.77       6.79   $ 250,916       1.11     0.95     0.95     191

C

    10.31       0.02       0.60       0.62       (0.13     (0.04           (0.17     10.76       6.12       97,235       1.83       1.67       0.19       191  

I

    10.32       0.12       0.60       0.72       (0.22     (0.04           (0.26     10.78       7.11       421,508       0.86       0.70       1.14       191  

R3

    10.32       0.09       0.57       0.66       (0.16     (0.04           (0.20     10.78       6.51       1,297       1.51       1.25       0.85       191  

R4

    10.32       0.12       0.57       0.69       (0.19     (0.04           (0.23     10.78       6.82       1,345       1.21       0.95       1.15       191  

R5

    10.32       0.15       0.56       0.71       (0.22     (0.04           (0.26     10.77       7.03       1,276       0.91       0.65       1.45       191  

Y

    10.32       0.12       0.61       0.73       (0.23     (0.04           (0.27     10.78       7.18       197,637       0.73       0.57       1.12       191  

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Ratios do not include expenses of the Underlying Funds and/or other investment companies, if applicable.
(5)  Not annualized.
(6)  Annualized.
(7)  Commenced operations on February 28, 2017.
(8)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.00%, 1.55%, 1.25%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(9)  Excluding the expenses not subject to cap, the ratios would have been 1.00%, 1.75%, 1.73%, 0.73%, 1.25%, 1.00%, 0.70% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(10)  Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.

 

The accompanying notes are an integral part of these financial statements.

 

 

  275  

 


Fixed Income Funds

Financial Highlights – (continued)

 

 

 

(11)  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.75% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(12)  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(13)  Included in this amount are tax distributions from capital of less than ($0.01).
(14)  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 1.60%, 1.60%, 0.60%, 1.20%, 0.90%, 0.60% and 0.55% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(15)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44% for Class A, Class C and Class I, respectively.
(16)  Commenced operations on May 29, 2015.
(17)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44% and 0.44% for Class A, Class B, Class C and Class I, respectively.
(18)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44%, 0.44% and 0.44% for Class A, Class B, Class C, Class I and Class Y, respectively.
(19)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44%, for Class A, Class C and Class I , respectively.
(20)  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65% and 0.60% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(21)  Commenced operations on November 30, 2012.
(22)  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 0.85%, 1.60%, 0.56%, 1.15%, 0.85%, 0.55% and 0.50% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(23)  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.10%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65%, 0.60% and 0.60% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(24)  Commenced operations on November 7, 2014.
(25)  Excluding the expenses not subject to cap, the ratios would have been 0.86%, 1.62%, 1.59%, 0.60%, 1.17%, 0.85%, 0.55%, 0.44% and 0.44% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(26)  Excluding the expenses not subject to cap, the ratios would have been 0.99%, 1.74%, 1.74%, 0.74%, 1.29%, 0.99%, 0.69% and 0.69% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(27)  Commenced operations on May 25, 2012.
(28)  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.77%, 0.79%, 1.35%, 1.05%, 0.75%, 0.70% and 0.67% for Class A, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(29)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

 

The accompanying notes are an integral part of these financial statements.

 

 

  276  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements

April 30, 2017 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-four and fourteen series, respectively, as of April 30, 2017. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Emerging Markets Local Debt Fund (the “Emerging Markets Local Debt Fund”)

The Hartford Floating Rate Fund (the “Floating Rate Fund”)

The Hartford Floating Rate High Income Fund (the “Floating Rate High Income Fund”)

The Hartford High Yield Fund (the “High Yield Fund”)

The Hartford Inflation Plus Fund (the “Inflation Plus Fund”)

Hartford Municipal Income Fund (the “Municipal Income Fund”)

The Hartford Municipal Opportunities Fund (the “Municipal Opportunities Fund”)

Hartford Municipal Short Duration Fund (the “Municipal Short Duration Fund”)

The Hartford Quality Bond Fund (the “Quality Bond Fund”)

The Hartford Short Duration Fund (the “Short Duration Fund”)

The Hartford Strategic Income Fund (the “Strategic Income Fund”)

The Hartford Total Return Bond Fund (the “Total Return Bond Fund”)

The Hartford Unconstrained Bond Fund (the “Unconstrained Bond Fund”)

The Hartford World Bond Fund (the “World Bond Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Municipal Real Return Fund (the “Municipal Real Return Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except Emerging Markets Local Debt Fund and World Bond Fund, is a diversified open-end management investment company. Emerging Markets Local Debt Fund and World Bond Fund, are non-diversified open-end management investment companies. Each Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund offers Class A, Class T, Class C, Class I and Class F shares. As of April 30, 2017, Class T shares have not commenced operations. In addition, each Fund, except Emerging Markets Local Debt Fund, Floating Rate High Income Fund, Municipal Income Fund, Municipal Short Duration Fund, Quality Bond Fund and World Bond Fund offer Class B shares. Additionally, each Fund, except Municipal Income Fund, Municipal Opportunities Fund, Municipal Real Return Fund and Municipal Short Duration Fund, offer Class R3, Class R4 and Class R5 shares. Each Fund offers Class Y shares, except Municipal Income Fund, Municipal Opportunities Fund and Municipal Short Duration Fund. Strategic Income Fund, Total Return Bond Fund and World Bond Fund offer Class R6 shares. Class A shares of each Fund, except Floating Rate Fund, Floating Rate High Income Fund and Short Duration Fund, are sold with a front-end sales charge of up to 4.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class A shares are sold with a front-end sales charge of up to 3.00% for Floating Rate Fund and Floating Rate High Income Fund and up to 2.00% for Short Duration Fund. Class B shares were sold with a contingent deferred sales charge which is assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declines from 5.00% to zero depending on the period of time the shares are held (see note below regarding the closing of Class B shares). Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance, and that Class B shares automatically convert to Class A shares after 8 years. No new or additional investments are allowed in Class B shares (including investments through any systematic investment plan). It is anticipated that all Class B shares will convert to Class A shares on or before September 30, 2017.

Existing shareholders of Class B shares may continue to hold their Class B shares, exchange their Class B shares for Class B shares of another Hartford Fund (as permitted by existing exchange privileges), or redeem their Class B shares as described in the prospectus. Reinstatement privileges with respect to Class B shares are set forth in the prospectus. For investors electing to reinvest gains and

 

 

  277  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

dividends, any such gains or dividends on Class B shares will continue to be reinvested in Class B shares of the applicable Fund. All Class B share attributes, including the 12b-1 fee, contingent deferred sales charge schedule, and conversion to Class A shares, remain unchanged.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b) Investment Valuation and Fair Value Measurements For purposes of calculating the NAV of each 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 respective Company’s 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 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 respective Company’s 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 interests), 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 respective Company’s 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 options privately negotiated in the OTC market (“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.

 

 

  278  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

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 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 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 respective Company’s Board of Directors.

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 of each Company 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 each 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 each Company’s 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 of each Company 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.

 

 

  279  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

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.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. Normally, for each Fund, except Emerging Markets Local Debt Fund, Strategic Income Fund, and World Bond Fund, dividends from net investment income are declared daily and paid monthly. The policy of Emerging Markets Local Debt Fund and Strategic Income Fund is to declare and pay dividends from net investment income, if any, monthly. The policy of World Bond Fund is to declare and pay dividends from net investment income, if any, quarterly. Dividends from realized gains, if any, are paid at least once a year.

 

 

  280  

 


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Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2017.

 

  b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2017.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of April 30, 2017.

 

  c) Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of April 30, 2017.

 

 

  281  

 


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Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  d) Mortgage Related and Other Asset Backed Securities – A Fund may invest in mortgage related and other asset backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage backed securities, stripped mortgage backed securities, asset backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage related securities is guaranteed by the full faith and credit of the United States Government. Mortgage related and other asset backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage related and other asset backed securities as of April 30, 2017.

 

  e) Inflation Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of April 30, 2017.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Bond Forwards – A Fund may enter into bond forwards. A bond forward is a contractual agreement between a Fund and another party to buy or sell an underlying asset at an agreed-upon future price and date. In a bond forward transaction, no cash premium is paid when the parties enter into the bond forward. If the transaction is collateralized, an exchange of margin collateral will take place according to an agreed-upon schedule. Otherwise, no asset of any kind changes hands until the bond forward matures (typically in 30 days) or is rolled over for another agreed-upon period. Generally, the value of the bond forward will change based on changes in the value of the underlying asset. Bond forwards are subject to market risk (the risk that the market value of the underlying bond may change), non-correlation risk (the risk that the market value of the bond forward might move independently of the market value of the underlying bond) and counterparty credit risk (the risk that a counterparty will be unable to meet its obligation under the contract). If there is no cash exchanged at the time a Fund enters into the bond forward, counterparty risk may be limited to the loss of any marked-to-market profit on the contract and any delays or limitations on the Fund’s ability to sell or otherwise use the investments used as collateral for the bond forward.

During the six-month period ended April 30, 2017, Inflation Plus Fund had engaged in Bond Forwards.

 

  b) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the

 

 

  282  

 


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Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2017, Emerging Markets Local Debt Fund, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Quality Bond Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund, Unconstrained Bond Fund and World Bond Fund had engaged in Foreign Currency Contracts.

 

  c) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2017, Emerging Markets Local Debt Fund, Inflation Plus Fund, Quality Bond Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund, Unconstrained Bond Fund and World Bond Fund had engaged in Futures Contracts.

 

  d) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended April 30, 2017, Emerging Markets Local Debt Fund, Strategic Income Fund, Total Return Bond Fund, Unconstrained Bond Fund and World Bond Fund had engaged in Options Contracts.

 

 

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Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Transactions involving written option contracts during the six-month period ended April 30, 2017, are summarized below:

Emerging Markets Local Debt Fund

Options Activity During the Six-Month Period Ended April 30, 2017

 

Call Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     8,104,000     $      165,616  

Written

     36,399,000       511,486  

Expired

     (5,046,000     (41,525

Closed

     (22,931,000     (355,256

Exercised

            
  

 

 

   

 

 

 

End of Period

     16,526,000     $ 280,321  
  

 

 

   

 

 

 

Put Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     18,951,000     $ 270,251  

Written

     28,872,000       252,459  

Expired

     (13,789,000     (120,833

Closed

     (15,313,000     (222,263

Exercised

            
  

 

 

   

 

 

 

End of Period

     18,721,000     $ 179,614  
  

 

 

   

 

 

 

Strategic Income Fund

Options Activity During the Six-Month Period Ended April 30, 2017

 

Call Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

         $  

Written

     23,970,000            244,356  

Expired

            

Closed

            

Exercised

            
  

 

 

   

 

 

 

End of Period

     23,970,000     $ 244,356  
  

 

 

   

 

 

 

Put Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

         $  

Written

     55,729,000       421,569  

Expired

     (21,345,000     (82,112

Closed

            

Exercised

     (10,414,000     (54,375
  

 

 

   

 

 

 

End of Period

     23,970,000     $ 285,082  
  

 

 

   

 

 

 

 

 

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Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Total Return Bond Fund

Options Activity During the Six-Month Period Ended April 30, 2017

 

Call Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

         $  

Written

     3,000,000        

Expired

            

Closed

     (3,000,000      

Exercised

            
  

 

 

   

 

 

 

End of Period

         $  
  

 

 

   

 

 

 

Put Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

         $  

Written

     108,642,000            471,649  

Expired

     (72,658,000     (277,668

Closed

            

Exercised

     (35,984,000     (193,981
  

 

 

   

 

 

 

End of Period

         $  
  

 

 

   

 

 

 

Unconstrained Bond Fund

Options Activity During the Six-Month Period Ended April 30, 2017

 

Call Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

         $  

Written

     4,335,000            44,192  

Expired

            

Closed

            

Exercised

            
  

 

 

   

 

 

 

End of Period

     4,335,000     $ 44,192  
  

 

 

   

 

 

 

Put Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

         $  

Written

     11,378,000       81,824  

Expired

     (4,731,000     (18,201

Closed

            

Exercised

     (2,312,000     (12,066
  

 

 

   

 

 

 

End of Period

     4,335,000     $ 51,557  
  

 

 

   

 

 

 

 

 

  285  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

World Bond Fund

Options Activity During the Six-Month Period Ended April 30, 2017

 

Call Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     95,768,000     $      1,089,174  

Written

     20,324,000       426,933  

Expired

     (83,297,000     (757,096

Closed

            

Exercised

     (13,432,000     (395,505
  

 

 

   

 

 

 

End of Period

     19,363,000     $ 363,506  
  

 

 

   

 

 

 

Put Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     236,866,000     $ 988,935  

Written

     1,293       48,488  

Expired

     (183,746,293     (864,809

Closed

     (53,121,000     (172,614

Exercised

            
  

 

 

   

 

 

 

End of Period

         $  
  

 

 

   

 

 

 

 

  e) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the respective Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated

 

 

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Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2017, High Yield Fund, Inflation Plus Fund, Strategic Income Fund, Total Return Bond Fund, Unconstrained Bond Fund and World Bond Fund had engaged in Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

 

 

  287  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

During the six-month period ended April 30, 2017, Emerging Markets Local Debt Fund, Inflation Plus Fund, Municipal Real Return Fund, Strategic Income Fund, Total Return Bond Fund, Unconstrained Bond Fund and World Bond Fund had engaged in Interest Rate Swap Contracts.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Funds’ investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the six-month period ended April 30, 2017, World Bond Fund had engaged in Total Return Swap Contracts.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

During the six-month period ended April 30, 2017, Emerging Markets Local Debt Fund, Strategic Income Fund, Total Return Bond Fund and Unconstrained Bond Fund had engaged in Cross Currency Swaps.

 

  f) Additional Derivative Instrument Information:

Emerging Markets Local Debt Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 85,233      $ 281,368      $      $      $      $      $ 366,601  

Unrealized appreciation on futures
contracts(1)

     1,589                                           1,589  

Unrealized appreciation on foreign currency contracts

            5,673,466                                    5,673,466  

Unrealized appreciation on swap contracts(2)

     11,858        11,951                                    23,809  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     98,680      $ 5,966,785      $      $      $      $      $ 6,065,465  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures
contracts(1)

   $ 11,120      $      $      $      $      $      $ 11,120  

Unrealized depreciation on foreign currency contracts

            5,429,043                                    5,429,043  

Written options, market value

            177,458                                    177,458  

Unrealized depreciation on swap contracts(2)

     8,048        799                                    8,847  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 19,168      $     5,607,300      $     —      $     —      $     —      $     —      $     5,626,468  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  288  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on purchased options contracts

   $     $ (131,816   $     —      $     —      $     —      $     —      $ (131,816

Net realized gain (loss) on futures contracts

     17,991                                         17,991  

Net realized gain (loss) on written options contracts

                461,506                                   461,506  

Net realized gain (loss) on swap contracts

     76,840       11,854                                   88,694  

Net realized gain (loss) on foreign currency contracts

           (293,247                                 (293,247
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 94,831     $ 48,297     $      $      $      $      $ 143,128  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (42,474   $ (40,159   $      $      $      $      $ (82,633

Net change in unrealized appreciation (depreciation) of futures contracts

     (16,218                                       (16,218

Net change in unrealized appreciation (depreciation) of written options contracts

           200,416                                   200,416  

Net change in unrealized appreciation (depreciation) of swap contracts

     69,619       (3,443                                 66,176  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           778,433                                   778,433  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      10,927     $ 935,247     $      $      $      $      $      946,174  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts

     6,241,055,333  

Futures Contracts Long

     7  

Futures Contracts Short

     (15

Written Options Contracts

     (27,657,333

Swap Contracts

   $     11,820,062,730  

Foreign Currency Contracts Purchased

   $ 156,107,692  

Foreign Currency Contracts Sold

   $ 129,348,574  

Floating Rate Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on foreign currency contracts

   $     —      $ 46,126      $      $      $      $      $ 46,126  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 46,126      $      $      $      $      $ 46,126  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

   $      $ 1,904,499      $      $      $      $      $ 1,904,499  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     1,904,499      $     —      $     —      $     —      $     —      $     1,904,499  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  289  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Floating Rate Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on foreign currency contracts

   $     —      $ (979,937   $     —      $     —      $     —      $     —      $ (979,937
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (979,937   $      $      $      $      $ (979,937
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $     (1,164,020   $      $      $      $      $     (1,164,020
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (1,164,020   $      $      $      $      $ (1,164,020
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased

   $ 2,949,082  

Foreign Currency Contracts Sold

   $     113,938,736  

Floating Rate High Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on foreign currency contracts

   $      $ 10,153      $      $      $      $      $ 10,153  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 10,153      $      $      $      $      $ 10,153  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

   $      $ 258,554      $      $      $      $      $ 258,554  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     258,554      $     —      $     —      $     —      $     —      $     258,554  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on foreign currency contracts

   $     —      $ (170,154   $     —      $     —      $     —      $     —      $ (170,154
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (170,154   $      $      $      $      $ (170,154
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $     (203,895   $      $      $      $      $     (203,895
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (203,895   $      $      $      $      $ (203,895
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  290  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Floating Rate High Income Fund – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased

   $ 1,296,349  

Foreign Currency Contracts Sold

   $     10,388,346  

High Yield Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on swap contracts(1)

   $      $      $ 54,789      $      $      $      $ 54,789  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $     54,789      $      $      $      $ 54,789  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

   $      $ 21,496      $      $      $      $      $ 21,496  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     21,496      $      $     —      $     —      $     —      $     21,496  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

           

Net realized gain (loss) on swap contracts

   $      $      $ 506,125      $      $      $      $ 506,125  

Net realized gain (loss) on foreign currency contracts

            33,459                                    33,459  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     33,459      $     506,125      $      $      $      $     539,584  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of swap contracts

   $      $      $ 111,209      $      $      $      $ 111,209  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            22,436                                    22,436  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $ 22,436      $ 111,209      $     —      $     —      $     —      $ 133,645  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts

   $     8,816,167  

Foreign Currency Contracts Purchased

   $ 637,942  

Foreign Currency Contracts Sold

   $ 3,291,204  

 

 

  291  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Inflation Plus Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures
contracts(1)

   $ 322,612      $      $      $      $      $      $ 322,612  

Unrealized appreciation on bond forward contracts

     197,364                                           197,364  

Unrealized appreciation on foreign currency contracts

            1,003,240                                    1,003,240  

Unrealized appreciation on swap contracts(2)

     1,955,110               14,813                             1,969,923  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,475,086      $     1,003,240      $     14,813      $      $      $      $ 3,493,139  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures
contracts(1)

   $ 131,353      $      $      $      $      $      $ 131,353  

Unrealized depreciation on bond forward contracts

     2,177                                           2,177  

Unrealized depreciation on foreign currency contracts

            812,635                                    812,635  

Unrealized depreciation on swap contracts(2)

     235,345                                           235,345  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 368,875      $ 812,635      $      $     —      $     —      $     —      $     1,181,510  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

          

Net realized gain (loss) on futures contracts

   $ 441,602     $     $     $      $      $      $ 441,602  

Net realized gain (loss) on swap contracts

     (4,993                637,668                            632,675  

Net realized gain (loss) on bond forward contracts

     (596,581                                      (596,581

Net realized gain (loss) on foreign currency contracts

                428,645                                  428,645  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (159,972   $ 428,645     $ 637,668     $      $      $      $ 906,341  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

          

Net change in unrealized appreciation (depreciation) of futures contracts

   $ 256,923     $     $     $      $      $      $ 256,923  

Net change in unrealized appreciation (depreciation) of swap contracts

     1,316,647             (496,439                          820,208  

Net change in unrealized appreciation (depreciation) of bond forward contracts

     307,843                                        307,843  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (211,370                                (211,370
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,881,413     $ (211,370   $ (496,439   $     —      $     —      $     —      $     1,173,604  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long

     286  

Futures Contracts Short

     (305

Swap Contracts

   $     105,232,535  

Bond Forward Contracts

   $ 55,136,501  

Foreign Currency Contracts Purchased

   $ 12,692,498  

Foreign Currency Contracts Sold

   $ 81,431,763  

 

 

  292  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Municipal Real Return Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on swap contracts(1)

   $ 2,830,123      $      $      $      $      $      $ 2,830,123  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,830,123      $     —      $     —      $     —      $     —      $     —      $     2,830,123  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on swap contracts(1)

   $ 810,213      $      $      $      $      $      $ 810,213  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 810,213      $      $      $      $      $      $ 810,213  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

           

Net realized gain (loss) on swap contracts

   $ (467,746   $      $      $      $      $      $ (467,746
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (467,746   $      $      $      $      $      $ (467,746
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of swap contracts

   $ 2,136,739     $      $      $      $      $      $     2,136,739  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,136,739     $     —      $     —      $     —      $     —      $     —      $ 2,136,739  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts

   $     148,006,333  

Quality Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $ 182,838      $      $      $      $      $      $ 182,838  

Unrealized appreciation on foreign currency contracts

            46,877                                    46,877  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 182,838      $     46,877      $     —      $     —      $     —      $     —      $     229,715  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $     179,720      $      $      $      $      $      $ 179,720  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 179,720      $      $      $      $      $      $ 179,720  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  293  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Quality Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

           

Net realized gain (loss) on futures contracts

   $ (873,123   $     $      $      $      $      $ (873,123

Net realized gain (loss) on swap contracts

     (8,424                                       (8,424

Net realized gain (loss) on foreign currency contracts

           (66,923                                 (66,923
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (881,547   $ (66,923   $     —      $     —      $     —      $     —      $ (948,470
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of futures contracts

   $      308,787     $     $      $      $      $      $      308,787  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           46,877                                   46,877  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 308,787     $      46,877     $      $      $      $      $ 355,664  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long

     134  

Futures Contracts Short

     (55

Foreign Currency Contracts Sold

   $     6,413,287  

Short Duration Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $ 153,879      $      $      $      $      $      $ 153,879  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 153,879      $      $      $      $      $      $ 153,879  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 960,733      $      $      $      $      $      $ 960,733  

Unrealized depreciation on foreign currency contracts

            15,943                                    15,943  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     960,733      $     15,943      $     —      $     —      $     —      $     —      $     976,676  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

           

Net realized gain (loss) on futures contracts

   $      2,667,018     $     $      $      $      $      $      2,667,018  

Net realized gain (loss) on foreign currency contracts

           (29,531                                 (29,531
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,667,018     $ (29,531   $      $      $      $      $ 2,637,487  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

     

Net change in unrealized appreciation (depreciation) of futures contracts

   $ (1,370,042   $             —     $      $      $      $      $ (1,370,042

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (15,943                                 (15,943
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (1,370,042   $ (15,943   $     —      $     —      $     —      $     —      $ (1,385,985
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  294  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Short Duration Fund – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long

     478  

Futures Contracts Short

     (958

Foreign Currency Contracts Sold

   $     1,136,366  

Strategic Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $      $ 73,223      $      $      $      $      $ 73,223  

Unrealized appreciation on futures contracts(1)

     1,626,284                                           1,626,284  

Unrealized appreciation on foreign currency contracts

            858,529                                    858,529  

Unrealized appreciation on swap
contracts(2)

     615,543        6,930        1,140,196                             1,762,669  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,241,827      $     938,682      $     1,140,196      $     —      $     —      $     —      $     4,320,705  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 181,277      $ 556,966      $      $      $      $      $ 738,243  

Unrealized depreciation on foreign currency contracts

            1,010,233                                    1,010,233  

Written options, market value

     443,776                                           443,776  

Unrealized depreciation on swap
contracts(2)

            3,109        1,574,261                             1,577,370  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 625,053      $ 1,570,308      $ 1,574,261      $      $      $      $ 3,769,622  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

          

Net realized gain (loss) on purchased options contracts

   $     $ (19,476   $     $      $      $      $ (19,476

Net realized gain (loss) on futures contracts

     (3,983,474              501,871                                  (3,481,603

Net realized gain (loss) on written options contracts

           82,112                                  82,112  

Net realized gain (loss) on swap contracts

             325,308       (31,516         3,388,635                                 3,682,427  

Net realized gain (loss) on foreign currency contracts

           (1,997,725                                (1,997,725
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (3,658,166   $ (1,464,734   $ 3,388,635     $     —      $     —      $     —      $ (1,734,265
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $     $ 40,590     $     $      $      $      $ 40,590  

Net change in unrealized appreciation (depreciation) of futures contracts

     2,681,606       (496,746                                2,184,860  

Net change in unrealized appreciation (depreciation) of swap contracts

     454,217       (7,692     (655,069                          (208,544

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           1,005,069                                  1,005,069  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,135,823     $ 541,221     $ (655,069   $      $      $      $ 3,021,975  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  295  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Strategic Income Fund – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts

     6,967,667  

Futures Contracts Long

     1,201  

Futures Contracts Short

     (462

Written Options Contracts

     (29,059,500

Swap Contracts

   $     220,583,924  

Foreign Currency Contracts Purchased

   $ 53,151,388  

Foreign Currency Contracts Sold

   $ 63,690,151  

Total Return Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $      $ 249,479      $      $      $      $      $ 249,479  

Unrealized appreciation on futures contracts(1)

     2,639,816                                           2,639,816  

Unrealized appreciation on foreign currency contracts

            2,546,305                                    2,546,305  

Unrealized appreciation on swap contracts(2)

     1,144,210        9,314        1,758,274                             2,911,798  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,784,026      $ 2,805,098      $     1,758,274      $     —      $     —      $     —      $     8,347,398  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 1,469,600      $      $      $      $      $      $ 1,469,600  

Unrealized depreciation on foreign currency contracts

            2,058,882                                    2,058,882  

Unrealized depreciation on swap contracts(2)

            10,375        4,007,508                             4,017,883  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,469,600      $     2,069,257      $ 4,007,508      $      $      $      $ 7,546,365  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on purchased options contracts

   $ 211,432     $ (37,622   $     $      $      $      $ 173,810  

Net realized gain (loss) on futures contracts

     (1,191,867                                      (1,191,867

Net realized gain (loss) on written options contracts

     (75,949     277,668                                  201,719  

Net realized gain (loss) on swap contracts

          4,608,474             967,338                            5,575,812  

Net realized gain (loss) on foreign currency contracts

           (704,383                                (704,383
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,552,090     $ (464,337   $         967,338     $      $      $      $ 4,055,091  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $     $ 137,152     $     $      $      $      $ 137,152  

Net change in unrealized appreciation (depreciation) of futures contracts

     3,297,850                                        3,297,850  

Net change in unrealized appreciation (depreciation) of swap contracts

     295,628       (1,061     (2,939,579                          (2,645,012

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           753,275                                  753,275  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,593,478     $      889,366     $ (2,939,579   $     —      $     —      $     —      $      1,543,265  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  296  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Total Return Bond Fund – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts

     19,586,800  

Futures Contracts Long

     2,850  

Futures Contracts Short

     (2,295

Written Options Contracts

     (34,021,000

Swap Contracts

   $     483,157,603  

Foreign Currency Contracts Purchased

   $ 44,707,107  

Foreign Currency Contracts Sold

   $ 110,832,809  

Unconstrained Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $ 3,740      $ 13,445      $      $      $      $      $ 17,185  

Unrealized appreciation on futures contracts(1)

     81,579                                           81,579  

Unrealized appreciation on foreign currency contracts

            150,575                                    150,575  

Unrealized appreciation on swap contracts(2)

     252,291        730        237,171                             490,192  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 337,610      $ 164,750      $ 237,171      $      $      $      $ 739,531  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 323,041      $      $      $      $      $      $ 323,041  

Unrealized depreciation on foreign currency contracts

            175,472                                    175,472  

Written options, market value

     80,257                                           80,257  

Unrealized depreciation on swap contracts(2)

     635        57        365,816                             366,508  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     403,933      $     175,529      $     365,816      $     —      $     —      $     —      $     945,278  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on purchased options contracts

   $     $ (4,751   $     $      $      $      $ (4,751

Net realized gain (loss) on futures contracts

     803,114                                        803,114  

Net realized gain (loss) on written options contracts

           18,200                                  18,200  

Net realized gain (loss) on swap contracts

     123,102       (6,957     (108,657                          7,488  

Net realized gain (loss) on foreign currency contracts

           (46,760                                (46,760
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      926,216     $ (40,268   $ (108,657   $      $      $      $ 777,291  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (1,742   $ 8,069     $     $      $      $      $ 6,327  

Net change in unrealized appreciation (depreciation) of futures contracts

     (261,325                                      (261,325

Net change in unrealized appreciation (depreciation) of written options contracts

           15,492                                  15,492  

Net change in unrealized appreciation (depreciation) of swap contracts

     213,471       (1,836     (184,866                          26,769  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           71,756                                  71,756  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (49,596   $      93,481     $     (184,866   $     —      $     —      $     —      $     (140,981
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  297  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Unconstrained Bond Fund – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts

     4,471,667  

Futures Contracts Long

     114  

Futures Contracts Short

     (301

Written Options Contracts

     (5,465,000

Swap Contracts

   $     50,756,400  

Foreign Currency Contracts Purchased

   $ 5,056,134  

Foreign Currency Contracts Sold

   $ 12,174,563  

World Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Assets:

 

Investments in securities, at value (purchased options), market value

  $ 353,175     $ 985,652     $     $     $     $     $ 1,338,827  

Unrealized appreciation on futures contracts(1)

    233,793                                     233,793  

Unrealized appreciation on foreign currency contracts

          43,580,570                               43,580,570  

Unrealized appreciation on swap contracts(2)

    2,321,067             1,115,451                         3,436,518  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 2,908,035     $ 44,566,222     $ 1,115,451     $     $     $     $ 48,589,708  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

  $ 3,060,913     $     $     $     $     $     $ 3,060,913  

Unrealized depreciation on foreign currency contracts

          19,172,255                               19,172,255  

Written options, market value

          175,826                               175,826  

Unrealized depreciation on swap contracts(2)

    4,363,623             5,392,134                         9,755,757  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     7,424,536     $     19,348,081     $     5,392,134     $     —     $     —     $     —     $     32,164,751  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on purchased options contracts

  $ (1,333,227   $ (594,170   $     $     $     $     $ (1,927,397

Net realized gain (loss) on futures contracts

    (7,265,104                                   (7,265,104

Net realized gain (loss) on written options contracts

    228,792       1,564,961                               1,793,753  

Net realized gain (loss) on swap contracts

    8,797,060             (3,274,476                       5,522,584  

Net realized gain (loss) on foreign currency contracts

          (2,727,254                             (2,727,254
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 427,521     $     (1,756,463   $ (3,274,476   $     $     $     $ (4,603,418
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

  $ (42,611   $ 533,350     $     $     $     $     $ 490,739  

Net change in unrealized appreciation (depreciation) of futures contracts

    (8,387,128                                   (8,387,128

Net change in unrealized appreciation (depreciation) of written options contracts

    (63,988     524,403                               460,415  

Net change in unrealized appreciation (depreciation) of swap contracts

    (1,213,950           (3,053,198                       (4,267,148

Net change in unrealized appreciation (depreciation) of foreign currency contracts

          3,572,054                               3,572,054  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     (9,707,677   $ 4,629,807     $     (3,053,198   $     —     $     —     $     —     $     (8,131,068
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  298  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

World Bond Fund – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts

     1,560,972,931  

Futures Contracts Long

     3,401  

Futures Contracts Short

     (5,728

Written Options Contracts

     (143,341,598

Swap Contracts

   $ 15,063,462,678  

Foreign Currency Contracts Purchased

   $ 2,430,836,013  

Foreign Currency Contracts Sold

   $ 4,582,153,973  

 

  (1) Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.
  (2) Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

 

  g) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2017:

 

Emerging Markets Local Debt Fund  

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 5,673,466     $ (5,429,043

Futures contracts

     1,589       (11,120

Purchased options

     366,601        

Swap contracts

     257,647       (242,685

Written options

           (177,458
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     6,299,303       (5,860,306
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (55,014              87,865  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     6,244,289     $ (5,772,441
  

 

 

   

 

 

 

 

 

  299  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Emerging Markets Local Debt Fund – (continued)  

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 687,135      $ (89,280   $      $     (280,000)     $ 317,855  

Barclays

     298,676        (298,676                   

BNP Paribas Securities Services

     65,417        (65,417                   

Citibank NA

     963,099        (963,099                   

Credit Agricle

     77,626        (77,626                   

Credit Suisse First Boston Corp.

     14,884        (6,677                  8,207  

Deutsche Bank Securities, Inc.

     307,318        (122,747            (180,000     4,571  

Goldman Sachs & Co.

     1,649,164        (930,611                  718,553  

HSBC Bank USA

     98,052        (98,052                   

JP Morgan Chase & Co.

     831,498        (320,009            (350,000     161,489  

Morgan Stanley

     126,127        (126,127                   

RBC Dominion Securities, Inc.

     504,360             (146,372)                    357,988  

RBS Greenwich Capital

     35,889        (35,889                   

Standard Chartered Bank

     40,266        (40,266                   

State Street Global Markets LLC

     53,653        (32,350                  21,303  

UBS AG

     405,892        (28,753                  377,139  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     6,159,056      $ (3,381,951   $     —      $ (810,000   $     1,967,105  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (327   $      $      $      $ (327

Banc of America Securities LLC

     (89,280     89,280                       

Barclays

     (386,598     298,676                      (87,922

BNP Paribas Securities Services

     (191,945     65,417                      (126,528

Citibank NA

     (1,385,980     963,099                      (422,881

Credit Agricle

     (147,660     77,626                      (70,034

Credit Suisse First Boston Corp.

     (6,677     6,677                       

Deutsche Bank Securities, Inc.

     (122,747     122,747                       

Goldman Sachs & Co.

     (930,611     930,611                       

HSBC Bank USA

     (131,014     98,052                      (32,962

JP Morgan Chase & Co.

     (320,009     320,009                       

Morgan Stanley

     (1,639,147     126,127               1,513,020         

RBC Dominion Securities, Inc.

     (146,372     146,372                       

RBS Greenwich Capital

     (157,238     35,889                      (121,349

Standard Chartered Bank

     (87,469     40,266                      (47,203

State Street Global Markets LLC

     (32,350     32,350                       

UBS AG

     (28,753     28,753                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (5,804,177   $     3,381,951      $     —      $     1,513,020      $     (909,206
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  300  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Floating Rate Fund  

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 46,126      $ (1,904,499
  

 

  

 

  

 

  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     46,126        (1,904,499
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     46,126      $     (1,904,499
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 811      $      $      $      $ 811  

Credit Suisse First Boston Corp.

     6,312                             6,312  

Deutsche Bank Securities, Inc.

         39,003                             39,003  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 46,126      $     —      $     —      $     —      $     46,126  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Citibank NA

   $ (1,333,890   $      $      $      $ (1,333,890

UBS AG

     (570,609                          (570,609
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (1,904,499   $     —      $     —      $     —      $     (1,904,499
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

Floating Rate High Income Fund  

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 10,153      $ (258,554
  

 

  

 

  

 

  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     10,153        (258,554
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     10,153      $     (258,554
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 90      $      $      $      $ 90  

BNP Paribas Securities Services

     1,144                             1,144  

Credit Suisse First Boston Corp.

     2,134                             2,134  

Deutsche Bank Securities, Inc.

     6,785                             6,785  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     10,153      $     —      $     —      $     —      $     10,153  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  301  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Floating Rate High Income Fund – (continued)  

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Citibank NA

   $ (187,286   $      $      $      $ (187,286

UBS AG

     (71,268                          (71,268
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (258,554   $     —      $     —      $     —      $     (258,554
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

High Yield Fund  

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $     $ (21,496

Swap contracts

     54,789        
  

 

  

 

  

 

  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

         54,789       (21,496
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (54,789      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $     (21,496
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Citibank NA

   $     (21,496   $     —      $     —      $     —      $     (21,496
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

Inflation Plus Fund  

Derivative Financial Instruments:

   Assets     Liabilities  

Bond forward contracts

   $ 197,364     $ (2,177

Foreign currency contracts

     1,003,240       (812,635

Futures contracts

     322,612       (131,353

Swap contracts

     1,969,923       (235,345
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     3,493,139       (1,181,510
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (1,916,049     131,353  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 1,577,090     $     (1,050,157
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
    Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 201,730      $ (139,107   $ (62,623   $     $  

Citibank NA

     23,844        (23,844                  

Deutsche Bank Securities, Inc.

     374,591                    (335,000     39,591  

Goldman Sachs & Co.

     14,813        (562                 14,251  

HSBC Bank USA

     883,563                          883,563  

JP Morgan Chase & Co.

     37,134        (37,134                  

Nomura International

     41,415                          41,415  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     1,577,090      $     (200,647   $     (62,623   $     (335,000   $     978,820  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  302  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Inflation Plus Fund – (continued)  

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (154,462   $      $      $      $ (154,462

Banc of America Securities LLC

     (139,107     139,107                       

Barclays

     (235,345                   235,345         

Citibank NA

     (105,387     23,844                      (81,543

Commonwealth Bank of Australia

     (12,995                          (12,995

Goldman Sachs & Co.

     (562     562                       

JP Morgan Chase & Co.

     (145,704     37,134                      (108,570

Standard Chartered Bank

     (122,043                          (122,043

State Street Global Markets LLC

     (55,828                          (55,828

UBS AG

     (78,724                          (78,724
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (1,050,157   $     200,647      $     —      $     235,345      $     (614,165
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

Municipal Real Return Fund  

Derivative Financial Instruments:

   Assets      Liabilities  

Swap contracts

   $ 2,830,123      $ (810,213
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     2,830,123        (810,213
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     2,830,123      $     (810,213
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 225,640      $     $      $ (225,640   $  

Barclays

     702,881        (43,239            (659,642      

BNP Paribas Securities Services

     759,503        (92,132            (667,371      

Citibank NA

     5,430        (5,430                   

Deutsche Bank Securities, Inc.

     487,738                     (485,000     2,738  

JP Morgan Chase & Co.

     589,665        (589,223                  442  

Morgan Stanley

     59,266                           59,266  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     2,830,123      $     (730,024   $     —      $     (2,037,653   $     62,446  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Barclays

   $ (43,239   $ 43,239      $      $      $  

BNP Paribas Securities Services

     (92,132     92,132                       

Citibank NA

     (85,619     5,430               7,000        (73,189

JP Morgan Chase & Co.

     (589,223     589,223                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (810,213   $     730,024      $     —      $     7,000      $     (73,189
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  303  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Quality Bond Fund  

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 46,877     $  

Futures contracts

     182,838       (179,720
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

          229,715       (179,720
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (182,838          179,720  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 46,877     $  
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Citibank NA

   $     46,877      $     —      $     —      $     —      $     46,877  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

Short Duration Fund  

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $     $ (15,943

Futures contracts

     153,879       (960,733
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

          153,879       (976,676
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (153,879          960,733  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $ (15,943
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Citibank NA

   $     (15,943   $     —      $     —      $     —      $     (15,943
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

Strategic Income Fund  

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 858,529     $ (1,010,233

Futures contracts

     1,626,284       (738,243

Purchased options

     73,223        

Swap contracts

     1,762,669       (1,577,370

Written options

           (443,776
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

          4,320,705       (3,769,622
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (2,114,802          1,134,241  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 2,205,903     $ (2,635,381
  

 

 

   

 

 

 

 

 

  304  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Strategic Income Fund – (continued)  

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
    Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 23,348      $ (23,348   $     $     $  

Bank of Montreal

     301                          301  

Barclays

     653,093        (481,296           (30,000     141,797  

BNP Paribas Securities Services

     78,231        (6,365                 71,866  

Citibank NA

     269,811        (269,811                  

Credit Suisse First Boston Corp.

     2,721        (2,721                  

Credit Suisse International

     132,123        (132,123                  

Deutsche Bank Securities, Inc.

     109,343        (103,915     (5,428            

Goldman Sachs & Co.

     224,632        (200,615                 24,017  

HSBC Bank USA

     229,616        (79,005                 150,611  

JP Morgan Chase & Co.

     259,275        (146,412           (112,863      

Merrill Lynch International

     41,282        (41,282                  

Morgan Stanley

     115,546        (115,546                  

RBC Dominion Securities, Inc.

     325        (325                  

Standard Chartered Bank

     58,031        (58,031                  

Toronto-Dominion Bank

     5,401        (5,401                  

UBS AG

     2,824        (2,824                  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     2,205,903      $     (1,669,020   $     (5,428   $     (142,863   $     388,592  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (107,004   $ 23,348      $ 83,656      $      $  

Barclays

     (481,296     481,296                       

BNP Paribas Securities Services

     (6,365     6,365                       

Citibank NA

     (390,186     269,811                      (120,375

Credit Suisse First Boston Corp.

     (8,099     2,721                      (5,378

Credit Suisse International

     (410,474     132,123        278,351                

Deutsche Bank Securities, Inc.

     (103,915     103,915                       

Goldman Sachs & Co.

     (200,615     200,615                       

HSBC Bank USA

     (79,005     79,005                       

JP Morgan Chase & Co.

     (146,412     146,412                       

Merrill Lynch International

     (106,518     41,282                      (65,236

Morgan Stanley

     (281,201     115,546                      (165,655

National Australia Bank Limited

     (6,875                          (6,875

RBC Dominion Securities, Inc.

     (59,873     325                      (59,548

Standard Chartered Bank

     (77,537     58,031                      (19,506

State Street Global Markets LLC

     (104,408                          (104,408

Toronto-Dominion Bank

     (5,469     5,401                      (68

UBS AG

     (60,129     2,824        57,305                
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (2,635,381   $     1,669,020      $     419,312      $     —      $     (547,049
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  305  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Total Return Bond Fund  

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 2,546,305     $ (2,058,882

Futures contracts

     2,639,816       (1,469,600

Purchased options

     249,479        

Swap contracts

     2,911,798       (4,017,883
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     8,347,398       (7,546,365
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (3,633,455     2,474,194  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     4,713,943     $     (5,072,171
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 660,285      $ (272,003   $      $ (258,000   $ 130,282  

Barclays

     13,961        (13,961                   

BNP Paribas Securities Services

     249,410                           249,410  

Citibank NA

     751,776        (507,081                  244,695  

Credit Suisse International

     334,216        (334,216                   

Deutsche Bank Securities, Inc.

     193        (193                   

Goldman Sachs & Co.

     766,959        (766,959                   

HSBC Bank USA

     716,813        (156,781                  560,032  

JP Morgan Chase & Co.

     418,970        (338,942            (80,028      

Merrill Lynch International

     67,476        (67,476                   

Morgan Stanley

     455,706        (455,706                   

Standard Chartered Bank

     191,118        (191,118                   

UBS AG

     87,060        (20,814                  66,246  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     4,713,943      $     (3,125,250   $     —      $     (338,028   $     1,250,665  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (272,003   $ 272,003      $      $      $  

Barclays

     (123,333     13,961        67,324               (42,048

Citibank NA

     (507,081     507,081                       

Credit Suisse First Boston Corp.

     (12,213                          (12,213

Credit Suisse International

     (720,187     334,216        385,971                

Deutsche Bank Securities, Inc.

     (289,334     193                      (289,141

Goldman Sachs & Co.

     (1,082,815     766,959        315,856                

HSBC Bank USA

     (156,781     156,781                       

JP Morgan Chase & Co.

     (338,942     338,942                       

Merrill Lynch International

     (322,925     67,476        255,449                

Morgan Stanley

     (670,863     455,706        215,157                

RBC Dominion Securities, Inc.

     (207,001                          (207,001

Standard Chartered Bank

     (252,585     191,118                      (61,467

State Street Global Markets LLC

     (95,294                          (95,294

UBS AG

     (20,814     20,814                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (5,072,171   $     3,125,250      $     1,239,757      $     —      $     (707,164
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  306  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Unconstrained Bond Fund  

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 150,575     $ (175,472

Futures contracts

     81,579       (323,041

Purchased options

     17,185        

Swap contracts

     490,192       (366,508

Written options

           (80,257
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     739,531       (945,278
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (254,147     410,908  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     485,384     $     (534,370
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Barclays

   $ 108,948      $ (87,313   $      $     $ 21,635  

BNP Paribas Securities Services

     17,628        (635                  16,993  

Citibank NA

     56,020        (39,709                  16,311  

Credit Suisse First Boston Corp.

     489        (489                   

Credit Suisse International

     23,303        (23,303                   

Deutsche Bank Securities, Inc.

     11,333        (11,333                   

Goldman Sachs & Co.

     52,473        (52,473                   

HSBC Bank USA

     24,662        (8,983                  15,679  

JP Morgan Chase & Co.

     35,230        (30,545                  4,685  

Merrill Lynch International

     7,747        (7,747                   

Morgan Stanley

     130,418        (65,929            (30,000     34,489  

Nomura International

     5,778                           5,778  

Standard Chartered Bank

     10,941        (10,941                   

UBS AG

     414        (414                   
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     485,384      $     (339,814   $     —      $     (30,000   $     115,570  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

Counterparty

   Gross Amount of
Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (21,545   $      $      $      $ (21,545

Banc of America Securities LLC

     (3,620                          (3,620

Barclays

     (87,313     87,313                       

BNP Paribas Securities Services

     (635     635                       

Citibank NA

     (39,709     39,709                       

Commonwealth Bank of Australia

     (1,817                          (1,817

Credit Suisse First Boston Corp.

     (719     489                      (230

Credit Suisse International

     (83,439     23,303        5,048               (55,088

Deutsche Bank Securities, Inc.

     (25,462     11,333                      (14,129

Goldman Sachs & Co.

     (70,885     52,473        18,412                

HSBC Bank USA

     (8,983     8,983                       

JP Morgan Chase & Co.

     (30,545     30,545                       

Merrill Lynch International

     (43,104     7,747                      (35,357

Morgan Stanley

     (65,929     65,929                       

RBC Dominion Securities, Inc.

     (13,080                          (13,080

Standard Chartered Bank

     (17,926     10,941                      (6,985

State Street Global Markets LLC

     (6,042                          (6,042

UBS AG

     (13,617     414                      (13,203
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (534,370   $     339,814      $     23,460      $     —      $     (171,096
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

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Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

World Bond Fund  

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 43,580,570     $ (19,172,255

Futures contracts

     233,793       (3,060,913

Purchased options

     1,338,827        

Swap contracts

     3,436,518       (9,755,757

Written options

           (175,826
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     48,589,708       (32,164,751
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (2,464,468     8,279,798  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     46,125,240     $     (23,884,953)  
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount of
Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
    Cash
Collateral
Received*
    Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 22,493      $     $     $     $ 22,493  

Banc of America Securities LLC

     2,156,074        (1,279,271     (304,123     (572,680      

Barclays

     1,318,781        (1,318,781                  

BNP Paribas Securities Services

     3,199,128        (397,768           (595,000     2,206,360  

Canadian Imperial Bank of Commerce

     35,722        (35,722                  

Citibank NA

     2,614,242        (1,370,519                 1,243,723  

Credit Suisse First Boston Corp.

     34,851        (3,984                 30,867  

Credit Suisse International

     272,762        (272,762                  

Deutsche Bank Securities, Inc.

     1,760,263        (695,087                 1,065,176  

Goldman Sachs & Co.

     3,529,934        (2,387,319                 1,142,615  

HSBC Bank USA

     222,419        (222,419                  

JP Morgan Chase & Co.

     9,112,009        (7,399,482           (1,712,527      

Morgan Stanley

     2,072,513        (1,550,442                 522,071  

National Australia Bank Limited

     3,355,502        (155,480                 3,200,022  

Nomura International

     12,805                          12,805  

RBC Dominion Securities, Inc.

     108,901        (108,901                  

RBS Greenwich Capital

     279,387        (221,928                 57,459  

Societe Generale Group

     279,053                          279,053  

Standard Chartered Bank

     9,954                          9,954  

State Street Global Markets LLC

     9,647,474        (2,738,039                 6,909,435  

Toronto-Dominion Bank

     106,479        (106,479                  

UBS AG

     5,621,319        (337,305                 5,284,014  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     45,772,065      $     (20,601,688)     $     (304,123)     $     (2,880,207)     $     21,986,047  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  308  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

World Bond Fund – (continued)  

Counterparty

   Gross Amount of
Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (1,279,271   $ 1,279,271      $      $      $  

Bank of Montreal

     (57,035                          (57,035

Barclays

     (2,422,785     1,318,781        1,104,004                

BNP Paribas Securities Services

     (397,768     397,768                       

Canadian Imperial Bank of Commerce

     (117,205     35,722                      (81,483

Citibank NA

     (1,370,519     1,370,519                       

Credit Suisse First Boston Corp.

     (3,984     3,984                       

Credit Suisse International

     (508,725     272,762        235,963                

Deutsche Bank Securities, Inc.

     (695,087     695,087                       

Goldman Sachs & Co.

     (2,387,319     2,387,319                       

HSBC Bank USA

     (1,534,998     222,419                      (1,312,579

JP Morgan Chase & Co.

     (7,399,482     7,399,482                       

Morgan Stanley

     (1,550,442     1,550,442                       

National Australia Bank Limited

     (155,480     155,480                       

RBC Dominion Securities, Inc.

     (437,810     108,901                      (328,909

RBS Greenwich Capital

     (221,928     221,928                       

State Street Global Markets LLC

     (2,738,039     2,738,039                       

Toronto-Dominion Bank

     (557,775     106,479                      (451,296

UBS AG

     (337,305     337,305                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (24,172,957   $     20,601,688      $     1,339,967      $     —      $     (2,231,302
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s schedule of investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest

 

 

  309  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

     Year of Expiration      Unlimited
Short-Term
Capital Loss
Carryforward
     Unlimited
Long-Term
Capital Loss
Carryforward
 

Fund

   2017      2018      2019        

Emerging Markets Local Debt Fund

   $      $      $      $ 258,858      $ 28,055,328  

Floating Rate Fund

         272,060,203                                 233,848,845  

Floating Rate High Income Fund

                          5,551,306        23,168,992  

High Yield Fund

     18,103,626                      5,960,453        13,662,430  

Inflation Plus Fund

                              13,628,049        47,263,407  

Municipal Income Fund

                                 37,059  

Municipal Opportunities Fund

     9,797,063            6,120,720            10,546,009                

Municipal Real Return Fund

     16,621,393        6,087,643        1,653,837               7,851,969  

Municipal Short Duration Fund

                          2,921        12,387  

Short Duration Fund

                          261,681        4,345,895  

Strategic Income Fund

                          9,439,946        1,212,141  

Total Return Bond Fund

                                 248,307  

Unconstrained Bond Fund

     12,172,503                      6,282,376        3,197,123  

World Bond Fund

                                 16,247,546  

 

 

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Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

The Quality Bond Fund had no capital loss carryforwards for U.S. federal income tax purposes at October 31, 2016.

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2017; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Emerging Markets Local Debt Fund

  

0.8500% on first $250 million and;

  

0.8000% on next $250 million and;

  

0.7700% on next $500 million and;

  

0.7600% over $1 billion

Floating Rate Fund

  

0.6500% on first $500 million and;

  

0.6000% on next $2 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5700% over $10 billion

Floating Rate High Income Fund

  

0.7000% on first $500 million and;

  

0.6500% on next $2 billion and;

  

0.6400% on next $2.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

High Yield Fund

  

0.6500% on first $500 million and;

  

0.6000% on next $500 million and;

  

0.5950% on next $1.5 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5700% over $10 billion

Inflation Plus Fund

  

0.5000% on first $500 million and;

  

0.4500% on next $500 million and;

  

0.4450% on next $1.5 billion and;

  

0.4400% on next $2.5 billion and;

  

0.4300% on next $5 billion and;

  

0.4200% over $10 billion

Municipal Income Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

 

 

  311  

 


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Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

Municipal Opportunities Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

Municipal Real Return Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

Municipal Short Duration Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

Quality Bond Fund

  

0.5000% on first $500 million and;

  

0.4500% on next $500 million and;

  

0.4450% on next $1.5 billion and;

  

0.4400% on next $2.5 billion and;

  

0.4300% on next $5 billion and;

  

0.4200% over $10 billion

Short Duration Fund

  

0.4500% on first $500 million and;

  

0.4000% on next $500 million and;

  

0.3950% on next $1.5 billion and;

  

0.3900% on next $2.5 billion and;

  

0.3800% on next $5 billion and;

  

0.3700% over $10 billion

Strategic Income Fund

  

0.5500% on first $500 million and;

  

0.5000% on next $500 million and;

  

0.4750% on next $1.5 billion and;

  

0.4650% on next $2.5 billion and;

  

0.4550% on next $5 billion and;

  

0.4450% over $10 billion

Total Return Bond Fund

  

0.4300% on first $500 million and;

  

0.3800% on next $500 million and;

  

0.3700% on next $4 billion and;

  

0.3600% on next $5 billion and;

  

0.3500% over $10 billion

Unconstrained Bond Fund

  

0.5500% on first $500 million and;

  

0.5000% on next $500 million and;

  

0.4750% on next $1.5 billion and;

  

0.4650% on next $2.5 billion and;

  

0.4550% on next $5 billion and;

  

0.4450% over $10 billion

World Bond Fund

  

0.7000% on first $250 million and;

  

0.6500% on next $250 million and;

  

0.6000% on next $4.5 billion and;

  

0.5750% on next $5 billion and;

  

0.5725% on over $10 billion

 

 

  312  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Prior to November 1, 2016, the Emerging Markets Local Debt Fund paid the following rates to HFMC for investment management services rendered:

 

Fund

  

Management Fee Rates

Emerging Markets Local Debt Fund

  

1.0000% on first $250 million and;

  

0.9500% on next $250 million and;

  

0.9000% on next $4.5 billion and;

  

0.8975% on next $5 billion and;

  

0.8950% over $10 billion

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Emerging Markets Local Debt Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Floating Rate Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Floating Rate High Income Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

High Yield Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Inflation Plus Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Income Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Opportunities Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Real Return Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Short Duration Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Quality Bond Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Short Duration Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

 

 

  313  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fund

  

Accounting Services Fee Rates

Strategic Income Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Total Return Bond Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Unconstrained Bond Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

World Bond Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Prior to November 1, 2016, the Funds paid the following rates to HFMC for accounting services fees rendered:

 

Fund

  

Accounting Services Fee Rates

Emerging Markets Local Debt Fund

  

0.025% on first $5 billion and;

  

0.020% on next $5 billion and;

  

0.015% over $10 billion

Floating Rate Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

Floating Rate High Income Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

High Yield Fund

  

0.020% on first $5 billion and;

  

0.015% on next $5 billion and;

  

0.010% over $5 billion

Inflation Plus Fund

  

0.014% on first $5 billion and;

  

0.012% on next $5 billion and;

  

0.010% over $10 billion

Municipal Income Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

Municipal Opportunities Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

Municipal Real Return Fund

  

0.016% on first $5 billion and;

  

0.013% on next $5 billion and;

  

0.010% over $10 billion

Municipal Short Duration Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

Quality Bond Fund

  

0.014% on first $5 billion and;

  

0.012% on next $5 billion and;

  

0.010% over $10 billion

 

 

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Fund

  

Accounting Services Fee Rates

Short Duration Fund

  

0.020% on first $5 billion and;

  

0.015% on next $5 billion and;

  

0.010% over $10 billion

Strategic Income Fund

  

0.020% on first $5 billion and;

  

0.015% on next $5 billion and;

  

0.010% over $10 billion

Total Return Bond Fund

  

0.020% on first $5 billion and;

  

0.015% on next $5 billion and;

  

0.010% over $10 billion

Unconstrained Bond Fund

  

0.025% on first $5 billion and;

  

0.020% on next $5 billion and;

  

0.015% over $10 billion

World Bond Fund

  

0.020% on first $5 billion and;

  

0.015% on next $5 billion and;

  

0.010% over $10 billion

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  c) Operating Expenses – Allocable expenses incurred by a Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and class, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2017, HFMC contractually limited the total operating expenses of each Fund (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 28, 2018 as follows:

 

    Expense Limit as a Percentage of Average Daily Net Assets  

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

    1.25     NA       2.00     1.00     1.55     1.25     0.95     NA       0.90     0.90

Floating Rate Fund

    1.00     1.75     1.75     0.75     1.25     1.00     0.70     NA       0.70     0.70

Floating Rate High Income Fund

    1.05     NA       1.80     0.80     1.35     1.05     0.75     NA       0.75     0.75

High Yield Fund

    1.05     1.80     1.80     0.80     1.35     1.05     0.75     NA       0.70     0.70

Inflation Plus Fund

    0.85     1.60     1.60     0.60     1.20     0.90     0.60     NA       0.55     0.55

Municipal Income Fund

    0.69     NA       1.44     0.44     NA       NA       NA       NA       NA       0.39

Municipal Opportunities Fund

    0.69     1.44     1.44     0.44     NA       NA       NA       NA       NA       0.39

Municipal Real Return Fund

    0.69     1.44     1.44     0.44     NA       NA       NA       NA       0.44     0.39

Municipal Short Duration Fund

    0.69     NA       1.44     0.44     NA       NA       NA       NA       NA       0.39

Quality Bond Fund

    0.95     NA       1.70     0.70     1.25     0.95     0.65     NA       0.60     0.55

Short Duration Fund

    0.85     1.60 %*      1.60     0.60     1.15     0.85     0.55     NA       0.55     0.55

Strategic Income Fund

    0.95     1.70 %**      1.70     0.70     1.25     0.95     0.65     0.60     0.60     0.60

Total Return Bond Fund

    0.87     1.62     1.62     0.62     1.17     0.87     0.57     0.52     0.52     0.52

Unconstrained Bond Fund

    0.99     1.74     1.74     0.74     1.29     0.99     0.69     NA       0.69     0.64

World Bond Fund

    1.05     NA       1.80     0.80     1.35     1.05     0.75     0.70     0.70     0.70

 

  * The reduction in amounts charged in connection with the Short Duration Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect July 1, 2011, in order to comply with applicable Financial Industry Regulatory Authority (“FINRA”) rules, caused the effective limit on net operating expenses attributable to the Short Duration Fund’s Class B shares to be 0.85%.

 

  ** The reduction in amounts charged in connection with the Strategic Income Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect January 1, 2016, in order to comply with applicable rules of FINRA, caused the effective limit on net operating expenses attributable the Strategic Income Fund’s Class B shares to be 0.95%.

 

 

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  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2017, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

    1.25           2.00     1.00     1.55     1.25     0.95           0.90     0.90

Floating Rate Fund

    0.98     1.75     1.72     0.71     1.25     1.00     0.70           0.65     0.64

Floating Rate High Income Fund

    1.05           1.80     0.80     1.35     1.05     0.75           0.75     0.75

High Yield Fund

    1.05     1.80     1.80     0.80     1.35     1.05     0.75           0.70     0.70

Inflation Plus Fund

    0.85     1.60     1.60     0.60     1.20     0.90     0.60           0.55     0.55

Municipal Income Fund

    0.69           1.05     0.44                                   0.39

Municipal Opportunities Fund

    0.68     1.44     1.44     0.44                                   0.39

Municipal Real Return Fund

    0.69     1.44     1.44     0.44                             0.44     0.39

Municipal Short Duration Fund

    0.69           1.13     0.44                                   0.39

Quality Bond Fund

    0.95           1.70     0.70     1.25     0.92     0.65           0.60     0.55

Short Duration Fund

    0.85     0.85     1.58     0.57     1.14     0.85     0.55           0.49     0.49

Strategic Income Fund

    0.95     0.95     1.70     0.70     1.25     0.95     0.65     0.60     0.60     0.60

Total Return Bond Fund

    0.85     1.62     1.59     0.62     1.17     0.85     0.55     0.44     0.44     0.44

Unconstrained Bond Fund

    0.99     1.74     1.74     0.74     1.27     0.99     0.69           0.69     0.64

World Bond Fund

    1.05           1.78     0.80     1.35     1.05     0.75     0.69     0.67     0.67

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, B, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2017, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Emerging Markets Local Debt Fund

   $ 14,095      $ 1,952  

Floating Rate Fund

         408,689            32,370  

Floating Rate High Income Fund

     186,826        8,200  

High Yield Fund

     264,050        11,254  

Inflation Plus Fund

     140,615       

Municipal Income Fund

     14,622       

Municipal Opportunities Fund

     173,201        16,773  

Municipal Real Return Fund

     76,387        393  

Municipal Short Duration Fund

     9,721       

Quality Bond Fund

     23,479       

Short Duration Fund

     430,885        85,145  

Strategic income Fund

     154,612        682  

Total Return Bond Fund

     1,282,737        19,551  

Unconstrained Bond Fund

     6,149        2,355  

World Bond Fund

     495,790        24,713  

 

  * Total CDSC includes Underwriter adjustment credits which may cause negative dollar amounts.

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, T, B, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class B, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select

 

 

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April 30, 2017 (Unaudited)

 

 

 

broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2017, Class T shares have not commenced operations. Pursuant to the Class B Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class B Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class B shares. Effective January 1, 2011, there was a reduction in the amount charged in connection with Short Duration Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Effective January 1, 2016, there was a reduction in the amount charged in connection with Strategic Income Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

 

  f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2017, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 


Fund

   CCO Compensation
Paid by Fund
 

Emerging Markets Local Debt Fund

   $ 162  

Floating Rate Fund

         6,689  

Floating Rate High Income Fund

     696  

High Yield Fund

     590  

Inflation Plus Fund

     1,020  

Municipal Income Fund

     33  

Municipal Opportunities Fund

     1,073  

Municipal Real Return Fund

     291  

Municipal Short Duration Fund

     29  

Quality Bond Fund

     240  

Short Duration Fund

     1,466  

Strategic income Fund

     667  

Total Return Bond Fund

     3,556  

Unconstrained Bond Fund

     129  

World Bond Fund

     5,868  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. HASCO has contractually agreed to reimburse all transfer agency fees for Class F shares until February 28, 2018. HASCO has also contractually agreed to reimburse all transfer agency fees for Class R6 of Strategic Income Fund, Total Return Bond Fund, and World Bond Fund until February 28, 2018. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. At a special meeting of the Board of Directors held on January 11, 2017, the Board of Directors approved the

 

 

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April 30, 2017 (Unaudited)

 

 

 

removal of the cap on the transfer agency fees for Class Y shares to be effective May 1, 2017. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2017, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:

 

Fund

   Percent of
Average Daily
Net Assets
 

Emerging Markets Local Debt Fund

     0.03

Floating Rate Fund

     0.07

Floating Rate High Income Fund

     0.08

High Yield Fund

     0.17

Inflation Plus Fund

     0.10

Municipal Income Fund

     0.03

Municipal Opportunities Fund

     0.04

Municipal Real Return Fund

     0.05

Municipal Short Duration Fund

     0.02

Quality Bond Fund

     0.02

Short Duration Fund

     0.10

Strategic Income Fund

     0.06

Total Return Bond Fund

     0.08

Unconstrained Bond Fund

     0.14

World Bond Fund

     0.12

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

8. Affiliate Holdings:

As of April 30, 2017, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

                            83     17     100                 100

Floating Rate Fund

                                                          100

Floating Rate High Income Fund

                                        1                 100

High Yield Fund

                                                          %* 

Inflation Plus Fund

                                                          %* 

Municipal Income Fund

    23           81     %*                                    100

Municipal Opportunities Fund

                                                          100

Municipal Real Return Fund

                                                          100

Municipal Short Duration Fund

    33           68     %*                                    100

Quality Bond Fund

                            4     100     23           69     %* 

Short Duration Fund

                                        1                 %* 

Strategic Income Fund

                                  11     2     100     3     %* 

Total Return Bond Fund

                                              2           %* 

Unconstrained Bond Fund

                            10     2     %*            100     %* 

World Bond Fund

                                                          %* 

 

 

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April 30, 2017 (Unaudited)

 

 

 

Percentage of Fund by Class:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

                            %*      %*      %*                  %* 

Floating Rate Fund

                                                          %* 

Floating Rate High Income Fund

                                        %*                  %* 

High Yield Fund

                                                          %* 

Inflation Plus Fund

                                                          %* 

Municipal Income Fund

    13           12     %*                                    %* 

Municipal Opportunities Fund

                                                          %* 

Municipal Real Return Fund

                                                          %* 

Municipal Short Duration Fund

    14           14     %*                                    %* 

Quality Bond Fund

                            %*      %*      %*            %*      %* 

Short Duration Fund

                                        %*                  %* 

Strategic Income Fund

                                  %*      %*      %*      %*      %* 

Total Return Bond Fund

                                              %*            %* 

Unconstrained Bond Fund

                            %*      %*      %*            %*      %* 

World Bond Fund

                                                          %* 

 

  * Percentage rounds to zero.

As of April 30, 2017, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of its shares from these affiliated funds of funds. Affiliated funds of funds owned shares in each Fund as follows:

 

Funds

   Percentage of
Fund*
 

High Yield Fund

     2

Inflation Plus Fund

     14

Quality Bond Fund

     83

Short Duration Fund

     5

Strategic Income Fund

     41

Total Return Bond Fund

     31

Unconstrained Bond Fund

     10

World Bond Fund

     4

 

  * As of April 30, 2017, the affiliated funds of funds were invested in Class F shares.

 

 

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April 30, 2017 (Unaudited)

 

 

 

 

9. Investment Transactions:

For the six-month period ended April 30, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Emerging Markets Local Debt Fund

   $ 83,473,954      $ 84,454,943  

Floating Rate Fund

         1,756,165,947        1,291,642,963  

Floating Rate High Income Fund

     311,896,445        172,722,402  

High Yield Fund

     99,810,610        103,270,011  

Inflation Plus Fund

     26,051,645        27,942,780  

Municipal Income Fund

     3,834,005        822,607  

Municipal Opportunities Fund

     80,530,639        157,861,501  

Municipal Real Return Fund

     21,766,253        7,836,934  

Municipal Short Duration Fund

     1,145,097        1,465,640  

Quality Bond Fund

     26,770,264        21,908,469  

Short Duration Fund

     184,918,600        169,568,725  

Strategic Income Fund

     126,731,917        168,499,329  

Total Return Bond Fund

     580,502,230        626,699,845  

Unconstrained Bond Fund

     21,267,468        35,654,185  

World Bond Fund

     1,571,984,854        1,420,065,709  

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Emerging Markets Local Debt Fund

   $      $  

Floating Rate Fund

             

Floating Rate High Income Fund

             

High Yield Fund

             

Inflation Plus Fund

     164,598,019        195,126,107  

Municipal Income Fund

             

Municipal Opportunities Fund

             

Municipal Real Return Fund

             

Municipal Short Duration Fund

             

Quality Bond Fund

     74,133,411        53,841,725  

Short Duration Fund

     10,017,969        19,635,444  

Strategic Income Fund

     5,756,113        5,781,264  

Total Return Bond Fund

     311,207,462        94,333,533  

Unconstrained Bond Fund

     3,244,623        8,789,179  

World Bond Fund

     172,256,124        141,765,939  

 

 

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April 30, 2017 (Unaudited)

 

 

 

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Emerging Markets Local Debt Fund

   $ 83,473,954      $ 84,454,943  

Floating Rate Fund

         1,756,165,947        1,291,642,963  

Floating Rate High Income Fund

     311,896,445        172,722,402  

High Yield Fund

     99,810,610        103,270,011  

Inflation Plus Fund

     190,649,664        223,068,887  

Municipal Income Fund

     3,834,005        822,607  

Municipal Opportunities Fund

     80,530,639        157,861,501  

Municipal Real Return Fund

     21,766,253        7,836,934  

Municipal Short Duration Fund

     1,145,097        1,465,640  

Quality Bond Fund

     100,903,675        75,750,194  

Short Duration Fund

     194,936,569        189,204,169  

Strategic Income Fund

     132,488,030        174,280,593  

Total Return Bond Fund

     891,709,692        721,033,378  

Unconstrained Bond Fund

     24,512,091        44,443,364  

World Bond Fund

     1,744,240,978        1,561,831,648  

 

10. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2017, and the year ended October 31, 2016:

 

Emerging Markets Local Debt Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     114,897     $ 842,997       301,069     $ 2,190,607  

Shares Issued for Reinvested Dividends

     15,860       114,399       36,021       256,316  

Shares Redeemed

     (179,706     (1,275,725     (383,209     (2,727,176
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (48,949     (318,329     (46,119     (280,253
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     73,478     $ 538,017       175,462     $ 1,312,107  

Shares Issued for Reinvested Dividends

     4,558       32,877       5,725       41,175  

Shares Redeemed

     (65,175     (470,418     (109,708     (762,599
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     12,861       100,476       71,479       590,683  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     2,497,543     $ 17,655,615       1,267,549     $ 9,439,022  

Shares Issued for Reinvested Dividends

     62,858       456,224       24,140       176,248  

Shares Redeemed

     (437,980     (3,112,186     (494,365     (3,474,358
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,122,421       14,999,653       797,324       6,140,912  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     5     $ 39       2,399     $ 16,063  

Shares Issued for Reinvested Dividends

     28       201       1,087       7,561  

Shares Redeemed

     (1,042     (7,291     (239,237     (1,595,169
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,009     (7,051     (235,751     (1,571,545
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  321  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R4

 

Shares Sold

     4,264     $ 31,125       293     $ 2,074  

Shares Issued for Reinvested Dividends

     119       867       1,252       8,716  

Shares Redeemed

     (265     (1,943     (243,340     (1,622,587
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,118       30,049       (241,795     (1,611,797
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Issued for Reinvested Dividends

     34       240       1,253       8,690  

Shares Redeemed

     (231     (1,651     (243,446     (1,621,350
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (197     (1,411     (242,193     (1,612,660
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     1,836,159     $ 13,200,429       12,394,380     $ 84,973,242  

Shares Issued for Reinvested Dividends

     141,816       1,017,520       545,522       3,793,736  

Shares Redeemed

     (4,922,108     (35,251,087     (26,382,650     (179,012,491
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,944,133     (21,033,138     (13,442,748     (90,245,513
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     1,372     $ 10,000           $  

Shares Issued for Reinvested Dividends

     10       77              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,382       10,077              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (853,506   $ (6,219,674     (13,339,803   $ (88,590,173
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)      Inception date of class was February 28, 2017.

        
Floating Rate Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     11,598,144     $ 100,555,960       19,533,154     $ 161,879,416  

Shares Issued for Reinvested Dividends

     1,718,068       14,909,777       4,400,211       36,372,824  

Shares Redeemed

     (18,429,498     (159,869,141     (54,032,332     (445,282,805

Shares converted (from) Class B into Class A

     22,275       193,747       29,633       243,520  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (5,091,011     (44,209,657     (30,069,334     (246,787,045
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     1,710     $ 14,782       21,834     $ 180,042  

Shares Issued for Reinvested Dividends

     4,592       39,764       20,358       167,554  

Shares Redeemed

     (186,437     (1,616,557     (527,261     (4,350,713

Shares converted (from) Class B into Class A

     (22,302     (193,747     (29,682     (243,520
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (202,437     (1,755,758     (514,751     (4,246,637
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     5,864,419     $ 50,782,203       7,526,901     $ 62,343,007  

Shares Issued for Reinvested Dividends

     1,784,089       15,460,296       4,654,346       38,426,524  

Shares Redeemed

     (15,595,292     (135,012,193     (44,878,601     (369,212,899
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,946,784     (68,769,694     (32,697,354     (268,443,368
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  322  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Floating Rate Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class I

 

Shares Sold

     64,322,796     $ 558,414,537       60,508,586     $ 502,721,539  

Shares Issued for Reinvested Dividends

     3,010,825       26,169,142       6,218,348       51,490,853  

Shares Redeemed

     (25,596,475     (222,250,286     (97,777,038     (802,851,504
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     41,737,146       362,333,393       (31,050,104     (248,639,112
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     242,104     $ 2,106,710       310,576     $ 2,586,028  

Shares Issued for Reinvested Dividends

     18,387       159,992       49,261       407,797  

Shares Redeemed

     (198,256     (1,725,247     (752,182     (6,225,546
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     62,235       541,455       (392,345     (3,231,721
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     241,956     $ 2,100,230       182,748     $ 1,510,970  

Shares Issued for Reinvested Dividends

     10,734       93,041       29,466       243,939  

Shares Redeemed

     (406,354     (3,513,084     (291,006     (2,408,597
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (153,664     (1,319,813     (78,792     (653,688
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     15,046     $ 130,840       33,349     $ 274,836  

Shares Issued for Reinvested Dividends

     3,004       26,071       10,560       87,030  

Shares Redeemed

     (15,939     (138,550     (152,969     (1,267,699
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,111       18,361       (109,060     (905,833
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     10,409,499     $ 90,176,221       15,853,480     $ 130,607,308  

Shares Issued for Reinvested Dividends

     656,687       5,694,165       1,326,122       10,964,795  

Shares Redeemed

     (4,121,853     (35,719,163     (27,483,350     (225,200,612
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     6,944,333       60,151,223       (10,303,748     (83,628,509
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     1,144     $ 10,000           $  

Shares Issued for Reinvested Dividends

     8       64              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,152       10,064              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     35,353,081     $ 306,999,574       (105,215,488   $ (856,535,913
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)      Inception date of class was February 28, 2017.

        
Floating Rate High Income Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     3,382,673     $ 33,627,028       4,678,693     $ 44,332,723  

Shares Issued for Reinvested Dividends

     221,551       2,203,667       595,241       5,585,239  

Shares Redeemed

     (3,048,879     (30,126,271     (6,758,565     (62,978,984
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     555,345       5,704,424       (1,484,631     (13,061,022
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  323  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Floating Rate High Income Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     1,866,546     $ 18,541,295       1,185,395     $ 11,227,965  

Shares Issued for Reinvested Dividends

     135,837       1,350,909       396,086       3,715,593  

Shares Redeemed

     (1,117,767     (11,086,640     (3,491,523     (32,714,236
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     884,616       8,805,564       (1,910,042     (17,770,678
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     14,723,603     $ 146,227,208       11,118,195     $ 106,585,842  

Shares Issued for Reinvested Dividends

     429,018       4,274,694       604,682       5,684,351  

Shares Redeemed

     (5,553,910     (55,293,257     (11,707,004     (108,663,587
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,598,711       95,208,645       15,873       3,606,606  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     4,049     $ 40,184       4,483     $ 41,845  

Shares Issued for Reinvested Dividends

     242       2,406       1,109       10,333  

Shares Redeemed

     (2,527     (25,081     (57,310     (529,145
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,764       17,509       (51,718     (476,967
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     55,535     $ 551,727       3,044     $ 28,751  

Shares Issued for Reinvested Dividends

     914       9,093       2,572       24,131  

Shares Redeemed

     (7,937     (77,905     (255,566     (2,346,980
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     48,512       482,915       (249,950     (2,294,098
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     180,609     $ 1,797,525       54,777     $ 513,912  

Shares Issued for Reinvested Dividends

     2,088       20,763       3,339       31,485  

Shares Redeemed

     (107,622     (1,076,981     (292,578     (2,685,878
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     75,075       741,307       (234,462     (2,140,481
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     100,449     $ 1,000,181       241,947     $ 2,361,937  

Shares Issued for Reinvested Dividends

     6,833       67,824       19,362       181,204  

Shares Redeemed

     (304,283     (2,991,253     (279,151     (2,583,588
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (197,001     (1,923,248     (17,842     (40,447
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     997     $ 10,000           $  

Shares Issued for Reinvested Dividends

     7       66              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,004       10,066              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     10,968,026     $ 109,047,182       (3,932,772   $ (32,177,087
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  324  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

High Yield Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     10,630,848     $ 77,943,960       9,731,805     $ 69,118,217  

Shares Issued for Reinvested Dividends

     788,599       5,804,368       1,560,436       10,983,338  

Shares Redeemed

     (15,035,309     (110,150,711     (11,729,734     (82,459,290

Shares converted (from) Class B into Class A

     20,928       154,298       39,175       273,162  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,594,934     (26,248,085     (398,318     (2,084,573
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     3,210     $ 23,226       21,471     $ 149,501  

Shares Issued for Reinvested Dividends

     2,972       21,690       12,867       89,394  

Shares Redeemed

     (105,514     (769,889     (247,205     (1,724,751

Shares converted (from) Class B into Class A

     (21,044     (154,298     (39,423     (273,162
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (120,376     (879,271     (252,290     (1,759,018
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     464,552     $ 3,391,192       1,497,262     $ 10,451,677  

Shares Issued for Reinvested Dividends

     161,646       1,185,108       336,208       2,356,009  

Shares Redeemed

     (1,162,060     (8,458,961     (2,909,501     (20,174,013
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (535,862     (3,882,661     (1,076,031     (7,366,327
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     6,585,631     $ 48,493,044       6,452,685     $ 45,660,350  

Shares Issued for Reinvested Dividends

     162,300       1,202,204       196,972       1,399,100  

Shares Redeemed

     (3,959,894     (29,031,248     (5,822,291     (40,916,714
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,788,037       20,664,000       827,366       6,142,736  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     32,818     $ 239,927       164,463     $ 1,130,943  

Shares Issued for Reinvested Dividends

     9,849       72,455       18,368       129,187  

Shares Redeemed

     (58,799     (429,177     (54,102     (374,159
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (16,132     (116,795     128,729       885,971  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     60,238     $ 441,723       1,901,488     $ 13,595,173  

Shares Issued for Reinvested Dividends

     5,678       41,844       11,285       79,945  

Shares Redeemed

     (98,588     (728,626     (1,874,583     (13,579,358
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (32,672     (245,059     38,190       95,760  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     35,901     $ 265,094       28,430     $ 198,010  

Shares Issued for Reinvested Dividends

     2,380       17,519       3,996       28,165  

Shares Redeemed

     (14,865     (107,960     (9,469     (65,466
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     23,416       174,653       22,957       160,709  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     873,681     $ 6,312,554       181,803     $ 1,263,847  

Shares Issued for Reinvested Dividends

     24,221       177,511       57,850       406,388  

Shares Redeemed

     (1,961,376     (14,423,864     (227,684     (1,606,185
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,063,474     (7,933,799     11,969       64,050  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  325  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

High Yield Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class F(1)

        

Shares Sold

     1,011,272     $ 7,523,923           $  

Shares Issued for Reinvested Dividends

     3,125       23,343              

Shares Redeemed

     (7,728     (57,537            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,006,669       7,489,729              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,545,328   $ (10,977,288     (697,428   $ (3,860,692
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)      Inception date of class was February 28, 2017.

        
Inflation Plus Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Shares Sold

         $           $ 85,844,243  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                       85,844,243  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class A

 

Shares Sold

     1,356,553     $ 14,757,824       1,658,689     $ 17,868,560  

Shares Issued for Reinvested Dividends

     232,571       2,497,811              

Shares Redeemed

     (2,542,698     (27,654,500     (5,312,064     (57,016,347

Shares converted (from) Class B into Class A

     34,027       370,197       76,593       819,591  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (919,547     (10,028,668     (3,576,782     (38,328,196
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

 

Shares Sold

         $       7,917     $ 81,225  

Shares Redeemed

     (240,592     (2,519,854     (460,553     (4,762,064

Shares converted (from) Class B into Class A

     (35,345     (370,197     (79,738     (819,591
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (275,937     (2,890,051     (532,374     (5,500,430
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     318,055     $ 3,316,079       417,967     $ 4,304,006  

Shares Issued for Reinvested Dividends

     46,411       479,425              

Shares Redeemed

     (1,823,856     (19,027,659     (4,095,445     (42,184,919
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,459,390     (15,232,155     (3,677,478     (37,880,913
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     1,824,621     $ 20,190,558       2,013,674     $ 22,115,864  

Shares Issued for Reinvested Dividends

     67,022       731,885              

Shares Redeemed

     (1,528,540     (16,918,542     (2,369,861     (25,890,477
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     363,103       4,003,901       (356,187     (3,774,613
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     356,047     $ 3,798,124       551,017     $ 5,829,114  

Shares Issued for Reinvested Dividends

     43,572       460,125              

Shares Redeemed

     (693,942     (7,409,543     (1,263,243     (13,345,134
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (294,323     (3,151,294     (712,226     (7,516,020
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  326  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Inflation Plus Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R4

 

Shares Sold

     262,035     $ 2,851,102       387,202     $ 4,143,421  

Shares Issued for Reinvested Dividends

     14,965       160,571              

Shares Redeemed

     (467,928     (5,079,550     (788,301     (8,418,049
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (190,928     (2,067,877     (401,099     (4,274,628
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     87,706     $ 966,463       106,820     $ 1,171,368  

Shares Issued for Reinvested Dividends

     3,714       40,443              

Shares Redeemed

     (23,980     (264,812     (244,548     (2,669,709
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     67,440       742,094       (137,728     (1,498,341
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     2,125,761     $ 23,480,968       2,783,671     $ 30,330,685  

Shares Issued for Reinvested Dividends

     147,339       1,611,890              

Shares Redeemed

     (8,430,728     (93,799,075     (12,146,549     (129,623,263
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (6,157,628     (68,706,217     (9,362,878     (99,292,578
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     7,736,014     $ 85,870,929           $  

Shares Redeemed

     (24,489     (272,456            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,711,525       85,598,473              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,155,685   $ (11,731,794     (18,756,752   $ (198,065,719
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)      Inception date of class was February 28, 2017.

        
Municipal Income Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     347,546     $ 3,478,843       721,556     $ 7,497,858  

Shares Issued for Reinvested Dividends

     12,107       121,380       11,868       123,308  

Shares Redeemed

     (173,037     (1,733,707     (77,173     (803,466
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     186,616       1,866,516       656,251       6,817,700  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     19,574     $ 196,026       54,676     $ 569,025  

Shares Issued for Reinvested Dividends

     2,821       28,330       3,560       36,875  

Shares Redeemed

     (497     (4,991     (15,836     (164,815
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     21,898       219,365       42,400       441,085  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     48,233     $ 483,190       94,138     $ 981,828  

Shares Issued for Reinvested Dividends

     7,432       74,474       12,387       128,308  

Shares Redeemed

     (28,212     (280,756     (18,684     (192,097
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     27,453       276,908       87,841       918,039  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  327  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Municipal Income Fund – (continued)  
     For the Six-Month Period
Ended April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class F(1)

 

Shares Sold

     996     $ 10,000           $  

Shares Issued for Reinvested Dividends

     4       42              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,000       10,042              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     236,967     $ 2,372,831       786,492     $ 8,176,824  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)      Inception date of class was February 28, 2017.

        
Municipal Opportunities Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     3,035,953     $ 25,578,791       14,582,818     $ 126,868,821  

Shares Issued for Reinvested Dividends

     360,342       3,032,020       662,308       5,774,891  

Shares Redeemed

     (6,974,370     (58,595,524     (7,520,309     (65,536,354

Shares converted (from) Class B into Class A

     2,621       22,271       4,490       39,007  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,575,454     (29,962,442     7,729,307       67,146,365  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

 

Shares Sold

     49     $ 413       4,241     $ 36,686  

Shares Issued for Reinvested Dividends

     592       4,968       2,744       23,839  

Shares Redeemed

     (73,873     (621,971     (175,910     (1,532,366

Shares converted (from) Class B into Class A

     (2,623     (22,271     (4,495     (39,007
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (75,855     (638,861     (173,420     (1,510,848
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     721,267     $ 6,079,529       5,507,746     $ 47,992,016  

Shares Issued for Reinvested Dividends

     104,425       879,444       189,530       1,653,633  

Shares Redeemed

     (2,613,349     (21,989,075     (2,424,788     (21,167,464
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,787,657     (15,030,102     3,272,488       28,478,185  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     12,081,622     $ 101,882,976       26,049,402     $ 227,224,922  

Shares Issued for Reinvested Dividends

     354,038       2,985,998       576,540       5,044,556  

Shares Redeemed

     (16,102,045     (135,773,981     (7,299,417     (63,856,106
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,666,385     (30,905,007     19,326,525       168,413,372  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     1,182     $ 10,000           $  

Shares Issued for Reinvested Dividends

     6       47              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,188       10,047              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (9,104,163   $ (76,526,365     30,154,900     $ 262,527,074  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1) Inception date of class was February 28, 2017.

 

 

  328  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Municipal Real Return Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,303,391     $ 11,893,893       2,426,069     $ 22,451,815  

Shares Issued for Reinvested Dividends

     138,603       1,268,872       286,045       2,654,380  

Shares Redeemed

     (1,387,847     (12,691,892     (3,216,468     (29,780,234

Shares converted (from) Class B into Class A

     689       6,240       8,460       78,852  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     54,836       477,113       (495,894     (4,595,187
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

 

Shares Sold

         $ 4       176     $ 1,612  

Shares Issued for Reinvested Dividends

     239       2,156       1,298       11,911  

Shares Redeemed

     (21,821     (198,303     (47,844     (439,271

Shares converted (from) Class B into Class A

     (696     (6,240     (8,542     (78,852
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (22,278     (202,383     (54,912     (504,600
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     103,240     $ 939,997       267,711     $ 2,455,745  

Shares Issued for Reinvested Dividends

     19,186       174,563       44,480       410,223  

Shares Redeemed

     (638,111     (5,795,042     (561,534     (5,172,580
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (515,685     (4,680,482     (249,343     (2,306,612
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     3,026,638     $ 27,669,607       2,096,540     $ 19,526,470  

Shares Issued for Reinvested Dividends

     52,184       479,602       53,522       498,244  

Shares Redeemed

     (865,558     (7,931,179     (1,209,176     (11,244,171
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,213,264       20,218,030       940,886       8,780,543  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     61,329     $ 562,715       3,908     $ 35,940  

Shares Issued for Reinvested Dividends

     23,922       218,268       50,021       462,494  

Shares Redeemed

     (64,814     (592,999     (193,696     (1,791,775
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     20,437       187,984       (139,767     (1,293,341
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     1,086     $ 10,000           $  

Shares Issued for Reinvested Dividends

     5       50              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,091       10,050              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     1,751,665     $ 16,010,312       970     $ 80,803  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)      Inception date of class was February 28, 2017.

        
Municipal Short Duration Fund  
     For the Six-Month
Period Ended April 30,
2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     194,095     $ 1,934,713       742,256     $ 7,480,644  

Shares Issued for Reinvested Dividends

     4,589       45,615       6,456       65,194  

Shares Redeemed

     (257,842     (2,565,946     (314,000     (3,165,925
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (59,158     (585,618     434,712       4,379,913  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  329  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Municipal Short Duration Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class C

 

Shares Sold

     43,334     $ 430,285       139,144     $ 1,399,350  

Shares Issued for Reinvested Dividends

     1,396       13,905       808       8,160  

Shares Redeemed

     (85,199     (845,664     (48,309     (487,603
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (40,469     (401,474     91,643       919,907  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     98,298     $ 976,217       88,495     $ 895,354  

Shares Issued for Reinvested Dividends

     4,508       44,828       6,429       64,918  

Shares Redeemed

     (11,910     (118,255     (15,720     (158,613
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     90,896       902,790       79,204       801,659  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     1,004     $ 10,000           $  

Shares Issued for Reinvested Dividends

     2       24              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,006       10,024              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (7,725   $ (74,278     605,559     $ 6,101,479  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)      Inception date of class was February 28, 2017.

        
Quality Bond Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     393,771     $ 4,007,936       1,269,793     $ 13,013,991  

Shares Issued for Reinvested Dividends

     38,325       377,181       24,416       250,322  

Shares Redeemed

     (464,410     (4,613,952     (1,041,169     (10,619,864
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (32,314     (228,835     253,040       2,644,449  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     69,526     $ 702,003       360,632     $ 3,665,875  

Shares Issued for Reinvested Dividends

     8,637       84,232       3,654       37,115  

Shares Redeemed

     (160,631     (1,582,879     (227,606     (2,293,625
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (82,468     (796,644     136,680       1,409,365  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     235,905     $ 2,355,712       1,466,870     $ 15,092,350  

Shares Issued for Reinvested Dividends

     26,816       264,197       14,200       146,780  

Shares Redeemed

     (982,916     (9,782,606     (521,238     (5,341,409
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (720,195     (7,162,697     959,832       9,897,721  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     11,158     $ 109,877       18,699     $ 191,474  

Shares Issued for Reinvested Dividends

     498       4,896       1,650       16,690  

Shares Redeemed

     (2,213     (21,847     (205,986     (2,069,904
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,443       92,926       (185,637     (1,861,740
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  330  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Quality Bond Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Sold

     1     $ 11       1,220     $ 12,500  

Shares Issued for Reinvested Dividends

     49       482       1,621       16,403  

Shares Redeemed

     (1,249     (12,277     (206,713     (2,081,164
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,199     (11,784     (203,872     (2,052,261
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

         $       3,246     $ 33,631  

Shares Issued for Reinvested Dividends

     117       1,154       1,717       17,401  

Shares Redeemed

     (152     (1,512     (208,186     (2,099,992
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (35     (358     (203,223     (2,048,960
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     1,620,059     $ 16,082,848       10,074,103     $ 102,128,002  

Shares Issued for Reinvested Dividends

     227,571       2,244,926       179,790       1,851,968  

Shares Redeemed

     (10,901,734     (108,430,854     (2,133,567     (21,772,108
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (9,054,104     (90,103,080     8,120,326       82,207,862  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     10,776,723     $ 107,017,973           $  

Shares Issued for Reinvested Dividends

     15,090       150,443              

Shares Redeemed

     (116,449     (1,162,780            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     10,675,364       106,005,636              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     794,492     $ 7,795,164       8,877,146     $ 90,196,436  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)      Inception date of class was February 28, 2017.

        
Short Duration Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     14,730,668     $ 145,022,393       28,620,804     $ 280,542,101  

Shares Issued for Reinvested Dividends

     486,623       4,790,479       828,535       8,139,754  

Shares Redeemed

     (15,932,590     (156,833,291     (23,744,996     (232,955,793

Shares converted (from) Class B into Class A

     27,574       271,549       49,280       482,829  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (687,725     (6,748,870     5,753,623       56,208,891  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     13,116     $ 131,698       85,977     $ 845,123  

Shares Issued for Reinvested Dividends

     1,633       16,169       5,642       55,629  

Shares Redeemed

     (133,075     (1,317,406     (253,423     (2,497,182

Shares converted (from) Class B into Class A

     (27,411     (271,549     (49,014     (482,829
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (145,737     (1,441,088     (210,818     (2,079,259
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  331  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Short Duration Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     1,848,661     $ 18,208,031       6,380,031     $ 62,374,463  

Shares Issued for Reinvested Dividends

     69,170       680,800       113,369       1,113,094  

Shares Redeemed

     (3,033,087     (29,841,785     (6,046,343     (59,182,231
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,115,256     (10,952,954     447,057       4,305,326  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     9,428,208     $ 93,000,268       18,353,992     $ 180,233,428  

Shares Issued for Reinvested Dividends

     182,114       1,796,711       242,826       2,391,275  

Shares Redeemed

     (7,267,602     (71,666,393     (12,336,026     (121,286,816
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,342,720       23,130,586       6,260,792       61,337,887  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     31,851     $ 312,410       30,704     $ 298,280  

Shares Issued for Reinvested Dividends

     854       8,384       1,331       13,029  

Shares Redeemed

     (17,237     (168,971     (24,521     (240,284
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     15,468       151,823       7,514       71,025  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     143     $ 1,416       10,091     $ 98,052  

Shares Issued for Reinvested Dividends

     518       5,097       919       9,014  

Shares Redeemed

     (5,258     (51,692     (13,186     (128,994
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,597     (45,179     (2,176     (21,928
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     62,116     $ 611,219       9,673     $ 95,351  

Shares Issued for Reinvested Dividends

     427       4,196       288       2,830  

Shares Redeemed

     (11,433     (112,494     (153     (1,523
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     51,110       502,921       9,808       96,658  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     231,488     $ 2,261,240       4,496,999     $ 43,644,792  

Shares Issued for Reinvested Dividends

     44,591       437,810       85,571       839,401  

Shares Redeemed

     (4,535,125     (44,535,391     (800,270     (7,853,460
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,259,046     (41,836,341     3,782,300       36,630,733  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     4,190,473     $ 41,350,979           $  

Shares Issued for Reinvested Dividends

     5,779       57,096              

Shares Redeemed

     (33,522     (331,183            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,162,730       41,076,892              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     359,667     $ 3,837,790       16,048,100     $ 156,549,333  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  332  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Strategic Income Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,521,723     $ 13,239,752       2,430,175     $ 20,754,361  

Shares Issued for Reinvested Dividends

     342,615       2,962,498       558,593       4,753,884  

Shares Redeemed

     (2,494,782     (21,640,361     (3,810,905     (32,465,530

Shares converted (from) Class B into Class A

     23,090       202,597       36,431       314,282  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (607,354     (5,235,514     (785,706     (6,643,003
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     129     $ 1,106       6,748     $ 58,946  

Shares Issued for Reinvested Dividends

     4,863       42,049       12,608       107,205  

Shares Redeemed

     (113,528     (992,649     (203,103     (1,740,003

Shares converted (from) Class B into Class A

     (23,028     (202,597     (36,379     (314,282
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (131,564     (1,152,091     (220,126     (1,888,134
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     342,647     $ 2,995,140       937,130     $ 8,017,893  

Shares Issued for Reinvested Dividends

     173,562       1,504,256       285,373       2,431,645  

Shares Redeemed

     (1,360,859     (11,842,784     (2,899,897     (24,614,275
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (844,650     (7,343,388     (1,677,394     (14,164,737
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,171,652     $ 10,223,839       1,728,431     $ 14,983,812  

Shares Issued for Reinvested Dividends

     92,991       807,596       119,688       1,024,437  

Shares Redeemed

     (869,302     (7,579,370     (1,697,787     (14,479,582
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     395,341       3,452,065       150,332       1,528,667  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     4,150     $ 35,649       6,439     $ 54,119  

Shares Issued for Reinvested Dividends

     716       6,164       1,292       10,952  

Shares Redeemed

     (12,049     (103,092     (14,007     (120,115
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,183     (61,279     (6,276     (55,044
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     522     $ 4,517       11,208     $ 95,132  

Shares Issued for Reinvested Dividends

     547       4,710       979       8,341  

Shares Redeemed

     (15,830     (138,936     (7,154     (61,556
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (14,761     (129,709     5,033       41,917  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     1,013     $ 8,771       21,555     $ 179,293  

Shares Issued for Reinvested Dividends

     1,327       11,463       2,124       18,141  

Shares Redeemed

     (3,354     (29,442     (12,437     (109,572
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,014     (9,208     11,242       87,862  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Issued for Reinvested Dividends

     35       303       53       452  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     35       303       53       452  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  333  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Strategic Income Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class Y

        

Shares Sold

     1,687,260     $ 14,686,424       10,497,534     $ 87,482,620  

Shares Issued for Reinvested Dividends

     450,221       3,876,632       917,538       7,800,015  

Shares Redeemed

     (20,847,918     (182,480,214     (5,730,541     (49,168,072
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (18,710,437     (163,917,158     5,684,531       46,114,563  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     17,466,059     $ 153,879,249           $  

Shares Issued for Reinvested Dividends

     60,986       541,554              

Shares Redeemed

     (168,053     (1,490,285            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     17,358,992       152,930,518              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (2,562,595   $ (21,465,461     3,161,689     $ 25,022,543  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

Total Return Bond Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     9,100,715     $ 93,495,647       22,706,372     $ 235,132,539  

Shares Issued for Reinvested Dividends

     926,888       9,521,384       1,987,703       20,606,042  

Shares Redeemed

     (13,166,466     (135,058,864     (15,459,224     (160,792,799

Shares converted (from) Class B into Class A

     39,794       407,835       90,823       935,733  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,099,069     (31,633,998     9,325,674       95,881,515  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     4,092     $ 41,937       58,556     $ 600,491  

Shares Issued for Reinvested Dividends

     2,741       27,908       15,488       158,521  

Shares Redeemed

     (245,819     (2,505,639     (590,476     (6,069,898

Shares converted (from) Class B into Class A

     (40,107     (407,835     (91,549     (935,733
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (279,093     (2,843,629     (607,981     (6,246,619
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     419,469     $ 4,319,478       2,129,125     $ 22,067,428  

Shares Issued for Reinvested Dividends

     56,611       582,543       134,454       1,395,050  

Shares Redeemed

     (1,401,488     (14,418,048     (1,745,773     (18,115,344
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (925,408     (9,516,027     517,806       5,347,134  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     12,310,174     $ 126,502,974       11,869,848     $ 124,707,572  

Shares Issued for Reinvested Dividends

     212,159       2,183,297       109,325       1,140,101  

Shares Redeemed

     (3,782,795     (38,823,763     (3,183,267     (33,264,213
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,739,538       89,862,508       8,795,906       92,583,460  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  334  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Total Return Bond Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R3

 

Shares Sold

     128,991     $ 1,354,605       131,737     $ 1,396,140  

Shares Issued for Reinvested Dividends

     6,449       67,508       13,760       145,018  

Shares Redeemed

     (95,554     (1,000,122     (180,267     (1,897,346
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     39,886       421,991       (34,770     (356,188
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     99,506     $ 1,037,044       290,133     $ 3,053,938  

Shares Issued for Reinvested Dividends

     17,972       187,766       41,169       433,590  

Shares Redeemed

     (194,097     (2,023,159     (383,382     (4,023,093
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (76,619     (798,349     (52,080     (535,565
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     5,486     $ 57,144       25,337     $ 265,391  

Shares Issued for Reinvested Dividends

     1,962       20,493       4,494       47,343  

Shares Redeemed

     (9,780     (101,012     (27,654     (295,184
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,332     (23,375     2,177       17,550  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     46,612     $ 488,024           $  

Shares Issued for Reinvested Dividends

     120       1,264       32       332  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     46,732       489,288       32       332  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     9,816,827     $ 102,242,134       7,199,633     $ 75,092,525  

Shares Issued for Reinvested Dividends

     1,318,739       13,755,127       3,240,439       34,102,358  

Shares Redeemed

     (67,261,882     (703,810,352     (19,119,583     (199,817,363
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (56,126,316     (587,813,091     (8,679,511     (90,622,480
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     64,705,709     $ 667,183,412           $  

Shares Issued for Reinvested Dividends

     112,372       1,166,418              

Shares Redeemed

     (880,262     (9,127,997            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     63,937,819       659,221,833              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     12,255,138     $ 117,367,151       9,267,253     $ 96,069,139  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)      Inception date of class was February 28, 2017.

        

 

 

  335  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Unconstrained Bond Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     91,705     $ 877,591       264,898     $ 2,507,183  

Shares Issued for Reinvested Dividends

     72,958       697,458       185,602       1,755,832  

Shares Redeemed

     (678,275     (6,474,309     (1,373,035     (12,993,284

Shares converted (from) Class B into Class A

     2,963       28,145       9,144       86,646  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (510,649     (4,871,115     (913,391     (8,643,623
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     10     $ 99       110     $ 1,039  

Shares Issued for Reinvested Dividends

     625       5,962       2,468       23,334  

Shares Redeemed

     (27,454     (262,669     (52,376     (496,129

Shares converted (from) Class B into Class A

     (2,965     (28,145     (9,147     (86,646
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (29,784     (284,753     (58,945     (558,402
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     24,649     $ 234,631       197,472     $ 1,871,919  

Shares Issued for Reinvested Dividends

     11,584       110,977       31,235       296,105  

Shares Redeemed

     (204,602     (1,954,727     (411,544     (3,898,061
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (168,369     (1,609,119     (182,837     (1,730,037
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     183,850     $ 1,750,336       464,199     $ 4,375,907  

Shares Issued for Reinvested Dividends

     8,501       81,315       15,420       146,231  

Shares Redeemed

     (265,630     (2,530,742     (329,227     (3,118,387
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (73,279     (699,091     150,392       1,403,751  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     8,271     $ 79,147       11,986     $ 111,676  

Shares Issued for Reinvested Dividends

     224       2,138       650       6,144  

Shares Redeemed

     (21,295     (203,665     (3,631     (33,893
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (12,800     (122,380     9,005       83,927  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     3,617     $ 34,484       27,815     $ 264,420  

Shares Issued for Reinvested Dividends

     63       604       552       5,211  

Shares Redeemed

     (6,255     (59,963     (16,930     (160,360
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,575     (24,875     11,437       109,271  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     287,924     $ 2,747,581           $  

Shares Issued for Reinvested Dividends

     144       1,373       454       4,284  

Shares Redeemed

     (172,855     (1,660,519            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     115,213       1,088,435       454       4,284  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     160,455     $ 1,525,880       326,706     $ 3,082,153  

Shares Issued for Reinvested Dividends

     26,922       256,127       82,611       779,299  

Shares Redeemed

     (2,417,119     (23,119,839     (248,904     (2,345,267
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,229,742     (21,337,832     160,413       1,516,185  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  336  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Unconstrained Bond Fund – (continued)                         
     For the Six-Month Period
Ended April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class F(1)

        

Shares Sold

     727,275     $ 6,974,636           $  

Shares Issued for Reinvested Dividends

     1,450       13,965              

Shares Redeemed

     (986     (9,455            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     727,739       6,979,146              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (2,184,246   $ (20,881,584     (823,472   $ (7,814,644
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)      Inception date of class was February 28, 2017.

        
World Bond Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     6,798,253     $ 69,832,393       24,744,499     $ 253,730,835  

Shares Issued for Reinvested Dividends

                 1,585,611       16,002,267  

Shares Redeemed

     (16,580,163     (170,347,912     (39,477,592     (405,136,063
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (9,781,910     (100,515,519     (13,147,482     (135,402,961
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     541,220     $ 5,512,230       3,636,598     $ 37,171,431  

Shares Issued for Reinvested Dividends

                 375,455       3,777,808  

Shares Redeemed

     (3,658,131     (37,256,290     (5,661,929     (57,947,176
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,116,911     (31,744,060     (1,649,876     (16,997,937
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     132,720,880     $ 1,367,970,998       106,414,804     $ 1,094,710,289  

Shares Issued for Reinvested Dividends

                 5,749,511       58,117,042  

Shares Redeemed

     (83,198,076     (857,156,537     (98,150,441     (1,008,809,604
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     49,522,804       510,814,461       14,013,874       144,017,727  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     22,454     $ 230,022       136,049     $ 1,401,222  

Shares Issued for Reinvested Dividends

                 2,010       20,300  

Shares Redeemed

     (14,312     (146,836     (33,492     (344,178
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,142       83,186       104,567       1,077,344  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     17,254     $ 177,041       70,598     $ 724,345  

Shares Issued for Reinvested Dividends

                 10,838       109,500  

Shares Redeemed

     (51,526     (529,526     (425,675     (4,402,709
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (34,272     (352,485     (344,239     (3,568,864
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  337  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

World Bond Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R5

        

Shares Sold

     131,649     $ 1,357,258       120,729     $ 1,253,095  

Shares Issued for Reinvested Dividends

                 977       9,877  

Shares Redeemed

     (31,711     (326,875     (40,497     (419,035
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     99,938       1,030,383       81,209       843,937  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     33,425     $ 345,245       67,536     $ 692,760  

Shares Issued for Reinvested Dividends

                 624       6,321  

Shares Redeemed

     (27,610     (284,407     (10,119     (104,223
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,815       60,838       58,041       594,858  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     13,871,008     $ 143,342,435       31,082,348     $ 321,222,240  

Shares Issued for Reinvested Dividends

                 1,788,839       18,097,496  

Shares Redeemed

     (28,330,005     (292,950,399     (38,669,624     (394,868,167
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (14,458,997     (149,607,964     (5,798,437     (55,548,431
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     15,270,337     $ 157,895,932           $  

Shares Redeemed

     (53,125     (549,598            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     15,217,212       157,346,334              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     37,461,821     $ 387,115,174       (6,682,343   $ (64,984,327
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

11. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2017, none of the Funds had borrowings under this facility.

 

12. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to

 

 

  338  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

In July 2007, the Floating Rate Fund and more than 60 other lenders (known collectively as the “Transeastern Lenders”) accepted the payoff of a guarantee from Tousa, Inc. (“Tousa”), a Florida homebuilder. In order to fund the payoff, Tousa borrowed money from certain new lenders and secured the loan by granting liens to the new lenders on the assets of certain Tousa subsidiaries (the “Subsidiaries”). Tousa entered bankruptcy in January 2008. In July 2008, a committee of creditors of the Subsidiaries (the “Committee”) brought suit against the Transeastern Lenders alleging that the Subsidiaries had received no benefit in return for the liens on their assets, that the Subsidiaries were co-borrowers on the loan from the new lenders, and that the Transeastern Lenders received the value of the liens when the Transeastern Lenders accepted the payoff. The Subsidiaries sought the avoidance of their liens and the return of the value of those liens to the bankruptcy estate. On October 13, 2009, the bankruptcy court in the Southern District of Florida ruled in favor of the Committee, avoided the liens, and ordered the Transeastern Lenders to return the payoff amount to the bankruptcy estate. The Transeastern Lenders, together with the Fund, appealed the decision to the district court. On February 11, 2011, the District Court ruled in favor of the Transeastern Lenders and the Fund and quashed the bankruptcy court opinion. The Committee appealed to the Eleventh Circuit. The Eleventh Circuit reinstated the bankruptcy court opinion, but remanded back to the District Court on the question of remedies. The District Court then in turn remanded one issue back to the bankruptcy court for a report and recommendation. On April 1, 2016, the bankruptcy court issued its report and recommendation, which was unfavorable in many respects to the Transeastern Lenders. On March 8, 2017, the District Court accepted the report and recommendation and ordered the Transeastern Lenders to disgorge and return the payoff amount, plus prejudgment interest. The Transeastern Lenders have appealed this decision to the Eleventh Circuit. If the decision is upheld on appeal, the Fund would be required to return approximately $3-3.5 million to the bankruptcy estate. Management of the Fund believes resolution of this matter will not have a material impact on the Fund’s financial statements.

 

13. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

14. Recent Accounting Pronouncement:

In August 2016, Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2016-15, “Statement of Cash Flows (Topic 230), a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-15”). The guidance is intended to reduce diversity in practice in how certain transactions are classified in the statement of cash flows. The issues addressed in ASU 2016-15 are: debt prepayment or debt extinguishment costs, settlement of zero-coupon debt instruments, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, distributions received from equity method investments, beneficial interests in

 

 

  339  

 


Hartford Funds - Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

securitization transactions; and, separately identifiable cash flows and application of the predominance principle. The guidance is effective for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

In November 2016, FASB issued Accounting Standards Update No. 2016-18, “Statement of Cash Flows (Topic 230), Restricted Cash, a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-18”). The guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. Therefore, amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The amendments in ASU 2016-18 do not provide a definition of restricted cash or restricted cash equivalents. The guidance is required to be presented for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

 

15. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2017, events and transactions subsequent to April 30, 2017, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. No subsequent events requiring financial statement adjustment or disclosure have been identified.

 

 

  340  

 


Fixed Income Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  341  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Customer Privacy Notice

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

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This notice describes how we collect, disclose, and

protect Personal Information.

We collect Personal Information to:

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We may obtain Personal Information from:

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Based on the type of product or service You apply for or get from us, Personal Information such as:

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To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

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As allowed by law, we may share Personal Financial Information with our affiliates to:

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When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

 


Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2017


 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with any Fund sub-adviser.

MFSAR-FI17 6/17    201766    Printed in U.S.A.

 

LOGO


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing with Hartford Funds. We are pleased to present you with the Semi-Annual Report, which covers the period from November 1, 2016 through April 30, 2017.

Market Review

With the exception of a brief dip ahead of the US presidential election in

 

November, US stocks, as measured by the S&P 500 Index,1 kept an upward trajectory during the six months ended April 30, 2017. That positive momentum helped push the Index to a nearly 12% gain for 2016, and started 2017 off with just under a 7% return through April 30.

The primary driver of market progress during the period was the outcome of the presidential election. Markets viewed the incoming Trump administration as a positive for businesses and investors, and that optimism carried through past the inauguration. Positive job reports and a growing domestic economy reflected this optimism and have served as the basis of the US Federal Reserve’s continued interest-rate hike cycle that began in December 2015. At the time of this writing, consensus expectations were for a continued gradual rate-hike pace by the Federal Reserve, which should help markets better digest and account for such changes.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. Uncertainty surrounding potential policy changes by the Trump administration, other European elections, and Britain’s “Brexit” undertaking to leave the European Union could all influence markets or cause an uptick in volatility.

For this reason, we encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets with confidence. Regardless of the political environment, your advisor can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing with Hartford Funds. For the most up-to-date information on our mutual funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.


Alternative Funds

Table of Contents

 


The Hartford Global Real Asset Fund (consolidated) inception 05/28/2010

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide long-term total returns that outpace inflation over a macroeconomic cycle.

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

     6 Months1     1 Year     5 Years     Since
Inception2
 

Global Real Asset A3

    2.17%       4.83%       -3.41%       -1.18%  

Global Real Asset A4

    -3.45%       -0.94%       -4.49%       -1.99%  

Global Real Asset C3

    1.89%       4.10%       -4.11%       -1.91%  

Global Real Asset C4

    0.89%       3.10%       -4.11%       -1.91%  

Global Real Asset I3

    2.31%       5.10%       -3.15%       -0.93%  

Global Real Asset R33

    2.20%       4.61%       -3.61%       -1.41%  

Global Real Asset R43

    2.34%       5.01%       -3.34%       -1.13%  

Global Real Asset R53

    2.39%       5.17%       -3.12%       -0.88%  

Global Real Asset Y3

    2.39%       5.18%       -3.06%       -0.83%  

Global Real Asset F3

    2.31%       5.10%       -3.15%       -0.93%  

MSCI All Country World Commodity Producers Index (Net)

    4.23%       6.64%       -3.79%       -0.52%  

Bloomberg Barclays U.S. TIPS 1-10 Year Index

    0.13%       1.64%       0.47%       2.44%  

Bloomberg Commodity Index Total Return

    -0.76%       -1.32%       -9.74%       -5.49%  

Global Real Asset Fund Blended Index

    2.33%       4.17%       -2.59%       0.42%  

MSCI All Country World Commodity Producers Index (Gross)

    4.51%       7.28%       -3.20%       0.03%  

Former Global Real Asset Fund Blended Index

    2.49%       4.52%       -2.26%       0.72%  

 

1  Not Annualized
2  Inception: 05/28/2010
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to

1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World Commodity Producers Index (Gross) to the MSCI All Country World Commodity Producers Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

 

 

 

  2  

 


The Hartford Global Real Asset Fund (consolidated) inception 05/28/2010

 

 

 

MSCI All Country World Commodity Producers Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization index that is designed to reflect the performance of listed commodity producers across three industry (or sub-industry) categories as defined by the Global Industry Classification Standard (GICS®): energy, metals and agriculture.

Bloomberg Barclays U.S. TIPS 1-10 Year Index (reflects no deduction for fees, expenses or taxes) represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S currency, and have maturities of 1 to 10 years.

Bloomberg Commodity Index Total Return (formerly Dow Jones UBS Commodities Index) (reflects no deduction for fees, expenses or taxes) is composed of commodities traded on U.S. exchanges, with the exception of aluminum, nickel and zinc, which trade on the London Metal Exchange (LME).

Global Real Asset Fund Blended Index is calculated by Hartford Funds Management Company, LLC (“HFMC”) and represents the weighted return of 55% MSCI All Country World Commodity Producers Index (Net), 35% Bloomberg Barclays U.S. TIPS 1-10 Year Index and 10% Bloomberg Commodity Index Total Return. The Former Global Real Asset Fund Blended Index is calculated by HFMC, and represents the weighted return of 55% MSCI All Country World Commodity Producers Index (Gross), 35% Bloomberg Barclays U.S. TIPS 1-10 Year Index and 10% Bloomberg Commodity Index Total Return.

MSCI All Country World Commodity Producers Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization index that is designed to reflect the performance of listed commodity producers across three industry (or sub-industry) categories as defined by the Global Industry Classification Standard (GICS®): energy, metals and agriculture.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

    

 

 

 

  3  

 


The Hartford Global Real Asset Fund (consolidated)

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Global Real Asset Class A

     1.26%        1.62%  

Global Real Asset Class C

     2.01%        2.31%  

Global Real Asset Class I

     1.01%        1.19%  

Global Real Asset Class R3

     1.51%        1.97%  

Global Real Asset Class R4

     1.21%        1.51%  

Global Real Asset Class R5

     0.96%        1.24%  

Global Real Asset Class Y

     0.91%        1.15%  

Global Real Asset Class F

     0.91%        1.10%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown included acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Consolidated Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. The Fund’s focus on investments in the commodities market and the natural-resource sector may increase the Fund’s liquidity risk, volatility and risk of loss if there are adverse economic consequences in these sectors. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. By investing in a Cayman Subsidiary, the Fund is indirectly exposed to the risks associated with a non U.S. subsidiary and its investments. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     0.7

Consumer Staples

     2.8  

Energy

     36.2  

Financials

     4.6  

Industrials

     2.2  

Information Technology

     0.7  

Materials

     13.3  

Real Estate

     0.4  

Telecommunication Services

     0.7  

Utilities

     3.6  
  

 

 

 

Total

     65.2
  

 

 

 

Fixed Income Securities

 

Convertible Bonds

     0.0 %* 

Corporate Bonds

     0.7  

Foreign Government Obligations

     1.5  

U.S. Government Securities

     19.1  
  

 

 

 

Total

     21.3
  

 

 

 

Short-Term Investments

     11.8  

Purchased Options

     0.1  

Other Assets & Liabilities

     1.6  
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  4  

 


The Hartford Global Real Asset Fund (consolidated)

Fund Summary – (continued)

April 30, 2017 (Unaudited)

 

 

 

Composition by Country

as of April 30, 2017

 

Country    Percentage of
Net Assets
 

Argentina

     0.2

Australia

     2.4  

Austria

     0.1  

Bermuda

     0.0

Brazil

     2.4  

Canada

     7.0  

Chile

     0.0

China

     0.5  

Denmark

     0.2  

France

     2.4  

Germany

     0.6  

Hong Kong

     0.8  

India

     0.5  

Indonesia

     0.1  

Ireland

     0.1  

Italy

     2.8  

Japan

     5.1  

Jersey

     0.2  

Kazakhstan

     0.0

Luxembourg

     0.5  

Malaysia

     0.1  

Mexico

     0.4  

Netherlands

     4.4  

New Zealand

     0.3  

Norway

     1.3  

Peru

     0.1  

Poland

     0.0

Russia

     2.2  

Singapore

     0.3  

South Africa

     0.8  

South Korea

     0.6  

Spain

     0.9  

Sweden

     0.1  

Switzerland

     1.1  

Taiwan

     0.2  

Thailand

     0.4  

Turkey

     0.0

Ukraine

     0.0

United Arab Emirates

     0.0

United Kingdom

     5.0  

United States

     42.4  

Short-Term Investments

     11.8  

Other Assets & Liabilities

     1.6  

Purchased Options

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  5  

 


Hartford Long/Short Global Equity Fund inception 08/29/2014

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide long-term capital appreciation.

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      Since
Inception2
 

Long/Short Global Equity A3

     9.50%        13.62%        4.86%  

Long/Short Global Equity A4

     3.48%        7.37%        2.66%  

Long/Short Global Equity C3

     9.36%        12.96%        4.16%  

Long/Short Global Equity C4

     8.36%        11.96%        4.16%  

Long/Short Global Equity I3

     9.65%        13.87%        5.10%  

Long/Short Global Equity Y3

     9.64%        13.85%        5.14%  

Long/Short Global Equity F3

     9.55%        13.77%        5.07%  

MSCI All Country World Index (Net)

     11.76%        15.14%        4.02%  

Hedge Fund Research, Inc. Equity Hedge Index

     5.14%        6.64%        0.45%  

MSCI All Country World Index (Gross)

     12.06%        15.77%        4.58%  

 

1  Not Annualized
2 Inception: 08/29/2014
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the

reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World Index (Gross) to the MSCI All Country World Index (Net). Hartford Funds Management Company, LLC, the investment manager, believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

Hedge Fund Research, Inc. Equity Hedge Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of accounts that maintain positions both long and short in primarily equity and equity derivative securities.

MSCI All Country World Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  6  

 


Hartford Long/Short Global Equity Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Long/Short Global Equity Class A

     3.56%        3.94%  

Long/Short Global Equity Class C

     4.31%        4.67%  

Long/Short Global Equity Class I

     3.31%        3.68%  

Long/Short Global Equity Class Y

     3.16%        3.71%  

Long/Short Global Equity Class F

     3.16%        3.66%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. When the Fund engages in short selling, substantial losses can result, and the investment of the proceeds from these transactions uses leverage, which may increase the volatility of the Fund’s returns and could cause the Fund to underperform. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Small-cap securities can have greater risk and volatility than large-cap securities. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Sector

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Long Positions

  

Equity Securities

  

Consumer Discretionary

     17.1

Consumer Staples

     6.5  

Energy

     4.4  

Financials

     22.7  

Health Care

     9.1  

Industrials

     22.7  

Information Technology

     15.2  

Materials

     9.2  

Real Estate

     7.6  

Telecommunication Services

     3.4  

Utilities

     2.2  
  

 

 

 

Total

     120.1
  

 

 

 

Short-Term Investments

     0.7  

Securities Sold Short

  

Equity Securities

  

Consumer Discretionary

     (7.9 )% 

Consumer Staples

     (3.3

Energy

     (2.5

Financials

     (10.7

Health Care

     (4.2

Industrials

     (9.8

Information Technology

     (7.6

Materials

     (5.4

Real Estate

     (4.3

Telecommunication Services

     (1.7

Utilities

     (1.1
  

 

 

 

Total

     (58.5
  

 

 

 

Other Assets & Liabilities

     37.7  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  7  

 


Hartford Long/Short Global Equity Fund

Fund Summary – (continued)

April 30, 2017 (Unaudited)

 

 

 

Composition by Country - Long Positions

as of April 30, 2017

 

Country    Percentage of
Net Assets
 

Australia

     1.3

Brazil

     1.1  

Canada

     4.4  

China

     4.6  

France

     4.8  

Germany

     0.3  

Greece

     0.8  

Hong Kong

     1.3  

India

     2.7  

Indonesia

     0.6  

Ireland

     2.1  

Italy

     2.2  

Japan

     11.3  

Luxembourg

     1.1  

Mexico

     2.3  

Netherlands

     1.0  

New Zealand

     1.9  

Norway

     1.3  

Philippines

     0.6  

Russia

     0.6  

South Korea

     1.5  

Spain

     3.7  

Sweden

     1.4  

Taiwan

     2.9  

Thailand

     0.6  

United Kingdom

     6.0  

United States

     55.4  

Short-Term Investments

     0.7  
  

 

 

 

Total Long Positions

     118.5  

Securities Sold Short

     (56.2

Other Assets & Liabilities

     37.7  
  

 

 

 

Total

     100.0
  

 

 

 

Composition by Country - Securities Sold Short

as of April 30, 2017

 

Country    Percentage of
Net Assets
 

Australia

     (3.0 )% 

Austria

     (0.6

Belgium

     (0.6

Canada

     (0.8

China

     (0.3

France

     (0.8

Germany

     (1.0

Hong Kong

     (0.6

Italy

     (0.6

Japan

     (7.2

Jersey

     (0.2

Mexico

     (1.1

Monaco

     (0.3

Netherlands

     (0.2

Singapore

     (1.0

South Africa

     (2.4

Spain

     (0.6

Sweden

     (0.6

United Kingdom

     (3.7

United States

     (32.9
  

 

 

 

Total

     (58.5 )% 
  

 

 

 
 

 

 

  8  

 


Hartford Real Total Return Fund inception 11/29/2013

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term real total return.

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      Since
Inception2
 

Real Total Return A3

     0.80%        5.27%        -2.57%  

Real Total Return A4

     -4.74%        -0.52%        -4.17%  

Real Total Return C3

     0.47%        4.51%        -3.28%  

Real Total Return C4

     -0.53%        3.51%        -3.28%  

Real Total Return I3

     0.91%        5.46%        -2.28%  

Real Total Return R33

     1.27%        5.55%        -2.73%  

Real Total Return R43

     0.92%        5.39%        -2.57%  

Real Total Return R53

     0.91%        5.59%        -2.31%  

Real Total Return Y3

     0.91%        5.58%        -2.25%  

Real Total Return F3

     1.02%        5.58%        -2.25%  

Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index

     0.23%        0.39%        0.17%  

Consumer Price Index + 5%

     3.66%        7.20%        6.41%  

 

1  Not Annualized
2  Inception: 11/29/2013
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Bank of America Merrill Lynch 3-Month U.S Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is a subset of The Bank of America Merrill Lynch 0-1 Year U.S. Treasury Index including all securities with a remaining term to final maturity less than 3 months.

Consumer Price Index (CPI) + 5% (reflects no deduction for fees, expenses or taxes) is a custom benchmark created by adding 5% to the annual percentage change in the CPI. The CPI is an unmanaged index representing the rate of inflation of U.S. consumer prices as determined by the U.S. Bureau of Labor Statistics. The Fund measures its performance against its secondary performance benchmark, the Consumer Price Index +5%, over a full market cycle, which typically lasts several years. At certain periods during a market cycle, the Fund’s performance may not be in line with that of the secondary performance benchmark and there can be no assurance the CPI or any other index will reflect the exact level of inflation at any given time.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from Hartford Funds Management Company, LLC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  9  

 


Hartford Real Total Return Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Real Total Return Class A

     1.47%        1.54%  

Real Total Return Class C

     2.22%        2.31%  

Real Total Return Class I

     1.22%        1.23%  

Real Total Return Class R3

     1.77%        1.86%  

Real Total Return Class R4

     1.47%        1.57%  

Real Total Return Class R5

     1.17%        1.26%  

Real Total Return Class Y

     1.12%        1.20%  

Real Total Return Class F

     1.07%        1.15%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. The value of inflation-protected securities generally fluctuates with changes in real interest rates, and the market for these securities may be less developed or liquid, and more volatile, than other securities markets. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The Fund may invest in structured securities that do not have an active trading market, making them difficult to value and sell. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Country

as of April 30, 2017

 

Country    Percentage of
Net Assets
 

Australia

     0.7

Austria

     0.5  

Belgium

     0.5  

Brazil

     0.3  

Canada

     3.3  

China

     1.3  

Colombia

     0.0

Denmark

     0.4  

Finland

     0.4  

France

     4.5  

Germany

     0.2  

Hong Kong

     0.3  

India

     0.1  

Ireland

     0.5  

Israel

     0.4  

Italy

     2.7  

Japan

     12.7  

Jersey

     0.1  

Luxembourg

     0.2  

Mexico

     0.6  

Netherlands

     0.9  

Norway

     1.0  

Peru

     0.0

Portugal

     0.1  

Russia

     1.0  

Singapore

     0.3  

South Africa

     0.3  

South Korea

     0.4  

Spain

     1.0  

Sweden

     1.0  

Switzerland

     0.5  

Taiwan

     0.3  

Thailand

     0.0

Turkey

     0.2  

United Kingdom

     10.2  

United States

     34.9  

Short-Term Investments

     10.2  

Other Assets & Liabilities

     7.0  

Purchased Options

     1.0  
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     51.4

Exchange Traded Funds

     6.7  
  

 

 

 

Total

     58.1
  

 

 

 

Fixed Income Securities

 

Corporate Bonds

     1.6

Foreign Government Obligations

     22.1  
  

 

 

 

Total

     23.7
  

 

 

 

Short-Term Investments

     10.2  

Purchased Options

     1.0  

Other Assets & Liabilities

     7.0  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  10  

 


Alternative Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2016 through April 30, 2017, except as indicated below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

The Hartford Global Real Asset Fund (consolidated)

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1, 
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through 
April 30, 
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016 
through 
April  30, 
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,021.70     $     6.27     $     1,000.00     $     1,018.60     $     6.26       1.25     181       365  

Class C

  $ 1,000.00     $ 1,018.90     $ 10.01     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class I

  $ 1,000.00     $ 1,023.10     $ 4.92     $ 1,000.00     $ 1,019.94     $ 4.91       0.98     181       365  

Class R3

  $ 1,000.00     $ 1,022.00     $ 7.52     $ 1,000.00     $ 1,017.36     $ 7.50       1.50     181       365  

Class R4

  $ 1,000.00     $ 1,023.40     $ 6.02     $ 1,000.00     $ 1,018.84     $ 6.01       1.20     181       365  

Class R5

  $ 1,000.00     $ 1,023.90     $ 4.77     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class Y

  $ 1,000.00     $ 1,023.90     $ 4.52     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class F(2)

  $ 1,000.00     $ 986.60     $ 1.49 (3)    $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  11  

 


Alternative Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Long/Short Global Equity Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1, 
2016
    Ending
Account
Value
April 30, 
2017
    Expenses paid
during the period
November 1, 2016 
through 
April  30, 
2017
    Beginning
Account
Value
November 1, 
2016
    Ending
Account 
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016 
through 
April  30, 
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,095.00     $     19.69     $     1,000.00     $     1,006.00     $     18.85       3.79     181       365  

Class C

  $ 1,000.00     $ 1,093.60     $ 21.80     $ 1,000.00     $ 1,003.97     $ 20.87       4.20     181       365  

Class I

  $ 1,000.00     $ 1,096.50     $ 18.87     $ 1,000.00     $ 1,006.79     $ 18.06       3.63     181       365  

Class Y

  $ 1,000.00     $ 1,096.40     $ 18.71     $ 1,000.00     $ 1,006.94     $ 17.86       3.60     181       365  

Class F(2)

  $ 1,000.00     $ 1,020.90     $ 5.18 (3)    $ 1,000.00     $ 1,009.57     $ 15.30       3.07     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

Hartford Real Total Return Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through 
April 30, 
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016 
through 
April  30, 
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,008.00     $ 6.97     $     1,000.00     $     1,017.85     $ 7.00       1.40     181       365  

Class C

  $ 1,000.00     $ 1,004.70     $     10.69     $ 1,000.00     $ 1,014.13     $     10.74       2.15     181       365  

Class I

  $ 1,000.00     $ 1,009.10     $ 5.73     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class R3

  $ 1,000.00     $ 1,012.70     $ 7.54     $ 1,000.00     $ 1,017.31     $ 7.55       1.51     181       365  

Class R4

  $ 1,000.00     $ 1,009.20     $ 6.78     $ 1,000.00     $ 1,018.05     $ 6.81       1.36     181       365  

Class R5

  $ 1,000.00     $ 1,009.10     $ 5.48     $ 1,000.00     $ 1,019.34     $ 5.51       1.10     181       365  

Class Y

  $ 1,000.00     $ 1,009.10     $ 5.23     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class F(2)

  $ 1,000.00     $ 990.00     $ 1.49 (3)    $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  12  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 64.1%      
            Automobiles & Components - 0.3%      
    18,970    

NOK Corp.

  $ 452,157  
    19,985    

Toyoda Gosei Co., Ltd.

    531,125  
     

 

 

 
                983,282  
     

 

 

 
            Banks - 2.2%  
    85,101    

Banca Popolare dell’Emilia Romagna SC

    465,559  
    157,476    

CaixaBank S.A.

    715,011  
    23,250    

Dah Sing Financial Holdings Ltd.

    176,255  
    91,862    

HSBC Holdings plc

    757,523  
    15,632    

KB Financial Group, Inc.

    687,142  
    110,990    

Mitsubishi UFJ Financial Group, Inc.

    703,299  
    294,720    

Mizuho Financial Group, Inc.

    538,727  
    68,126    

Standard Chartered plc*

    636,664  
    20,565    

Sumitomo Mitsui Financial Group, Inc.

    763,591  
    18,555    

Sumitomo Mitsui Trust Holdings, Inc.

    635,615  
    41,447    

UniCredit S.p.A.*

    674,860  
     

 

 

 
        6,754,246  
     

 

 

 
            Capital Goods - 1.2%  
    1,437    

AGCO Corp.

    91,954  
    18,227    

Arconic, Inc.

    498,144  
    91,677    

Beijing Enterprises Holdings Ltd.

    447,497  
    59,200    

Chiyoda Corp.

    393,594  
    15,185    

Cie de Saint-Gobain

    819,334  
    3,730    

CNK International Co., Ltd.*(1)(2)

    1,016  
    1,417    

Deere & Co.

    158,151  
    8,254    

Fosun International Ltd.

    12,484  
    23,550    

Japan Steel Works Ltd.

    378,077  
    10,495    

Kubota Corp.

    165,326  
    919    

NOW, Inc.*

    15,632  
    6,779    

Vinci S.A.

    577,832  
     

 

 

 
        3,559,041  
     

 

 

 
            Commercial & Professional Services - 0.2%  
    199,276    

Hays plc

    442,212  
     

 

 

 
            Diversified Financials - 0.4%  
    2,984,870    

G-Resources Group Ltd.

    52,572  
    7,434    

Julius Baer Group Ltd.*

    387,658  
    44,434    

UBS Group AG

    758,526  
    50,845    

Uranium Participation Corp.*

    146,011  
     

 

 

 
        1,344,767  
     

 

 

 
            Energy - 36.2%  
    32,141    

Anadarko Petroleum Corp.

    1,832,680  
    5,158    

Apache Corp.

    250,885  
    8,148    

Arch Coal, Inc. Class A*

    572,316  
    3,196    

Baker Hughes, Inc.

    189,747  
    2,207    

Baytex Energy Corp.*

    6,665  
    722,355    

BP plc

    4,135,199  
    27,354    

BP plc ADR

    938,789  
    497,669    

Buru Energy Ltd.*

    63,127  
    31,193    

Cabot Oil & Gas Corp.

    724,925  
    119    

California Resources Corp.*

    1,392  
    50,101    

Callon Petroleum Co.*

    593,196  
    8,662    

Cameco Corp.

    83,063  
    68,795    

Canadian Natural Resources Ltd.

    2,191,499  
    8,457    

Cenovus Energy, Inc.

    84,319  
    26,821    

Centennial Resource Development, Inc. Class A*

    442,278  
    72,148    

Chevron Corp.

    7,698,192  
    548,000    

China Oilfield Services Ltd. Class H

    504,481  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 64.1% - (continued)      
            Energy - 36.2% - (continued)  
    8,267    

Cimarex Energy Co.

  $ 964,594  
    2,723    

Concho Resources, Inc.*

    344,895  
    58,899    

ConocoPhillips

    2,821,851  
    42,836    

Cosan Ltd. Class A

    329,409  
    7,211    

Denbury Resources, Inc.*

    16,008  
    4,955    

Devon Energy Corp.

    195,673  
    11,902    

Diamondback Energy, Inc.*

    1,188,296  
    25,995    

Enbridge, Inc.

    1,077,486  
    60,492    

EnCana Corp.

    647,440  
    271,729    

Eni S.p.A.

    4,214,791  
    12,901    

Eni S.p.A. ADR

    399,673  
    3,399    

Ensco plc Class A

    26,818  
    29,042    

EOG Resources, Inc.

    2,686,385  
    5,843    

EQT Corp.

    339,712  
    15,425    

Extraction Oil & Gas, Inc.*

    241,401  
    169,264    

Exxon Mobil Corp.

    13,820,406  
    460,597    

Gazprom PJSC ADR

    2,186,707  
    10,591    

Halliburton Co.

    485,915  
    26,992    

Hess Corp.

    1,318,019  
    46,556    

Hunting plc

    338,695  
    97,011    

Husky Energy, Inc.*

    1,120,027  
    4,467    

Imperial Oil Ltd.

    129,856  
    191,970    

Inpex Corp.

    1,839,538  
    24,510    

Japan Petroleum Exploration Co., Ltd.

    535,888  
    12,149    

KazMunaiGas Exploration Production JSC GDR*

    117,845  
    63,676    

Kelt Exploration Ltd.*

    313,470  
    48,033    

Laredo Petroleum, Inc.*

    617,704  
    35,027    

Lukoil PJSC ADR

    1,738,623  
    11,047    

Marathon Oil Corp.

    164,269  
    7,581    

Marathon Petroleum Corp.

    386,176  
    4,307    

Murphy Oil Corp.

    112,757  
    8,147    

Nabors Industries Ltd.

    84,240  
    3,680    

National Oilwell Varco, Inc.

    128,690  
    47,036    

Newfield Exploration Co.*

    1,628,386  
    4,675    

Noble Energy, Inc.

    151,143  
    4,981    

Novatek PJSC GDR

    603,037  
    60,101    

Occidental Petroleum Corp.

    3,698,616  
    20,560    

Painted Pony Petroleum Ltd.*

    75,309  
    13,484    

Parsley Energy, Inc. Class A*

    401,688  
    7,659    

Pembina Pipeline Corp.

    244,069  
    304,240    

Petroleo Brasileiro S.A. ADR*

    2,701,864  
    90,296    

Petronet LNG Ltd.

    594,287  
    6,176    

Phillips 66

    491,363  
    12,603    

Pioneer Natural Resources Co.

    2,180,193  
    4,448    

Plains GP Holdings L.P. Class A

    132,417  
    952    

PrairieSky Royalty Ltd.

    20,748  
    43,335    

ProPetro Holding Corp.*

    587,189  
    185,000    

PTT Exploration & Production PCL

    520,129  
    63,809    

QEP Resources, Inc.*

    753,584  
    55,991    

Raging River Exploration, Inc.*

    326,910  
    2,784    

Range Resources Corp.

    73,748  
    97,004    

Repsol S.A.

    1,531,047  
    5,744    

Resolute Energy Corp.*

    215,113  
    22,660    

Rice Energy, Inc.*

    482,431  
    209,884    

Royal Dutch Shell plc Class A

    5,450,356  
    67,345    

Royal Dutch Shell plc Class A, ADR

    3,514,736  
    134,089    

Royal Dutch Shell plc Class B

    3,567,701  
    12,875    

Royal Dutch Shell plc Class B, ADR

    696,795  
    2,090,744    

Saipem S.p.A.*

    899,938  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  13  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 64.1% - (continued)      
            Energy - 36.2% - (continued)  
    14,552    

Schlumberger Ltd.

  $ 1,056,330  
    5,493    

Schoeller-Bleckmann Oilfield Equipment AG

    383,486  
    6,862    

Select Energy Services, Inc. Class A*

    105,469  
    21,830    

Seven Generations Energy Ltd. Class A*

    386,529  
    89,231    

Snam S.p.A.

    394,228  
    30,388    

SRC Energy, Inc.*

    229,126  
    130,468    

Statoil ASA

    2,148,663  
    16,500    

Statoil ASA ADR

    271,095  
    104,168    

Suncor Energy, Inc.

    3,266,709  
    158,660    

Surgutneftegas OJSC ADR

    776,273  
    15,161    

Targa Resources Corp.

    835,826  
    5,249    

Tenaris S.A. ADR

    163,926  
    86,149    

Tidewater Midstream and Infrastructure Ltd.

    84,568  
    60,202    

Total S.A.

    3,090,361  
    37,101    

Total S.A. ADR

    1,898,458  
    21,559    

TransCanada Corp.

    1,000,996  
    6,081    

Valero Energy Corp.

    392,893  
    4,684    

Vermilion Energy, Inc.

    164,912  
    77,146    

Weatherford International plc*

    445,132  
    46,290    

Whiting Petroleum Corp.*

    384,207  
    63,016    

Woodside Petroleum Ltd.

    1,516,888  
    38,446    

WPX Energy, Inc.*

    458,661  
    22,287    

YPF S.A. ADR

    575,673  
     

 

 

 
        112,819,216  
     

 

 

 
            Food & Staples Retailing - 0.2%  
    1,713    

Andersons, Inc.

    63,981  
    191,029    

J Sainsbury plc

    681,105  
     

 

 

 
        745,086  
     

 

 

 
            Food, Beverage & Tobacco - 2.6%  
    7,738    

Adecoagro S.A.*

    85,814  
    6,686    

Archer-Daniels-Midland Co.

    305,885  
    79,837    

Astra Agro Lestari Tbk PT

    86,252  
    34,858    

Australian Agricultural Co., Ltd.*

    44,973  
    5,663    

Bakkafrost P/F

    191,865  
    67,575    

BRF S.A.

    847,123  
    238,650    

Bumitama Agri Ltd.

    126,193  
    4,436    

Bunge Ltd.

    350,577  
    167,645    

Charoen Pokphand Foods PCL

    129,647  
    188,875    

China Agri-Industries Holdings Ltd.*

    93,424  
    17,781    

Darling Ingredients, Inc.*

    269,027  
    203,365    

Felda Global Ventures Holdings Bhd

    99,631  
    183,670    

First Resources Ltd.

    246,275  
    2,622    

Fresh Del Monte Produce, Inc.

    160,729  
    17,999    

Glanbia plc

    351,776  
    260,545    

Golden Agri-Resources Ltd.

    67,028  
    11,132    

GrainCorp Ltd. Class A

    74,241  
    1,885    

Gruma S.A.B. de C.V. Class B

    25,138  
    1,645    

Hokuto Corp.

    30,867  
    4,993    

Hormel Foods Corp.

    175,154  
    3,878    

Ingredion, Inc.

    480,174  
    64,540    

IOI Corp. Bhd

    68,206  
    79,660    

JBS S.A.

    257,749  
    5,611    

Kernel Holding S.A.

    99,922  
    33,105    

Kuala Lumpur Kepong Bhd

    186,993  
    131,765    

Marfrig Global Foods S.A.*

    299,725  
    8,545    

MHP S.A. GDR

    88,014  
    78,555    

Minerva S.A.

    249,966  
    25,271    

NEW Zealand King Salmon Investments Ltd.

    22,903  
    9,840    

NH Foods Ltd.

    280,469  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 64.1% - (continued)      
            Food, Beverage & Tobacco - 2.6% - (continued)  
    6,249    

Origin Enterprises plc

  $ 50,712  
    4,792    

Pilgrim’s Pride Corp.

    124,400  
    12,300    

Prima Meat Packers Ltd.

    56,679  
    18,359    

PureCircle Ltd.*

    78,469  
    5,089    

S&W Seed Co.*

    24,427  
    10,879    

Salmar ASA

    258,132  
    53,705    

Sao Martinho S.A.

    301,176  
    3,455    

Select Harvests Ltd.

    14,064  
    28,745    

SLC Agricola S.A.

    177,503  
    28,984    

Tate & Lyle plc

    284,238  
    1,758    

Tyson Foods, Inc. Class A

    112,969  
    281,145    

Wilmar International Ltd.

    714,128  
     

 

 

 
        7,992,637  
     

 

 

 
            Insurance - 0.9%  
    44,974    

Assicurazioni Generali S.p.A.

    712,389  
    30,485    

Dai-ichi Life Holdings, Inc.

    519,465  
    1,126,701    

Shin Kong Financial Holding Co., Ltd.*

    300,274  
    56,781    

Storebrand ASA

    374,139  
    50,660    

T&D Holdings, Inc.

    753,291  
    23,866    

Tongyang Life Insurance Co., Ltd.

    210,483  
     

 

 

 
        2,870,041  
     

 

 

 
            Materials - 13.3%  
    3,199    

African Rainbow Minerals Ltd.

    20,222  
    11,327    

Agnico Eagle Mines Ltd.

    541,770  
    7,685    

Agrium, Inc.

    721,294  
    5,909    

Alcoa Corp.

    199,311  
    2,744    

Allegheny Technologies, Inc.

    50,352  
    184,003    

Alrosa PAO*

    317,107  
    72,939    

Alumina Ltd.

    100,128  
    45,842    

Aluminum Corp. of China Ltd. Class H*

    22,531  
    1,507    

American Vanguard Corp.

    25,242  
    22,693    

Anglo American Platinum Ltd.*

    560,370  
    93,513    

Anglo American plc*

    1,338,868  
    13,060    

AngloGold Ashanti Ltd.

    149,562  
    4,862    

AngloGold Ashanti Ltd. ADR

    55,573  
    10,875    

Antofagasta plc

    117,991  
    63,680    

ArcelorMittal*

    498,249  
    1,939    

ArcelorMittal South Africa Ltd.*

    1,089  
    103,974    

Barrick Gold Corp.

    1,738,323  
    89,133    

BHP Billiton Ltd.

    1,586,918  
    18,400    

BHP Billiton Ltd. ADR

    655,040  
    56,955    

BHP Billiton plc

    868,290  
    16,800    

BHP Billiton plc ADR

    516,264  
    7,437    

Boliden AB

    212,462  
    1,619    

CAP S.A.

    16,908  
    50,585    

Centerra Gold, Inc.

    261,254  
    30,665    

CF Industries Holdings, Inc.

    819,982  
    298,578    

China Steel Corp.

    239,285  
    16,510    

Cia de Minas Buenaventura SAA ADR

    198,285  
    15,907    

Cia Siderurgica Nacional S.A.*

    38,840  
    2,700    

Cliffs Natural Resources, Inc.*

    18,144  
    1,470    

Daido Steel Co., Ltd.

    8,185  
    211,129    

Eldorado Gold Corp.

    772,515  
    38,817    

Eregli Demir ve Celik Fabrikalari T.A.S.

    71,105  
    3,842    

Feng Hsin Steel Co. Ltd.

    6,490  
    35,260    

Fertilizantes Heringer S.A.*

    44,102  
    23,739    

First Quantum Minerals Ltd.

    226,251  
    40,824    

Fortescue Metals Group Ltd.

    161,812  
    8,432    

Franco-Nevada Corp.

    574,388  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  14  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 64.1% - (continued)      
            Materials - 13.3% - (continued)  
    40,604    

Freeport-McMoRan, Inc.*

  $ 517,701  
    12,490    

Fresnillo plc

    234,839  
    25,754    

Gerdau S.A. (Preference Shares)

    79,516  
    332,246    

Glencore plc*

    1,305,773  
    189,606    

Gold Fields Ltd.

    621,436  
    17,076    

Gold Fields Ltd. ADR

    55,497  
    47,674    

Goldcorp, Inc.

    665,529  
    107,027    

Grupo Mexico S.A.B. de C.V. Series B

    312,748  
    4,530    

Harmony Gold Mining Co., Ltd.

    9,809  
    13,604    

Hecla Mining Co.

    74,142  
    27,948    

Hindalco Industries Ltd.

    86,482  
    5,316    

Hitachi Metals Ltd.

    74,447  
    2,199    

Hyundai Steel Co.

    105,919  
    15,886    

Iluka Resources Ltd.

    99,828  
    143,152    

Impala Platinum Holdings Ltd.*

    459,347  
    3,994    

Industrias CH S.A.B. de C.V. Series B*

    21,450  
    11,453    

Intrepid Potash, Inc.*

    20,730  
    95,180    

Ivanhoe Mines Ltd. Class A*

    333,989  
    13,768    

JFE Holdings, Inc.

    234,835  
    36,253    

Jiangxi Copper Co., Ltd. Class H

    56,474  
    36,350    

JSR Corp.

    664,317  
    17,187    

JSW Steel Ltd.

    53,166  
    4,017    

KGHM Polska Miedz S.A.

    127,251  
    187,779    

Kinross Gold Corp.*

    655,349  
    7,314    

Kobe Steel Ltd.*

    64,978  
    241    

Korea Zinc Co., Ltd.

    90,083  
    467    

Koza Altin Isletmeleri AS*

    2,538  
    2,375    

Kumba Iron Ore Ltd.*

    30,876  
    4,110    

Kumiai Chemical Industry Co., Ltd.

    23,716  
    18,665    

Kyoei Steel Ltd.

    301,791  
    12,926    

LafargeHolcim Ltd.*

    733,013  
    29,019    

Lonmin plc*

    41,346  
    1,163    

Maruichi Steel Tube Ltd.

    32,979  
    3,075    

Mitsubishi Materials Corp.

    91,564  
    14,677    

MMC Norilsk Nickel PJSC ADR

    225,465  
    13,045    

Monsanto Co.

    1,521,177  
    31,183    

Mosaic Co.

    839,758  
    18,795    

Neturen Co., Ltd.

    155,238  
    43,120    

Newcrest Mining Ltd.

    691,789  
    50,337    

Newmont Mining Corp.

    1,701,894  
    21,162    

Nippon Steel & Sumitomo Metal Corp.

    476,579  
    33,702    

Norsk Hydro ASA

    192,056  
    3,390    

Northam Platinum Ltd.*

    12,607  
    15,110    

Northern Star Resources Ltd.

    49,127  
    1,124    

Novolipetsk Steel PJSC GDR

    21,311  
    648    

Novozymes AS Class B

    27,976  
    13,197    

Nucor Corp.

    809,372  
    12,272    

Nufarm Ltd.

    93,270  
    2,394    

OZ Minerals Ltd.

    12,712  
    64,420    

Pacific Metals Co., Ltd.*

    209,246  
    14,803    

Petra Diamonds Ltd.*

    24,867  
    1,912    

POSCO

    451,391  
    45,450    

Potash Corp. of Saskatchewan, Inc.

    766,462  
    5,233    

Randgold Resources Ltd. ADR

    460,452  
    181,449    

Resolute Mining Ltd.

    168,473  
    12,133    

Rio Tinto Ltd.

    549,281  
    34,742    

Rio Tinto plc

    1,370,579  
    26,400    

Rio Tinto plc ADR

    1,051,248  
    1,170    

Royal Bafokeng Platinum Ltd.*

    3,092  
    11,509    

Salzgitter AG

    393,948  
    10,251    

Sasol Ltd. ADR

    312,861  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 64.1% - (continued)      
            Materials - 13.3% - (continued)  
    4,882    

Severstal PJSC GDR

  $ 66,686  
    7,700    

Sibanye Gold Ltd.

    15,473  
    26,070    

Silver Wheaton Corp.

    520,618  
    795    

Sims Metal Management Ltd.

    7,299  
    360,275    

Sinofert Holdings Ltd.

    48,103  
    153,469    

South32 Ltd.

    318,328  
    14,000    

South32 Ltd. ADR

    144,760  
    4,234    

Southern Copper Corp.

    149,757  
    1,230    

SSAB AB Class A*

    5,351  
    1,428    

SSAB AB Class B*

    5,066  
    14,494    

Sumitomo Metal Mining Co., Ltd.

    196,270  
    2,990    

Syngenta AG*

    1,389,553  
    9,091    

Tata Steel Ltd.

    63,425  
    20,667    

Teck Resources Ltd. Class B

    428,699  
    10,534    

ThyssenKrupp AG

    251,031  
    43,660    

Tokyo Steel Manufacturing Co., Ltd.

    325,315  
    24,543    

Turquoise Hill Resources Ltd.*

    66,884  
    3,100    

United States Steel Corp.

    69,192  
    10,651    

Usinas Siderurgicas de Minas Gerais S.A. Class A, (Preference Shares)*

    14,295  
    34,143    

Vale S.A.

    295,493  
    55,445    

Vale S.A. (Preference Shares)

    458,715  
    24,330    

Vedanta Ltd.

    91,998  
    3,824    

Vicat S.A.

    272,009  
    3,126    

Voestalpine AG

    130,321  
    143,691    

Western Areas Ltd.*

    238,477  
    60,026    

Yamana Gold, Inc.

    161,383  
    12,402    

Yamato Kogyo Co., Ltd.

    310,203  
    20,277    

Yara International ASA

    754,000  
    295,790    

Zijin Mining Group Co., Ltd. Class H

    104,973  
     

 

 

 
        41,533,868  
     

 

 

 
            Media - 0.3%  
    15,988    

Comcast Corp. Class A

    626,569  
    11,292    

SES S.A.

    246,805  
     

 

 

 
        873,374  
     

 

 

 
            Pharmaceuticals, Biotechnology & Life Sciences - 0.0%  
    2,946    

Genus plc

    65,438  
     

 

 

 
            Real Estate - 0.4%  
    5,420    

American Tower Corp. REIT

    682,595  
    8,086    

Equity LifeStyle Properties, Inc. REIT

    654,238  
     

 

 

 
        1,336,833  
     

 

 

 
            Retailing - 0.1%  
    1,471    

Murphy USA, Inc.*

    102,337  
    17,645    

Xebio Holdings Co., Ltd.

    293,461  
     

 

 

 
        395,798  
     

 

 

 
            Semiconductors & Semiconductor Equipment - 0.4%  
    9,743    

First Solar, Inc.*

    287,906  
    52,990    

Shinko Electric Industries Co., Ltd.

    379,065  
    29,788    

SunPower Corp.*

    206,729  
    9,085    

Tokyo Seimitsu Co., Ltd.

    281,786  
     

 

 

 
        1,155,486  
     

 

 

 
            Software & Services - 0.3%  
    127,890    

Fujitsu Ltd.

    798,330  
     

 

 

 
            Telecommunication Services - 0.7%  
    127,327    

BT Group plc

    502,298  
    20,413    

KT Corp.

    577,560  
    28,931    

NTT DoCoMo, Inc.

    700,045  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  15  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 64.1% - (continued)      
            Telecommunication Services - 0.7% - (continued)  
    19,000    

Telefonica Brasil S.A. (Preference Shares)

  $ 283,080  
     

 

 

 
        2,062,983  
     

 

 

 
            Transportation - 0.8%  
    8,017    

Canadian National Railway Co.

    579,493  
    14,782    

D/S Norden A/S*

    295,443  
    2,378    

Flughafen Zuerich AG

    524,058  
    9,345    

Hamburger Hafen und Logistik AG

    177,110  
    1,620,200    

Pacific Basin Shipping Ltd.*

    321,812  
    137,608    

PostNL N.V.

    681,835  
     

 

 

 
        2,579,751  
     

 

 

 
            Utilities - 3.6%  
    14,975    

Avangrid, Inc.

    651,412  
    124,512    

Centrica plc

    319,056  
    64,578    

Cheung Kong Infrastructure Holdings Ltd.

    565,356  
    611,620    

China Longyuan Power Group Corp. Ltd. Class H

    470,228  
    34,500    

Cia Paranaense de Energia (Preference Shares)

    317,060  
    66,960    

E.ON SE

    521,979  
    114,712    

Enel S.p.A.

    545,362  
    42,238    

Engie S.A.

    595,558  
    109,271    

ENN Energy Holdings Ltd.

    592,345  
    375,816    

Guangdong Investment Ltd.

    581,304  
    102,011    

Iberdrola S.A.

    733,333  
    37,511    

Indraprastha Gas Ltd.

    616,241  
    6,719    

Innogy SE(3)

    247,016  
    13,326    

National Grid plc

    172,548  
    6,090    

NextEra Energy, Inc.

    813,380  
    142,628    

NTPC Ltd.

    364,640  
    70,161    

Osaka Gas Co., Ltd.

    262,629  
    53,075    

Power Assets Holdings Ltd.

    477,362  
    5,495    

Sempra Energy

    621,045  
    17,900    

Severn Trent plc

    538,842  
    20,999    

SSE plc

    378,283  
    18,853    

UGI Corp.

    945,666  
     

 

 

 
        11,330,645  
     

 

 

 
   

Total Common Stocks
(cost $191,777,732)

  $ 199,643,034  
     

 

 

 
     
CORPORATE BONDS - 0.7%      
            Chemicals - 0.0%      
  $       125,000    

PolyOne Corp.
5.25%, 03/15/2023

  $ 128,437  
     

 

 

 
            Construction Materials - 0.2%      
  EUR       125,000    

Buzzi Unicem S.p.A.
2.13%, 04/28/2023(4)

    140,883  
  $       225,000    

Eagle Materials, Inc.
4.50%, 08/01/2026

    223,875  
    125,000    

Standard Industries, Inc.
5.38%, 11/15/2024(4)

    130,313  
     

 

 

 
        495,071  
     

 

 

 
            Distribution/Wholesale - 0.0%      
    75,000    

Beacon Roofing Supply, Inc.
6.38%, 10/01/2023

    80,813  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 0.7% - (continued)      
            Electric - 0.0%      
  $       100,000    

Abu Dhabi National Energy Co. PJSC
6.25%, 09/16/2019(4)

  $ 109,302  
     

 

 

 
            Home Builders - 0.1%      
    100,000    

Lennar Corp.
4.88%, 12/15/2023

    103,500  
    30,000    

Toll Brothers Finance Corp.
4.00%, 12/31/2018

    30,825  
     

 

 

 
        134,325  
     

 

 

 
            Iron/Steel - 0.0%      
    75,000    

AK Steel Corp.
7.63%, 10/01/2021

    78,281  
     

 

 

 
            Machinery-Diversified - 0.0%      
    50,000    

CNH Industrial Capital LLC
3.88%, 07/16/2018

    51,000  
     

 

 

 
            Mining - 0.1%      
    10,000    

New Gold, Inc.
6.25%, 11/15/2022(4)

    10,200  
    125,000    

Teck Resources Ltd.
8.50%, 06/01/2024(3)

    144,844  
     

 

 

 
        155,044  
     

 

 

 
            Oil & Gas - 0.3%      
    25,000    

Anadarko Petroleum Corp.
4.50%, 07/15/2044

    24,089  
    50,000    

Concho Resources, Inc.
5.50%, 04/01/2023

    51,844  
    25,000    

Continental Resources, Inc.
4.90%, 06/01/2044

    21,688  
    70,000    

Devon Energy Corp.
5.00%, 06/15/2045

    71,132  
  GBP       100,000    

Gazprom OAO Via Gaz Capital S.A.
5.34%, 09/25/2020(4)

    139,756  
  $       50,000    

Hess Corp.
5.60%, 02/15/2041

    50,506  
    70,000    

Marathon Oil Corp.
3.85%, 06/01/2025

    69,532  
    75,000    

5.90%, 03/15/2018

    77,520  
    50,000    

Matador Resources Co.
6.88%, 04/15/2023

    52,750  
    50,000    

Newfield Exploration Co.
5.63%, 07/01/2024

    52,844  
    50,000    

Occidental Petroleum Corp.
4.40%, 04/15/2046

    51,128  
    50,000    

Petrobras Global Finance B.V.
5.38%, 01/27/2021

    51,368  
    50,000    

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

    52,687  
     

 

 

 
        766,844  
     

 

 

 
            Pipelines - 0.0%      
    60,000    

Sunoco Logistics Partners Operations L.P.
5.95%, 12/01/2025

    67,795  
     

 

 

 
   

Total Corporate Bonds
(cost $2,033,331)

  $ 2,066,912  
     

 

 

 
     
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  16  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 1.5%      
            Argentina - 0.0%      
  EUR       125,000    

Argentine Republic Government International Bond
5.00%, 01/15/2027(4)

  $ 130,062  
     

 

 

 
            Brazil - 0.1%      
  BRL       827,785    

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2022(5)

    268,532  
     

 

 

 
            Canada - 0.3%      
  CAD       1,209,868    

Canadian Government Real Return Bond
4.25%, 12/01/2021(5)

    1,076,123  
     

 

 

 
            Japan - 0.3%      
  JPY       97,022,250    

Japanese Government CPI Linked Bond
0.10%, 03/10/2026(5)

    917,387  
     

 

 

 
            Mexico - 0.2%      
  MXN       8,116,434    

Mexican Udibonos
2.00%, 06/09/2022(5)

    406,355  
    2,129,853    

4.00%, 11/08/2046(5)

    117,805  
     

 

 

 
        524,160  
     

 

 

 
            New Zealand - 0.3%      
  NZD       841,914    

New Zealand Government Bond
2.00%, 09/20/2025(4)(5)

    584,209  
    253,550    

2.50%, 09/20/2035(4)(5)

    181,204  
     

 

 

 
        765,413  
     

 

 

 
            Russia - 0.2%      
  RUB       39,324,973    

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(5)

    661,583  
     

 

 

 
            Thailand - 0.1%      
  THB       7,920,590    

Thailand Government Bond
1.20%, 07/14/2021(4)(5)

    225,659  
     

 

 

 
   

Total Foreign Government Obligations
(cost $4,560,597)

  $ 4,568,919  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 19.1%  
            U.S. Treasury Securities - 19.1%  
            U.S. Treasury Bonds - 4.2%      
  $       1,212,705    

0.75%, 02/15/2042(5)

  $ 1,177,044  
    325,830    

0.75%, 02/15/2045(5)

    313,053  
    1,236,086    

0.88%, 02/15/2047(5)

    1,229,204  
    113,079    

1.00%, 02/15/2046(5)

    115,833  
    1,201,900    

1.38%, 02/15/2044(5)

    1,337,006  
    465,072    

1.75%, 01/15/2028(5)

    529,123  
    2,945,352    

2.00%, 01/15/2026(5)

    3,348,659  
    1,356,821    

2.38%, 01/15/2025(5)

    1,567,440  
    724,704    

2.38%, 01/15/2027(5)

    858,146  
    2,070,463    

2.50%, 01/15/2029(5)

    2,546,874  
     

 

 

 
        13,022,382  
     

 

 

 
            U.S. Treasury Notes - 14.9%      
    727,657    

0.13%, 04/15/2019(5)

    734,395  
    2,860,358    

0.13%, 04/15/2020(5)

    2,894,010  
    616,632    

0.13%, 04/15/2021(5)

    622,509  
    3,444,852    

0.13%, 01/15/2022(5)

    3,474,860  
    951,596    

0.13%, 04/15/2022(5)

    957,776  
    1,482,880    

0.13%, 07/15/2022(5)

    1,496,898  
    5,749,056    

0.13%, 01/15/2023(5)

    5,761,860  
    1,974,704    

0.13%, 07/15/2024(5)

    1,965,602  
    1,092,383    

0.13%, 07/15/2026(5)

    1,073,301  

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT SECURITIES - 19.1% - (continued)  
            U.S. Treasury Notes - 14.9% - (continued)  
  $       4,041,573    

0.25%, 01/15/2025(5)

  $ 4,023,082  
    2,145,653    

0.38%, 07/15/2023(5)

    2,185,549  
    1,746,121    

0.38%, 07/15/2025(5)

    1,760,986  
    1,235,309    

0.38%, 01/15/2027(5)

    1,238,528  
    1,080,720    

0.63%, 07/15/2021(5)

    1,120,445  
    6,185,226    

0.63%, 01/15/2024(5)

    6,357,497  
    1,153,249    

0.63%, 01/15/2026(5)

    1,181,470  
    2,760,317    

1.13%, 01/15/2021(5)

    2,900,811  
    1,507,802    

1.25%, 07/15/2020(5)

    1,589,788  
    2,813,722    

1.38%, 01/15/2020(5)

    2,950,171  
    2,268,844    

2.13%, 01/15/2019(5)

    2,370,686  
     

 

 

 
        46,660,224  
     

 

 

 
        59,682,606  
     

 

 

 
   

Total U.S. Government Securities
(cost $59,482,832)

  $ 59,682,606  
     

 

 

 
     
CONVERTIBLE BONDS - 0.0%      
            Electrical Components & Equipment - 0.0%  
    84,000    

SunPower Corp.
0.88%, 06/01/2021

  $ 65,520  
     

 

 

 
            Oil & Gas - 0.0%      
    39,000    

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

    37,659  
     

 

 

 
   

Total Convertible Bonds
(cost $109,514)

  $ 103,179  
     

 

 

 
     
EXCHANGE TRADED FUNDS - 1.1%      
            Other Investment Pools & Funds - 1.1%      
    51,638    

PowerShares Senior Loan Portfolio

  $ 1,202,133  
    98,500    

VanEck Vectors Gold Miners ETF

    2,189,655  
     

 

 

 
        3,391,788  
     

 

 

 
   

Total Exchange Traded Funds
(cost $3,584,594)

  $ 3,391,788  
     

 

 

 
     
CONVERTIBLE PREFERRED STOCKS - 0.0%      
            Energy - 0.0%      
    700    

Hess Corp. 8.00%

  $ 41,755  
    650    

WPX Energy, Inc. Series A 6.25%

    35,613  
     

 

 

 
        77,368  
     

 

 

 
   

Total Convertible Preferred Stocks
(cost $79,836)

  $ 77,368  
     

 

 

 
   

Total Long-Term Investments
(cost $261,628,436)

  $ 269,533,806  
     

 

 

 
     
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  17  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 11.8%      
            Other Investment Pools & Funds - 11.8%      
    36,966,890    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 36,966,890  
     

 

 

 
   

Total Short-Term Investments
(cost $36,966,890)

  $ 36,966,890  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $298,595,326)

    98.3   $ 306,500,696  
   

Total Purchased Options
(cost $235,103)

    0.1   $ 162,266  
     

 

 

   

 

 

 
   

Total Investments
(cost $298,830,429)^

    98.4   $ 306,662,962  
   

Other Assets and Liabilities

    1.6     4,979,898  
     

 

 

   

 

 

 
   

Total Net Assets

    100.0   $     311,642,860  
     

 

 

   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  18  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 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.

 

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

 

     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 April 30, 2017, the Fund invested 19.4% 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

   $     14,827,203  

Unrealized Depreciation

     (6,994,670
  

 

 

 

Net Unrealized Appreciation

   $ 7,832,533  
  

 

 

 

 

* 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 April 30, 2017, the aggregate fair value of this security was $1,016, which represented 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 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  
  01/2013        3,730     

CNK International Co., Ltd.

   $     20,155  
        

 

 

 

 

     At April 30, 2017, the value of this security was $1,016, which represented 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 April 30, 2017, the aggregate value of these securities was $391,860, which represented 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 April 30, 2017, the aggregate value of these securities was $1,651,588, which represented 0.5% of total net assets.

 

(5)  The principal amount for these securities is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

OTC Option Contracts Outstanding at April 30, 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

     GSC        54.00 RUB per USD        12/12/17        USD        17,260,378      $ 96,244      $ 155,309      $ (59,065
              

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

                 17,260,378      $     96,244      $     155,309      $     (59,065
              

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  19  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Exchange Traded Option Contracts Outstanding at April 30, 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

                 

Corn Future Option

     380.00 USD        06/23/17        USD        15     $ 5,250     $ 5,286     $ (36

Crude Oil Future Option

     50.00 USD        05/17/17        USD        12       9,480       16,502       (7,022

LME Copper Future Option

     6,000.00 USD        06/07/17        USD        6       8,087       35,268       (27,181

Primary Aluminum Future Option

     1,800.00 USD        06/07/17        USD        8       34,040       12,174       21,866  

Soybean Future Option

     1,000.00 USD        06/23/17        USD        6       2,775       2,887       (112
           

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

              47     $ 59,632     $ 72,117     $ (12,485
           

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                 

Gold Future Option

     1,250.00 USD        05/25/17        USD        9     $ 6,390     $ 7,677     $ (1,287
           

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

              56     $     66,022     $ 79,794     $     (13,772
           

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                 

Calls

                 

LME Copper Future Option

     6,400.00 USD        06/07/17        USD        (6   $ (7,012   $     (17,427   $ 10,415  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

              (6   $ (7,012   $ (17,427   $ 10,415  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

10-Year Mini JGB Future

     2        06/12/2017      $ 269,628      $ 270,967      $ 1,339  

Brent Crude Oil Future

     54        05/31/2017            2,980,191            2,810,700            (169,491

Brent Crude Oil Future

     17        06/30/2017        892,399        890,290        (2,109

Cocoa Future

     37        07/14/2017        764,031        681,170        (82,861

Coffee Future

     4        07/19/2017        209,419        200,100        (9,319

Corn Future

     110        07/14/2017        2,064,435        2,015,750        (48,685

Gasoline Future

     28        05/31/2017        2,031,789        1,820,566        (211,223

Gold 100oz Future

     15        06/28/2017        1,863,657        1,902,450        38,793  

Iron Ore 62% Fe Future

     5        05/31/2017        217,017        170,000        (47,017

Iron Ore 62% Fe Future

     5        06/30/2017        210,517        167,500        (43,017

Iron Ore 62% Fe Future

     5        07/31/2017        204,517        163,525        (40,992

KC Hard Red Winter Wheat Future

     86        07/14/2017        1,855,401        1,880,175        24,774  

LME Copper Future

     13        05/15/2017        1,970,178        1,857,537        (112,641

LME Copper Future

     27        06/19/2017        3,997,883        3,867,075        (130,808

LME Nickel Future

     37        05/15/2017        2,359,350        2,088,132        (271,218

LME Nickel Future

     12        06/19/2017        784,727        678,780        (105,947

LME Zinc Future

     46        06/19/2017        3,220,801        3,013,287        (207,514

Live Cattle Future

     28        06/30/2017        1,253,778        1,389,080        135,302  

NY Harbor ULSD Future

     13        05/31/2017        882,955        822,931        (60,024

Natural Gas Future

     24        05/26/2017        782,553        786,240        3,687  

Natural Gas Future

     13        07/27/2017        406,826        439,400        32,574  

Natural Gas Future

     17        12/27/2017        577,583        617,100        39,517  

Primary Aluminum Future

     39        05/15/2017        1,848,748        1,856,400        7,652  

Primary Aluminum Future

     13        06/19/2017        617,028        619,856        2,828  

Silver Future

     13        07/27/2017        1,200,341        1,122,030        (78,311

Soybean Future

     51        07/14/2017        1,604,874        1,610,580        5,706  

Soybean Future

     25        07/14/2017        1,199,258        1,195,313        (3,945

Soybean Future

     20        11/14/2017        1,012,050        953,250        (58,800

Soybean Oil Future

     11        07/14/2017        234,652        209,286        (25,366

Sugar No. 11 Future

     86        06/30/2017        1,611,636        1,553,642        (57,994

Uranium Future

     32        06/26/2017        158,253        182,000        23,747  

Uranium Future

     26        12/22/2017        182,752        149,825        (32,927

 

The accompanying notes are an integral part of these financial statements.

 

 

  20  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2017 - (continued)  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts: - (continued)

              

WTI Crude Future

     8        05/22/2017      $ 418,231      $ 394,640      $ (23,591

WTI Crude Future

     9        10/20/2017        455,868        454,140        (1,728

WTI Crude Future

     21        11/20/2017        1,114,567        1,062,390        (52,177

Wheat Future

     34        07/14/2017        743,315        734,825        (8,490
              

 

 

 

Total

               $     (1,570,276
              

 

 

 

Short position contracts:

              

Brent Crude Oil Future

     3        10/26/2017      $ 36,451      $ 51,840      $ (15,389

Brent Crude Oil Future

     4        10/31/2018        210,893        210,680        213  

Cattle Feeder Future

     18        08/31/2017            1,111,682            1,392,300        (280,618

Cattle Feeder Future

     2        09/28/2017        140,056        154,650        (14,594

Corn Future

     46        12/14/2017        886,152        885,500        652  

Cotton No. 2 Future

     24        07/07/2017        920,768        946,440        (25,672

Gasoline Future

     8        11/30/2017        523,187        470,333        52,854  

ICE Coal Future

     1        10/27/2017        75,791        77,100        (1,309

ICE Coal Future

     1        11/24/2017        75,791        76,800        (1,009

ICE Coal Future

     1        12/29/2017        75,791        76,500        (709

Iron Ore 62% Fe Future

     3        10/31/2017        108,383        95,670        12,713  

Iron Ore 62% Fe Future

     3        11/30/2017        108,383        94,575        13,808  

Iron Ore 62% Fe Future

     3        12/29/2017        108,383        93,480        14,903  

LME Copper Future

     13        05/15/2017        1,932,000        1,857,538        74,462  

LME Copper Future

     3        06/19/2017        436,166        429,675        6,491  

LME Nickel Future

     37        05/15/2017        2,342,122        2,088,132        253,990  

LME Nickel Future

     1        06/19/2017        56,742        56,565        177  

LME Zinc Future

     6        06/19/2017        411,638        393,037        18,601  

Lean Hogs Future

     14        08/14/2017        408,335        422,380        (14,045

Long Gilt Future

     4        06/28/2017        658,009        664,541        (6,532

Primary Aluminum Future

     13        05/15/2017        636,474        618,800        17,674  

Sugar No. 11 Future

     29        09/29/2017        608,191        530,074        78,117  

U.S. Treasury 10-Year Note Future

     7        06/21/2017        869,041        880,031        (10,990

U.S. Treasury 5-Year Note Future

     4        06/30/2017        469,973        473,625        (3,652

U.S. Treasury Ultra Bond Future

     8        06/21/2017        1,276,899        1,303,500        (26,601

WTI Crude Future

     9        11/19/2018        492,947        453,240        39,707  
              

 

 

 

Total

               $ 183,242  
              

 

 

 

Total futures contracts

               $     (1,387,034
              

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017  

Reference Entity

  Counterparty     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:

                 

Brazil (Federated Republic of)

    GSC       USD       150,000       1.00%/1.95%       12/20/21     $     $ (11,751   $ (5,996   $ 5,755  

Brazil (Federated Republic of)

    HSBC       USD       150,000       1.00%/1.95%       12/20/21             (10,653     (5,996     4,657  

U.S. Steel Corp.

    GSC       USD       150,000       5.00%/5.59%       06/20/22             (6,000     (3,076     2,924  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     $ (28,404   $ (15,068   $ 13,336  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

            $     $ (28,404   $ (15,068   $ 13,336  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $     —     $     (28,404   $     (15,068   $     13,336  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(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

 

The accompanying notes are an integral part of these financial statements.

 

 

  21  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

  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 April 30, 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 April 30, 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.EM.27

   USD    400,000    (1.00%)     06/20/22      $ 20,691      $ 17,263      $ (3,428
          

 

 

    

 

 

    

 

 

 

Total

 

   $     20,691      $     17,263      $     (3,428
          

 

 

    

 

 

    

 

 

 

 

(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 April 30, 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 USD LIBOR

   1.75% Fixed      USD    100,000        12/21/46      $     —      $     (1,432   $     16,434      $     17,866  
           

 

 

    

 

 

   

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 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)
 

Bloomberg Silver Subindex

    BCLY       USD       493,823       Bloomberg Silver Subindex       10/31/17     $     $     $     $ 0  

Bloomberg Soybean Meal Subindex

    BCLY       USD       327,208       Bloomberg (Soy Meal Subindex)       10/31/17                         0  

Bloomberg Soybean Meal Subindex

    BCLY       USD       274,739       Bloomberg (Soy Meal Subindex)       02/15/18                         0  

Bloomberg Wheat Subindex

    BCLY       USD       322,474       Bloomberg Wheat Subindex       10/31/17                         0  

Cotton No. 2 Future Index

    GSC       USD       276,920       Cotton No. 2 Future Index       06/16/17                   875       875  

S&P GSCI Industrial Metals Index

    GSC       USD       297,505       S&P GSCI Industrial Metals Index       05/26/17                         0  

Silver Spot Index

    GSC       USD       202,702       Silver Spot Index       11/29/17                   1,398       1,398  

Uranium 308 Physical Spot

    GSC       USD       247,189       Uranium 308 Physical Spot       12/31/18                   27,151       27,151  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     —     $     —     $     29,424     $     29,424  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

AUD

   Buy      05/31/17      ANZ    $ 5,297      $ 5,238      $ (59

AUD

   Buy      05/31/17      CBA      6,052        5,987        (65

AUD

   Buy      05/31/17      HSBC      250,221        249,959        (262

AUD

   Sell      05/31/17      ANZ      908,094        898,056        10,038  

AUD

   Sell      05/31/17      CBA      907,833        898,057        9,776  

BRL

   Buy      05/03/17      SCB      122,249        123,090        841  

BRL

   Buy      05/03/17      SCB      122,249        123,090        841  

BRL

   Buy      05/03/17      HSBC      124,940        123,089        (1,851

BRL

   Sell      05/03/17      SCB      123,801        123,089        712  

BRL

   Sell      05/03/17      HSBC      122,249        123,090        (841

BRL

   Sell      05/03/17      HSBC      122,249        123,090        (841

BRL

   Sell      06/02/17      HSBC      123,981        122,128        1,853  

CAD

   Buy      05/31/17      ANZ      1,557,160        1,530,998        (26,162

CAD

   Sell      05/31/17      ANZ      1,093,515        1,075,142        18,373  

 

The accompanying notes are an integral part of these financial statements.

 

 

  22  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

CNY

   Sell      05/31/17      JPM    $ 2,907,394      $ 2,906,637      $ 757  

COP

   Buy      05/31/17      HSBC      71,874        69,733        (2,141

EUR

   Buy      05/31/17      CBK      9,684        9,819        135  

EUR

   Sell      05/31/17      CBK          4,388,132            4,449,178            (61,046

GBP

   Sell      05/31/17      UBS      138,853        140,006        (1,153

JPY

   Sell      05/31/17      CBK      4,416,504        4,377,477        39,027  

JPY

   Sell      05/31/17      HSBC      2,079,941        2,057,209        22,732  

JPY

   Sell      05/31/17      NOM      1,373,660        1,357,753        15,907  

JPY

   Sell      05/31/17      NOM      3,268,622        3,255,560        13,062  

JPY

   Sell      05/31/17      DEUT      706,086        699,447        6,639  

MXN

   Sell      05/31/17      CBK      530,246        523,236        7,010  

NOK

   Buy      05/31/17      GSC      268,350        267,986        (364

NZD

   Sell      05/31/17      GSC      395,936        386,932        9,004  

NZD

   Sell      05/31/17      WEST      395,824        386,933        8,891  

PEN

   Buy      05/31/17      BOA      112,308        112,075        (233

RUB

   Sell      05/31/17      UBS      3,271,027        3,240,403        30,624  

THB

   Sell      05/31/17      JPM      226,355        224,786        1,569  

TRY

   Buy      05/31/17      GSC      1,633        1,674        41  
                 

 

 

 

Total

 

   $ 102,814  
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

NOM

   Nomura International

SCB

   Standard Chartered Bank

UBS

   UBS AG

WEST

   Westpac International
Currency Abbreviations:

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CNY

   Chinese Yuan

COP

   Colombian Peso

EUR

   Euro

GBP

   British Pound

JPY

   Japanese Yen

MXN

   Mexican Peso

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

PEN

   Peruvian Sol

RUB

   Russian Ruble

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar
Index Abbreviations:

CDX.EM

   Credit Derivatives Emerging Markets

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 accompanying notes are an integral part of these financial statements.

 

 

  23  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 983,282     $     $ 983,282     $  

Banks

     6,754,246             6,754,246        

Capital Goods

     3,559,041       763,881       2,794,144           1,016  

Commercial & Professional Services

     442,212             442,212        

Diversified Financials

     1,344,767       146,011       1,198,756        

Energy

         112,819,216       76,908,939       35,910,277        

Food & Staples Retailing

     745,086       63,981       681,105        

Food, Beverage & Tobacco

     7,992,637       4,890,526       3,102,111        

Insurance

     2,870,041             2,870,041        

Materials

     41,533,868       20,631,342       20,902,526        

Media

     873,374       626,569       246,805        

Pharmaceuticals, Biotechnology & Life Sciences

     65,438       65,438              

Real Estate

     1,336,833       1,336,833              

Retailing

     395,798       102,337       293,461        

Semiconductors & Semiconductor Equipment

     1,155,486       494,635       660,851        

Software & Services

     798,330             798,330        

Telecommunication Services

     2,062,983       283,080       1,779,903        

Transportation

     2,579,751       579,493       2,000,258        

Utilities

     11,330,645       3,595,579       7,735,066        

Corporate Bonds

     2,066,912             2,066,912        

Foreign Government Obligations

     4,568,919             4,568,919        

U.S. Government Securities

     59,682,606             59,682,606        

Convertible Bonds

     103,179             103,179        

Exchange Traded Funds

     3,391,788       3,391,788              

Convertible Preferred Stocks

     77,368       77,368              

Short-Term Investments

     36,966,890       36,966,890              

Purchased Options

     162,266       66,022       96,244        

Foreign Currency Contracts(2)

     197,832             197,832        

Futures Contracts(2)

     900,281       900,281              

Swaps - Credit Default(2)

     13,336             13,336        

Swaps - Interest Rate(2)

     17,866             17,866        

Swaps - Total Return(2)

     29,424             29,424        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 307,821,701     $     151,890,993     $     155,929,692     $ 1,016  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (95,018   $     $ (95,018   $  

Futures Contracts(2)

     (2,287,315     (2,287,315            

Swaps - Credit Default(2)

     (3,428           (3,428      

Written Options

     (7,012     (7,012            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (2,392,773   $ (2,294,327   $ (98,446   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $1,487 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $379,029 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in or 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 six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  24  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 115.7%  
      Automobiles & Components - 2.9%  
  4,836    

Hankook Tire Co., Ltd.

  $ 250,265  
  15,300    

Keihin Corp.

    240,744  
  6,160    

Tenneco, Inc.

    388,265  
   

 

 

 
      879,274  
   

 

 

 
      Banks - 6.4%  
  33,800    

Banco ABC Brasil S.A. (Preference Shares)

    189,763  
  1,026,758    

Bank of Ireland*

    258,473  
  31,800    

Banregio Grupo Financiero S.A.B. de C.V.

    183,618  
  248,000    

Chongqing Rural Commercial Bank Co., Ltd. Class H

    170,322  
  11,676    

Hilltop Holdings, Inc.

    324,710  
  15,646    

Indiabulls Housing Finance Ltd.

    247,098  
  13,730    

Sterling Bancorp

    319,222  
  76,059    

Union Bank of India

    202,667  
   

 

 

 
      1,895,873  
   

 

 

 
      Capital Goods - 11.7%  
  14,500    

Alstom S.A.*

    460,235  
  4,234    

Applied Industrial Technologies, Inc.

    270,976  
  34,000    

Beijing Enterprises Holdings Ltd.

    165,962  
  23,800    

Hazama Ando Corp.

    169,496  
  21,900    

Hino Motors Ltd.

    274,786  
  6,000    

Kyudenko Corp.

    171,935  
  26,600    

Minebea Mitsumi, Inc.

    384,819  
  3,719    

Moog, Inc. Class A*

    255,309  
  19,597    

Rexel S.A.

    349,970  
  3,351    

Teledyne Technologies, Inc.*

    451,815  
  7,690    

Timken Co.

    371,043  
  6,754    

Zodiac Aerospace

    163,990  
   

 

 

 
      3,490,336  
   

 

 

 
      Commercial & Professional Services - 2.1%  
  6,330    

Robert Half International, Inc.

    291,497  
  11,198    

TriNet Group, Inc.*

    329,221  
   

 

 

 
      620,718  
   

 

 

 
      Consumer Durables & Apparel - 6.1%  
  13,542    

Acushnet Holdings Corp.

    247,277  
  26,000    

Alpine Electronics, Inc.

    378,335  
  63,000    

ANTA Sports Products Ltd.

    176,823  
  4,579    

Carter’s, Inc.

    421,451  
  95,000    

Haier Electronics Group Co., Ltd.

    220,288  
  13,730    

La-Z-Boy, Inc.

    383,067  
   

 

 

 
      1,827,241  
   

 

 

 
      Consumer Services - 4.3%  
  6,290    

Cheesecake Factory, Inc.

    403,566  
  3,493    

China Lodging Group Ltd. ADR*

    247,933  
  29,693    

Melia Hotels International S.A.

    440,298  
  2,724    

New Oriental Education & Technology Group, Inc. ADR*

    175,807  
   

 

 

 
      1,267,604  
   

 

 

 
      Diversified Financials - 7.3%  
  43,495    

MFA Financial, Inc. REIT

    361,444  
  22,478    

MTGE Investment Corp. REIT

    404,604  
  26,503    

Redwood Trust, Inc. REIT

    452,406  
  29,550    

Santander Consumer USA Holdings, Inc.*

    376,467  
  11,120    

Solar Capital Ltd.

    253,647  
  8,606    

Voya Financial, Inc.

    321,692  
   

 

 

 
      2,170,260  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 115.7% - (continued)  
      Energy - 4.4%  
  26,200    

Cameco Corp.

  $ 251,242  
  37,300    

Enerplus Corp.

    269,151  
  11,300    

Japan Petroleum Exploration Co., Ltd.

    247,064  
  15,227    

Laredo Petroleum, Inc.*

    195,819  
  42,100    

Precision Drilling Corp.*

    167,469  
  82,400    

United Tractors Tbk PT

    166,137  
   

 

 

 
      1,296,882  
   

 

 

 
      Food & Staples Retailing - 0.7%  
  4,373    

GS Retail Co., Ltd.

    204,035  
   

 

 

 
      Food, Beverage & Tobacco - 4.3%  
  99,546    

Cloetta AB Class B

    402,351  
  4,304    

Post Holdings, Inc.*

    362,354  
  4,368    

Sanderson Farms, Inc.

    505,727  
   

 

 

 
      1,270,432  
   

 

 

 
      Health Care Equipment & Services - 6.2%  
  1,176    

BioMerieux

    235,171  
  3,919    

DiaSorin S.p.A.

    293,705  
  3,641    

Glaukos Corp.*

    173,057  
  9,282    

Globus Medical, Inc. Class A*

    281,523  
  8,420    

Haemonetics Corp.*

    352,630  
  8,084    

LifePoint Health, Inc.*

    502,420  
   

 

 

 
      1,838,506  
   

 

 

 
      Household & Personal Products - 1.5%  
  7,932    

Nu Skin Enterprises, Inc. Class A

    438,084  
   

 

 

 
      Insurance - 4.6%  
  3,488    

Assurant, Inc.

    335,685  
  10,512    

Assured Guaranty Ltd.

    400,822  
  30,541    

Coface S.A.*

    238,879  
  30,728    

MBIA, Inc.*

    258,115  
  20,751    

Storebrand ASA

    136,732  
   

 

 

 
      1,370,233  
   

 

 

 
      Materials - 9.2%  
  5,840    

Cabot Corp.

    351,510  
  48,900    

Centerra Gold, Inc.

    252,551  
  30,620    

Fletcher Building Ltd.

    179,689  
  24,520    

Graphic Packaging Holding Co.

    332,982  
  8,500    

Methanex Corp.

    390,612  
  88,700    

PTT Global Chemical PCL

    192,324  
  5,128    

Reliance Steel & Aluminum Co.

    404,189  
  2,223    

Salzgitter AG

    76,092  
  43,300    

Tokyo Steel Manufacturing Co., Ltd.

    322,633  
  4,155    

Vidrala S.A.

    243,954  
   

 

 

 
      2,746,536  
   

 

 

 
      Media - 1.1%  
  34,587    

UBM plc

    318,110  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 2.9%  
  6,151    

Blueprint Medicines Corp.*

    286,513  
  4,418    

ICON plc*

    373,277  
  1,410    

TESARO, Inc.*

    208,102  
   

 

 

 
      867,892  
   

 

 

 
      Real Estate - 7.6%  
  24,057    

Axiare Patrimonio SOCIMI S.A. REIT

    399,368  
  558,139    

Beni Stabili S.p.A. SIIQ REIT

    354,453  
  190,700    

Corp. Inmobiliaria Vesta S.A.B. de C.V.

    268,243  
  20,417    

Entra ASA(1)

    234,227  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  25  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 115.7% - (continued)  
      Real Estate - 7.6% - (continued)  
  11,560    

LaSalle Hotel Properties REIT

  $ 330,154  
  7,313    

Potlatch Corp. REIT

    329,451  
  10,500    

Sumitomo Real Estate Sales Co., Ltd. REIT

    338,549  
   

 

 

 
      2,254,445  
   

 

 

 
      Retailing - 2.7%  
  30,493    

Chico’s FAS, Inc.

    421,413  
  78,702    

Marks & Spencer Group plc

    373,531  
   

 

 

 
      794,944  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 5.7%  
  22,200    

Entegris, Inc.*

    550,560  
  12,031    

First Solar, Inc.*

    355,516  
  4,101    

MKS Instruments, Inc.

    320,903  
  3,570    

Silicon Motion Technology Corp. ADR

    173,324  
  63,929    

Win Semiconductors Corp.

    284,710  
   

 

 

 
      1,685,013  
   

 

 

 
      Software & Services - 5.3%  
  6,659    

Aspen Technology, Inc.*

    409,462  
  9,910    

Cardtronics plc Class A*

    412,058  
  500    

Cloudera, Inc.*

    9,050  
  21,900    

Nexon Co., Ltd.

    372,724  
  2,472    

SINA Corp.*

    189,874  
  6,608    

Yandex N.V. Class A*

    180,134  
   

 

 

 
      1,573,302  
   

 

 

 
      Technology Hardware & Equipment - 4.2%  
  4,800    

Arrow Electronics, Inc.*

    338,400  
  19,000    

Catcher Technology Co., Ltd.

    195,118  
  45,000    

Elite Material Co., Ltd.

    179,483  
  7,657    

Spectris plc

    273,719  
  33,000    

Sunny Optical Technology Group Co., Ltd.

    271,150  
   

 

 

 
      1,257,870  
   

 

 

 
      Telecommunication Services - 3.4%  
  24,047    

Hellenic Telecommunications Organization S.A.

    233,544  
  6,198    

Millicom International Cellular S.A.

    339,603  
  66,704    

Vonage Holdings Corp.*

    447,584  
   

 

 

 
      1,020,731  
   

 

 

 
      Transportation - 8.9%  
  223,755    

Air New Zealand Ltd.

    391,757  
  45,300    

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

    251,607  
  20,300    

Hitachi Transport System Ltd.

    431,440  
  97,800    

International Container Terminal Services, Inc.

    174,107  
  14,420    

Marten Transport Ltd.

    357,616  
  61,126    

PostNL N.V.

    302,874  
  119,913    

Qantas Airways Ltd.

    380,108  
  14,403    

Swift Transportation Co.*

    354,026  
   

 

 

 
      2,643,535  
   

 

 

 
      Utilities - 2.2%  
  201,000    

China Longyuan Power Group Corp. Ltd. Class H

    154,533  
  48,600    

Cia de Saneamento do Parana (Preference Shares)

    157,404  
  11,465    

Indraprastha Gas Ltd.

    188,350  
  286,535    

SJVN Ltd.

    155,661  
   

 

 

 
      655,948  
   

 

 

 
 

Total Common Stocks
(cost $30,262,909)

  $ 34,387,804  
   

 

 

 

Shares or Principal Amount

 

Market Value

 
EXCHANGE TRADED FUNDS - 4.4%  
      Other Investment Pools & Funds - 4.4%  
  10,637    

iShares Core MSCI EAFE ETF

  $ 633,114  
  4,932    

iShares Russell 2000 ETF

    685,844  
   

 

 

 
      1,318,958  
   

 

 

 
 

Total Exchange Traded Funds
(cost $1,141,804)

  $ 1,318,958  
   

 

 

 
 

Total Long-Term Investments
(cost $31,404,713)

  $ 35,706,762  
   

 

 

 
SHORT-TERM INVESTMENTS - 0.7%      
      Other Investment Pools & Funds - 0.7%  
  198,592    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 198,592  
   

 

 

 
 

Total Short-Term Investments
(cost $198,592)

  $ 198,592  
   

 

 

 
 

Total Investments
(cost $31,603,305)^

    120.8    $ 35,905,354  
 

Total Securities Sold Short
(proceeds $16,656,291)

    (58.5 )%     $ (17,401,024
 

Other Assets and Liabilities

    37.7      11,222,218  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 29,726,548  
   

 

 

    

 

 

 
SECURITIES SOLD SHORT - (56.2%)  
COMMON STOCKS - (56.2%)  
      Banks - (3.3%)      
  (31,845  

Aozora Bank Ltd.

  $ (116,034
  (8,310  

Banc of California, Inc.

    (180,327
  (10,925  

Kearny Financial Corp.

    (159,505
  (9,130  

PHH Corp.

    (117,777
  (31,117  

Seven Bank Ltd.

    (104,512
  (2,005  

Suruga Bank Ltd.

    (41,918
  (7,783  

TFS Financial Corp.

    (128,731
  (2,223  

Westamerica Bancorp

    (122,309
   

 

 

 
      (971,113
   

 

 

 
      Capital Goods - (3.6%)  
  (1,981  

Aerovironment, Inc.

    (56,597
  (7,313  

Keihan Holdings Co., Ltd.

    (46,007
  (4,608  

Mercury Systems, Inc.

    (172,247
  (4,761  

METAWATER Co., Ltd.

    (124,229
  (4,588  

MonotaRO Co., Ltd.

    (149,323
  (64,468  

Reliance Worldwide Corp. Ltd.

    (146,865
  (2,668  

SHO-BOND Holdings Co., Ltd.

    (122,089
  (4,338  

SPX FLOW, Inc.

    (156,775
  (8,683  

Sunrun, Inc.

    (45,933
  (2,953  

Welbilt, Inc.

    (60,537
   

 

 

 
      (1,080,602
   

 

 

 
      Commercial & Professional Services - (3.9%)  
  (24,489  

Capita plc

    (176,510
  (10,868  

Covanta Holding Corp.

    (158,129
  (4,582  

Edenred

    (117,376
  (3,705  

Healthcare Services Group, Inc.

    (170,097
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  26  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SECURITIES SOLD SHORT - (56.2%) - (continued)  
COMMON STOCKS - (56.2%) - (continued)  
      Commercial & Professional Services - (3.9%) - (continued)  
  (12,640  

IPH Ltd.

  $ (45,125
  (5,206  

Mobile Mini, Inc.

    (149,412
  (2,946  

Outsourcing, Inc.

    (113,009
  (4,668  

Relia, Inc.

    (46,144
  (3,986  

Sohgo Security Services Co., Ltd.

    (174,022
   

 

 

 
      (1,149,824
   

 

 

 
      Consumer Durables & Apparel - (1.8%)  
  (7,065  

G-III Apparel Group Ltd.

    (167,441
  (5,668  

LGI Homes, Inc.

    (180,412
  (14,021  

TRI Pointe Group, Inc.

    (174,561
   

 

 

 
      (522,414
   

 

 

 
      Consumer Services - (2.4%)  
  (1,844  

Domino’s Pizza Enterprises Ltd.

    (84,326
  (6,670  

Fuji Kyuko Co., Ltd.

    (61,056
  (11,329  

Houghton Mifflin Harcourt Co.

    (130,283
  (5,762  

ILG, Inc.

    (138,922
  (28,013  

Mantra Group Ltd.

    (59,102
  (4,424  

McDonald’s Holdings Co. Japan Ltd.

    (136,350
  (6,086  

Resorttrust, Inc.

    (104,756
   

 

 

 
      (714,795
   

 

 

 
      Diversified Financials - (2.8%)  
  (112,653  

Gentera S.A.B. de C.V.

    (189,398
  (18,396  

IRESS Ltd.

    (171,299
  (33,667  

Platinum Asset Management Ltd.

    (117,290
  (37,572  

Ratos AB Class B

    (176,208
  (32,111  

Singapore Exchange Ltd.

    (170,153
   

 

 

 
      (824,348
   

 

 

 
      Energy - (2.5%)  
  (29,742  

Kosmos Energy Ltd.

    (178,750
  (5,575  

Nippon Gas Co., Ltd.

    (160,211
  (8,906  

Par Pacific Holdings, Inc.

    (145,791
  (2,262  

SEACOR Holdings, Inc.

    (148,523
  (16,036  

Vallourec S.A.

    (102,573
   

 

 

 
      (735,848
   

 

 

 
      Food & Staples Retailing - (0.4%)  
  (10,929  

Smart & Final Stores, Inc.

    (128,962
   

 

 

 
      Food, Beverage & Tobacco - (2.9%)  
  (4,337  

Cal-Maine Foods, Inc.

    (163,722
  (14,176  

Cott Corp.

    (186,514
  (80,841  

Grupo Lala S.A.B. de C.V.

    (146,864
  (3,650  

Snyder’s-Lance, Inc.

    (128,699
  (1,976  

TreeHouse Foods, Inc.

    (173,098
  (4,864  

Wessanen

    (72,667
   

 

 

 
      (871,564
   

 

 

 
      Health Care Equipment & Services - (4.2%)  
  (8,837  

Diplomat Pharmacy, Inc.

    (137,857
  (7,970  

K2M Group Holdings, Inc.

    (176,536
  (1,795  

Nevro Corp.

    (169,125
  (6,435  

Novocure Ltd.

    (72,715
  (2,030  

Penumbra, Inc.

    (173,464
  (113,942  

Raffles Medical Group Ltd.

    (114,174
  (35,443  

Regis Healthcare Ltd.

    (119,003
  (1,687  

Sartorius AG (Preference Shares)

    (154,448

Shares or Principal Amount

 

Market Value

 
SECURITIES SOLD SHORT - (56.2%) - (continued)  
COMMON STOCKS - (56.2%) - (continued)  
      Health Care Equipment & Services - (4.2%) - (continued)  
  (157,500  

Universal Medical Financial & Technical Advisory Services Co., Ltd.(1)

  $ (134,518
   

 

 

 
      (1,251,840
   

 

 

 
      Insurance - (2.3%)  
  (17,038  

Discovery Ltd.

    (170,582
  (1,398  

Erie Indemnity Co. Class A

    (173,100
  (2,781  

Mercury General Corp.

    (171,004
  (2,900  

ProAssurance Corp.

    (179,510
   

 

 

 
      (694,196
   

 

 

 
      Materials - (5.4%)  
  (7,578  

AngloGold Ashanti Ltd.

    (86,783
  (5,590  

CF Industries Holdings, Inc.

    (149,477
  (5,705  

Endeavour Mining Corp.

    (94,118
  (7,533  

Flotek Industries, Inc.

    (90,471
  (2,972  

FP Corp.

    (141,519
  (275,311  

Galaxy Resources Ltd.

    (87,579
  (30,400  

Gold Fields Ltd.

    (99,636
  (38,538  

Impala Platinum Holdings Ltd.

    (123,661
  (2,798  

Kansai Paint Co., Ltd.

    (61,937
  (5,183  

Kraton Corp.

    (169,536
  (126,347  

Nampak Ltd.

    (169,220
  (71,381  

Saracen Mineral Holdings Ltd.

    (50,387
  (49,945  

Sibanye Gold Ltd.

    (100,362
  (6,602  

Summit Materials, Inc. Class A

    (169,407
   

 

 

 
      (1,594,093
   

 

 

 
      Real Estate - (4.3%)  
  (2,206  

Aedifica S.A. REIT

    (173,400
  (392  

Alexander’s, Inc. REIT

    (170,446
  (10,866  

alstria office REIT-AG REIT

    (143,707
  (84,664  

IMMOFINANZ AG

    (175,998
  (3,319  

QTS Realty Trust, Inc. Class A, REIT

    (177,368
  (10,960  

Relo Group, Inc.

    (179,829
  (3,156  

Seritage Growth Properties REIT

    (130,974
  (2,177  

Taubman Centers, Inc. REIT

    (136,171
   

 

 

 
      (1,287,893
   

 

 

 
      Retailing - (3.7%)  
  (5,228  

Core-Mark Holding Co., Inc.

    (183,085
  (8,666  

Etsy, Inc.

    (93,246
  (5,150  

Guess?, Inc.

    (57,474
  (3,661  

IDOM, Inc.

    (19,205
  (4,850  

Lumber Liquidators Holdings, Inc.

    (119,067
  (2,385  

Monro Muffler Brake, Inc.

    (123,662
  (24,595  

Ocado Group plc

    (79,957
  (354,744  

Pou Sheng International Holdings Ltd.

    (75,676
  (43,432  

Sports Direct International plc

    (172,470
  (6,584  

Yoox Net-A-Porter Group S.p.A.

    (174,953
   

 

 

 
      (1,098,795
   

 

 

 
      Software & Services - (6.1%)  
  (623  

ACI Worldwide, Inc.

    (13,388
  (2,826  

Bitauto Holdings Ltd. ADR

    (82,858
  (4,502  

Envestnet, Inc.

    (156,670
  (14,718  

FireEye, Inc.

    (184,122
  (7,919  

Five9, Inc.

    (144,482
  (4,652  

Gigamon, Inc.

    (147,468
  (13,913  

Gogo, Inc.

    (175,443
  (5,205  

MINDBODY, Inc. Class A

    (147,565
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  27  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SECURITIES SOLD SHORT - (56.2%) - (continued)  
COMMON STOCKS - (56.2%) - (continued)  
      Software & Services - (6.1%) - (continued)  
  (7,274  

Monotype Imaging Holdings, Inc.

  $ (148,026
  (4,826  

Q2 Holdings, Inc.

    (184,112
  (6,620  

Quotient Technology, Inc.

    (72,158
  (989  

SMS Co., Ltd.

    (26,324
  (9,398  

Square, Inc. Class A

    (171,420
  (5,483  

Virtusa Corp.

    (169,863
   

 

 

 
      (1,823,899
   

 

 

 
      Technology Hardware & Equipment - (1.5%)  
  (2,385  

Ai Holdings Corp.

    (58,652
  (6,202  

BlackBerry Ltd.

    (57,929
  (3,406  

Cray, Inc.

    (60,967
  (3,476  

Diebold Nixdorf, Inc.

    (98,023
  (2,681  

ViaSat, Inc.

    (171,664
   

 

 

 
      (447,235
   

 

 

 
      Telecommunication Services - (1.7%)  
  (10,230  

Cellnex Telecom SAU(1)

    (180,566
  (16,283  

Inmarsat plc

    (172,207
  (16,698  

ORBCOMM, Inc.

    (160,969
   

 

 

 
      (513,742
   

 

 

 
      Transportation - (2.3%)  
  (2,007  

Atlas Air Worldwide Holdings, Inc.

    (116,406
  (43,194  

BBA Aviation plc

    (174,245
  (10,626  

easyJet plc

    (160,732
  (5,400  

Kintetsu World Express, Inc.

    (83,712
  (4,517  

Matson, Inc.

    (143,189
   

 

 

 
      (678,284
   

 

 

 
      Utilities - (1.1%)  
  (4,482  

New Jersey Resources Corp.

    (180,849
  (12,548  

Pennon Group plc

    (139,209
   

 

 

 
      (320,058
   

 

 

 
 

Total Common Stocks
(Proceeds $(16,029,397))

  $ (16,709,505
   

 

 

 
EXCHANGE TRADED FUNDS - (2.3%)  
      Other Investment Pools & Funds - 2.3%  
  (10,006  

iShares MSCI Brazil Capped ETF

  $ (371,923
  (9,949  

iShares MSCI India ETF

    (319,164
   

 

 

 
 

Total Exchange Traded Funds
(cost $(626,894))

  $ (691,087
   

 

 

 
RIGHTS - (0.0%)  
      Telecommunication Services - (0.0%)  
  (887  

TPG Telecom Ltd.

  $ (432
   

 

 

 
 

Total Rights
(Proceeds $—)

  $ (432
   

 

 

 
 

Total Securities Sold Short (Proceeds $(16,656,291))

  $ (17,401,024
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  28  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 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

   $     5,077,421  

Unrealized Depreciation

     (775,372
  

 

 

 

Net Unrealized Appreciation

   $ 4,302,049  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $234,227, which represented 0.8% of total net assets.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Currency Abbreviations:

AUD

   Australian Dollar
Index Abbreviations:

MSCI

   Morgan Stanley Capital International

SPX

   Standard and Poor’s 500 Index
Other Abbreviations:

ADR

   American Depositary Receipt

ETF

   Exchange Traded Fund

MSCI

   Morgan Stanley Capital International

REIT

   Real Estate Investment Trust
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  29  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

        

Automobiles & Components

   $ 879,274     $ 388,265     $ 491,009     $     —  

Banks

     1,895,873       1,017,313       878,560        

Capital Goods

     3,490,336       1,513,133       1,977,203        

Commercial & Professional Services

     620,718       620,718              

Consumer Durables & Apparel

     1,827,241       1,051,795       775,446        

Consumer Services

     1,267,604       827,306       440,298        

Diversified Financials

     2,170,260       2,170,260              

Energy

     1,296,882       883,681       413,201        

Food & Staples Retailing

     204,035             204,035        

Food, Beverage & Tobacco

     1,270,432       1,270,432              

Health Care Equipment & Services

     1,838,506       1,603,335       235,171        

Household & Personal Products

     438,084       438,084              

Insurance

     1,370,233       994,622       375,611        

Materials

     2,746,536       2,168,122       578,414        

Media

     318,110             318,110        

Pharmaceuticals, Biotechnology & Life Sciences

     867,892       867,892              

Real Estate

     2,254,445       1,915,896       338,549        

Retailing

     794,944       421,413       373,531        

Semiconductors & Semiconductor Equipment

     1,685,013       1,400,303       284,710        

Software & Services

     1,573,302       1,200,578       372,724        

Technology Hardware & Equipment

     1,257,870       612,119       645,751        

Telecommunication Services

     1,020,731       447,584       573,147        

Transportation

     2,643,535       1,355,006       1,288,529        

Utilities

     655,948       157,404       498,544        

Exchange Traded Funds

     1,318,958       1,318,958              

Short-Term Investments

     198,592       198,592              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 35,905,354     $ 24,842,811     $     11,062,543     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Securities Sold Short

        

Banks

   $ (971,113   $ (708,649   $ (262,464   $  

Capital Goods

     (1,080,602     (492,089     (588,513      

Commercial & Professional Services

     (1,149,824     (477,638     (672,186      

Consumer Durables & Apparel

     (522,414     (522,414            

Consumer Services

     (714,795     (269,205     (445,590      

Diversified Financials

     (824,348     (189,398     (634,950      

Energy

     (735,848     (473,064     (262,784      

Food & Staples Retailing

     (128,962     (128,962            

Food, Beverage & Tobacco

     (871,564     (871,564            

Health Care Equipment & Services

     (1,251,840     (843,871     (407,969      

Insurance

     (694,196     (523,614     (170,582      

Materials

     (1,594,093     (673,009     (921,084      

Real Estate

     (1,287,893     (788,359     (499,534      

Retailing

     (1,098,795     (656,491     (442,304      

Software & Services

     (1,823,899     (1,797,575     (26,324      

Technology Hardware & Equipment

     (447,235     (388,583     (58,652      

Telecommunication Services

     (513,742     (160,969     (352,773      

Transportation

     (678,284     (259,595     (418,689      

Utilities

     (320,058     (180,849     (139,209      

Securities Sold Short - ETF

        

Diversified Financials

     (691,087     (691,087            

Securities Sold Short - Rights

        

Telecommunication Services

     (432     (432            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     (17,401,024   $     (11,097,417   $ (6,303,607   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $664,149 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 there were no transfers in or 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 accompanying notes are an integral part of these financial statements.

 

 

  30  

 


Hartford Real Total Return Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 51.4%  
            Automobiles & Components - 1.5%  
    6,237    

Bridgestone Corp.

  $ 260,153  
    38,084    

Geely Automobile Holdings Ltd.

    51,312  
    14,697    

Isuzu Motors Ltd.

    199,763  
    1,619    

Stanley Electric Co., Ltd.

    47,408  
    6,349    

Subaru Corp.

    240,704  
    4,090    

Suzuki Motor Corp.

    170,974  
    275    

Tesla, Inc.*

    86,369  
    6,896    

Tokai Rika Co., Ltd.

    128,379  
    5,064    

Toyota Industries Corp.

    252,260  
    6,130    

TS Tech Co., Ltd.

    161,033  
     

 

 

 
        1,598,355  
     

 

 

 
            Banks - 1.5%  
    2,422    

ABN Amro Group N.V.(1)

    63,585  
    5,130    

Banco do Brasil S.A.

    53,093  
    9,930    

Banco Santander S.A. ADR

    64,744  
    1,422    

BancorpSouth, Inc.

    43,300  
    5,270    

Bank of America Corp.

    123,002  
    1,664    

Citigroup, Inc.

    98,376  
    1,206    

Comerica, Inc.

    85,264  
    680    

Federal Agricultural Mortgage Corp. Class C

    38,794  
    4,599    

Itau Unibanco Holding S.A. ADR

    56,568  
    668    

JP Morgan Chase & Co.

    58,116  
    428    

LendingTree, Inc.*

    60,305  
    69,773    

Mitsubishi UFJ Financial Group, Inc.

    442,123  
    14,994    

San-In Godo Bank Ltd.

    122,082  
    3,850    

Sumitomo Mitsui Trust Holdings, Inc.

    131,884  
    669    

Webster Financial Corp.

    33,992  
    503    

Wintrust Financial Corp.

    35,643  
     

 

 

 
        1,510,871  
     

 

 

 
            Capital Goods - 2.2%  
    1,016    

ACS Actividades de Construccion y Servicios S.A.

    37,662  
    9,108    

BAE Systems plc

    73,975  
    3,113    

Daifuku Co., Ltd.

    78,689  
    1,157    

Harmonic Drive Systems, Inc.

    36,362  
    39,834    

Hazama Ando Corp.

    283,685  
    21,755    

ITOCHU Corp.

    307,833  
    7,018    

JGC Corp.

    122,549  
    11,553    

Kinden Corp.

    174,786  
    514    

Lincoln Electric Holdings, Inc.

    45,761  
    7,980    

Nippo Corp.

    153,744  
    1,318    

Prysmian S.p.A.

    38,060  
    428    

Rockwell Automation, Inc.

    67,346  
    659    

SMC Corp.

    185,748  
    11,166    

Tadano Ltd.

    144,251  
    17,650    

Taisei Corp.

    134,588  
    20,194    

Takuma Co., Ltd.

    209,728  
    23,280    

Toshiba Machine Co., Ltd.

    96,729  
    7,717    

Ushio, Inc.

    96,965  
     

 

 

 
        2,288,461  
     

 

 

 
            Commercial & Professional Services - 0.3%  
    5,569    

Aeon Delight Co., Ltd.

    169,935  
    2,660    

Recruit Holdings Co., Ltd.

    134,443  
     

 

 

 
        304,378  
     

 

 

 
            Consumer Durables & Apparel - 0.8%  
    8,119    

Alpine Electronics, Inc.

    118,142  
    4,047    

Bandai Namco Holdings, Inc.

    127,022  
    8,214    

Casio Computer Co., Ltd.

    115,764  
    3,557    

Sankyo Co., Ltd.

    124,052  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 51.4% - (continued)  
            Consumer Durables & Apparel - 0.8% - (continued)  
    13,323    

Sekisui Chemical Co., Ltd.

  $ 223,608  
    5,028    

Sony Corp.

    172,532  
     

 

 

 
        881,120  
     

 

 

 
            Consumer Services - 0.6%  
    1,035    

Cheesecake Factory, Inc.

    66,406  
    895    

China Lodging Group Ltd. ADR*

    63,527  
    1,033    

Dave & Buster’s Entertainment, Inc.*

    66,122  
    5,837    

HIS Co., Ltd.

    139,105  
    1,734    

Las Vegas Sands Corp.

    102,289  
    3,897    

Melco Crown Entertainment Ltd. ADR

    85,539  
    857    

Wynn Resorts Ltd.

    105,419  
     

 

 

 
        628,407  
     

 

 

 
            Diversified Financials - 0.4%  
    3,874    

Credit Suisse Group AG*

    59,082  
    4,486    

Deutsche Bank AG*

    81,062  
    9,475    

GTY Technology Holdings, Inc. UNIT*

    98,966  
    1,170    

Moelis & Co. Class A

    42,939  
    2,366    

Morgan Stanley

    102,614  
     

 

 

 
        384,663  
     

 

 

 
            Energy - 7.1%  
    2,503    

Anadarko Petroleum Corp.

    142,721  
    1,446    

Antero Resources Corp.*

    30,641  
    1,451    

Apache Corp.

    70,577  
    11,729    

BP plc

    67,144  
    17,929    

Callon Petroleum Co.*

    212,279  
    3,029    

Canadian Natural Resources Ltd.

    96,534  
    10,742    

Cenovus Energy, Inc.

    107,205  
    11,150    

Centennial Resource Development, Inc. Class A*

    183,864  
    2,949    

Cimarex Energy Co.

    344,089  
    1,548    

Concho Resources, Inc.*

    196,070  
    696    

ConocoPhillips

    33,345  
    1,579    

Continental Resources, Inc.*

    66,965  
    291    

Core Laboratories N.V.

    32,249  
    11,298    

Crescent Point Energy Corp.

    111,963  
    2,369    

Devon Energy Corp.

    93,552  
    4,256    

Diamondback Energy, Inc.*

    424,919  
    90,597    

Ecopetrol S.A.

    41,880  
    7,377    

Encana Corp.

    78,934  
    2,123    

Eni S.p.A.

    32,930  
    2,141    

EOG Resources, Inc.

    198,042  
    2,092    

EQT Corp.

    121,629  
    5,521    

Extraction Oil & Gas, Inc.*

    86,404  
    6,873    

Galp Energia SGPS S.A.

    106,813  
    12,343    

Gazprom PJSC ADR

    58,599  
    4,407    

Halliburton Co.

    202,193  
    823    

Helmerich & Payne, Inc.

    49,907  
    1,524    

Hess Corp.

    74,417  
    7,159    

Husky Energy, Inc.*

    82,830  
    5,544    

Inpex Corp.

    53,125  
    941    

International Petroleum Corp.*

    3,422  
    22,768    

Kelt Exploration Ltd.*

    112,085  
    17,181    

Laredo Petroleum, Inc.*

    220,948  
    956    

Lukoil PJSC ADR

    47,453  
    3,545    

Lundin Petroleum AB*

    67,599  
    5,891    

Marathon Oil Corp.

    87,599  
    1,489    

Murphy Oil Corp.

    38,982  
    8,500    

Newfield Exploration Co.*

    294,270  
    1,479    

Noble Energy, Inc.

    47,816  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  31  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 51.4% - (continued)  
            Energy - 7.1% - (continued)  
    682    

Novatek PJSC GDR

  $ 82,568  
    8,295    

Oil Search Ltd.

    44,759  
    740    

ONEOK, Inc.

    38,931  
    5,561    

Origin Energy Ltd.*

    29,925  
    5,789    

Parsley Energy, Inc. Class A*

    172,454  
    4,704    

Petrofac Ltd.

    49,576  
    3,931    

Peyto Exploration & Development Corp.

    71,533  
    1,255    

Pioneer Natural Resources Co.

    217,102  
    1,591    

Plains GP Holdings L.P. Class A

    47,364  
    15,500    

ProPetro Holding Corp.*

    210,025  
    12,492    

PTT Exploration & Production PCL

    35,121  
    8,911    

QEP Resources, Inc.*

    105,239  
    20,033    

Raging River Exploration, Inc.*

    116,965  
    1,263    

Range Resources Corp.

    33,457  
    2,048    

Resolute Energy Corp.*

    76,698  
    8,094    

Rice Energy, Inc.*

    172,321  
    19,455    

Rosneft Oil Co. PJSC GDR

    107,641  
    86,672    

Saipem S.p.A.*

    37,307  
    13,446    

Santos Ltd.*

    34,907  
    2,424    

Select Energy Services, Inc. Class A*

    37,257  
    7,810    

Seven Generations Energy Ltd. Class A*

    138,286  
    10,828    

SRC Energy, Inc.*

    81,643  
    7,266    

Statoil ASA

    119,663  
    2,300    

Suncor Energy, Inc.

    72,128  
    10,198    

Surgutneftegas OJSC ADR

    49,896  
    6,250    

Targa Resources Corp.

    344,562  
    1,366    

Tatneft PJSC ADR

    53,466  
    4,458    

Tenaris S.A.

    70,040  
    27,476    

Tidewater Midstream and Infrastructure Ltd.

    26,972  
    4,792    

Tourmaline Oil Corp.*

    94,725  
    3,421    

Vermilion Energy, Inc.

    120,419  
    679    

Williams Cos., Inc.

    20,798  
    13,756    

WPX Energy, Inc.*

    164,109  
     

 

 

 
        7,399,851  
     

 

 

 
            Food & Staples Retailing - 0.2%  
    1,920    

Walgreens Boots Alliance, Inc.

    166,157  
     

 

 

 
            Food, Beverage & Tobacco - 0.4%  
    4,225    

Asahi Group Holdings Ltd.

    159,636  
    6,433    

Japan Tobacco, Inc.

    214,063  
     

 

 

 
        373,699  
     

 

 

 
            Health Care Equipment & Services - 4.1%  
    6,413    

Abbott Laboratories

    279,863  
    1,055    

Acadia Healthcare Co., Inc.*

    45,977  
    1,045    

Aetna, Inc.

    141,148  
    795    

Anthem, Inc.

    141,423  
    615    

athenahealth, Inc.*

    60,276  
    1,014    

Baxter International, Inc.

    56,460  
    1,060    

Becton Dickinson and Co.

    198,188  
    4,400    

BML, Inc.

    96,038  
    14,215    

Boston Scientific Corp.*

    374,992  
    2,215    

Cardinal Health, Inc.

    160,787  
    1,500    

Cerner Corp.*

    97,125  
    890    

Cigna Corp.

    139,169  
    7,818    

ConvaTec Group plc*(1)

    31,097  
    505    

Edwards Lifesciences Corp.*

    55,383  
    1,159    

Envision Healthcare Corp.*

    64,939  
    1,117    

Essilor International S.A.

    144,755  
    1,570    

HCA Holdings, Inc.*

    132,210  
    250    

Humana, Inc.

    55,495  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 51.4% - (continued)  
            Health Care Equipment & Services - 4.1% - (continued)  
    730    

LifePoint Health, Inc.*

  $ 45,370  
    1,175    

McKesson Corp.

    162,491  
    11,390    

Medipal Holdings Corp.

    188,709  
    5,950    

Medtronic plc

    494,385  
    2,600    

Olympus Corp.

    100,250  
    7,401    

Smith & Nephew plc

    121,592  
    1,715    

Stryker Corp.

    233,875  
    2,835    

UnitedHealth Group, Inc.

    495,785  
    1,476    

Veeva Systems, Inc. Class A*

    79,143  
    735    

WellCare Health Plans, Inc.*

    112,756  
     

 

 

 
        4,309,681  
     

 

 

 
            Insurance - 1.0%  
    795    

Lincoln National Corp.

    52,414  
    10,317    

MS&AD Insurance Group Holdings, Inc.

    336,376  
    10,831    

Sony Financial Holdings, Inc.

    180,149  
    8,421    

T&D Holdings, Inc.

    125,217  
    7,903    

Tokio Marine Holdings, Inc.

    333,219  
    1,125    

Unum Group

    52,121  
     

 

 

 
        1,079,496  
     

 

 

 
            Materials - 6.5%  
    7,300    

ADEKA Corp.

    107,754  
    3,035    

Agnico Eagle Mines Ltd.

    145,164  
    729    

Albemarle Corp.

    79,395  
    46,733    

Alumina Ltd.

    64,154  
    192,118    

Aluminum Corp. of China Ltd. Class H*

    94,422  
    1,834    

Anglo American Platinum Ltd.*

    45,288  
    1,557    

Anglo American plc*

    22,292  
    1,636    

AngloGold Ashanti Ltd.

    18,735  
    13,281    

ArcelorMittal*

    104,367  
    6,037    

Barrick Gold Corp.

    100,939  
    12,596    

BHP Billiton Ltd.

    224,258  
    7,805    

BHP Billiton plc

    118,989  
    8,959    

Boliden AB

    255,943  
    147,680    

China Steel Corp.

    118,353  
    1,979    

Cia de Minas Buenaventura SAA ADR

    23,768  
    1,708    

Cia Siderurgica Nacional S.A.*

    4,170  
    10,200    

Daicel Corp.

    117,092  
    10,084    

Eldorado Gold Corp.

    36,907  
    82,318    

Eregli Demir ve Celik Fabrikalari T.A.S.

    150,791  
    2,007    

Franco-Nevada Corp.

    136,717  
    4,311    

Fresnillo plc

    81,056  
    15,900    

Gerdau S.A. (Preference Shares)

    49,092  
    15,153    

Glencore plc*

    59,553  
    18,409    

Gold Fields Ltd.

    60,336  
    9,262    

Goldcorp, Inc.

    129,298  
    85,877    

Grupo Mexico S.A.B. de C.V. Series B

    250,945  
    8,587    

Hitachi Metals Ltd.

    120,255  
    2,047    

Hyundai Steel Co.

    98,598  
    2,105    

Impala Platinum Holdings Ltd.*

    6,755  
    6,122    

Industrias Penoles S.A.B. de C.V.

    149,658  
    765    

JFE Holdings, Inc.

    13,048  
    10,609    

JSR Corp.

    193,886  
    11,648    

Kinross Gold Corp.*

    40,652  
    3,654    

Kobe Steel Ltd.*

    32,462  
    579    

Korea Zinc Co., Ltd.

    216,423  
    3,698    

Maruichi Steel Tube Ltd.

    104,865  
    5,597    

Mitsubishi Materials Corp.

    166,661  
    13,791    

MMC Norilsk Nickel PJSC ADR

    211,855  
    8,954    

Newcrest Mining Ltd.

    143,652  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  32  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 51.4% - (continued)  
            Materials - 6.5% - (continued)  
    3,599    

Newmont Mining Corp.

  $ 121,682  
    5,141    

Nippon Steel & Sumitomo Metal Corp.

    115,778  
    24,780    

Norsk Hydro ASA

    141,212  
    1,891    

Nucor Corp.

    115,975  
    431    

POSCO

    101,752  
    1,635    

Randgold Resources Ltd.

    143,825  
    3,214    

Rio Tinto Ltd.

    145,503  
    6,057    

Rio Tinto plc

    238,950  
    2,300    

Sanyo Chemical Industries Ltd.

    103,137  
    7,753    

Severstal PJSC GDR

    105,902  
    62,364    

Sibanye Gold Ltd.

    125,317  
    4,233    

Silver Wheaton Corp.

    84,533  
    108,932    

South32 Ltd.

    225,739  
    17,814    

Sumitomo Metal Mining Co., Ltd.

    241,228  
    920    

Teck Resources Ltd. Class B

    19,081  
    4,905    

ThyssenKrupp AG

    116,889  
    52,014    

Turquoise Hill Resources Ltd.*

    141,998  
    2,402    

Vale S.A.

    20,788  
    3,063    

Voestalpine AG

    127,694  
    5,539    

Yamato Kogyo Co., Ltd.

    138,543  
    367,104    

Zijin Mining Group Co., Ltd. Class H

    130,281  
     

 

 

 
        6,804,355  
     

 

 

 
            Media - 0.8%  
    811    

Nexstar Media Group, Inc.

    55,959  
    16,340    

Nippon Television Holdings, Inc.

    273,856  
    48,333    

Septeni Holdings Co., Ltd.

    168,631  
    1,419    

Sinclair Broadcast Group, Inc. Class A

    55,980  
    6,399    

TV Asahi Holdings Corp.

    118,406  
    3,581    

Viacom, Inc. Class B

    152,407  
     

 

 

 
        825,239  
     

 

 

 
            Pharmaceuticals, Biotechnology & Life Sciences - 7.4%  
    1,725    

Aerie Pharmaceuticals, Inc.*

    75,986  
    4,555    

Alkermes plc*

    265,329  
    2,329    

Allergan plc

    567,950  
    1,170    

Alnylam Pharmaceuticals, Inc.*

    62,712  
    25,122    

Arena Pharmaceuticals, Inc.*

    33,663  
    17,373    

Astellas Pharma, Inc.

    229,100  
    12,200    

AstraZeneca plc ADR

    369,050  
    525    

Biogen, Inc.*

    142,385  
    519    

Bluebird Bio, Inc.*

    46,165  
    896    

Blueprint Medicines Corp.*

    41,736  
    11,170    

Bristol-Myers Squibb Co.

    626,079  
    2,945    

Celgene Corp.*

    365,327  
    1,480    

Chugai Pharmaceutical Co., Ltd.

    52,590  
    3,700    

Eisai Co., Ltd.

    194,545  
    6,435    

Eli Lilly & Co.

    528,056  
    3,370    

Exelixis, Inc.*

    75,488  
    912    

Genmab A/S*

    181,465  
    1,332    

Hikma Pharmaceuticals plc

    33,422  
    715    

Illumina, Inc.*

    132,175  
    3,180    

Incyte Corp.*

    395,210  
    4,880    

Ironwood Pharmaceuticals, Inc.*

    79,642  
    2,285    

Johnson & Johnson

    282,129  
    2,306    

Kaken Pharmaceutical Co., Ltd.

    136,961  
    903    

Kite Pharma, Inc.*

    74,118  
    3,380    

Medicines Co.*

    166,702  
    4,690    

Merck & Co., Inc.

    292,328  
    5,585    

Mylan N.V.*

    208,600  
    1,387    

Novartis AG

    106,778  
    12,111    

Ono Pharmaceutical Co., Ltd.

    249,810  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 51.4% - (continued)  
            Pharmaceuticals, Biotechnology & Life Sciences - 7.4% -
(continued)
 
    2,090    

Patheon N.V.*

  $ 56,242  
    775    

Regeneron Pharmaceuticals, Inc.*

    301,080  
    976    

Roche Holding AG

    255,384  
    2,400    

Shionogi & Co., Ltd.

    123,595  
    31,000    

Sino Biopharmaceutical Ltd.

    25,475  
    1,300    

Takeda Pharmaceutical Co., Ltd.

    62,366  
    702    

TESARO, Inc.*

    103,608  
    2,366    

Teva Pharmaceutical Industries Ltd. ADR

    74,718  
    1,037    

Thermo Fisher Scientific, Inc.

    171,447  
    1,989    

UCB S.A.

    155,239  
    1,515    

Ultragenyx Pharmaceutical, Inc.*

    97,551  
    1,802    

Vertex Pharmaceuticals, Inc.*

    213,177  
     

 

 

 
        7,655,383  
     

 

 

 
            Real Estate - 0.4%  
    1,436    

Daito Trust Construction Co., Ltd.

    211,312  
    215    

LaSalle Logiport REIT

    204,223  
     

 

 

 
        415,535  
     

 

 

 
            Retailing - 1.6%  
    3,928    

Aoyama Trading Co., Ltd.

    140,341  
    862    

Best Buy Co., Inc.

    44,660  
    748    

Ctrip.com International Ltd. ADR*

    37,781  
    1,791    

Expedia, Inc.

    239,493  
    1,695    

Hikari Tsushin, Inc.

    162,792  
    1,259    

MakeMyTrip Ltd.*

    48,346  
    2,489    

Netflix, Inc.*

    378,826  
    188    

Priceline Group, Inc.*

    347,202  
    5,151    

Rakuten, Inc.

    52,767  
    1,334    

Shimamura Co., Ltd.

    182,573  
     

 

 

 
        1,634,781  
     

 

 

 
            Semiconductors & Semiconductor Equipment - 3.8%  
    6,604    

Amkor Technology, Inc.*

    77,795  
    2,883    

Analog Devices, Inc.

    219,685  
    1,234    

Applied Materials, Inc.

    50,113  
    439    

ASML Holding N.V.

    57,882  
    1,368    

Broadcom Ltd.

    302,068  
    619    

Cabot Microelectronics Corp.

    48,499  
    2,716    

Cavium, Inc.*

    186,997  
    3,679    

Entegris, Inc.*

    91,239  
    4,578    

FormFactor, Inc.*

    50,816  
    1,160    

Impinj, Inc.*

    43,477  
    2,475    

Inphi Corp.*

    102,515  
    10,710    

Intel Corp.

    387,166  
    733    

Lam Research Corp.

    106,175  
    4,614    

MACOM Technology Solutions Holdings, Inc.*

    225,532  
    4,454    

MaxLinear, Inc. Class A*

    123,955  
    4,549    

Microchip Technology, Inc.

    343,813  
    6,482    

Micron Technology, Inc.*

    179,357  
    1,163    

Microsemi Corp.*

    54,591  
    1,494    

MKS Instruments, Inc.

    116,905  
    3,217    

NVIDIA Corp.

    335,533  
    4,442    

ON Semiconductor Corp.*

    62,988  
    38,800    

Semiconductor Manufacturing International Corp.*

    49,014  
    6,600    

Silergy Corp.

    119,348  
    2,451    

Skyworks Solutions, Inc.

    244,463  
    3,984    

Sumco Corp.

    69,743  
    5,062    

Tokyo Seimitsu Co., Ltd.

    157,006  
    9,389    

Tower Semiconductor Ltd.*

    202,051  
     

 

 

 
        4,008,726  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  33  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 51.4% - (continued)  
            Software & Services - 5.1%  
    5,036    

Alibaba Group Holding Ltd. ADR*

  $ 581,658  
    907    

Alliance Data Systems Corp.

    226,414  
    122    

Alphabet, Inc. Class A*

    112,791  
    2,719    

Autodesk, Inc.*

    244,900  
    2,451    

Baozun, Inc. ADR*

    37,427  
    1,271    

Blucora, Inc.*

    23,450  
    2,739    

Box, Inc. Class A*

    47,220  
    2,313    

Callidus Software, Inc.*

    48,689  
    190    

CoStar Group, Inc.*

    45,769  
    4,990    

DeNA Co., Ltd.

    106,972  
    848    

Ebix, Inc.

    52,322  
    568    

Electronic Arts, Inc.*

    53,858  
    4,381    

Facebook, Inc. Class A*

    658,245  
    4,186    

Global Payments, Inc.

    342,247  
    2,081    

HubSpot, Inc.*

    139,531  
    7,800    

Just Eat plc*

    58,308  
    194    

NetEase, Inc. ADR

    51,486  
    80    

Netmarble Games Corp.*(1)

    11,148  
    7,061    

Nexon Co., Ltd.

    120,174  
    1,222    

Nintendo Co., Ltd.

    309,246  
    5,380    

PayPal Holdings, Inc.*

    256,734  
    1,552    

Pegasystems, Inc.

    70,694  
    1,361    

Salesforce.com, Inc.*

    117,209  
    4,261    

ServiceNow, Inc.*

    402,579  
    2,603    

Silver Spring Networks, Inc.*

    29,700  
    1,233    

SINA Corp.*

    94,707  
    4,102    

Square, Inc. Class A*

    74,820  
    2,000    

Tencent Holdings Ltd.

    62,667  
    3,966    

TrueCar, Inc.*

    69,484  
    1,679    

Weibo Corp. ADR*

    93,789  
    3,687    

Workday, Inc. Class A*

    322,244  
    8,456    

Yandex N.V. Class A*

    230,511  
    3,348    

Zendesk, Inc.*

    96,255  
    3,936    

Zillow Group, Inc. Class C*

    153,504  
     

 

 

 
        5,346,752  
     

 

 

 
            Technology Hardware & Equipment - 4.7%  
    6,392    

AAC Technologies Holdings, Inc.

    93,700  
    5,901    

Alps Electric Co., Ltd.

    173,446  
    3,843    

Apple, Inc.

    552,047  
    2,800    

Applied Optoelectronics, Inc.*

    138,292  
    2,620    

Arista Networks, Inc.*

    365,857  
    6,418    

Cisco Systems, Inc.

    218,661  
    699    

Cognex Corp.

    59,653  
    495    

Coherent, Inc.*

    106,722  
    1,751    

EMCORE Corp.

    15,759  
    1,233    

Fabrinet*

    42,748  
    6,764    

Finisar Corp.*

    154,490  
    17,954    

Flex Ltd.*

    277,569  
    8,739    

Hosiden Corp.

    96,272  
    615    

IPG Photonics Corp.*

    77,687  
    5,049    

Itron, Inc.*

    327,428  
    2,348    

Keysight Technologies, Inc.*

    87,886  
    825    

Largan Precision Co., Ltd.

    137,007  
    10,940    

Lumentum Holdings, Inc.*

    467,685  
    2,648    

NetApp, Inc.

    105,523  
    50,458    

Oclaro, Inc.*

    404,168  
    2,320    

Quantenna Communications, Inc.*

    42,688  
    5,337    

Radware Ltd.*

    87,153  
    1,863    

Seagate Technology plc

    78,488  
    1,505    

TE Connectivity Ltd.

    116,442  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 51.4% - (continued)  
            Technology Hardware & Equipment - 4.7% - (continued)  
    581,947    

Tongda Group Holdings Ltd.

  $ 228,594  
    674    

Universal Display Corp.

    60,222  
    8,207    

Viavi Solutions, Inc.*

    82,070  
    3,375    

Western Digital Corp.

    300,611  
     

 

 

 
        4,898,868  
     

 

 

 
            Telecommunication Services - 0.7%  
    8,022    

KDDI Corp.

    212,696  
    11,183    

Nippon Telegraph & Telephone Corp.

    479,254  
     

 

 

 
        691,950  
     

 

 

 
            Transportation - 0.3%  
    6,260    

Japan Airlines Co., Ltd.

    197,699  
    1,913    

Knight Transportation, Inc.

    65,616  
    1,177    

XPO Logistics, Inc.*

    58,132  
     

 

 

 
        321,447  
     

 

 

 
   

Total Common Stocks
(cost $50,543,393)

  $ 53,528,175  
     

 

 

 
     
CORPORATE BONDS - 1.6%  
            Commercial Banks - 0.1%  
  $       117,000    

CIT Group, Inc.
5.50%, 02/15/2019(1)

  $ 123,581  
     

 

 

 
            Diversified Financial Services - 0.6%  
    564,000    

Ally Financial, Inc.
3.25%, 11/05/2018

    569,640  
     

 

 

 
            Machinery-Diversified - 0.4%  
    395,000    

CNH Industrial Capital LLC
3.88%, 07/16/2018

    402,900  
     

 

 

 
            Telecommunications - 0.5%  
    544,000    

Sprint Communications, Inc.
8.38%, 08/15/2017

    554,064  
     

 

 

 
   

Total Corporate Bonds
(cost $1,639,630)

  $ 1,650,185  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 22.1%  
            Austria - 0.4%  
  EUR       295,000    

Austria Government Bond
3.90%, 07/15/2020(1)(2)

  $ 366,634  
     

 

 

 
            Belgium - 0.4%  
    330,000    

Belgium Government Bond
2.60%, 06/22/2024(1)(2)

    419,743  
     

 

 

 
            Canada - 1.4%  
   

Canadian Government Bond

 
  CAD       190,000    

3.50%, 12/01/2045

    177,522  
    125,000    

5.00%, 06/01/2037

    134,892  
    1,036,045    

Canadian Government Real Return Bond
4.00%, 12/01/2031(3)

    1,159,584  
     

 

 

 
        1,471,998  
     

 

 

 
            Denmark - 0.2%  
  DKK       1,055,000    

Denmark Government Bond
4.50%, 11/15/2039

    261,296  
     

 

 

 
            Finland - 0.4%  
  EUR       310,000    

Finland Government Bond
3.38%, 04/15/2020(1)(2)

    376,908  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  34  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 22.1% - (continued)  
            France - 4.4%  
   

France Government Bond OAT

 
  EUR       1,640,146    

1.00%, 07/25/2017(2)(3)

  $ 1,804,583  
    698,763    

1.85%, 07/25/2027(2)(3)

    951,986  
    839,248    

3.15%, 07/25/2032(2)(3)

    1,399,775  
    345,000    

3.50%, 04/25/2020(2)

    420,562  
     

 

 

 
        4,576,906  
     

 

 

 
            Ireland - 0.5%  
   

Ireland Government Bond

 
    215,000    

4.50%, 04/18/2020

    267,829  
    190,000    

5.40%, 03/13/2025

    282,330  
     

 

 

 
        550,159  
     

 

 

 
            Italy - 2.7%  
   

Italy Buoni Poliennali Del Tesoro

 
    450,000    

1.50%, 08/01/2019

    504,720  
    1,199,775    

2.60%, 09/15/2023(2)(3)

    1,487,622  
    475,000    

4.75%, 08/01/2023(1)(2)

    621,273  
    170,000    

5.00%, 09/01/2040(2)

    237,680  
     

 

 

 
        2,851,295  
     

 

 

 
            Netherlands - 0.6%  
   

Netherlands Government Bond

 
    325,000    

2.00%, 07/15/2024(1)(2)

    403,642  
    110,000    

4.00%, 01/15/2037(1)(2)

    186,973  
     

 

 

 
        590,615  
     

 

 

 
            Norway - 0.8%  
   

Norway Government Bond

 
  NOK       4,770,000    

3.00%, 03/14/2024(1)(2)

    615,916  
    1,920,000    

3.75%, 05/25/2021(1)(2)

    248,285  
     

 

 

 
        864,201  
     

 

 

 
            Spain - 0.9%  
   

Spain Government Bond

 
  EUR       320,000    

1.40%, 01/31/2020

    363,556  
    460,000    

4.40%, 10/31/2023(1)(2)

    613,508  
     

 

 

 
        977,064  
     

 

 

 
            Sweden - 0.6%  
   

Sweden Government Bond

 

  SEK       2,585,000    

2.50%, 05/12/2025

    340,838  
    1,780,000    

5.00%, 12/01/2020

    239,776  
     

 

 

 
        580,614  
     

 

 

 
            United Kingdom - 8.8%  
   

United Kingdom Gilt

 
  GBP       195,000    

3.50%, 01/22/2045(2)

    348,815  
    120,000    

3.75%, 09/07/2021(2)

    178,708  
    140,000    

5.00%, 03/07/2025(2)

    239,487  
   

United Kingdom Gilt Inflation Linked

 
    600,988    

0.63%, 03/22/2040(2)(3)

    1,316,226  
    587,573    

0.75%, 11/22/2047(2)(3)

    1,530,565  
    603,621    

1.13%, 11/22/2037(2)(3)

    1,356,479  
    518,449    

1.25%, 11/22/2027(2)(3)

    928,791  
    586,943    

1.25%, 11/22/2032(2)(3)

    1,191,733  
    397,849    

1.25%, 11/22/2055(2)(3)

    1,369,706  
    407,759    

2.50%, 07/17/2024(2)(3)

    720,627  
     

 

 

 
        9,181,137  
     

 

 

 
   

Total Foreign Government Obligations
(cost $22,846,046)

  $ 23,068,570  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
EXCHANGE TRADED FUNDS - 6.7%  
            Other Investment Pools & Funds - 6.7%  
    169,612    

PowerShares DB Agriculture Fund*

  $ 3,348,141  
    46,581    

PowerShares DB Energy Fund*

    567,356  
    77,870    

PowerShares DB Precious Metals Fund*

    2,967,626  
    5,580    

TOPIX Exchange Traded Fund

    79,466  
     

 

 

 
        6,962,589  
     

 

 

 
   

Total Exchange Traded Funds
(cost $7,159,962)

  $ 6,962,589  
     

 

 

 
   

Total Long-Term Investments
(cost $82,189,031)

  $ 85,209,519  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 10.2%  
            Foreign Government Obligations - 3.4%  
  JPY       390,000,000    

Japan Treasury Discount Bill 0.40%, 06/20/2017(4)

  $ 3,500,466  
     

 

 

 
            Other Investment Pools & Funds - 6.8%  
    7,119,210    

Fidelity Institutional Government Fund, Institutional Class

    7,119,210  
     

 

 

 
   

Total Short-Term Investments
(cost $10,852,506)

  $ 10,619,676  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $93,041,537)

    92.0    $ 95,829,195  
   

Total Purchased Options
(cost $1,491,889)

    1.0      977,332  
     

 

 

    

 

 

 
   

Total Investments
(cost $94,533,426)^

    93.0    $ 96,806,527  
   

Other Assets and Liabilities

    7.0      7,307,068  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     104,113,595  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  35  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 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.

 

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

 

     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

   $ 5,820,526  

Unrealized Depreciation

         (3,547,425
  

 

 

 

Net Unrealized Appreciation

   $ 2,273,101  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $4,082,293, which represented 3.9% 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 April 30, 2017, the aggregate value of these securities was $19,336,227, which represented 18.6% of total net assets.

 

(3)  The principal amount for these securities is 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 April 30, 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/CHF Put

   GSC      1.08 CHF per EUR      08/01/17      EUR        1,290,000      $ 14,315      $ 14,095      $ 220  

EUR Call/HUF Put

   GSC      7.50 HUF per EUR      09/06/17      EUR        3,407,532        32,133               32,133  

EUR Call/USD Put

   JPM      1.25 USD per EUR      06/04/18      EUR        3,368,991        16,033        87,236        (71,203

EUR Call/USD Put

   CBK      1.10 USD per EUR      06/22/17      EUR        4,685,000        46,931        33,954        12,977  

FTSE 100 Index Option

   MSC      7,500.00 GBP      09/15/17      GBP        1,983        100,908        137,220        (36,312

USD Call/HKD Put

   CSFB      7.75 HKD per USD      05/09/17      USD        26,000        25,277        19,500        5,777  

USD Call/HKD Put

   CSFB      7.75 HKD per USD      05/15/17      USD        40,000        38,620        30,000        8,620  

USD Call/JPY Put

   BOA      115.00 JPY per USD      02/25/21      USD        1,730,176        52,968        97,885        (44,917

USD Call/JPY Put

   BOA      125.00 JPY per USD      01/15/19      USD        11,729,040        108,329        294,105        (185,776

USD Call/TWD Put

   JPM      30.60 TWD per USD      09/01/17      USD        33,000        15,840        15,840        0  

USD Call/TWD Put

   JPM      31.90 TWD per USD      08/14/17      USD        73,000        9,070        25,769        (16,699
              

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

 

     26,384,722      $ 460,424      $ 755,604      $ (295,180
              

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                       

EUR Put/JPY Call

   HSBC      112.00 JPY per EUR      09/01/17      EUR        71,700      $ 13,162      $ 26,191      $ (13,029

US IDR DIG Option

   SCB      13,330.00 USD      04/29/19      USD        22,000        4,290        4,290        0  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

     93,700      $ 17,452      $ 30,481      $ (13,029
              

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

     26,478,422      $     477,876      $     786,085      $     (308,209
              

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  36  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Option Contracts Outstanding at April 30, 2017 - (continued)  

Description

   Counter-
party
     Exercise Price/FX
Rate/Rate
     Expiration
Date
     Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written option contracts:

                    

Calls

 

EUR Call/CHF Put

     GSC        1.08 CHF per EUR        06/05/17        EUR        (1,290,000   $ (10,082   $ (9,597   $ (485

EUR Call/USD Put

     CBK        1.10 USD per EUR        05/23/17        EUR        (4,685,000     (24,022     (22,370     (1,652

EUR Call/USD Put

     JPM        1.27 USD per EUR        06/04/19        EUR        (2,762,265     (37,389     (122,317     84,928  

USD Call/JPY Put

     BOA        145.00 JPY per USD        01/15/19        USD        (11,729,040     (25,053     (89,727     64,674  

USD Call/JPY Put

     BOA        140.00 JPY per USD        02/25/21        USD        (1,730,176     (15,525     (41,178     25,653  

USD Call/TWD Put

     JPM        31.90 TWD per USD        05/12/17        USD        (60,000     (231     (13,980     13,749  

USD Call/TWD Put

     JPM        30.60 TWD per USD        05/31/17        USD        (23,000     (6,555     (6,555     0  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

     (22,279,481   $ (118,857   $ (305,724   $ 186,867  
              

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                    

Puts

 

Credit Default Swaption

     BCLY        80.00 EUR        05/17/17        EUR        (1,495,000   $ (10,796   $ (5,620   $ (5,176

Credit Default Swaption

     BCLY        80.00 EUR        05/17/17        EUR        (1,495,000     (273     (4,588     4,315  

EUR Call/HUF Put

     GSC        7.50 HUF per EUR        09/06/17        EUR        (3,407,532                 0  

EUR Put/JPY Call

     HSBC        112.00 JPY per EUR        06/01/17        EUR        (59,000     (1,692     (13,391     11,699  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

     (6,456,532   $ (12,761   $ (23,599   $ 10,838  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

     (25,746,013   $ (120,549   $ (319,115   $ 198,566  
              

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 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

     DEUT        2.86     03/16/37        USD        1,665,000      $ 107,104      $ 145,271      $ (38,167

Interest Rate Swaption

     BOA        2.65     06/15/37        USD        320,000        28,267        28,000        267  
             

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

                1,985,000      $ 135,371      $ 173,271      $ (37,900
             

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                      

Interest Rate Swaption

     MSC        0.70     11/06/17        JPY        291,885,000      $ 31,661      $ 30,888      $ 773  

Interest Rate Swaption

     DEUT        2.86     03/16/37        USD        1,665,000        83,803        145,271        (61,468

Interest Rate Swaption

     BOA        2.65     06/15/37        USD        320,000        27,267        28,001        (734
             

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                293,870,000      $ 142,731      $ 204,160      $ (61,429
             

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

                292,865,000      $     267,033      $     367,223      $     (100,190
             

 

 

    

 

 

    

 

 

    

 

 

 

 

Exchange Traded Option Contracts Outstanding at April 30, 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

                    

S&P 500 Index Option

     2,475.00 USD        09/15/17        USD        77      $ 154,770      $ 121,124      $ 33,646  
           

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                    

ProShares Short VIX

     40.00 USD        06/16/17        USD        323      $ 1,292      $ 55,010      $ (53,718

ProShares Short VIX

     30.00 USD        06/16/17        USD        458        2,290        54,255        (51,965

ProShares Short VIX

     50.00 USD        01/19/18        USD        578        63,002        97,985        (34,983
           

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

     1,359      $ 66,584      $ 207,250      $ (140,666
  

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

     1,436      $     221,354      $     328,374      $     (107,020
  

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  37  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Exchange Traded Option Contracts Outstanding at April 30, 2017 - (continued)  

Description

   Exercise Price/
FX Rate/Rate
     Expiration
Date
     Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written option contracts:

 

Puts

 

IShares Russell 2000 ETF Trust Index Option

     128.00 USD        06/16/17        USD        (58   $ (3,074   $ (13,337   $ 10,263  

IShares Russell 2000 ETF Trust Index Option

     127.00 USD        09/15/17        USD        (59     (11,446     (20,234     8,788  

IShares Russell 2000 ETF Trust Index Option

     132.00 USD        09/15/17        USD        (58     (16,530     (15,019     (1,511

ProShares Short VIX

     80.00 USD        01/19/18        USD        (131     (65,500     (75,580     10,080  

S&P 500 Index Option

     2,175.00 USD        06/16/17        USD        (4     (1,840     (17,708     15,868  

S&P 500 Index Option

     2,150.00 USD        06/16/17        USD        (4     (1,460     (22,388     20,928  

S&P 500 Index Option

     2,150.00 USD        09/15/17        USD        (4     (7,840     (30,468     22,628  

S&P 500 Index Option

     2,225.00 USD        09/15/17        USD        (3     (8,385     (17,331     8,946  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

     (321   $ (116,075   $ (212,065   $ 95,990  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

     (321   $ (116,075   $ (212,065   $ 95,990  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

Australian 10-Year Bond Future

     6        06/15/2017      $ 584,191      $ 582,802      $ (1,389

Australian Dollar Future

     16        05/15/2017        1,203,774        1,196,800        (6,974

CAC40 10 Euro Future

     61        05/19/2017        3,390,893        3,465,226        74,333  

Canadian Dollar Future

     59        06/20/2017        4,422,458        4,318,800            (103,658

DAX Index Future

     3        06/16/2017        987,509        1,018,563        31,054  

Emerging Market (mini MSCI) Index Future

     23        06/16/2017        1,079,721        1,125,850        46,129  

Euro BUXL 30-Year Bond Future

     11        06/08/2017        2,079,266            2,026,925        (52,341

Euro-BOBL Future

     20        06/08/2017        2,862,202        2,872,701        10,499  

Euro-Bund Future

     30        06/08/2017        5,277,874        5,286,807        8,933  

Euro-OAT Future

     2        06/08/2017        320,060        326,441        6,381  

Euro-Schatz Future

     58        06/08/2017        7,090,845        7,091,254        409  

FTSE/MIB Index Future

     2        06/16/2017        215,504        221,030        5,526  

H-SHARES Index Future

     20        05/29/2017        1,325,646        1,316,603        (9,043

Hang Seng Index Future

     7        05/29/2017        1,102,655        1,105,164        2,509  

Japan 10-Year Bond Future

     3        06/13/2017        4,062,724        4,064,230        1,506  

KOSPI 200 Index Future

     59        06/08/2017        3,658,499        3,731,897        73,398  

Long Gilt Future

     8        06/28/2017        1,321,112        1,329,082        7,970  

MSCI Taiwan Index Future

     83        05/26/2017        3,032,009        3,046,100        14,091  

NASDAQ 100 E-MINI Future

     8        06/16/2017        859,449        892,880        33,431  

Nikkei 225 Index Future

     9        06/08/2017        1,530,243        1,550,123        19,880  

OMXS30 Index Future

     57        05/19/2017        1,000,125        1,041,243        41,118  

Russell 2000 Mini Index Future

     9        06/16/2017        606,682        629,280        22,598  

S&P MID 400 E-Mini Index Future

     17        06/16/2017        2,900,755        2,941,000        40,245  

S&P/TSX 60 Index Future

     7        06/15/2017        926,648        940,273        13,625  

SGX Nifty 50 Index Future

     10        05/25/2017        187,502        186,680        (822

SX5E Dividend Future

     100        12/15/2017        1,268,375        1,267,945        (430

SX5E Dividend Future

     49        12/21/2018        638,999        640,508        1,509  

U.S. Treasury 2-Year Note Future

     26        06/30/2017        5,634,329        5,631,844        (2,485

U.S. Treasury Long Bond Future

     40        06/21/2017            6,027,473        6,118,750        91,277  

U.S. Ultra Bond Future

     32        06/21/2017        5,113,996        5,214,000        100,004  
              

 

 

 

Total

 

   $ 469,283  
              

 

 

 

Short position contracts:

 

Amsterdam Index Future

     7        05/19/2017      $ 789,299      $ 787,901      $ 1,398  

Australian 3-Year Bond Future

     14        06/15/2017        1,176,327        1,175,366        961  

BIST 30 Index Future

     115        06/30/2017        384,031        383,501        530  

British Pound Future

     39        06/19/2017        2,999,990        3,159,975        (159,985

 

The accompanying notes are an integral part of these financial statements.

 

 

  38  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2017 - (continued)  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Short position contracts: - (continued)

 

CBOE VIX Future

     2        07/19/2017      $ 27,895      $ 28,000      $ (105

Canadian Government 10-Year Bond Future

     4        06/21/2017        405,693        408,952        (3,259

Euro FX Future

     28        06/19/2017        3,730,737        3,822,350        (91,613

Euro Stoxx 50 Future

     10        06/16/2017        364,790        382,126        (17,336

FTSE 100 Index Future

     51        06/16/2017        4,664,603        4,732,852        (68,249

FTSE/JSE Top 40 Index Future

     15        06/15/2017        513,114        533,641        (20,527

IBEX 35 Index Future

     13        05/19/2017        1,469,157        1,519,181        (50,024

Japanese Yen Future

     49        06/19/2017        5,428,015        5,508,825        (80,810

S&P 500 (E-Mini) Future

     12        06/16/2017        1,407,460        1,428,300        (20,840

SPI 200 Future

     38        06/15/2017        4,157,934        4,206,272        (48,338

SX5E Dividend Future

     12        12/20/2019        152,588        154,245        (1,657

SX5E Dividend Future

     6        12/18/2020        73,615        74,574        (959

Swiss Franc Future

     15        06/19/2017        1,857,998        1,891,500        (33,502

TOPIX Index Futures

     51        06/08/2017        7,021,609        6,999,776        21,833  

U.S. Treasury 10-Year Note Future

     151        06/21/2017            18,963,558            18,983,531        (19,973

U.S. Treasury 5-Year Note Future

     5        06/30/2017        584,249        592,031        (7,782
              

 

 

 

Total

 

   $     (600,237
              

 

 

 

Total futures contracts

 

   $ (130,954
              

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017  

Reference Entity

  Counterparty     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:

 

ITRAXX.SEN.FIN.27

    BNP       EUR       3,675,000       1.00%       06/20/22     $     19,980     $       —     $     56,246     $     36,266  

ITRAXX.SEN.FIN.27

    MSC       EUR       155,000       1.00%       06/20/22       785             (8,115     (8,900
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 20,765     $     $ 48,131     $ 27,366  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

            $ 20,765     $     $ 48,131     $ 27,366  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $ 20,765     $     $ 48,131     $ 27,366  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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 April 30, 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.EM.27

  USD     1,335,000       (1.00 %)    06/20/22   $ (69,831   $ (57,649   $ 12,182  

CDX.NA.HY.28

  USD     1,825,000       (5.00 %)    06/20/22     125,069       144,487       19,418  

CDX.NA.IGS.28

  USD     5,995,000       (1.00 %)    06/20/22     93,641       109,845       16,204  

ITRAXX.EUR.27

  EUR     4,200,000       (1.00 %)    06/20/22     54,686       81,819       27,133  

 

The accompanying notes are an integral part of these financial statements.

 

 

  39  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2017 - (continued)  

Reference Entity

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

Credit default swaps on indices: - (continued)

 

Buy protection: - (continued)

 

ITRAXX.XOV.27

  EUR     1,545,000       (5.00 %)    06/20/22   $ 157,922     $ 188,042     $ 30,120  
         

 

 

   

 

 

   

 

 

 

Total

  $ 361,487     $ 466,544     $ 105,057  
         

 

 

   

 

 

   

 

 

 

Total

  $     361,487     $     466,544     $     105,057  
         

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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 0.200% based on the notional amount of currency delivered

    06/21/18       MSC       USD       39,807,375       NZD       55,870,000     $ 944,208     $     $ 1,447,031     $ 502,823  

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       (1,421,071       (476,863
               

 

 

   

 

 

   

 

 

   

 

 

 

Total

                $   944,208     $   (944,208   $ 25,960     $ 25,960  
               

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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 USD LIBOR

     2.60% Fixed        USD        900,000        03/21/28      $     —      $     —      $ 17,885     $ 17,885  

3M USD LIBOR

     2.90% Fixed        USD        10,135,000        06/17/29                      30,234       30,234  

3M USD LIBOR

     2.90% Fixed        USD        21,815,000        06/20/32                      (51,557     (51,557

3M USD LIBOR

     2.88% Fixed        USD        11,705,000        06/16/35                      40,285       40,285  

3M USD LIBOR

     2.92% Fixed        USD        1,155,000        03/15/38                      (13,294     (13,294

6M EURIBOR

     1.02% Fixed        EUR        11,565,000        06/15/24                      21,809       21,809  

6M EURIBOR

     1.58% Fixed        EUR        15,910,000        06/19/27                      (37,856     (37,856

6M EURIBOR

     1.88% Fixed        EUR        5,120,000        06/16/32                      28,949       28,949  
              

 

 

    

 

 

    

 

 

   

 

 

 

Total

               $      $      $   36,455     $   36,455  
              

 

 

    

 

 

    

 

 

   

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 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)
 

Barclays Barcvo

  BCLY     USD       259,194     1M LIBOR     04/20/18     $     —     $     —     $ (670   $ (670

BOFAML VolRyder Index

  BOA     USD       427,162     1M LIBOR     04/30/18                         0  

BXIIMPUE Barclays Index

  BCLY     USD       1,015,006     1M LIBOR     06/30/17                       2,266           2,266  

BXIIQWUE Barclays Index

  BCLY     USD       609,333     1M LIBOR     06/30/17                         0  

Citi CIISMAUS

  CBK     USD       890,078     1M LIBOR + 1.93%     09/29/17                   6,884       6,884  

 

The accompanying notes are an integral part of these financial statements.

 

 

  40  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2017 - (continued)  

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)
 

Citi CIISMAUS

    CBK       USD       895,251       1M LIBOR + 1.93%       09/29/17     $     $     $ 2,139     $ 2,139  

CS CSLABME

    CSFB       USD       788,606       1M LIBOR       09/29/17                   (1,774     (1,774

DB Bank Custom Volatility Port

    DEUT       USD       884,865       1M LIBOR       04/30/18                   (28     (28

iPath S&P 500 VIX

    BNP       USD       5,666,236       1M LIBOR - 0.50%     01/31/18                   (8,318     (8,318

iPath S&P 500 VIX

    MSC       USD       164,345       1M LIBOR - 0.30%       04/10/18                   17,832       17,832  

iShares MSCI ACWI ETF

    GSC       USD       6,831,781       1M LIBOR - 0.50%       04/30/18                       (10,029         (10,029

iShares S&P 500 Consumer Discretionary Sector

    CBK       USD       437,014       1M LIBOR + 0.33%       06/30/17                         0  

iShares S&P 500 Financial Sector

    CBK       USD       1,718,049       1M LIBOR + 0.41%       06/30/17                         0  

iShares S&P 500 HealthCare Sector

    CBK       USD       1,300,101       1M LIBOR + 0.37%       06/30/17                         0  

iShares S&P 500 Information Technology Sector

    CBK       USD       889,353       1M LIBOR + 0.40%       06/30/17                   2       2  

iShares S&P 500 Material Sector

    CBK       USD       1,767,163       1M LIBOR + 0.35%       06/30/17                         0  

JPM US QES Momentum

    JPM       USD       2,051,502       1M LIBOR + 0.25%       02/28/18                   (450     (450

JPM US Volatility Qes Short

    JPM       USD       905,937       1M LIBOR - 0.25%       02/28/18                         0  

MS Dispersion

    MSC       USD       662,735       1M LIBOR       06/30/17                   1,785       1,785  

MSCI Indices US Health Care

    BNP       USD       85,263       1M LIBOR + 0.30%       10/31/17                   102       102  

MSCI Indices US Health Care

    BNP       USD       267,925       1M LIBOR + 0.30%       11/30/17                   320       320  

MSUSMSDS

    MSC       USD       602,469       1M LIBOR + 0.70%       09/29/17                   267       267  

S&P 500 Total Return Utilities

    CBK       USD       1,273,356       1M LIBOR + 0.15%       06/30/17                         0  

S&P Consumer Staple Index

    CBK       USD       866,787       1M LIBOR + 0.31%       06/30/17                         0  

S&P GSCI Total Return Index

    BOA       USD       255,329       1M LIBOR + 0.18%       08/31/17                         0  

S&P GSCI Total Return Index

    BOA       USD       138,396       1M LIBOR + 0.20%       10/31/17                         0  

S&P GSCI Total Return Index

    BOA       USD       454,782       1M LIBOR + 0.32%       11/30/17                         0  

S&P GSCI Total Return Index

    GSC       USD       10,626,319       1M LIBOR       04/30/18                         0  

S&P GSCI Total Return Index

    BOA       USD       10,526,599       1M LIBOR       04/30/18                         0  

S&P GSCI Total Return Index

    BOA       USD       4,821,200       1M LIBOR       04/30/18                         0  

S&P Index Energy

    CBK       USD       416,365       1M LIBOR + 0.40%       06/30/17                         0  

S&P Index Energy

    BOA       USD       618,623       1M LIBOR + 0.18%       08/31/17                         0  

S&P Index Energy

    BOA       USD       493,375       1M LIBOR + 0.30%       12/31/17                         0  

USD/CNH Volatility Index

    DEUT       USD       10,000         12/13/17                   (221     (221
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     —     $     —     $ 10,107     $ 10,107  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

AUD

   Buy      05/31/17      BMO    $     120,851      $ 119,741      $     (1,110

AUD

   Buy      05/31/17      CBA      671,796        664,561        (7,235

AUD

   Buy      05/31/17      ANZ      671,233            663,813        (7,420

AUD

   Sell      05/31/17      BNP      120,582        119,741        841  

AUD

   Sell      05/31/17      CIB      120,432        119,741        691  

AUD

   Sell      05/31/17      ANZ      28,000        27,690        310  

AUD

   Sell      05/31/17      CBA      28,748        28,438        310  

BRL

   Buy      05/03/17      CIB      379,878        382,490        2,612  

BRL

   Buy      05/03/17      CIB      379,877        382,489        2,612  

BRL

   Buy      05/03/17      TDB      220,423        221,939        1,516  

BRL

   Buy      05/03/17      SCB      2,292,373        2,279,198        (13,175

BRL

   Buy      06/02/17      BOA      386,933        381,064        (5,869

BRL

   Buy      06/02/17      SCB      1,005,487        990,141            (15,346

BRL

   Sell      05/03/17      SCB      1,013,265        997,936        15,329  

BRL

   Sell      05/03/17      SSG      684,604        676,833        7,771  

BRL

   Sell      05/03/17      CIB      385,580        382,490        3,090  

BRL

   Sell      05/03/17      TDB      223,597        221,939        1,658  

BRL

   Sell      05/03/17      SCB      220,423        221,939        (1,516

BRL

   Sell      05/03/17      SCB      379,877        382,489        (2,612

BRL

   Sell      05/03/17      SCB      672,211        676,833        (4,622

BRL

   Sell      05/03/17      SCB      1,272,511        1,281,261        (8,750

 

The accompanying notes are an integral part of these financial statements.

 

 

  41  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

BRL

   Sell      05/03/17      SCB    $ 1,272,511      $ 1,281,261      $ (8,750

CAD

   Buy      05/31/17      ANZ      216,169        212,537        (3,632

CAD

   Sell      05/31/17      ANZ      3,397,575        3,340,491        57,084  

CHF

   Buy      05/31/17      BOA      125,691        125,885        194  

CHF

   Buy      05/31/17      GSC      125,866        125,885        19  

CHF

   Buy      05/31/17      ANZ      125,981        125,885        (96

CHF

   Sell      05/31/17      CBK      126,162        125,885        277  

CHF

   Sell      05/31/17      BOA      125,813        125,885        (72

CHF

   Sell      05/31/17      SCB      1,162,740        1,163,177        (437

CNH

   Buy      07/12/17      HSBC      2,330,234        2,329,002        (1,232

CNH

   Buy      07/12/17      SCB      2,336,532        2,329,002        (7,530

CNH

   Buy      12/18/17      CIB      1,686,190        1,731,604        45,414  

CNH

   Buy      01/03/18      NOM      1,860,014        1,937,156        77,142  

CNH

   Sell      07/12/17      SCB      4,575,067        4,658,004        (82,937

CNH

   Sell      12/18/17      HSBC      1,677,807        1,731,604        (53,797

CNH

   Sell      01/03/18      NOM      1,882,402        1,937,156        (54,754

CNY

   Buy      07/12/17      SCB      4,559,836        4,662,394        102,558  

CNY

   Buy      12/18/17      HSBC      1,672,511        1,734,946        62,435  

CNY

   Buy      01/03/18      NOM      1,881,311        1,946,449        65,138  

CNY

   Sell      07/12/17      SCB      2,333,401        2,331,270        2,131  

CNY

   Sell      07/12/17      HSBC      2,327,307        2,331,125        (3,818

CNY

   Sell      12/18/17      CIB      1,683,435        1,734,946        (51,511

CNY

   Sell      01/03/18      NOM      1,861,993        1,946,449        (84,456

DKK

   Sell      05/31/17      SCB      264,100        267,534        (3,434

EUR

   Buy      05/31/17      BMO      445,475        447,318        1,843  

EUR

   Buy      05/31/17      BNP      213,504        212,749        (755

EUR

   Buy      06/21/17      CBK      97,642        100,482        2,840  

EUR

   Sell      05/31/17      CBK      14,937,726        15,145,535            (207,809)  

GBP

   Buy      05/31/17      UBS      1,171,099        1,186,159        15,060  

GBP

   Sell      05/31/17      UBS      10,957,138        11,098,045        (140,907

HUF

   Sell      05/31/17      UBS      1,638,692        1,663,197        (24,505

INR

   Buy      05/31/17      SCB      1,560,652        1,569,858        9,206  

INR

   Buy      05/31/17      BCLY      1,563,812        1,569,843        6,031  

JPY

   Buy      05/31/17      DEUT      162,374        160,847        (1,527

JPY

   Buy      05/31/17      NOM      315,896        312,238        (3,658

JPY

   Buy      05/31/17      HSBC      478,321        473,093        (5,228

JPY

   Sell      05/31/17      HSBC      5,516,521        5,456,230        60,291  

JPY

   Sell      05/31/17      NOM      3,643,299        3,601,108        42,191  

JPY

   Sell      05/31/17      DEUT      1,872,721        1,855,113        17,608  

JPY

   Sell      06/20/17      MSC      3,790,207        3,505,688        284,519  

KRW

   Buy      05/31/17      BNP      777,648        778,092        444  

KRW

   Sell      05/31/17      BNP      307,868        308,044        (176

MXN

   Buy      05/31/17      CBK      896,681        884,827        (11,854

NOK

   Buy      05/31/17      GSC      131,258        131,080        (178

NOK

   Sell      05/31/17      GSC      1,801,561        1,799,118        2,443  

NZD

   Buy      05/31/17      WEST      383,191        374,583        (8,608

NZD

   Buy      05/31/17      GSC      381,896        373,212        (8,684

NZD

   Sell      05/31/17      GSC      299,760        292,943        6,817  

NZD

   Sell      05/31/17      WEST      300,377        293,630        6,747  

PLN

   Buy      05/31/17      GSC      116,015        118,536        2,521  

PLN

   Buy      05/31/17      WEST      241,765        243,513        1,748  

PLN

   Sell      05/31/17      GSC      674,650        689,311        (14,661

SEK

   Sell      05/31/17      GSC          1,743,683            1,762,804        (19,121

SGD

   Buy      05/31/17      BCLY      698,035        698,089        54  

SGD

   Buy      05/31/17      GSC      595,982        594,271        (1,711

SGD

   Sell      05/31/17      BCLY      737,411        737,469        (58

TRY

   Buy      05/31/17      GSC      1,361        1,396        35  

TWD

   Buy      05/31/17      UBS      3,143,064        3,168,514        25,450  

 

The accompanying notes are an integral part of these financial statements.

 

 

  42  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

  

Buy/Sell

   Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

TWD

   Sell      05/31/17      UBS    $ 312,726      $ 315,258      $ (2,532

ZAR

   Buy      05/31/17      JPM      559,484        549,851        (9,633
                 

 

 

 

Total

 

   $ 49,264  
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

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

   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

NOM

   Nomura International

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

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
Index Abbreviations:

BIST

   Borsa Istanbul 100 Index

CAC

   Cotation Assistee en Continu

CBOE

   Chicago Board Options Exchange

DAX

   Deutscher Aktien Index

FTSE

   Financial Times and Stock Exchange

GSCI

   Goldman Sachs Commodity

IBEX

   Spanish Stock Index

JSE

   Johannesburg Stock Exchange

KOSPI

   Korea Composite Stock Price

MSCI

   Morgan Stanley Capital International

OMXS30

   OMX Stockholm 30 Index

S&P

   Standard & Poors

SGX

   Singapore Exchange

TOPIX

   Tokyo Stock Price Index

TSX

   Toronto Stock Exchange
Other Abbreviations:

ACWI

   All Country World Index

ADR

   American Depositary Receipt

EM

   Emerging Markets

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
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  43  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

        

Automobiles & Components

   $ 1,598,355     $ 86,369     $ 1,511,986     $  

Banks

     1,510,871       751,197       759,674        

Capital Goods

     2,288,461       151,167       2,137,294        

Commercial & Professional Services

     304,378             304,378        

Consumer Durables & Apparel

     881,120             881,120        

Consumer Services

     628,407       489,302       139,105        

Diversified Financials

     384,663       325,581       59,082        

Energy

     7,399,851       6,369,008       1,030,843        

Food & Staples Retailing

     166,157       166,157              

Food, Beverage & Tobacco

     373,699             373,699        

Health Care Equipment & Services

     4,309,681       3,658,337       651,344        

Insurance

     1,079,496       104,535       974,961        

Materials

     6,804,355       1,650,762       5,153,593        

Media

     825,239       264,346       560,893        

Pharmaceuticals, Biotechnology & Life Sciences

     7,655,383       5,848,653       1,806,730        

Real Estate

     415,535             415,535        

Retailing

     1,634,781       1,096,308       538,473        

Semiconductors & Semiconductor Equipment

     4,008,726       3,613,615       395,111        

Software & Services

     5,346,752       4,678,237       668,515        

Technology Hardware & Equipment

     4,898,868       4,169,849       729,019        

Telecommunication Services

     691,950             691,950        

Transportation

     321,447       123,748       197,699        

Corporate Bonds

     1,650,185             1,650,185        

Foreign Government Obligations

     23,068,570             23,068,570        

Exchange Traded Funds

     6,962,589       6,883,123       79,466        

Short-Term Investments

     10,619,676       7,119,210       3,500,466        

Purchased Options

     977,332       221,354       755,978        

Foreign Currency Contracts(2)

     934,980             934,980        

Futures Contracts(2)

     671,147       671,147              

Swaps - Credit Default(2)

     141,323             141,323        

Swaps - Cross Currency(2)

     502,823             502,823        

Swaps - Interest Rate(2)

     139,162             139,162        

Swaps - Total Return(2)

     31,597             31,597        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     99,227,559     $     48,442,005     $     50,785,554     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (885,716   $     $ (885,716   $  

Futures Contracts(2)

     (802,101     (802,101            

Swaps - Credit Default(2)

     (8,900           (8,900      

Swaps - Cross Currency(2)

     (476,863           (476,863      

Swaps - Interest Rate(2)

     (102,707           (102,707      

Swaps - Total Return(2)

     (21,490           (21,490      

Written Options

     (247,693     (116,075     (131,618      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (2,545,470   $ (918,176   $ (1,627,294   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  44  

 


[This page is intentionally left blank]

 

 

  45  

 


Alternative Funds

Statements of Assets and Liabilities

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
    Hartford
Long/Short
Global
Equity Fund
    Hartford
Real Total
Return Fund
 

Assets:

 

Investments in securities, at market value

   $ 306,662,962     $ 35,905,354     $ 96,806,527  

Cash

           1,945        

Cash collateral due from broker

     4,418,804       11,766,469       7,854,285  

Foreign currency

     37,739             9,836  

Unrealized appreciation on OTC swap contracts

     42,760             570,686  

Unrealized appreciation on foreign currency contracts

     197,832             934,980  

Receivables:

      

Investment securities sold

     2,001,856       1,583,574       1,471,647  

Fund shares sold

     378,506       13,240       142,934  

Dividends and interest

     520,789       37,142       372,580  

Variation margin on financial derivative instruments

     64,466             128,654  

OTC swap premiums paid

                 964,973  

Other assets

     125,210       49,829       77,385  
  

 

 

   

 

 

   

 

 

 

Total assets

     314,450,924       49,357,553       109,334,487  
  

 

 

   

 

 

   

 

 

 

Liabilities:

      

Unrealized depreciation on foreign currency contracts

     95,018             885,716  

Bank overdraft

                 330,779  

Bank overdraft - foreign cash

           4,593       8,835  

Unrealized depreciation on OTC swap contracts

                 507,253  

Securities sold short, at market value

           17,401,025        

Payables:

      

Investment securities purchased

     1,876,175       2,122,048       2,056,957  

Fund shares redeemed

     66,362              

Investment management fees

     254,113       33,086       77,253  

Transfer agent fees

     7,428       390       197  

Accounting services fees

     4,654       425       1,545  

Board of Directors’ fees

     813       253       623  

Variation margin on financial derivative instruments

     392,020             127,536  

Foreign taxes

     21,593       23,254        

Distribution fees

     10,713       544       232  

Dividends on securities sold short

           26,652        

Written options

     7,012             247,693  

Accrued expenses

     43,759       18,735       32,065  

OTC swap premiums received

     28,404             944,208  
  

 

 

   

 

 

   

 

 

 

Total liabilities

     2,808,064       19,631,005       5,220,892  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 311,642,860     $ 29,726,548     $ 104,113,595  
  

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

      

Capital stock and paid-in-capital

   $ 413,244,573     $ 26,556,954     $ 117,451,223  

Undistributed (distributions in excess of) net investment income

     980,282       (479,940     (1,013,399

Accumulated net realized gain (loss)

         (109,211,066     118,575       (15,020,510

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     6,629,071       3,530,959       2,696,281  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 311,642,860     $ 29,726,548     $ 104,113,595  
  

 

 

   

 

 

   

 

 

 

Shares authorized

     760,000,000           400,000,000           560,000,000  
  

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

 

Class A:     Net asset value per share

   $ 8.82     $ 11.18     $ 8.81  
  

 

 

   

 

 

   

 

 

 

                 Maximum offering price per share

   $ 9.33     $ 11.83     $ 9.32  
  

 

 

   

 

 

   

 

 

 

                 Shares outstanding

     2,128,208       529,287       75,089  
  

 

 

   

 

 

   

 

 

 

                 Net Assets

   $ 18,779,527     $ 5,918,580     $ 661,360  
  

 

 

   

 

 

   

 

 

 

Class C:     Net asset value per share

   $ 8.64     $ 10.98     $ 8.58  
  

 

 

   

 

 

   

 

 

 

                 Shares outstanding

     908,575       240,567       14,991  
  

 

 

   

 

 

   

 

 

 

                 Net Assets

   $ 7,848,679     $ 2,641,516     $ 128,678  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


Alternative Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
     Hartford
Long/Short
Global
Equity Fund
     Hartford
Real Total
Return Fund
 

Class I:      Net asset value per share

   $ 8.81      $ 11.25      $ 8.90  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     3,252,980        747,619        17,663  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 28,672,291      $ 8,408,894      $ 157,259  
  

 

 

    

 

 

    

 

 

 

Class R3:   Net asset value per share

   $ 8.86      $      $ 8.76  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     18,142               1,140  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 160,702      $      $ 9,986  
  

 

 

    

 

 

    

 

 

 

Class R4:   Net asset value per share

   $ 8.84      $      $ 8.81  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     60,276               1,124  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 532,591      $      $ 9,903  
  

 

 

    

 

 

    

 

 

 

Class R5:   Net asset value per share

   $ 8.82      $      $ 8.89  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     7,183               1,113  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 63,367      $      $ 9,894  
  

 

 

    

 

 

    

 

 

 

Class Y:     Net asset value per share

   $ 8.82      $ 11.26      $ 8.90  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     13,309,088        1,132,234        1,116  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 117,393,993      $ 12,747,348      $ 9,935  
  

 

 

    

 

 

    

 

 

 

Class F:     Net asset value per share

   $ 8.81      $ 11.24      $ 8.91  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     15,685,906        908        11,578,361  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 138,191,710      $ 10,210      $     103,126,580  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     298,830,429      $     31,603,305      $     94,533,426  

Cost of foreign currency

   $ 37,719      $      $  

Cost of bank overdraft - foreign cash

   $      $ 4,702      $ 8,835  

Proceeds of securities sold short

   $      $ 16,656,291      $  

Proceeds of written option contracts

   $ 17,427      $      $ 541,388  

 

The accompanying notes are an integral part of these financial statements.

 

 

  47  

 


Alternative Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
    Hartford
Long/Short
Global
Equity Fund
    Hartford
Real Total
Return Fund
 

Investment Income:

 

Dividends

   $ 2,784,553     $ 260,992     $ 430,853  

Interest

     854,446       554       109,229  

Other income

     2,726       928       1,823  

Less: Foreign tax withheld

     (176,692     (12,122     (26,310
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     3,465,033       250,352       515,595  
  

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     1,500,584       193,105       530,740  

Administrative services fees

 

Class R3

     147             62  

Class R4

     396             52  

Class R5

     28             32  

Transfer agent fees

 

Class A

     22,772       1,206       475  

Class C

     7,652       271       156  

Class I

     11,147       1,225       60  

Class R3

     110              

Class R4

     38             9  

Class R5

                  

Class Y

     1,682       50       774  

Class F

                  

Distribution fees

      

Class A

     24,565       7,003       931  

Class C

     42,320       12,457       617  

Class R3

     367             155  

Class R4

     659             88  

Custodian fees

     18,380       8,654       13,285  

Registration and filing fees

     45,929       30,219       47,736  

Accounting services fees

     27,671       2,483       10,615  

Board of Directors’ fees

     4,101       438       1,922  

Dividend and interest expense on securities sold short

           255,121        

Audit fees

     24,661       16,305       17,697  

Short position fees

           33,900        

Other expenses

     20,949       8,072       8,097  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     1,754,158       570,509       633,503  

Expense waivers

     (73,649     (52,119     (14,790

Management fee waivers

     (201,600            

Distribution fee reimbursements

     (33     (8,079     (181

Commission recapture

     (592     (449     (1,288
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (275,874     (60,647     (16,259
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     1,478,284       509,862       617,244  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     1,986,749           (259,510     (101,649
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

     5,788,850       837,960       4,986,365  

Net realized gain (loss) on securities sold short

           (9,779      

Less: Foreign taxes paid on realized capital gains

     (36            

Net realized gain (loss) on purchased options contracts

     204,722             (447,766

Net realized gain (loss) on futures contracts

         (1,624,355           (2,523,015

Net realized gain (loss) on written options contracts

     13,833             976,301  

Net realized gain (loss) on swap contracts

     46,775       (23,619         (4,238,135

Net realized gain (loss) on foreign currency contracts

     1,034,445             1,257,587  

Net realized gain (loss) on other foreign currency transactions

     (249     (302     (197,467
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     5,463,985       804,260       (186,130
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


Alternative Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
    Hartford
Long/Short
Global
Equity Fund
    Hartford
Real Total
Return Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

   $ (114,658   $ 2,872,261     $ 690,001  

Net unrealized appreciation (depreciation) of purchased options contracts

     (824           (371,938

Net unrealized appreciation (depreciation) of futures contracts

     (626,439           1,667,715  

Net unrealized appreciation (depreciation) of securities sold short

           (880,616      

Net unrealized appreciation (depreciation) of written options contracts

     1,949             (170,656

Net unrealized appreciation (depreciation) of swap contracts

     61,357       (1,520     173,993  

Net unrealized appreciation (depreciation) of foreign currency contracts

     36,929             (180,744

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     50,765       (2,631     17,964  
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (590,921     1,987,494       1,826,335  
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     4,873,064       2,791,754       1,640,205  
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     6,859,813     $     2,532,244     $     1,538,556  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


Alternative Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford Global Real
Asset Fund (consolidated)
    Hartford Long/Short
Global Equity Fund
 
     For the
Six-Month
Period Ended
April 30,
2017
(Unaudited)
    For the
Year Ended
October 31,
2016
    For the
Six-Month
Period Ended
April 30,
2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 

Operations:

 

Net investment income (loss)

   $ 1,986,749     $ 3,549,369     $ (259,510   $ (212,950

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     5,463,985       (28,453,265     804,260       (154,532

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (590,921     41,175,775       1,987,494       696,931  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     6,859,813       16,271,879       2,532,244       329,449  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

From net investment income

 

Class A

     (85,707     (180,779            

Class C

                        

Class I

     (186,369     (233,637            

Class R3

     (326     (522            

Class R4

     (2,002     (27,942            

Class R5

     (392     (4,197            

Class Y

     (1,933,820     (2,563,220            

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (2,208,616     (3,010,297            
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

                       (67,329

Class C

                       (35,248

Class I

                       (86,757

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                       (165,413

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                       (354,747
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (2,208,616     (3,010,297           (354,747
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     219,418,027       53,115,588       1,986,267       4,098,326  

Issued on reinvestment of distributions

     2,113,635       2,867,051             353,866  

Redeemed

     (179,191,743     (103,428,682     (985,558     (2,099,771
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     42,339,919       (47,446,043     1,000,709       2,352,421  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     46,991,116       (34,184,461     3,532,953       2,327,123  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     264,651,744       298,836,205       26,193,595       23,866,472  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $      311,642,860     $      264,651,744     $     29,726,548     $     26,193,595  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 980,282     $ 1,202,149     $ (479,940   $ (220,430
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  50  

 


Alternative Funds

Statements of Changes in Net Assets – (continued)

 

 

 

Hartford Real Total
Return Fund
 
For the
Six-Month
Period Ended
April 30,
2017
(Unaudited)
    For the
Year Ended
October 31,
2016
 
 
$ (101,649   $ 228,903  

 

(186,130

    (15,184,230

 

1,826,335

 

    7,649,094  

 

 

   

 

 

 
  1,538,556       (7,306,233

 

 

   

 

 

 
 
 
         
         
         
         
         
         
         
         

 

 

   

 

 

 
         

 

 

   

 

 

 
 
        (2,809
        (894
        (895
        (386
        (441
        (386
        (524,861
         

 

 

   

 

 

 
        (530,672

 

 

   

 

 

 
        (530,672

 

 

   

 

 

 
 
  109,872,240       93,932,002  
        530,527  
  (133,404,671     (80,538,794

 

 

   

 

 

 
  (23,532,431     13,923,735  

 

 

   

 

 

 
  (21,993,875     6,086,830  

 

 

   

 

 

 
 
  126,107,470       120,020,640  

 

 

   

 

 

 
$      104,113,595     $     126,107,470  

 

 

   

 

 

 
$ (1,013,399   $ (911,750

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


Alternative Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from

Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Global Real Asset Fund (consolidated)  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 8.67     $ 0.04     $ 0.15     $ 0.19     $ (0.04   $     $ (0.04   $ 8.82       2.17 %(4)    $ 18,780       1.55 %(5)      1.25 %(5)      1.02 %(5)      51

C

    8.48       0.01       0.15       0.16                         8.64       1.89 (4)      7,849       2.25 (5)      2.00 (5)      0.26 (5)      51  

I

    8.67       0.06       0.14       0.20       (0.06           (0.06     8.81       2.31 (4)      28,672       1.15 (5)      0.98 (5)      1.28 (5)      51  

R3

    8.69       0.03       0.16       0.19       (0.02           (0.02     8.86       2.20 (4)      161       1.92 (5)      1.50 (5)      0.75 (5)      51  

R4

    8.67       0.05       0.15       0.20       (0.03           (0.03     8.84       2.34 (4)      533       1.48 (5)      1.20 (5)      1.05 (5)      51  

R5

    8.68       0.06       0.15       0.21       (0.07           (0.07     8.82       2.39 (4)      63       1.17 (5)      0.95 (5)      1.37 (5)      51  

Y

    8.68       0.06       0.15       0.21       (0.07           (0.07     8.82       2.39 (4)      117,394       1.07 (5)      0.90 (5)      1.33 (5)      51  

F(6)

    8.93       0.02       (0.14     (0.12                       8.81       (1.34 )(4)      138,192       1.07 (5)      0.90 (5)      1.88 (5)      51  

For the Year Ended October 31, 2016

 

A

  $ 8.15     $ 0.09     $ 0.49     $ 0.58     $ (0.06   $     $ (0.06   $ 8.67       7.27   $ 20,262       1.61     1.26 %(7)      1.09     115

C

    7.97       0.03       0.48       0.51                         8.48       6.40       8,702       2.30       2.01 (7)      0.33       115  

I

    8.16       0.11       0.49       0.60       (0.09           (0.09     8.67       7.51       24,931       1.18       0.99 (7)      1.35       115  

R3

    8.17       0.07       0.49       0.56       (0.04           (0.04     8.69       6.86       126       1.95       1.49 (7)      0.81       115  

R4

    8.17       0.08       0.50       0.58       (0.08           (0.08     8.67       7.17       511       1.50       1.21 (7)      1.05       115  

R5

    8.17       0.10       0.50       0.60       (0.09           (0.09     8.68       7.56       49       1.24       0.96 (7)      1.27       115  

Y

    8.17       0.11       0.50       0.61       (0.10           (0.10     8.68       7.64       210,071       1.10       0.91 (7)      1.42       115  

For the Year Ended October 31, 2015

 

A

  $ 9.85     $ 0.03     $ (1.72   $ (1.69   $ (0.01   $     $ (0.01   $ 8.15       (17.21 )%    $ 23,604       1.67     1.20     0.32     134

C

    9.70       0.04       (1.77     (1.73                       7.97       (17.84     10,087       2.40       1.95       0.43       134  

I

    9.87       0.12       (1.79     (1.67     (0.04           (0.04     8.16       (16.98     19,495       1.29       0.95       1.38       134  

R3

    9.89       0.07       (1.79     (1.72                       8.17       (17.39     130       2.02       1.45       0.73       134  

R4

    9.88       0.10       (1.80     (1.70     (0.01           (0.01     8.17       (17.18     2,861       1.60       1.15       1.10       134  

R5

    9.89       0.23       (1.90     (1.67     (0.05           (0.05     8.17       (16.97     371       1.31       0.90       2.56       134  

Y

    9.89       0.13       (1.80     (1.67     (0.05           (0.05     8.17       (16.94     242,288       1.19       0.85       1.42       134  

For the Year Ended October 31, 2014

 

A

  $   10.30     $    0.08     $   (0.49   $   (0.41   $   (0.04   $   —     $   (0.04   $ 9.85       (4.03 )%    $ 44,562       1.58     1.35     0.76     162

C

    10.18             (0.48     (0.48                       9.70       (4.72     17,382       2.31       2.10       0.01       162  

I

    10.33       0.11       (0.50     (0.39     (0.07           (0.07     9.87       (3.76     47,168       1.21       1.06       1.03       162  

R3

    10.35       0.05       (0.48     (0.43     (0.03           (0.03     9.89       (4.20     277       1.93       1.60       0.49       162  

R4

    10.34       0.08       (0.48     (0.40     (0.06           (0.06     9.88       (3.91     3,686       1.55       1.30       0.79       162  

R5

    10.35       0.11       (0.49     (0.38     (0.08           (0.08     9.89       (3.72     516       1.26       1.05       1.05       162  

Y

    10.34       0.12       (0.49     (0.37     (0.08           (0.08     9.89       (3.58     313,337       1.15       1.00       1.11       162  

For the Year Ended October 31, 2013

 

A

  $ 10.68     $ (0.04   $ (0.27   $ (0.31   $ (0.07   $     $   (0.07   $   10.30       (2.98 )%    $ 69,554       1.52     1.30     (0.35 )%      147

C

    10.58       (0.11     (0.29     (0.40                       10.18       (3.78     28,546       2.24       2.05       (1.08     147  

I

    10.72             (0.29     (0.29     (0.10           (0.10     10.33       (2.78     66,061       1.19       1.05       (0.04     147  

R3

    10.69       0.17       (0.51     (0.34                       10.35       (3.18     295       1.86       1.53       1.66       147  

R4

    10.71       0.17       (0.49     (0.32     (0.05           (0.05     10.34       (3.00     3,331       1.50       1.27       1.65       147  

R5

    10.73       0.21       (0.50     (0.29     (0.09           (0.09     10.35       (2.76     451       1.20       1.01       1.98       147  

Y

    10.73       0.12       (0.41     (0.29     (0.10           (0.10     10.34       (2.74       375,280       1.09       0.98       1.14       147  

 

The accompanying notes are an integral part of these financial statements.

 

 

  52  

 


Alternative Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from

Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Global Real Asset Fund (consolidated) – (continued)  

For the Year Ended October 31, 2012

 

A

  $ 11.05     $ 0.03     $ (0.31   $ (0.28   $ (0.09   $     $ (0.09   $ 10.68       (2.50 )%    $   114,692       1.52     1.17     0.28     167

C

    10.96       (0.05     (0.30     (0.35     (0.03           (0.03     10.58       (3.20     52,906       2.23       1.91       (0.46     167  

I

    11.09       0.06       (0.31     (0.25     (0.12           (0.12     10.72       (2.26     75,179       1.22       0.91       0.53       167  

R3

    11.04             (0.30     (0.30     (0.05           (0.05     10.69       (2.75     1,964       1.84       1.43       0.01       167  

R4

    11.07       0.03       (0.30     (0.27     (0.09           (0.09     10.71       (2.44     3,135       1.56       1.15       0.30       167  

R5

    11.10       0.06       (0.31     (0.25     (0.12           (0.12     10.73       (2.19     2,062       1.23       0.90       0.54       167  

Y

    11.10       0.04       (0.28     (0.24       (0.13           (0.13     10.73       (2.14     256,693       1.19       0.90       0.38       167  
Hartford Long/Short Global Equity Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   10.21     $   (0.11   $    1.08     $    0.97     $     $     $     $ 11.18       9.50 %(4)    $ 5,919       4.27 %(5)      3.79 %(5)(8)      (1.97 )%(5)      218

C

    10.04       (0.12     1.06       0.94                         10.98       9.36 (4)      2,642       5.00 (5)      4.20 (5)(8)      (2.37 )(5)      218  

I

    10.26       (0.10     1.09       0.99                         11.25       9.65 (4)      8,409       4.01 (5)      3.63 (5)(8)      (1.81 )(5)      218  

Y

    10.27       (0.10     1.09       0.99                         11.26       9.64 (4)      12,747       3.98 (5)      3.60 (5)(8)      (1.78 )(5)      218  

F(6)

    11.01       0.01       0.22       0.23                         11.24       2.09 (4)      10       3.49 (5)      3.07 (5)(8)      0.48 (5)      218  

For the Year Ended October 31, 2016

 

A

  $ 10.25     $ (0.10   $ 0.21     $ 0.11     $     $   (0.15   $   (0.15   $   10.21       1.13   $ 5,303       3.89     3.39 %(9)      (1.00 )%      399

C

    10.16       (0.17     0.20       0.03             (0.15     (0.15     10.04       0.34       2,328       4.62       4.12 (9)      (1.75     399  

I

    10.27       (0.07     0.21       0.14             (0.15     (0.15     10.26       1.42       6,939       3.62       3.12 (9)      (0.72     399  

Y

    10.28       (0.07     0.21       0.14             (0.15     (0.15     10.27       1.42       11,623       3.60       3.10 (9)      (0.72     399  

For the Year Ended October 31, 2015

 

A

  $ 9.62     $ (0.20   $ 0.83     $ 0.63     $     $     $     $ 10.25       6.55   $ 4,649       4.47     3.91 %(10)      (1.97 )%      413

C

    9.61       (0.27     0.82       0.55                         10.16       5.72       2,327       5.23       4.67 (10)      (2.73     413  

I

    9.62       (0.19     0.84       0.65                         10.27       6.76       5,488       4.44       3.88 (10)      (1.87     413  

Y

    9.62       (0.17     0.83       0.66                         10.28       6.86       11,402       4.27       3.70 (10)      (1.68     413  

For the Year Ended October 31, 2014(11)

 

A

  $ 10.00     $ (0.01   $ (0.37   $ (0.38   $     $     $     $ 9.62       (3.80 )%(4)    $ 3,871       3.32 %(5)      2.86 %(5)(12)      (0.84 )%(5)      32 %(4) 

C

    10.00       (0.03     (0.36     (0.39                       9.61       (3.90 )(4)      2,004       4.07 (5)      3.61 (5)(12)      (1.60 )(5)      32 (4) 

I

    10.00       (0.01     (0.37     (0.38                       9.62       (3.80 )(4)      3,984       3.08 (5)      2.62 (5)(12)      (0.73 )(5)      32 (4) 

Y

    10.00       (0.01     (0.37     (0.38                       9.62       (3.80 )(4)      6,733       3.08 (5)      2.62 (5)(12)      (0.59 )(5)      32 (4) 
Hartford Real Total Return Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 8.74     $ (0.02   $ 0.09     $ 0.07     $     $     $     $ 8.81       0.80 %(4)    $ 661       1.45 %(5)      1.40 %(5)      (0.52 )%(5)      67

C

    8.55       (0.05     0.08       0.03                         8.58       0.47 (4)      129       2.32 (5)      2.15 (5)      (1.23 )(5)      67  

I

    8.82             0.08       0.08                         8.90       0.91 (4)      157       1.19 (5)      1.15 (5)      (0.07 )(5)      67  

R3

    8.65       (0.04     0.15       0.11                         8.76       1.27 (4)      10       1.76 (5)      1.51 (5)      (0.83 )(5)      67  

R4

    8.73       (0.03     0.11       0.08                         8.81       0.92 (4)      10       1.48 (5)      1.36 (5)      (0.69 )(5)      67  

R5

    8.81       (0.02     0.10       0.08                         8.89       0.91 (4)      10       1.16 (5)      1.10 (5)      (0.41 )(5)      67  

Y

    8.83       (0.01     0.08       0.07                         8.90       0.91 (4)      10       1.07 (5)      1.05 (5)      (0.22 )(5)      67  

F(6)

    9.00             (0.09     (0.09                       8.91       (1.00 )(4)        103,127       1.10 (5)      1.00 (5)      0.27 (5)      67  

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


Alternative Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from

Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Real Total Return Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $ 9.35     $ (0.02   $ (0.55   $ (0.57   $     $ (0.04   $ (0.04   $ 8.74       (6.14 )%    $ 753       1.66     1.59 %(13)      (0.20 )%      239

C

    9.21       (0.08     (0.54     (0.62           (0.04     (0.04     8.55       (6.88     134       2.45       2.35 (13)      (0.94     239  

I

    9.41       0.02       (0.57     (0.55           (0.04     (0.04     8.82       (5.89     75       1.39       1.33 (13)      0.19       239  

R3

    9.29       (0.04     (0.56     (0.60           (0.04     (0.04     8.65       (6.51     90       1.99       1.90 (13)      (0.49     239  

R4

    9.34       (0.02     (0.55     (0.57           (0.04     (0.04     8.73       (6.15     103       1.70       1.60 (13)      (0.18     239  

R5

    9.39       0.01       (0.55     (0.54           (0.04     (0.04     8.81       (5.80     91       1.39       1.30 (13)      0.11       239  

Y

    9.41       0.02       (0.56     (0.54           (0.04     (0.04     8.83       (5.78     124,861       1.28       1.22 (13)      0.19       239  

For the Year Ended October 31, 2015

 

A

  $   10.11     $ 0.03     $ (0.46   $ (0.43   $     $ (0.33   $ (0.33   $ 9.35       (4.35 )%    $ 710       1.73     1.68     0.31     176

C

    10.04         (0.03       (0.47       (0.50       —         (0.33       (0.33     9.21       (5.00     223       2.51       2.45       (0.27     176  

I

    10.15       0.04       (0.45     (0.41           (0.33     (0.33     9.41       (4.13     227       1.42       1.36       0.43       176  

R3

    10.08       0.01       (0.47     (0.46           (0.33     (0.33     9.29       (4.67     96       2.07       2.00       0.08       176  

R4

    10.10       0.03       (0.46     (0.43           (0.33     (0.33     9.34       (4.36     110       1.77       1.70       0.34       176  

R5

    10.13       0.07       (0.48     (0.41           (0.33     (0.33     9.39       (4.14     97       1.47       1.40       0.69       176  

Y

    10.14       0.07       (0.47     (0.40           (0.33     (0.33     9.41       (4.03     118,557       1.36       1.30       0.67       176  

For the Period Ended October 31, 2014(14)

 

A

  $ 10.00     $ 0.04     $ 0.07     $ 0.11     $     $     $     $   10.11       1.10 %(4)    $ 598       1.70 %(5)      1.65 %(5)      0.42 %(5)      305 %(4) 

C

    10.00       (0.05     0.09       0.04                         10.04       0.40 (4)      122       2.41 (5)      2.36 (5)      (0.56 )(5)      305 (4) 

I

    10.00       0.17       (0.02     0.15                         10.15       1.50 (4)      138       1.39 (5)      1.34 (5)      1.68 (5)      305 (4) 

R3

    10.00       (0.01     0.09       0.08                         10.08       0.80 (4)      101       2.05 (5)      2.00 (5)      (0.11 )(5)      305 (4) 

R4

    10.00       0.02       0.08       0.10                         10.10       1.00 (4)      101       1.75 (5)      1.70 (5)      0.18 (5)      305 (4) 

R5

    10.00       0.05       0.08       0.13                         10.13       1.30 (4)      101       1.45 (5)      1.40 (5)      0.48 (5)      305 (4) 

Y

    10.00       0.06       0.08       0.14                         10.14       1.40 (4)        108,553       1.35 (5)      1.30 (5)      0.57 (5)      305 (4) 

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Not annualized.
(5)  Annualized.
(6)  Commenced operations on February 28, 2017.
(7)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 0.98%, 1.48%, 1.20%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(8)  Excluding the expenses not subject to cap, the ratios would have been 1.70%, 2.10%, 1.54% ,1.50% and 1.50% for Class A, Class C, Class I, Class Y and Class F respectively.
(9)  Excluding the expenses not subject to cap, the ratios would have been 1.79%, 2.52%, 1.52% and 1.50% for Class A, Class C, Class I and Class Y, respectively.
(10)  Excluding the expenses not subject to cap, the ratios would have been 1.73%, 2.48%, 1.50% and 1.50% for Class A, Class C, Class I and Class Y, respectively.
(11)  Commenced operations on August 29, 2014.
(12)  Excluding the expenses not subject to cap, the ratios would have been 1.74%, 2.49%, 1.50% and 1.50% for Class A, Class C, Class I and Class Y, respectively.
(13)  Excluding the expenses not subject to cap, the ratios would have been 1.59%, 2.35%, 1.32%, 1.89%, 1.59%, 1.29%, and 1.22% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(14)  Commenced operations on November 29, 2013.

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


Alternative Funds

Notes to Financial Statements

April 30, 2017 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of forty-four series as of April 30, 2017. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Global Real Asset Fund (the “Global Real Asset Fund”)

Hartford Long/Short Global Equity Fund (the “Long/Short Global Equity Fund”)

Hartford Real Total Return Fund (the “Real Total Return Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund offers Class A, Class T, Class C, Class I, Class Y and Class F shares. As of April 30, 2017, Class T shares have not commenced operations. In addition, each Fund, except Long/Short Global Equity Fund, offers Class R3, Class R4 and Class R5 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, Y and F shares are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The per share net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b)

Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each 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. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. 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 of the Company 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

 

 

  55  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

  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 interests), 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 Company’s 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 options privately negotiated in the over-the-counter market (“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 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 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 Company’s Board of Directors.

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.

 

 

  56  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

    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 of the Company 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 of the Company. 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 of the Company 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.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

 

 

  57  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

  h) Basis for Consolidation – The Global Real Asset Fund may invest up to 25% of its total assets in a wholly-owned subsidiary of the Global Real Asset Fund (the “Subsidiary”). The Subsidiary is organized under the laws of the Cayman Islands and is consolidated in the Global Real Asset Fund’s financial statements. All intercompany balances, revenues, and expenses have been eliminated in consolidation. The Subsidiary acts as an investment vehicle in order to enter into certain investments (primarily commodities) for the Global Real Asset Fund consistent with the investment objectives and policies specified in the Prospectus and Statement of Additional Information.

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2017.

 

  b)

Securities Sold Short – As part of its principal investment strategy, the Long/Short Global Equity Fund will enter into short sales. In a short sale, the Fund sells a borrowed security (typically from a broker or other institution). The Fund may not always be able to borrow the security at a particular time or at an acceptable price. Thus, there is a risk that the Fund may be unable to implement its investment strategy due to the lack of available stocks or for other reasons. After selling the borrowed security, the Fund is obligated to “cover” the short sale by purchasing the security and returning the security to the lender. If a security sold short increases in price,

 

 

  58  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

  the Fund may have to cover its short position at a higher price than the short sale price, resulting in a loss. Because the Fund’s loss on a short sale arises from increases in the value of the security sold short, such loss is theoretically unlimited. In certain cases, purchasing a security to cover a short position can itself cause the price of the security to rise further, thereby exacerbating the loss.

Short sales also involve other costs. The Long/Short Global Equity Fund must normally repay to the lender an amount equal to any dividends that accrue while the security is on loan. In addition, to borrow the security, the Fund may be required to pay a premium. The Fund also will incur transaction costs in executing short sales. The amount of any gain for the Fund resulting from a short sale will be decreased, and the amount of any loss will be increased, by the amount of the premiums, dividends, interest or expenses the Fund may be required to pay in connection with the short sale. Until the Fund replaces a borrowed security, it is required to maintain a segregated account of cash or liquid assets to cover the Fund’s short position. Investments held in a segregated account cannot be sold while the position they are covering is outstanding, unless they are replaced with similar securities. Additionally, the Fund must maintain sufficient liquid assets (less any additional collateral held by the broker) to cover the short sale obligation. This may limit the Fund’s investment flexibility, as well as its ability to meet redemption or other current obligations.

Dividends declared on short positions existing on the record date are recorded on the ex-dividend date as an expense on the Statements of Operations.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2017, Global Real Asset Fund and Real Total Return Fund had engaged in Foreign Currency Contracts.

 

  b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2017, Global Real Asset Fund and Real Total Return Fund had engaged in Futures Contracts.

 

 

 

  59  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

  c) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended April 30, 2017, Global Real Asset Fund and Real Total Return Fund had engaged in Options Contracts.

Transactions involving written option contracts during the period ended April 30, 2017, are summarized below:

Global Real Asset Fund (consolidated)

Options Activity During the Six-Month Period Ended April 30, 2017

 

Call Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     20     $ 9,210  

Written

     20       33,764  

Expired

     (12     (8,586

Closed

     (22         (16,961

Exercised

            
  

 

 

   

 

 

 

End of Period

     6     $ 17,427  
  

 

 

   

 

 

 

Put Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     8     $ 2,776  

Written

     3       2,390  

Expired

            

Closed

     (11         (5,167

Exercised

            
  

 

 

   

 

 

 

End of Period

         $  
  

 

 

   

 

 

 

 

 

  60  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Real Total Return Fund

Options Activity During the Six-Month Period Ended April 30, 2017

 

Call Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     4,747,095     $ 202,801  

Written

     17,791,911       528,888  

Expired

            

Closed

     (259,525     (425,965

Exercised

            
  

 

 

   

 

 

 

End of Period

     22,279,481     $ 305,724  
  

 

 

   

 

 

 

Put Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     3,407,759     $ 602,447  

Written

     3,057,460       1,828,126  

Expired

            

Closed

     (7,304         (2,023,973

Exercised

     (1,062     (170,936
  

 

 

   

 

 

 

End of Period

     6,456,853     $ 235,664  
  

 

 

   

 

 

 

 

  d) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated

 

 

  61  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2017, Global Real Asset Fund and Real Total Return Fund had engaged in Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

 

 

  62  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

During the six-month period ended April 30, 2017, Global Real Asset Fund and Real Total Return Fund had engaged in Interest Rate Swap Contracts.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Funds’ investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the six-month period ended April 30, 2017, Global Real Asset Fund, Long/Short Global Equity Fund and Real Total Return Fund had engaged in Total Return Swap Contracts.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

During the six-month period ended April 30, 2017, Real Total Return Fund had engaged in Cross Currency Swap Contracts.

 

  e) Additional Derivative Instrument Information:

Global Real Asset Fund (consolidated)

Fair Value of Derivative Instruments on the (consolidated) Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $      $ 96,244      $      $      $ 66,022      $      $ 162,266  

Unrealized appreciation on futures contracts(1)

         1,339                   —            —            898,942            —            900,281  

Unrealized appreciation on foreign currency contracts

                197,832                                    197,832  

Unrealized appreciation on swap
contracts(2)

     17,866               13,336               29,424               60,626  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     19,205      $     294,076      $     13,336      $      $ 994,388      $      $ 1,321,005  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 47,775      $      $      $      $ 2,239,540      $      $ 2,287,315  

Unrealized depreciation on foreign currency contracts

            95,018                                    95,018  

Written options, market value

                                 7,012               7,012  

Unrealized depreciation on swap
contracts(2)

                   3,428                             3,428  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 47,775      $ 95,018      $ 3,428      $      $     2,246,552      $      $     2,392,773  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  63  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
    Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on purchased options contracts

   $     $ 259,156     $     $      $ (54,434   $      $ 204,722  

Net realized gain (loss) on futures contracts

     105,521                          (1,729,876            (1,624,355

Net realized gain (loss) on written options contracts

                              13,833              13,833  

Net realized gain (loss) on swap contracts

     47,455             (11,659     10,979                     46,775  

Net realized gain (loss) on foreign currency contracts

           1,034,445                                     1,034,445  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $     152,976     $     1,293,601     $     (11,659   $     10,979      $     (1,770,477   $     —      $ (324,580
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $     $ (19,959   $     $      $ 19,135     $      $ (824

Net change in unrealized appreciation (depreciation) of futures contracts

     (74,099                        (552,340            (626,439

Net change in unrealized appreciation (depreciation) of written options contracts

                              1,949              1,949  

Net change in unrealized appreciation (depreciation) of swap contracts

     11,479             6,867       13,587        29,424              61,357  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           36,929                                 36,929  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $ (62,620   $ 16,970     $ 6,867     $ 13,587      $ (501,832   $      $ (527,028
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

 

Global Real Asset Fund (consolidated) – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts

     25,575,420  

Futures Contracts Long

     1,047  

Futures Contracts Short

     (301

Written Options Contracts

     (16

Swap Contracts

   $ 2,015,383  

Foreign Currency Contracts Purchased

   $ 6,706,560  

Foreign Currency Contracts Sold

   $     30,016,500  

Long/Short Global Equity Fund

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
    Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on swap contracts

   $     (23,619   $     —      $     —      $     —     $     —      $     —      $     (23,619
  

 

 

   

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ (23,619   $      $      $     $      $      $ (23,619
  

 

 

   

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of swap contracts

   $     $      $      $     (1,520   $      $      $ (1,520
  

 

 

   

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     $      $      $ (1,520   $      $      $ (1,520
  

 

 

   

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

 

  64  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts

   $     601,607  

Real Total Return Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
    Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $ 278,101      $ 376,969      $      $ 322,262      $      $     $ 977,332  

Unrealized appreciation on futures contracts(1)

     227,941                      441,697               1,509       671,147  

Unrealized appreciation on foreign currency contracts

            934,980                                   934,980  

Unrealized appreciation on swap contracts(2)

     139,161        25,960        618,188        31,596                     814,905  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

   

 

 

 

Total

   $     645,203      $     1,337,909      $     618,188      $     795,555      $     —      $      1,509     $     3,398,364  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

   

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 87,229      $ 482,634      $      $ 235,284      $      $ (3,046   $ 802,101  

Unrealized depreciation on foreign currency contracts

            885,716                                   885,716  

Written options, market value

     11,069        120,550               116,074                     247,693  

Unrealized depreciation on swap contracts(2)

     102,928               486,213        20,819                     609,960  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

   

 

 

 

Total

   $     201,226      $     1,488,900      $     486,213      $     372,177      $     —        $    (3,046)     $     2,545,470  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

   

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on purchased options contracts

  $ (1,127   $ 104,543     $     $ (551,182   $     $     $ (447,766

Net realized gain (loss) on futures contracts

    (2,578,095     491,549             (431,277           (5,192     (2,523,015

Net realized gain (loss) on written options contracts

          (33,779               1,010,080           —             976,301  

Net realized gain (loss) on swap contracts

    (4,896,480           644,539       13,806                   (4,238,135

Net realized gain (loss) on foreign currency contracts

          1,257,587                               1,257,587  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     (7,475,702   $     1,819,900     $     644,539     $ 41,427     $     $     (5,192   $     (4,975,028
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

  $ (99,328   $     (180,818   $     $ (91,792   $     $     $ (371,938

Net change in unrealized appreciation (depreciation) of futures contracts

        1,109,557       (424,982           978,586             4,554       1,667,715  

Net change in unrealized appreciation (depreciation) of written options contracts

          128,155             (298,811                 (170,656

Net change in unrealized appreciation (depreciation) of swap contracts

    (16,358     25,960           105,595       58,796                   173,993  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

          (180,744                             (180,744
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 993,871     $ (632,429   $ 105,595     $      646,779     $     —     $     4,554     $     1,118,370  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  65  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Real Total Return Fund – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts

     310,739,488  

Futures Contracts Long

     704  

Futures Contracts Short

     (524

Written Options Contracts

     (17,338,356

Swap Contracts

   $     198,529,581  

Foreign Currency Contracts Purchased

   $ 52,765,096  

Foreign Currency Contracts Sold

   $ 105,417,808  

 

  (1)  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.
  (2)  Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

 

  f) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2017:

Global Real Asset Fund (consolidated)

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 197,832     $ (95,018

Futures contracts

     900,281       (2,287,315

Purchased options

     162,266        

Swap contracts

     60,626       (3,428

Written options

           (7,012
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

         1,321,005       (2,392,773
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (984,169          2,297,755  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 336,836     $ (95,018
  

 

 

   

 

 

 

 

 

  66  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Global Real Asset Fund (consolidated) – (continued)

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 28,411     $ (26,221   $      $      $ 2,190  

Citibank NA

     46,172       (46,172                    

Commonwealth Bank of Australia

     9,776       (65                   9,711  

Deutsche Bank Securities, Inc.

     6,639                           6,639  

Goldman Sachs & Co.

     143,392       (364                   143,028  

HSBC Bank USA

     29,242       (5,936                   23,306  

JP Morgan Chase & Co.

     2,326                           2,326  

Nomura International

     28,969                           28,969  

Standard Chartered Bank

     2,394                           2,394  

UBS AG

     30,624       (1,153                   29,471  

Westpac International

     8,891                           8,891  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     336,836     $     (79,911   $     —      $     —      $     256,925  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (26,221   $ 26,221     $      $      $  

Banc of America Securities LLC

     (233                         (233

Citibank NA

     (61,046     46,172                     (14,874

Commonwealth Bank of Australia

     (65     65                      

Goldman Sachs & Co.

     (364     364                      

HSBC Bank USA

     (5,936     5,936                      

UBS AG

     (1,153     1,153                      
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (95,018   $     79,911     $     —      $     —      $     (15,107
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Real Total Return Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 934,980     $ (885,716

Futures contracts

     671,147       (802,101

Purchased options

     977,332        

Swap contracts

     814,905       (609,960

Written options

           (247,693
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     3,398,364       (2,545,470
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (1,136,720     1,020,883  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 2,261,644     $     (1,524,587
  

 

 

   

 

 

 

 

 

  67  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Real Total Return Fund – (continued)

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 57,394     $ (11,148   $      $      $ 46,246  

Banc of America Securities LLC

     217,025       (46,519                   170,506  

Bank of Montreal

     1,843       (1,110                   733  

Barclays

     8,351       (8,351                    

BNP Paribas Securities Services

     37,973       (9,249                   28,724  

Citibank NA

     59,073       (59,073                    

Commonwealth Bank of Australia

     310       (310                    

Credit Agricole

     54,419       (51,511                   2,908  

Credit Suisse First Boston Corp.

     63,897       (1,774                   62,123  

Deutsche Bank Securities, Inc.

     208,515       (1,776                   206,739  

Goldman Sachs & Co.

     58,283       (58,283                    

HSBC Bank USA

     135,888       (65,767                   70,121  

JP Morgan Chase & Co.

     40,943       (40,943                    

Morgan Stanley

     939,795       (485,763                   454,032  

Nomura International

     184,471       (142,868                   41,603  

Standard Chartered Bank

     133,514       (133,514                    

State Street Global Markets LLC

     7,771                           7,771  

Toronto-Dominion Bank

     3,174                           3,174  

UBS AG

     40,510       (40,510                    

Westpac International

     8,495       (8,495                    
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ 2,261,644     $     (1,166,964   $     —      $      $     1,094,680  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (11,148   $ 11,148     $      $      $  

Banc of America Securities LLC

     (46,519     46,519                      

Bank of Montreal

     (1,110     1,110                      

Barclays

     (11,797     8,351                     (3,446

BNP Paribas Securities Services

     (9,249     9,249                      

Citibank NA

     (243,685     59,073                     (184,612

Commonwealth Bank of Australia

     (7,235     310                     (6,925

Credit Agricole

     (51,511     51,511                      

Credit Suisse First Boston Corp.

     (1,774     1,774                      

Deutsche Bank Securities, Inc.

     (1,776     1,776                      

Goldman Sachs & Co.

     (64,466     58,283                  6,183         

HSBC Bank USA

     (65,767     65,767                      

JP Morgan Chase & Co.

     (54,258     40,943                     (13,315

Morgan Stanley

     (485,763     485,763                      

Nomura International

     (142,868     142,868                      

Standard Chartered Bank

     (149,109     133,514                     (15,595

UBS AG

     (167,944     40,510                     (127,434

Westpac International

     (8,608     8,495                     (113
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (1,524,587   $ 1,166,964     $      $ 6,183      $ (351,440
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  68  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s schedule of investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b)

Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years,

 

 

  69  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

  which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

     Year of Expiration      Unlimited
Short-Term
Capital Loss
Carryforward
     Unlimited
Long-Term
Capital Loss
Carryforward
 

Fund

   2019        

Global Real Asset Fund (consolidated)

   $     6,682,380      $ 14,417,490      $     77,297,881  

Long/Short Global Equity Fund

            368,343        154,452  

Real Total Return Fund

                10,274,436        4,455,994  

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. The Company, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2017; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Global Real Asset Fund

  

0.8450% on first $500 million and;

  

0.8100% on next $500 million and;

  

0.7800% on next $1.5 billion and;

  

0.7500% on next $2.5 billion and;

  

0.7100% over $5 billion

Long/Short Global Equity Fund

  

1.4000% on first $1 billion and;

  

1.3900% on next $1 billion and;

  

1.3800% over $2 billion

Real Total Return Fund

  

0.9000% on first $250 million and;

  

0.8800% on next $250 million and;

  

0.8500% on next $500 million and;

  

0.8300% on next $1.5 billion and;

  

0.8200% over $2.5 billion

The Global Real Asset Fund’s Cayman Subsidiary pays HFMC a management fee at the annual rate of 0.71% of average daily net assets attributable to the Cayman Subsidiary. HFMC has contractually agreed to waive the management fee it receives from the Global Real Asset Fund in an amount equal to the management fee paid to it by the Subsidiary. This waiver will remain in effect for as long as the Global Real Asset Fund remains invested in the Subsidiary.

 

 

  70  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Global Real Asset Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Long/Short Global Equity Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Real Total Return Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Prior to November 1, 2016, the Funds paid the following rates to HFMC for accounting services fees rendered:

 

Fund

  

Accounting Services Fee Rates

Global Real Asset Fund

  

0.025% on first $5 billion and;

  

0.020% on next $5 billion and;

  

0.015% over $10 billion

Long/Short Global Equity Fund

  

0.025% on first $5 billion and;

  

0.020% on next $5 billion and;

  

0.015% over $10 billion

Real Total Return Fund

  

0.025% on first $5 billion and;

  

0.020% on next $5 billion and;

  

0.015% over $10 billion

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  d) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and class, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2017, HFMC contractually limited the total operating expenses of each Fund exclusive of taxes, interest expense, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, through February 28, 2018 as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F  

Global Real Asset Fund

     1.25     2.00     1.00     1.50     1.20     0.95     0.90     0.90

Long/Short Global Equity Fund*

     1.90     2.65     1.65     NA       NA       NA       1.50     1.50

Real Total Return Fund

     1.40     2.15     1.15     1.70     1.40     1.10     1.05     1.00

 

  * The contractual agreement is also exclusive of dividends and interest expenses on short sales.

Prior to June 30, 2016, HFMC contractually limited the total operating expenses of the Real Total Return Fund, exclusive of taxes, interest expense, brokerage commissions, acquired fund fees and expenses and extraordinary expenses as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y  

Real Total Return Fund

     1.70     2.45     1.45     2.00     1.70     1.40     1.30

 

 

  71  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  e) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2017, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F  

Global Real Asset Fund (consolidated)

     1.25     2.00     0.98     1.50     1.20     0.95     0.90     0.90

Long/Short Global Equity Fund

     3.79     4.20     3.63                       3.60     3.07

Real Total Return Fund

     1.40     2.15     1.15     1.51     1.36     1.10     1.05     1.00

 

  (1)  Excluding the expenses not subject to the cap, the ratios would have been 1.77%, 2.53%, 1.52%, and 1.51% for Class A, Class C, Class I and Class Y, respectively.

 

  f) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2017, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Global Real Asset Fund

   $     33,141      $     758  

Long/Short Global Equity Fund

     2,503        11  

Real Total Return Fund

     727       

 

  * Amount rounds to less than $1.

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2017, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

 

  g) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2017, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Global Real Asset Fund (Consolidated)

   $     556  

Long/Short Global Equity Fund

     45  

Real Total Return Fund

     232  

 

 

  72  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. HASCO has contractually agreed to reimburse all transfer agency fees for Class F shares until February 28, 2018. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. At a special meeting of the Board of Directors held on January 11, 2017, the Board of Directors approved the removal of the cap on the transfer agency fees for Class Y shares to be effective May 1, 2017. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2017, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:

 

Fund

   Percent of
Average Daily
Net Assets
 

Global Real Asset Fund (consolidated)

     0.03

Long/Short Global Equity Fund

     0.02

Real Total Return Fund

     0.00

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

8. Affiliate Holdings:

As of April 30, 2017, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F  

Global Real Asset Fund (consolidated)

                                               %* 

Long/Short Global Equity Fund

     77     84     27                       99     100

Real Total Return Fund

     %*      %*      %*      100     100     100     100     %* 

Percentage of Fund by Class:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F  

Global Real Asset Fund (consolidated)

                                               %* 

Long/Short Global Equity Fund

     15     8     8                       43     %* 

Real Total Return Fund

     %*      %*      %*      %*      %*      %*      %*      %* 

 

  * Percentage rounds to zero.

As of April 30, 2017, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of its shares from these affiliated funds of funds. Affiliated funds of funds owned shares in each Fund as follows:

 

Fund

   Percentage of
Fund*
 

Global Real Asset Fund (consolidated)

     44

Real Total Return Fund

     99

 

  * As of April 30, 2017, the affiliated funds of funds were invested in Class F shares.

 

 

  73  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

9. Investment Transactions:

For the six-month period ended April 30, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Global Real Asset Fund (consolidated)

   $     117,836,990      $     90,101,492  

Long/Short Global Equity Fund

     37,261,487        37,596,441  

Real Total Return Fund

     61,578,129        75,473,519  

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Global Real Asset Fund (consolidated)

   $ 45,084,316      $ 45,277,559  

Long/Short Global Equity Fund

             

Real Total Return Fund

             

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Global Real Asset Fund (consolidated)

   $ 162,921,306      $     135,379,051  

Long/Short Global Equity Fund

     37,261,487        37,596,441  

Real Total Return Fund

     61,578,129        75,473,519  

 

10. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2017, and the year ended October 31, 2016:

 

Global Real Asset Fund (consolidated)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     186,603     $ 1,675,992       464,820     $ 3,654,951  

Shares Issued for Reinvested Dividends

     9,314       83,080       22,982       174,437  

Shares Redeemed

     (405,720     (3,615,784     (1,046,074     (8,477,568
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (209,803     (1,856,712     (558,272     (4,648,180
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     37,453     $ 328,999       136,738     $ 1,070,403  

Shares Redeemed

     (155,141     (1,354,648     (376,658     (2,953,866
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (117,688     (1,025,649     (239,920     (1,883,463
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     576,161     $      5,157,132       1,311,673     $     10,405,420  

Shares Issued for Reinvested Dividends

     17,965       159,886       25,698       194,532  

Shares Redeemed

     (217,604     (1,930,306     (851,093     (6,885,101
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     376,522       3,386,712       486,278       3,714,851  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  74  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Global Real Asset Fund (consolidated) – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     3,712     $ 33,486       4,411     $ 36,746  

Shares Issued for Reinvested Dividends

     37       326       68       522  

Shares Redeemed

     (62     (567     (5,885     (47,747
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,687       33,245       (1,406     (10,479
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     3,094     $ 27,549       66,900     $ 517,394  

Shares Issued for Reinvested Dividends

     168       1,499       3,517       26,691  

Shares Redeemed

     (1,953     (17,721     (361,739     (2,815,719
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,309       11,327       (291,322     (2,271,634
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     1,515     $ 13,462       3,196     $ 25,393  

Shares Issued for Reinvested Dividends

     43       392       554       4,197  

Shares Redeemed

     (2     (7     (43,528     (326,375
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,556       13,847       (39,778     (296,785
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     8,063,801     $ 71,408,512       4,750,860     $      37,405,281  

Shares Issued for Reinvested Dividends

     209,703       1,868,452       325,848       2,466,672  

Shares Redeemed

     (19,178,031     (171,871,876     (10,527,896     (81,922,306
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (10,904,527     (98,594,912     (5,451,188     (42,050,353
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     15,730,556     $ 140,772,895           $  

Shares Redeemed

     (44,650     (400,834            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     15,685,906            140,372,061              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     4,836,962     $ 42,339,919       (6,095,608   $ (47,446,043
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

Long/Short Global Equity Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     30,127     $      322,959       104,306     $     1,034,555  

Shares Issued for Reinvested Dividends

                 6,870       67,329  

Shares Redeemed

     (20,409     (219,158     (45,236     (424,031
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,718       103,801       65,940       677,853  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     11,400     $ 120,914       30,530     $ 297,126  

Shares Issued for Reinvested Dividends

                 3,622       35,174  

Shares Redeemed

     (2,611     (28,395     (31,429     (302,265
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,789       92,519       2,723       30,035  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  75  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Long/Short Global Equity Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class I

        

Shares Sold

     139,114     $ 1,532,394       272,382     $ 2,706,645  

Shares Issued for Reinvested Dividends

                 8,744       85,950  

Shares Redeemed

     (67,975     (738,005     (138,882     (1,373,475
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     71,139       794,389       142,244       1,419,120  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

         $       6,000     $ 60,000  

Shares Issued for Reinvested Dividends

                 16,828       165,413  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 22,828       225,413  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     908     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     908       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     90,554     $     1,000,709       233,735     $      2,352,421  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

Real Total Return Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     19,888     $ 173,633       29,316     $ 256,952  

Shares Issued for Reinvested Dividends

                 307       2,806  

Shares Redeemed

     (30,993         (273,469     (19,354         (170,170
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (11,105     (99,836     10,269       89,588  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     1,951     $ 16,859       7,213     $ 62,212  

Shares Issued for Reinvested Dividends

                 99       894  

Shares Redeemed

     (2,590     (22,164     (15,893     (139,181
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (639     (5,305     (8,581     (76,075
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     9,506     $ 85,657       1,128     $ 10,000  

Shares Issued for Reinvested Dividends

                 82       753  

Shares Redeemed

     (394     (3,556     (16,773     (149,110
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,112       82,101       (15,563     (138,357
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Issued for Reinvested Dividends

                 42       386  

Shares Redeemed

     (9,247     (81,711            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (9,247     (81,711     42       386  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  76  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Real Total Return Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Issued for Reinvested Dividends

                 48       441  

Shares Redeemed

     (10,690     (95,371     (59     (500
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (10,690     (95,371     (11     (59
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

                 42       386  

Shares Redeemed

     (9,272     (83,556            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (9,272     (83,556     42       386  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     572,081     $ 5,092,092       10,110,522     $      93,602,838  

Shares Issued for Reinvested Dividends

                 56,875       524,861  

Shares Redeemed

     (14,709,044         (132,195,962     (8,626,762     (80,079,833
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (14,136,963     (127,103,870     1,540,635       14,047,866  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     11,650,809     $ 104,503,999           $  

Shares Redeemed

     (72,448     (648,882            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     11,578,361           103,855,117              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (2,590,443   $ (23,532,431     1,526,833     $     13,923,735  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

11. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2017, none of the Funds had borrowings under this facility.

 

12. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

 

 

  77  

 


Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

 

13. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

14. Recent Accounting Pronouncement:

In August 2016, Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2016-15, “Statement of Cash Flows (Topic 230), a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-15”). The guidance is intended to reduce diversity in practice in how certain transactions are classified in the statement of cash flows. The issues addressed in ASU 2016-15 are: debt prepayment or debt extinguishment costs, settlement of zero-coupon debt instruments, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, distributions received from equity method investments, beneficial interests in securitization transactions; and, separately identifiable cash flows and application of the predominance principle. The guidance is effective for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

In November 2016, FASB issued Accounting Standards Update No. 2016-18, “Statement of Cash Flows (Topic 230), Restricted Cash, a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-18”). The guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. Therefore, amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The amendments in ASU 2016-18 do not provide a definition of restricted cash or restricted cash equivalents. The guidance is required to be presented for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

 

15. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2017, events and transactions subsequent to April 30, 2017, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. No subsequent events requiring financial statement adjustment or disclosure have been identified.

 

 

  78  

 


Alternative Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  79  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Customer Privacy Notice

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and

protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

 


Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2017


 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with any Fund sub-adviser.

MFSAR-ALT17 6/17    201279    Printed in U.S.A.

 

LOGO


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing with Hartford Funds. We are pleased to present you with the Semi-Annual Report, which covers the period from November 1, 2016 through April 30, 2017.

Market Review

With the exception of a brief dip ahead of the US presidential election in

 

November, US stocks, as measured by the S&P 500 Index,1 kept an upward trajectory during the six months ended April 30, 2017. That positive momentum helped push the Index to a nearly 12% gain for 2016, and started 2017 off with just under a 7% return through April 30.

The primary driver of market progress during the period was the outcome of the presidential election. Markets viewed the incoming Trump administration as a positive for businesses and investors, and that optimism carried through past the inauguration. Positive job reports and a growing domestic economy reflected this optimism and have served as the basis of the US Federal Reserve’s continued interest-rate hike cycle that began in December 2015. At the time of this writing, consensus expectations were for a continued gradual rate-hike pace by the Federal Reserve, which should help markets better digest and account for such changes.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. Uncertainty surrounding potential policy changes by the Trump administration, other European elections, and Britain’s “Brexit” undertaking to leave the European Union could all influence markets or cause an uptick in volatility.

For this reason, we encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets with confidence. Regardless of the political environment, your advisor can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing with Hartford Funds. For the most up-to-date information on our mutual funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.

 


Multi-Strategy Funds

Table of Contents

 

Fund Performance and Summary

     2  

Expense Examples

     26  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Balanced Fund

     31  

The Hartford Balanced Income Fund

     44  

The Hartford Checks and Balances Fund

     70  

The Hartford Conservative Allocation Fund

     73  

The Hartford Global All-Asset Fund (consolidated)

     76  

The Hartford Growth Allocation Fund

     98  

Hartford Moderate Allocation Fund

     101  

Hartford Multi-Asset Income Fund

     104  

Statements of Assets and Liabilities

     128  

Statements of Operations

     132  

Statements of Changes in Net Assets

     136  

Financial Highlights

     140  

Notes to Financial Statements

     150  

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records

     194  

Quarterly Portfolio Holdings Information

     194  


The Hartford Balanced Fund inception 07/22/1996

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Balanced A2

     8.33%        9.34%        8.45%        5.18%  

Balanced A3

     2.37%        3.32%        7.23%        4.59%  

Balanced B2

     7.86%        8.40%        7.52%        4.46% 4 

Balanced B3

     2.86%        3.40%        7.22%        4.46% 4 

Balanced C2

     7.96%        8.63%        7.70%        4.43%  

Balanced C3

     6.96%        7.63%        7.70%        4.43%  

Balanced I2

     8.44%        9.63%        8.59%        5.24%  

Balanced R32

     8.15%        9.04%        8.18%        4.92%  

Balanced R42

     8.36%        9.42%        8.53%        5.24%  

Balanced R52

     8.48%        9.71%        8.83%        5.55%  

Balanced Y2

     8.52%        9.78%        8.90%        5.63%  

Balanced F2

     8.47%        9.66%        8.59%        5.25%  

S&P 500 Index

     13.32%        17.92%        13.68%        7.15%  

Bloomberg Barclays Government/Credit Bond Index

     -0.70%        0.89%        2.36%        4.37%  

Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index

     0.23%        0.39%        0.15%        0.65%  

Balanced Fund Blended Index

     7.61%        10.85%        9.05%        6.16%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To

obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 3/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

Bloomberg Barclays Government/Credit Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged, market-value-weighted index of all debt obligations of the U.S. Treasury and U.S. Government agencies (excluding mortgaged-backed securities) and of all publicly-issued fixed-rate, nonconvertible, investment grade domestic corporate debt.

Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is a subset of The Bank of America

 

 

 

  2  

 


The Hartford Balanced Fund inception 07/22/1996

 

 

 

Merrill Lynch 0-1 Year US Treasury Index including all securities with a remaining term to final maturity less than 3 months.

Balanced Fund Blended Index is calculated by Hartford Funds Management Company, LLC (“HFMC”) and represents the weighted return of 60% S&P 500 Index, 35% Bloomberg Barclays Government/Credit Bond Index and 5% Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  3  

 


The Hartford Balanced Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Balanced Class A

     1.14%        1.14%  

Balanced Class B

     2.04%        2.38%  

Balanced Class C

     1.84%        1.84%  

Balanced Class I

     0.84%        0.84%  

Balanced Class R3

     1.40%        1.46%  

Balanced Class R4

     1.10%        1.16%  

Balanced Class R5

     0.80%        0.86%  

Balanced Class Y

     0.79%        0.79%  

Balanced Class F

     0.74%        0.74%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.
 

 

 

 

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Fixed income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Mortgage- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     66.3
  

 

 

 

Total

     66.3
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     2.9

Corporate Bonds

     15.3  

Foreign Government Obligations

     0.2  

Municipal Bonds

     1.2  

U.S. Government Agencies

     0.2  

U.S. Government Securities

     11.8  
  

 

 

 

Total

     31.6
  

 

 

 

Short-Term Investments

     1.4  

Other Assets & Liabilities

     0.7  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  4  

 


The Hartford Balanced Income Fund inception 07/31/2006

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income with growth of capital as a secondary objective.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Balanced Income A2

     5.31%        9.19%        7.93%        6.61%  

Balanced Income A3

     -0.49%        3.18%        6.72%        6.00%  

Balanced Income B2

     5.31%        9.15%        7.90%        6.18% 4 

Balanced Income B3

     0.31%        4.15%        7.60%        6.18% 4 

Balanced Income C2

     4.93%        8.40%        7.13%        5.81%  

Balanced Income C3

     3.93%        7.40%        7.13%        5.81%  

Balanced Income I2

     5.44%        9.46%        8.20%        6.80%  

Balanced Income R32

     5.14%        8.85%        7.62%        6.51%  

Balanced Income R42

     5.28%        9.16%        7.95%        6.73%  

Balanced Income R52

     5.49%        9.49%        8.22%        6.92%  

Balanced Income R62

     5.50%        9.61%        8.33%        7.02%  

Balanced Income Y2

     5.50%        9.53%        8.33%        7.02%  

Balanced Income F2

     5.46%        9.49%        8.21%        6.80%  

Russell 1000 Value Index

     11.69%        16.55%        13.32%        5.53%  

Bloomberg Barclays Corporate Index

     0.23%        2.99%        3.89%        5.48%  

JP Morgan Emerging Markets Bond Index Plus

     2.44%        7.70%        5.10%        6.87%  

Bloomberg Barclays U.S. Corporate High Yield 2% Issuer Cap Index

     5.30%        13.29%        6.84%        7.53%  

Balanced Income Fund Blended Index

     5.75%        9.85%        8.43%        5.99%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and

principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 2/26/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 2/26/10 through 2/27/17 and Class A shares (excluding sales charges) prior to 2/26/10.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index is an unmanaged index that measures the performance of the

 

 

 

  5  

 


The Hartford Balanced Income Fund inception 07/31/2006

 

 

 

1,000 largest companies in the Russell 3000 Index, which measures the performance of the 3,000 largest U.S. companies, based on total market capitalizations.

Bloomberg Barclays Corporate Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index and is the Corporate component of the U.S. Credit Index within the Bloomberg Barclays U.S. Aggregate Bond Index.

JP Morgan Emerging Markets Bond Index Plus (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted index that tracks returns for actively traded external debt instruments in emerging markets. It includes U.S. dollar denominated Brady bonds, Eurobonds, and traded loans issued by sovereign entities. Only issues with a current face amount outstanding of $500 million or more and a remaining life of greater than 2.5 years are eligible for inclusion.

Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index (reflects no deduction for fees, expenses or taxes) is the 2% issuer cap component of the Bloomberg Barclays U.S. High Yield Index, which is an unmanaged broad-based market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

Balanced Income Fund Blended Index is calculated by Hartford Funds Management Company, LLC (“HFMC”) and represents the weighted return of 45% Russell 1000 Value Index, 44% Bloomberg Barclays Corporate Index, 5.5% JP Morgan Emerging Markets Bond Index Plus and 5.5% Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  6  

 


The Hartford Balanced Income Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Balanced Income Class A

     0.96%        0.96%  

Balanced Income Class B

     1.75%        1.83%  

Balanced Income Class C

     1.69%        1.69%  

Balanced Income Class I

     0.70%        0.70%  

Balanced Income Class R3

     1.25%        1.32%  

Balanced Income Class R4

     0.95%        1.02%  

Balanced Income Class R5

     0.70%        0.72%  

Balanced Income Class R6

     0.62%        0.62%  

Balanced Income Class Y

     0.65%        0.67%  

Balanced Income Class F

     0.62%        0.62%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.
 

 

 

 

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). Value investing may go out of favor, which may cause the Fund to underperform the broader stock market.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     45.6
  

 

 

 

Total

     45.6
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     1.5

Convertible Bonds

     0.1  

Corporate Bonds

     44.3  

Foreign Government Obligations

     4.5  

Municipal Bonds

     0.4  

Senior Floating Rate Interests

     0.0

U.S. Government Securities

     0.1  
  

 

 

 

Total

     50.9
  

 

 

 

Short-Term Investments

     3.2  

Other Assets & Liabilities

     0.3  
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  7  

 


The Hartford Checks and Balances Fund inception 05/31/2007

 

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”))   Investment objective – The Fund seeks long-term capital appreciation and income.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      Since
Inception2
 

Checks and Balances A3

     8.72%        11.51%        9.42%        5.59%  

Checks and Balances A4

     2.74%        5.38%        8.19%        4.99%  

Checks and Balances B3

     8.19%        10.54%        8.53%        4.91% 5 

Checks and Balances B4

     3.19%        5.54%        8.24%        4.91% 5 

Checks and Balances C3

     8.38%        10.65%        8.59%        4.80%  

Checks and Balances C4

     7.38%        9.65%        8.59%        4.80%  

Checks and Balances I3

     8.94%        11.74%        9.71%        5.85%  

Checks and Balances R33

     8.57%        11.06%        9.03%        5.27%  

Checks and Balances R43

     8.72%        11.38%        9.36%        5.55%  

Checks and Balances R53

     8.95%        11.89%        9.73%        5.85%  

Checks and Balances F3

     8.96%        11.77%        9.72%        5.85%  

Russell 3000 Index

     13.83%        18.58%        13.57%        6.91%  

S&P 500 Index

     13.32%        17.92%        13.68%        6.84%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -0.67%        0.83%        2.27%        4.41%  

Checks and Balances Fund Blended Index

     8.69%        12.23%        9.86%        6.35%  

 

1  Not Annualized
2  Inception: 05/31/2007
3  Without sales charge
4  With sales charge
5  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current

performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class I shares commenced operations on 2/29/08. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 8/29/08. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 2/29/08 through 2/27/17 and Class A shares (excluding sales charges) prior to 2/29/08.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted price index composed of 500 widely held common stocks.

 

 

 

  8  

 


The Hartford Checks and Balances Fund inception 05/31/2007

 

 

 

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

Checks and Balances Fund Blended Index is calculated by HFMC and represents the weighted return of 33.4% Russell 3000 Index, 33.3% S&P 500 Index and 33.3% Bloomberg Barclays U.S. Aggregate Bond Index.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  9  

 


The Hartford Checks and Balances Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Checks and Balances Class A

     1.00%        1.00%  

Checks and Balances Class B

     1.80%        1.80%  

Checks and Balances Class C

     1.75%        1.75%  

Checks and Balances Class I

     0.78%        0.78%  

Checks and Balances Class R3

     1.35%        1.35%  

Checks and Balances Class R4

     1.06%        1.06%  

Checks and Balances Class R5

     0.75%        0.75%  

Checks and Balances Class F

     0.65%        0.65%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.
 

 

 

 

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. The ability of the Fund to meet its investment objective is directly related to the ability of the Underlying Funds to meet their objectives as well as the Investment Manager’s allocation among those Underlying Funds. The Fund is subject to the risks of the Underlying Funds, including high portfolio turnover, in direct proportion to the amount of assets it invests in each Underlying Fund. The Underlying Funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign and emerging-markets securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage- and asset-backed securities, and derivatives.

Asset Allocation

as of April 30, 2017 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Domestic Equity Funds

     67.0

Taxable Fixed Income Funds

     33.1  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  10  

 


The Hartford Conservative Allocation Fund inception 05/28/2004

 

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”))   Investment objective – The Fund seeks current income and long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Conservative Allocation A2

     4.87%        7.05%        1.66%        2.62%  

Conservative Allocation A3

     -0.90%        1.16%        0.52%        2.04%  

Conservative Allocation B2

     4.47%        6.12%        0.84%        1.97% 4 

Conservative Allocation B3

     -0.53%        1.12%        0.49%        1.97% 4 

Conservative Allocation C2

     4.51%        6.17%        0.88%        1.86%  

Conservative Allocation C3

     3.51%        5.17%        0.88%        1.86%  

Conservative Allocation I2

     5.06%        7.24%        1.93%        2.90%  

Conservative Allocation R32

     4.67%        6.63%        1.34%        2.25%  

Conservative Allocation R42

     4.82%        7.00%        1.64%        2.59%  

Conservative Allocation R52

     5.04%        7.32%        1.96%        2.90%  

Conservative Allocation F2

     5.06%        7.24%        1.93%        2.90%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -0.67%        0.83%        2.27%        4.30%  

Russell 3000 Index

     13.83%        18.58%        13.57%        7.23%  

MSCI All Country World ex USA Index (Net)

     10.37%        12.59%        5.13%        1.12%  

Conservative Allocation Fund Blended Index

     3.93%        6.27%        5.45%        5.06%  

MSCI All Country World ex USA Index (Gross)

     10.61%        13.12%        5.61%        1.58%  

Former Conservative Allocation Fund Blended Index

     3.95%        6.32%        5.50%        5.11%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

 

 

 

  11  

 


The Hartford Conservative Allocation Fund inception 05/28/2004

 

 

 

Performance information includes performance under the Fund’s previous sub-advisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period 6/4/12 through 11/30/15, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 6/4/12, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World ex USA Index (Gross) to the MSCI All Country World ex USA Index (Net). HFMC believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which

cannot be freely purchased by foreigners.

Conservative Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 65% Bloomberg Barclays U.S. Aggregate Bond Index, 25% Russell 3000 Index and 10% MSCI All Country World ex USA Index (Net). The Former Conservative Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 65% Bloomberg Barclays U.S. Aggregate Bond Index, 25% Russell 3000 Index and 10% MSCI All Country World ex USA Index (Gross).

MSCI All Country World ex USA Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  12  

 


The Hartford Conservative Allocation Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Conservative Allocation Class A

     1.19%        1.25%  

Conservative Allocation Class B

     1.94%        2.14%  

Conservative Allocation Class C

     1.94%        1.99%  

Conservative Allocation Class I

     0.94%        0.97%  

Conservative Allocation Class R3

     1.44%        1.60%  

Conservative Allocation Class R4

     1.14%        1.30%  

Conservative Allocation Class R5

     0.84%        1.00%  

Conservative Allocation Class F

     0.84%        0.89%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.
 

 

 

 

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. The ability of the Fund to meet its investment objective is directly related to the ability of the Underlying Funds to meet their objectives as well as the Investment Manager’s allocation among those Underlying Funds. The Fund is subject to the risks of the Underlying Funds, including high portfolio turnover, in direct proportion to the amount of assets it invests in each Underlying Fund. The Underlying Funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign and emerging-markets securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage- and asset-backed securities, and derivatives.

Asset Allocation

as of April 30, 2017 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Alternative Funds

     6.0

Domestic Equity Funds

     27.1  

International/Global Equity Funds

     7.0  

Multi-Strategy Funds

     5.0  

Taxable Fixed Income Funds

     54.9  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  13  

 


The Hartford Global All-Asset Fund inception 05/28/2010

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Month1      1 Year      5 Years      Since
Inception2
 

Global All-Asset A3

     8.14%        11.65%        5.88%        6.00%  

Global All-Asset A4

     2.19%        5.51%        4.69%        5.14%  

Global All-Asset C3

     7.64%        10.75%        5.08%        5.21%  

Global All-Asset C4

     6.64%        9.75%        5.08%        5.21%  

Global All-Asset I3

     8.22%        11.93%        6.14%        6.27%  

Global All-Asset R33

     7.98%        11.38%        5.60%        5.73%  

Global All-Asset R43

     8.09%        11.77%        5.94%        6.05%  

Global All-Asset R53

     8.21%        12.04%        6.06%        6.22%  

Global All-Asset Y3

     8.31%        12.12%        6.25%        6.37%  

Global All-Asset F3

     8.22%        11.93%        6.14%        6.27%  

MSCI All Country World Index (Net)

     11.76%        15.14%        8.96%        9.70%  

Bloomberg Barclays Global Aggregate Bond Hedged USD Index

     -0.27%        1.60%        3.44%        3.75%  

Global All-Asset Fund Blended Index

     6.81%        9.58%        6.88%        7.52%  

MSCI All Country World Index (Gross)

     12.06%        15.77%        9.55%        10.28%  

Former Global All-Asset Fund Blended Index

     6.98%        9.94%        7.23%        7.86%  

 

1  Not Annualized
2  Inception: 05/28/2010
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World Index (Gross) to the MSCI All Country World Index (Net). Hartford Funds Management Company, LLC (“HFMC”) believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

 

 

 

  14  

 


The Hartford Global All-Asset Fund inception 05/28/2010

 

 

 

Bloomberg Barclays Global Aggregate Bond Hedged USD Index (reflects no deduction for fees, expenses or taxes) represents the global investment-grade fixed-income markets.

Global All-Asset Fund Blended Index is calculated by HFMC and represents the weighted return of 60% MSCI All Country World Index (Net) and 40% Bloomberg Barclays Global Aggregate Bond Hedged USD Index. The Former Global All-Asset Fund Blended Index is calculated by HFMC and represents the weighted return of 60% MSCI All Country World Index (Gross) and 40% Bloomberg Barclays Global Aggregate Bond Hedged USD Index.

MSCI All Country World Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  15  

 


The Hartford Global All-Asset Fund (consolidated)

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Global All-Asset Class A

     1.24%        1.35%  

Global All-Asset Class C

     1.99%        2.07%  

Global All-Asset Class I

     0.99%        1.04%  

Global All-Asset Class R3

     1.54%        1.66%  

Global All-Asset Class R4

     1.24%        1.37%  

Global All-Asset Class R5

     0.94%        1.05%  

Global All-Asset Class Y

     0.89%        1.00%  

Global All-Asset Class F

     0.89%        0.95%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.
 

 

 

 

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds can have a greater risk of price volatility illiquidity, and default than higher-rated debt securities. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Commodities may be more volatile than investments in traditional securities. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. By investing in a Cayman Subsidiary, the Fund is indirectly exposed to the risks associated with a non U.S. subsidiary and its investments.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     60.5

Convertible Preferred Stocks

     0.2  

Exchange Traded Funds

     8.4  

Preferred Stocks

     0.1  

Warrants

     0.1  
  

 

 

 

Total

     69.3
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     4.3

Convertible Bonds

     0.3  

Corporate Bonds

     4.5  

Foreign Government Obligations

     10.4  

Municipal Bonds

     0.0

U.S. Government Agencies

     4.5  

U.S. Government Securities

     2.3  
  

 

 

 

Total

     26.3
  

 

 

 

Short-Term Investments

     4.0  

Purchased Options

     0.1  

Other Assets & Liabilities

     0.3  
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  16  

 


The Hartford Growth Allocation Fund inception 05/28/2004

 

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”))   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1     1 Year     5 Years     10 Years  

Growth Allocation A2

     10.42     12.49     6.73     4.06

Growth Allocation A3

     4.35     6.30     5.53     3.47

Growth Allocation B2

     9.95     11.47     5.82     3.39 %4 

Growth Allocation B3

     4.95     6.47     5.52     3.39 %4 

Growth Allocation C2

     10.03     11.68     5.96     3.30

Growth Allocation C3

     9.03     10.68     5.96     3.30

Growth Allocation I2

     10.52     12.82     7.08     4.41

Growth Allocation R32

     10.33     12.22     6.42     3.74

Growth Allocation R42

     10.49     12.57     6.76     4.08

Growth Allocation R52

     10.65     12.94     7.07     4.39

Growth Allocation F2

     10.62     12.92     7.10     4.42

Russell 3000 Index

     13.83     18.58     13.57     7.23

MSCI All Country World ex USA Index (Net)

     10.37     12.59     5.13     1.12

Bloomberg Barclays U.S. Aggregate Bond Index

     -0.67     0.83     2.27     4.30

Growth Allocation Fund Blended Index

     10.01     13.45     9.26     5.39

MSCI All Country World ex USA Index (Gross)

     10.61     13.12     5.61     1.58

Former Growth Allocation Fund Blended Index

     10.07     13.58     9.38     5.51

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-advisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period 6/4/12 through 5/31/14,

 

 

 

  17  

 


The Hartford Growth Allocation Fund inception 05/28/2004

 

 

 

Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 6/4/12, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World ex USA Index (Gross) to the MSCI All Country World ex USA Index (Net). HFMC believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

Growth Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 55% Russell 3000 Index, 25% MSCI All Country World ex USA Index (Net) and 20% Bloomberg Barclays U.S. Aggregate Bond Index. The Former Growth Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 55% Russell 3000 Index, 25% MSCI All Country World ex USA Index (Gross) and 20% Bloomberg Barclays U.S. Aggregate Bond Index.

MSCI All Country World ex USA Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  18  

 


The Hartford Growth Allocation Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Growth Allocation Class A

     1.29%        1.29%  

Growth Allocation Class B

     2.19%        2.23%  

Growth Allocation Class C

     2.02%        2.02%  

Growth Allocation Class I

     0.98%        0.98%  

Growth Allocation Class R3

     1.60%        1.60%  

Growth Allocation Class R4

     1.30%        1.30%  

Growth Allocation Class R5

     1.00%        1.00%  

Growth Allocation Class F

     0.90%        0.90%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.
 

 

 

 

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. The ability of the Fund to meet its investment objective is directly related to the ability of the Underlying Funds to meet their objectives as well as the Investment Manager’s allocation among those Underlying Funds. The Fund is subject to the risks of the Underlying Funds, including high portfolio turnover, in direct proportion to the amount invested in each Underlying Fund. The Underlying Funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign securities, emerging-market securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage- and asset-backed securities, and derivatives.

Asset Allocation

as of April 30, 2017 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Alternative Funds

     6.9

Domestic Equity Funds

     58.7  

International/Global Equity Funds

     18.7  

Multi-Strategy Funds

     4.0  

Taxable Fixed Income Funds

     11.8  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  19  

 


Hartford Moderate Allocation Fund inception 05/28/2004

 

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”))   Investment objective – The Fund seeks long-term capital appreciation and income.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      5 Years      10 Years  

Moderate Allocation A2

     7.88%        10.00%        4.07%        3.29%  

Moderate Allocation A3

     1.95%        3.95%        2.90%        2.70%  

Moderate Allocation B2

     7.32%        8.95%        3.18%        2.63% 4 

Moderate Allocation B3

     2.32%        3.95%        2.83%        2.63% 4 

Moderate Allocation C2

     7.58%        9.22%        3.31%        2.53%  

Moderate Allocation C3

     6.58%        8.22%        3.31%        2.53%  

Moderate Allocation I2

     8.10%        10.42%        4.40%        3.61%  

Moderate Allocation R32

     7.76%        9.70%        3.73%        2.93%  

Moderate Allocation R42

     7.96%        9.98%        4.05%        3.26%  

Moderate Allocation R52

     8.07%        10.29%        4.35%        3.56%  

Moderate Allocation F2

     8.10%        10.42%        4.40%        3.61%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -0.67%        0.83%        2.27%        4.30%  

Russell 3000 Index

     13.83%        18.58%        13.57%        7.23%  

MSCI All Country World ex USA Index (Net)

     10.37%        12.59%        5.13%        1.12%  

Moderate Allocation Fund Blended Index

     7.22%        10.12%        7.45%        5.22%  

MSCI All Country World ex USA Index (Gross)

     10.61%        13.12%        5.61%        1.58%  

Former Moderate Allocation Fund Blended Index

     7.26%        10.22%        7.55%        5.32%  

 

1 Not Annualized
2  Without sales charge
3 With sales charge
4  Class B shares convert to Class A shares after 8 years. The return shown reflects the conversion to Class A shares, which had different operating expenses, for the period after conversion.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class B shares reflect a contingent deferred sales charge of up to 5.00% and declining to zero, depending on the period of time the shares are held. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Effective 9/30/09, Class B shares of the Fund were closed to new investments.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

 

 

 

  20  

 


Hartford Moderate Allocation Fund inception 05/28/2004

 

 

 

Performance information includes performance under the Fund’s previous sub-advisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period 6/4/12 through 11/30/15, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 6/4/12, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World ex USA Index (Gross) to the MSCI All Country World ex USA Index (Net). HFMC believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities from the Bloomberg Barclays Government/Credit Bond Index, Mortgage-Backed Securities Index, Asset-Backed Securities Index, and Commercial Mortgage-Backed Securities Index.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index that measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

Moderate Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 40% Bloomberg Barclays U.S. Aggregate Bond Index, 40% Russell 3000 Index and 20% MSCI All Country World ex USA Index (Net). The Former Moderate Allocation Fund Blended Index is calculated by HFMC and represents the weighted return of 40% Bloomberg Barclays U.S. Aggregate Bond Index, 40% Russell 3000 Index and 20% MSCI All Country World ex USA Index (Gross).

MSCI All Country World ex USA Index (Gross) (reflects no deduction for fees, expenses or taxes) is a broad-based, unmanaged, market capitalization weighted, total return index that measures the performance of both developed and emerging stock markets, excluding the U.S. The index is calculated to exclude companies and share classes which cannot be freely purchased by foreigners.

On 8/24/16, Bloomberg L.P. acquired Barclays Risk Analytics and Index Solutions Ltd. from Barclays PLC. As a result of this acquisition, the Barclays indices have been rebranded as Bloomberg Barclays indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the Investment Manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  21  

 


Hartford Moderate Allocation Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Moderate Allocation Class A

     1.25%        1.25%  

Moderate Allocation Class B

     2.15%        2.18%  

Moderate Allocation Class C

     1.99%        1.99%  

Moderate Allocation Class I

     0.95%        0.95%  

Moderate Allocation Class R3

     1.58%        1.58%  

Moderate Allocation Class R4

     1.28%        1.28%  

Moderate Allocation Class R5

     0.98%        0.98%  

Moderate Allocation Class F

     0.88%        0.88%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.
 

 

 

 

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. The ability of the Fund to meet its investment objective is directly related to the ability of the Underlying Funds to meet their objectives as well as the Investment Manager’s allocation among those Underlying Funds. The Fund is subject to the risks of the Underlying Funds, including high portfolio turnover, in direct proportion to the amount it invests in each Underlying Fund. The Underlying Funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign securities, emerging-market securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage- and asset-backed securities, and derivatives.

Asset Allocation

as of April 30, 2017 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Alternative Funds

     7.1

Domestic Equity Funds

     45.5  

International/Global Equity Funds

     13.7  

Multi-Strategy Funds

     5.2  

Taxable Fixed Income Funds

     28.7  

Other Assets & Liabilities

     (0.2
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  22  

 


Hartford Multi-Asset Income Fund inception 04/30/2014

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide a high level of current income consistent with growth of capital.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/17)

 

      6 Months1      1 Year      Since
Inception2
 

Multi-Asset Income A3

     4.45%        9.45%        1.94%  

Multi-Asset Income A4

     -0.25%        4.53%        0.39%  

Multi-Asset Income C3

     4.19%        8.73%        1.22%  

Multi-Asset Income C4

     3.19%        7.73%        1.22%  

Multi-Asset Income I3

     4.68%        9.70%        2.23%  

Multi-Asset Income R33

     4.40%        9.09%        1.65%  

Multi-Asset Income R43

     4.55%        9.43%        1.96%  

Multi-Asset Income R53

     4.54%        9.53%        2.12%  

Multi-Asset Income Y3

     4.60%        9.67%        2.24%  

Multi-Asset Income F3

     4.58%        9.59%        2.19%  

MSCI All Country World Index (Net)

     11.76%        15.14%        5.29%  

Bank of America Merrill Lynch Global High Yield Constrained Index

     5.31%        11.55%        3.44%  

Credit Suisse Leveraged Loan Index

     3.14%        8.16%        3.80%  

JP Morgan Emerging Markets Bond Index Plus

     2.44%        7.70%        6.03%  

Multi-Asset Income Fund Blended Index

     6.04%        10.98%        4.78%  

MSCI All Country World Index (Gross)

     12.06%        15.77%        5.86%  

Former Multi-Asset Income Fund Blended Index

     6.12%        11.16%        4.95%  

 

1  Not Annualized
2  Inception: 04/30/2014
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

 

 

 

  23  

 


Hartford Multi-Asset Income Fund inception 04/30/2014

 

 

 

Effective 3/1/17, the Fund changed its benchmark from the MSCI All Country World Index (Gross) to the MSCI All Country World Index (Net). Hartford Funds Management Company, LLC (“HFMC”) believes that the net version of the benchmark better reflects potential tax consequences for the Fund.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

Bank of America Merrill Lynch Global High Yield Constrained Index (reflects no deduction for fees, expenses or taxes) tracks the performance of below investment grade bonds of corporate issuers domiciled in countries with an investment grade foreign currency long-term debt rating (based on a composite of Moody’s Investors Service, Inc. and Standard & Poor’s Ratings Services). The index is weighted by outstanding issuance, but constrained such that the percentage of any one issuer may not represent more than 2% of the Index.

Credit Suisse Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market value-weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

JP Morgan Emerging Markets Bond Index Plus (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted index that tracks returns for actively traded external debt instruments in emerging markets. It includes U.S. dollar denominated Brady bonds, Eurobonds, and traded loans issued by sovereign entities. Only issues with a current face amount outstanding of $500 million or more and a remaining life of greater than 2.5 years are eligible for inclusion.

Multi-Asset Income Fund Blended Index is calculated by HFMC and represents the weighted return of 30% MSCI All Country World Index (Net), 23.4% Bank of America Merrill Lynch Global High Yield Constrained Index, 23.3% Credit Suisse Leveraged Loan Index and 23.3% JP Morgan Emerging Markets Bond Index Plus. The Former Multi-Asset Income Fund Blended Index is calculated by HFMC and represents the weighted return of 30% MSCI All Country World Index (Gross), 23.4% Bank of America Merrill Lynch Global High Yield Constrained Index, 23.3% Credit Suisse Leveraged Loan Index and 23.3% JP Morgan Emerging Markets Bond Index Plus.

MSCI All Country World Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  24  

 


Hartford Multi-Asset Income Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Multi-Asset Income Class A

     1.20%        1.44%  

Multi-Asset Income Class C

     1.95%        2.14%  

Multi-Asset Income Class I

     0.95%        1.18%  

Multi-Asset Income Class R3

     1.50%        1.80%  

Multi-Asset Income Class R4

     1.20%        1.50%  

Multi-Asset Income Class R5

     1.01%        1.20%  

Multi-Asset Income Class Y

     0.91%        1.15%  

Multi-Asset Income Class F

     0.86%        1.10%  

 

* Expenses as shown in the Fund’s most recent prospectus. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class F remain in effect until February 28, 2018. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.
 

 

 

 

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. If the Fund’s strategy for allocating assets among different asset classes and/or portfolio management teams does not work as intended, the Fund may not achieve its objective or may underperform other funds with similar investment strategies. Fixed Income risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall; these risks are currently heightened because interest rates are at, or near, historical lows. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Bank loans can be difficult to value and highly illiquid; they are subject to credit risk and risks of bankruptcy and insolvency. Mortgage- and asset-backed securities risks include credit, interest-rate, prepayment, and extension risk. Derivatives may be riskier or more volatile than other types of investments because they are generally more sensitive to changes in market or economic conditions; risks include currency, leverage, liquidity, index, pricing, and counterparty risk. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and value than publicly traded securities, thus they may be potentially illiquid. Investing in an exchange-traded fund (“ETF”) exposes the Fund to all of the risks of that ETF and, in general, subjects the Fund to a pro rata portion of the ETF’s fees and expenses. The Fund may have high portfolio turnover, which could increase the Fund’s transaction costs and an investor’s tax liability.

Composition by Security Type

as of April 30, 2017

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     19.9

Exchange Traded Funds

     0.2  
  

 

 

 

Total

     20.1
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     7.3

Convertible Bonds

     3.5  

Corporate Bonds

     21.2  

Equity Linked Securities

     11.1  

Foreign Government Obligations

     6.8  

Municipal Bonds

     0.9  

Senior Floating Rate Interests

     22.9  

U.S. Government Agencies

     0.4  

U.S. Government Securities

     0.8  
  

 

 

 

Total

     74.9
  

 

 

 

Short-Term Investments

     1.7  

Purchased Options

     0.9  

Other Assets & Liabilities

     2.4  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  25  

 


Multi-Strategy Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2016 through April 30, 2017, except as indicated below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to a Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

The Hartford Balanced Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
   

Expenses paid
during the period
November 1, 2016
through
April 30,

2017

    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,083.30     $ 5.73     $     1,000.00     $     1,019.29     $ 5.56       1.11     181       365  

Class B

  $ 1,000.00     $ 1,078.60     $     10.46     $ 1,000.00     $ 1,014.73     $     10.14       2.03     181       365  

Class C

  $ 1,000.00     $ 1,079.60     $ 9.38     $ 1,000.00     $ 1,015.77     $ 9.10       1.82     181       365  

Class I

  $ 1,000.00     $ 1,084.40     $ 4.50     $ 1,000.00     $ 1,020.48     $ 4.36       0.87     181       365  

Class R3

  $ 1,000.00     $ 1,081.50     $ 7.23     $ 1,000.00     $ 1,017.85     $ 7.00       1.40     181       365  

Class R4

  $ 1,000.00     $ 1,083.60     $ 5.68     $ 1,000.00     $ 1,019.34     $ 5.51       1.10     181       365  

Class R5

  $ 1,000.00     $ 1,084.80     $ 4.14     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class Y

  $ 1,000.00     $ 1,085.20     $ 3.77     $ 1,000.00     $ 1,021.18     $ 3.66       0.73     181       365  

Class F(1)

  $ 1,000.00     $ 1,010.30     $ 1.21 (2)    $ 1,000.00     $ 1,021.22     $ 3.61       0.72     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Inception date of Class F shares is February 28, 2017.
(2)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  26  

 


Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Balanced Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,053.10     $     4.68     $     1,000.00     $     1,020.23     $     4.61       0.92     181       365  

Class B

  $ 1,000.00     $ 1,053.10     $ 5.04     $ 1,000.00     $ 1,019.89     $ 4.96       0.99     181       365  

Class C

  $ 1,000.00     $ 1,049.30     $ 8.43     $ 1,000.00     $ 1,016.56     $ 8.30       1.66     181       365  

Class I

  $ 1,000.00     $ 1,054.40     $ 3.46     $ 1,000.00     $ 1,021.42     $ 3.41       0.68     181       365  

Class R3

  $ 1,000.00     $ 1,051.40     $ 6.31     $ 1,000.00     $ 1,018.65     $ 6.21       1.24     181       365  

Class R4

  $ 1,000.00     $ 1,052.80     $ 4.78     $ 1,000.00     $ 1,020.13     $ 4.71       0.94     181       365  

Class R5

  $ 1,000.00     $ 1,054.90     $ 3.52     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class R6

  $ 1,000.00     $ 1,055.00     $ 3.01     $ 1,000.00     $ 1,021.87     $ 2.96       0.59     181       365  

Class Y

  $ 1,000.00     $ 1,055.00     $ 3.01     $ 1,000.00     $ 1,021.87     $ 2.96       0.59     181       365  

Class F(2)

  $ 1,000.00     $ 1,006.50     $ 0.99 (3)    $ 1,000.00     $ 1,021.87     $ 2.96       0.59     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford Checks and Balances Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,087.20     $     2.02     $     1,000.00     $     1,022.86     $     1.96       0.39     181       365  

Class B

  $ 1,000.00     $ 1,081.90     $ 6.56     $ 1,000.00     $ 1,018.50     $ 6.36       1.27     181       365  

Class C

  $ 1,000.00     $ 1,083.80     $ 5.89     $ 1,000.00     $ 1,019.14     $ 5.71       1.14     181       365  

Class I

  $ 1,000.00     $ 1,089.40     $ 0.83     $ 1,000.00     $ 1,024.00     $ 0.80       0.16     181       365  

Class R3

  $ 1,000.00     $ 1,085.70     $ 3.88     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class R4

  $ 1,000.00     $ 1,087.20     $ 2.33     $ 1,000.00     $ 1,022.56     $ 2.26       0.45     181       365  

Class R5

  $ 1,000.00     $ 1,089.50     $ 0.78     $ 1,000.00     $ 1,024.05     $ 0.75       0.15     181       365  

Class F(2)

  $ 1,000.00     $ 1,010.90     $ 0.07 (3)    $ 1,000.00     $ 1,024.60     $ 0.20       0.04     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  27  

 


Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Conservative Allocation Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,048.70     $     2.79     $     1,000.00     $     1,022.07     $     2.76       0.55     181       365  

Class B

  $ 1,000.00     $ 1,044.70     $ 6.59     $ 1,000.00     $ 1,018.35     $ 6.51       1.30     181       365  

Class C

  $ 1,000.00     $ 1,045.10     $ 6.59     $ 1,000.00     $ 1,018.35     $ 6.51       1.30     181       365  

Class I

  $ 1,000.00     $ 1,050.60     $ 1.32     $ 1,000.00     $ 1,023.51     $ 1.30       0.26     181       365  

Class R3

  $ 1,000.00     $ 1,046.70     $ 4.06     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R4

  $ 1,000.00     $ 1,048.20     $ 2.54     $ 1,000.00     $ 1,022.32     $ 2.51       0.50     181       365  

Class R5

  $ 1,000.00     $ 1,050.40     $ 1.02     $ 1,000.00     $ 1,023.80     $ 1.00       0.20     181       365  

Class F(2)

  $ 1,000.00     $ 1,013.00     $ 0.34 (3)    $ 1,000.00     $ 1,023.80     $ 1.00       0.20     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

The Hartford Global All-Asset Fund (consolidated)

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,081.40     $     6.14     $     1,000.00     $     1,018.89     $     5.96       1.19     181       365  

Class C

  $ 1,000.00     $ 1,076.40     $ 9.99     $ 1,000.00     $ 1,015.17     $ 9.69       1.94     181       365  

Class I

  $ 1,000.00     $ 1,082.20     $ 4.80     $ 1,000.00     $ 1,020.18     $ 4.66       0.93     181       365  

Class R3

  $ 1,000.00     $ 1,079.80     $ 7.68     $ 1,000.00     $ 1,017.41     $ 7.45       1.49     181       365  

Class R4

  $ 1,000.00     $ 1,080.90     $ 6.14     $ 1,000.00     $ 1,018.89     $ 5.96       1.19     181       365  

Class R5

  $ 1,000.00     $ 1,082.10     $ 4.49     $ 1,000.00     $ 1,020.38     $ 4.46       0.89     181       365  

Class Y

  $ 1,000.00     $ 1,083.10     $ 4.34     $ 1,000.00     $ 1,020.63     $ 4.21       0.84     181       365  

Class F(2)

  $ 1,000.00     $ 1,032.20     $ 1.46 (3)    $ 1,000.00     $ 1,020.63     $ 4.21       0.84     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  28  

 


Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Growth Allocation Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,104.20     $     2.82     $     1,000.00     $     1,022.12     $     2.71       0.54     181       365  

Class B

  $ 1,000.00     $ 1,099.50     $ 7.55     $ 1,000.00     $ 1,017.60     $ 7.25       1.45     181       365  

Class C

  $ 1,000.00     $ 1,100.30     $ 6.67     $ 1,000.00     $ 1,018.45     $ 6.41       1.28     181       365  

Class I

  $ 1,000.00     $ 1,105.20     $ 1.15     $ 1,000.00     $ 1,023.70     $ 1.10       0.22     181       365  

Class R3

  $ 1,000.00     $ 1,103.30     $ 4.48     $ 1,000.00     $ 1,020.53     $ 4.31       0.86     181       365  

Class R4

  $ 1,000.00     $ 1,104.90     $ 2.92     $ 1,000.00     $ 1,022.02     $ 2.81       0.56     181       365  

Class R5

  $ 1,000.00     $ 1,106.50     $ 1.36     $ 1,000.00     $ 1,023.51     $ 1.30       0.26     181       365  

Class F(2)

  $ 1,000.00     $ 1,022.60     $ 0.25 (3)    $ 1,000.00     $ 1,024.05     $ 0.75       0.15     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

Hartford Moderate Allocation Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,078.80     $     2.68     $     1,000.00     $     1,022.22     $     2.61       0.52     181       365  

Class B

  $ 1,000.00     $ 1,073.20     $ 7.50     $ 1,000.00     $ 1,017.56     $ 7.30       1.46     181       365  

Class C

  $ 1,000.00     $ 1,075.80     $ 6.49     $ 1,000.00     $ 1,018.55     $ 6.31       1.26     181       365  

Class I

  $ 1,000.00     $ 1,081.00     $ 1.14     $ 1,000.00     $ 1,023.70     $ 1.10       0.22     181       365  

Class R3

  $ 1,000.00     $ 1,077.60     $ 4.48     $ 1,000.00     $ 1,020.48     $ 4.36       0.87     181       365  

Class R4

  $ 1,000.00     $ 1,079.60     $ 2.94     $ 1,000.00     $ 1,021.97     $ 2.86       0.57     181       365  

Class R5

  $ 1,000.00     $ 1,080.70     $ 1.34     $ 1,000.00     $ 1,023.51     $ 1.30       0.26     181       365  

Class F(2)

  $ 1,000.00     $ 1,018.30     $ 0.27 (3)    $ 1,000.00     $ 1,024.00     $ 0.80       0.16     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  29  

 


Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Multi-Asset Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April  30,
2017
    Annualized
expense
ratio(1)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,044.50     $     5.27     $     1,000.00     $     1,019.64     $     5.21       1.04     181       365  

Class C

  $ 1,000.00     $ 1,041.90     $ 8.56     $ 1,000.00     $ 1,016.41     $ 8.45       1.69     181       365  

Class I

  $ 1,000.00     $ 1,046.80     $ 4.42     $ 1,000.00     $ 1,020.48     $ 4.36       0.87     181       365  

Class R3

  $ 1,000.00     $ 1,044.00     $ 6.49     $ 1,000.00     $ 1,018.45     $ 6.41       1.28     181       365  

Class R4

  $ 1,000.00     $ 1,045.50     $ 5.58     $ 1,000.00     $ 1,019.34     $ 5.51       1.10     181       365  

Class R5

  $ 1,000.00     $ 1,045.40     $ 4.72     $ 1,000.00     $ 1,020.18     $ 4.66       0.93     181       365  

Class Y

  $ 1,000.00     $ 1,046.00     $ 4.21     $ 1,000.00     $ 1,020.68     $ 4.16       0.83     181       365  

Class F(2)

  $ 1,000.00     $ 1,011.70     $ 1.50 (3)    $ 1,000.00     $ 1,020.93     $ 3.91       0.78     181       365  

 

* Please note that while Class F shares’, inception date is February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Ratios do not include acquired fund fees and expenses.
(2)  Inception date of Class F shares is February 28, 2017.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.

 

 

  30  

 


The Hartford Balanced Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 66.3%  
            Banks - 7.0%  
    410,010    

Bank of America Corp.

  $ 9,569,633  
    197,340    

Citigroup, Inc.

    11,666,741  
    180,610    

JP Morgan Chase & Co.

    15,713,070  
    76,700    

PNC Financial Services Group, Inc.

    9,184,825  
    280,850    

Wells Fargo & Co.

    15,120,964  
     

 

 

 
        61,255,233  
     

 

 

 
            Capital Goods - 5.4%  
    41,630    

3M Co.

    8,152,403  
    47,000    

Caterpillar, Inc.

    4,806,220  
    134,491    

Eaton Corp. plc

    10,172,899  
    123,220    

Fortune Brands Home & Security, Inc.

    7,854,043  
    92,700    

Ingersoll-Rand plc

    8,227,125  
    69,260    

United Technologies Corp.

    8,241,247  
     

 

 

 
        47,453,937  
     

 

 

 
            Commercial & Professional Services - 0.7%  
    150,440    

Nielsen Holdings plc

    6,187,597  
     

 

 

 
            Consumer Durables & Apparel - 1.4%  
    111,380    

NIKE, Inc. Class B

    6,171,566  
    272,390    

PulteGroup, Inc.

    6,175,081  
     

 

 

 
        12,346,647  
     

 

 

 
            Consumer Services - 1.5%  
    120,113    

Hilton Worldwide Holdings, Inc.

    7,083,064  
    112,480    

Norwegian Cruise Line Holdings Ltd.*

    6,066,046  
     

 

 

 
        13,149,110  
     

 

 

 
            Diversified Financials - 2.3%  
    16,280    

BlackRock, Inc.

    6,260,799  
    236,650    

Invesco Ltd.

    7,795,251  
    134,220    

Thomson Reuters Corp.

    6,097,615  
     

 

 

 
        20,153,665  
     

 

 

 
            Energy - 4.2%  
    61,510    

Anadarko Petroleum Corp.

    3,507,300  
    84,300    

Chevron Corp.

    8,994,810  
    63,220    

EOG Resources, Inc.

    5,847,850  
    67,320    

Exxon Mobil Corp.

    5,496,678  
    127,150    

Halliburton Co.

    5,833,642  
    212,300    

Marathon Oil Corp.

    3,156,901  
    141,950    

Suncor Energy, Inc.

    4,451,552  
     

 

 

 
        37,288,733  
     

 

 

 
            Food, Beverage & Tobacco - 4.0%  
    152,432    

British American Tobacco plc

    10,298,806  
    18,500    

Constellation Brands, Inc. Class A

    3,191,990  
    69,070    

Kraft Heinz Co.

    6,243,237  
    131,997    

Mondelez International, Inc. Class A

    5,943,825  
    88,400    

Philip Morris International, Inc.

    9,798,256  
     

 

 

 
        35,476,114  
     

 

 

 
            Health Care Equipment & Services - 2.5%  
    127,902    

Medtronic plc

    10,627,377  
    65,930    

UnitedHealth Group, Inc.

    11,529,839  
     

 

 

 
        22,157,216  
     

 

 

 
            Household & Personal Products - 0.7%  
    116,700    

Unilever N.V.

    6,096,408  
     

 

 

 
            Insurance - 2.5%      
    127,660    

American International Group, Inc.

    7,775,770  
    131,860    

Marsh & McLennan Cos., Inc.

    9,774,782  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 66.3% - (continued)  
            Insurance - 2.5% - (continued)      
    86,193    

Unum Group

  $ 3,993,322  
     

 

 

 
        21,543,874  
     

 

 

 
            Materials - 1.9%  
    142,700    

Dow Chemical Co.

    8,961,560  
    136,400    

International Paper Co.

    7,361,508  
     

 

 

 
        16,323,068  
     

 

 

 
            Media - 2.6%  
    106,040    

CBS Corp. Class B

    7,058,022  
    222,280    

Comcast Corp. Class A

    8,711,153  
    172,910    

Viacom, Inc. Class B

    7,359,050  
     

 

 

 
        23,128,225  
     

 

 

 
            Pharmaceuticals, Biotechnology & Life Sciences - 7.9%  
    46,320    

Allergan plc

    11,295,595  
    52,310    

Amgen, Inc.

    8,543,269  
    222,420    

AstraZeneca plc ADR

    6,728,205  
    185,430    

Bristol-Myers Squibb Co.

    10,393,352  
    64,160    

Eisai Co., Ltd.

    3,373,507  
    177,440    

Merck & Co., Inc.

    11,059,835  
    28,974    

Roche Holding AG

    7,581,461  
    65,418    

UCB S.A.

    5,105,808  
    45,630    

Vertex Pharmaceuticals, Inc.*

    5,398,029  
     

 

 

 
        69,479,061  
     

 

 

 
            Real Estate - 0.6%  
    210,463    

Park Hotels & Resorts, Inc. REIT

    5,402,585  
     

 

 

 
            Retailing - 2.5%  
    2,006,600    

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

    401,320  
    70,850    

Home Depot, Inc.

    11,059,685  
    213,350    

Liberty Interactive Corp. QVC Group Class A*

    4,518,753  
    2,330    

Priceline Group, Inc.*

    4,303,090  
    32,392    

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

    1,309,274  
     

 

 

 
        21,592,122  
     

 

 

 
            Semiconductors & Semiconductor Equipment - 3.8%  
    85,970    

Analog Devices, Inc.

    6,550,914  
    330,350    

Intel Corp.

    11,942,152  
    135,110    

Maxim Integrated Products, Inc.

    5,965,107  
    157,340    

QUALCOMM, Inc.

    8,455,452  
     

 

 

 
        32,913,625  
     

 

 

 
            Software & Services - 7.0%  
    22,527    

Alphabet, Inc. Class C*

    20,408,561  
    110,980    

Cognizant Technology Solutions Corp. Class A*

    6,684,325  
    226,570    

eBay, Inc.*

    7,569,704  
    43,450    

Facebook, Inc. Class A*

    6,528,363  
    294,850    

Microsoft Corp.

    20,185,431  
     

 

 

 
        61,376,384  
     

 

 

 
            Technology Hardware & Equipment - 5.3%  
    188,840    

Apple, Inc.

    27,126,866  
    556,030    

Cisco Systems, Inc.

    18,943,942  
     

 

 

 
        46,070,808  
     

 

 

 
            Transportation - 1.0%  
    79,940    

Union Pacific Corp.

    8,950,083  
     

 

 

 
            Utilities - 1.5%      
    101,400    

NextEra Energy, Inc.

    13,542,984  
     

 

 

 
   

Total Common Stocks
(cost $444,219,456)

  $ 581,887,479  
     

 

 

 
     
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  31  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.9%  
            Asset-Backed - Automobile - 0.7%  
   

AmeriCredit Automobile Receivables Trust

 
  $       165,000    

1.51%, 05/18/2020

  $ 164,889  
    44,894    

1.79%, 03/08/2019

    44,913  
    93,567    

2.72%, 09/09/2019

    93,862  
    125,201    

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

    125,262  
    680,000    

Chesapeake Funding II LLC
1.99%, 06/15/2028(2)(4)

    683,312  
   

Chrysler Capital Auto Receivables Trust

 
    600,000    

1.76%, 12/16/2019(2)

    601,043  
    170,000    

1.78%, 06/17/2019(2)

    170,211  
    280,000    

1.83%, 03/15/2019(2)

    280,273  
    45,366    

Exeter Automobile Receivables Trust
1.54%, 11/15/2019(2)

    45,343  
   

First Investors Auto Owner Trust

 
    208,695    

1.67%, 11/16/2020(2)

    208,795  
    142,937    

1.69%, 04/15/2021(2)

    142,858  
    294,000    

2.26%, 01/15/2020(2)

    295,088  
    115,000    

2.39%, 11/16/2020(2)

    115,576  
    100,000    

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

    100,582  
    120,000    

Prestige Auto Receivables Trust
1.91%, 04/15/2020(2)

    120,069  
   

Santander Drive Auto Receivables Trust

 
    223,092    

1.97%, 11/15/2019

    223,380  
    341,835    

2.25%, 06/17/2019

    342,676  
    71,041    

2.33%, 11/15/2019

    71,322  
    375,568    

2.36%, 04/15/2020

    376,722  
    140,000    

2.57%, 03/15/2019

    140,711  
   

Securitized Term Auto Receivables Trust

 
    540,000    

1.52%, 03/25/2020(2)

    537,498  
    415,000    

1.89%, 08/25/2020(2)

    414,807  
   

Westlake Automobile Receivables Trust

 
    150,297    

1.57%, 06/17/2019(2)

    150,363  
    310,000    

1.78%, 04/15/2020(2)

    310,128  
    259,288    

1.83%, 01/15/2021(2)

    259,412  
     

 

 

 
        6,019,095  
     

 

 

 
            Asset-Backed - Credit Card - 0.3%  
    800,000    

CARDS II Trust
1.69%, 07/15/2021(2)(4)

    803,893  
    950,000    

Evergreen Credit Card Trust
1.71%, 04/15/2020(2)(4)

    954,620  
    1,285,000    

Trillium Credit Card Trust II
1.71%, 05/26/2021(2)(4)

    1,290,262  
     

 

 

 
        3,048,775  
     

 

 

 
            Asset-Backed - Finance & Insurance - 1.0%  
   

Ally Master Owner Trust

 
    900,000    

1.54%, 09/15/2019

    900,547  
    975,000    

1.60%, 10/15/2019

    975,934  
    355,077    

Bayview Opportunity Master Fund Trust
4.00%, 10/28/2064(2)(4)

    366,931  
    650,000    

BlueMountain CLO Ltd.
2.76%, 10/15/2026(2)(4)

    649,995  
    640,000    

CIFC Funding Ltd.
2.76%, 04/18/2025(2)(4)

    639,356  
    355,000    

CNH Equipment Trust
1.75%, 04/15/2021

    355,361  
    100,000    

Ford Credit Floorplan Master Owner Trust
2.09%, 03/15/2022(2)

    100,363  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.9% - (continued)  
            Asset-Backed - Finance & Insurance - 1.0% - (continued)  
  $       330,000    

GreatAmerica Leasing Receivables Funding LLC
2.36%, 01/20/2023(2)

  $ 330,078  
    1,300,000    

Madison Park Funding Ltd.
2.28%, 07/20/2026(2)(4)

    1,299,345  
   

MMAF Equipment Finance LLC

 
    319,065    

1.39%, 12/17/2018(2)

    319,142  
    220,000    

1.73%, 05/18/2020(2)(5)

    219,977  
    295,000    

2.21%, 12/15/2032(2)

    294,362  
   

OneMain Financial Issuance Trust

 
    120,000    

3.66%, 02/20/2029(2)

    122,270  
    240,000    

4.10%, 03/20/2028(2)

    245,712  
    310,000    

SBA Tower Trust
2.90%, 10/15/2044(2)(6)

    311,797  
   

Springleaf Funding Trust

 
    385,000    

3.16%, 11/15/2024(2)

    389,252  
    170,000    

3.48%, 05/15/2028(2)

    172,896  
    600,000    

SPS Servicer Advance Receivables Trust
2.53%, 11/16/2048(2)

    598,615  
    504,983    

Towd Point Mortgage Trust
2.75%, 10/25/2056(2)(4)

    504,437  
    190,000    

Volvo Financial Equipment LLC
1.92%, 03/15/2021(2)

    190,277  
     

 

 

 
        8,986,647  
     

 

 

 
            Commercial Mortgage - Backed Securities - 0.6%  
   

Citigroup Commercial Mortgage Trust

 
    400,000    

3.46%, 12/10/2049

    410,767  
    95,000    

3.82%, 11/10/2048

    99,676  
    525,000    

Commercial Mortgage Trust
3.18%, 02/10/2048

    532,191  
   

CSAIL Commercial Mortgage Trust

 
    950,000    

3.50%, 06/15/2057

    973,231  
    1,000,000    

3.51%, 04/15/2050

    1,031,702  
    210,000    

JP Morgan Chase Commercial Mortgage Securities Trust
3.91%, 01/15/2049

    222,810  
    141,518    

LB-UBS Commercial Mortgage Trust
6.29%, 04/15/2041(4)

    145,140  
    160,097    

Merrill Lynch/Countrywide Commercial Mortgage Trust
5.81%, 06/12/2050(4)

    160,032  
    900,000    

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

    913,422  
    540,000    

SFAVE Commercial Mortgage Securities Trust
4.14%, 01/05/2043(2)(4)

    545,478  
    530,000    

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

    520,036  
     

 

 

 
        5,554,485  
     

 

 

 
            Other ABS - 0.2%  
    1,295,000    

Oaktree EIF II Ltd.
2.28%, 11/15/2025(5)

    1,295,000  
     

 

 

 
            Whole Loan Collateral CMO - 0.1%  
    185,000    

Deephaven Residential Mortgage Trust
2.73%, 12/26/2046(2)(4)

    185,048  
    159,589    

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(2)(4)

    160,019  
    362,585    

Towd Point Mortgage Trust
2.25%, 04/25/2056(2)(4)

    360,183  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  32  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.9% - (continued)  
            Whole Loan Collateral CMO - 0.1% - (continued)  
  $       90,000    

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

  $ 94,675  
     

 

 

 
        799,925  
     

 

 

 
   

Total Asset & Commercial Mortgage
Backed Securities
(cost $25,816,474)

  $ 25,703,927  
     

 

 

 
     
CORPORATE BONDS - 15.3%  
            Advertising - 0.0%  
  $       310,000    

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

  $ 312,379  
     

 

 

 
            Aerospace/Defense - 0.2%  
    600,000    

BAE Systems Holdings, Inc.
3.85%, 12/15/2025(2)

    620,254  
   

Lockheed Martin Corp.

 
    115,000    

2.50%, 11/23/2020

    116,341  
    400,000    

4.07%, 12/15/2042

    398,613  
    140,000    

4.50%, 05/15/2036

    150,410  
    155,000    

4.70%, 05/15/2046

    170,319  
    135,000    

4.85%, 09/15/2041

    148,957  
    65,000    

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

    67,400  
     

 

 

 
        1,672,294  
     

 

 

 
            Agriculture - 0.4%  
   

Altria Group, Inc.

 
    140,000    

4.50%, 05/02/2043

    144,788  
    420,000    

4.75%, 05/05/2021

    457,342  
   

BAT International Finance plc

 
    160,000    

2.75%, 06/15/2020(2)

    161,923  
    565,000    

3.25%, 06/07/2022(2)

    575,705  
    65,000    

3.50%, 06/15/2022(2)

    66,937  
    375,000    

Cargill, Inc.
4.76%, 11/23/2045(2)

    416,383  
    975,000    

Imperial Brands Finance plc
3.75%, 07/21/2022(2)

    1,007,799  
   

Philip Morris International, Inc.

 
    300,000    

2.63%, 03/06/2023

    297,337  
    80,000    

4.88%, 11/15/2043

    87,231  
     

 

 

 
        3,215,445  
     

 

 

 
            Airlines - 0.1%  
    556,166    

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

    611,783  
    445,737    

Southwest Airlines Co.
6.15%, 08/01/2022

    493,653  
     

 

 

 
        1,105,436  
     

 

 

 
            Auto Manufacturers - 0.4%  
    205,000    

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

    210,006  
    950,000    

Ford Motor Credit Co. LLC
3.10%, 05/04/2023

    934,749  
   

General Motors Financial Co., Inc.

 
    1,100,000    

3.70%, 05/09/2023

    1,105,203  
    470,000    

3.95%, 04/13/2024

    473,008  
    700,000    

Nissan Motor Acceptance Corp.
1.80%, 03/15/2018(2)

    699,808  
     

 

 

 
        3,422,774  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Beverages - 0.3%  
   

Anheuser-Busch InBev Finance, Inc.

 
  $       370,000    

3.65%, 02/01/2026

  $ 377,041  
    655,000    

4.70%, 02/01/2036

    702,655  
    270,000    

4.90%, 02/01/2046

    294,962  
    115,000    

Anheuser-Busch InBev Worldwide, Inc.
3.75%, 07/15/2042

    106,995  
   

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

 
    222,000    

2.38%, 11/26/2018

    223,266  
    250,000    

3.88%, 11/26/2023

    259,923  
   

Heineken N.V.

 
    140,000    

2.75%, 04/01/2023(2)

    140,222  
    10,000    

4.00%, 10/01/2042(2)

    9,671  
   

Molson Coors Brewing Co.

 
    180,000    

3.50%, 05/01/2022

    187,291  
    40,000    

5.00%, 05/01/2042

    42,641  
     

 

 

 
        2,344,667  
     

 

 

 
            Biotechnology - 0.2%  
    80,000    

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

    80,443  
    320,000    

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

    326,543  
   

Celgene Corp.

 
    55,000    

2.25%, 05/15/2019

    55,300  
    180,000    

3.55%, 08/15/2022

    186,723  
    375,000    

3.63%, 05/15/2024

    384,231  
   

Gilead Sciences, Inc.

 
    120,000    

2.55%, 09/01/2020

    121,577  
    195,000    

3.70%, 04/01/2024

    201,963  
     

 

 

 
        1,356,780  
     

 

 

 
            Chemicals - 0.1%  
    800,000    

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

    808,940  
    375,000    

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

    351,090  
     

 

 

 
        1,160,030  
     

 

 

 
            Commercial Banks - 3.6%      
    1,200,000    

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

    1,219,865  
   

Bank of America Corp.

 
    740,000    

2.63%, 10/19/2020

    744,763  
    500,000    

4.00%, 04/01/2024

    520,951  
    750,000    

4.20%, 08/26/2024

    772,185  
    560,000    

5.00%, 05/13/2021

    609,511  
    300,000    

6.40%, 08/28/2017

    304,754  
   

Bank of New York Mellon Corp.

 
    440,000    

2.15%, 02/24/2020

    443,022  
    200,000    

3.00%, 02/24/2025

    199,988  
    700,000    

Banque Federative du Credit Mutuel S.A.
2.75%, 10/15/2020(2)

    704,449  
    150,000    

Barclays Bank plc
6.05%, 12/04/2017(2)

    153,658  
    815,000    

Barclays plc
3.20%, 08/10/2021

    823,713  
    425,000    

BNP Paribas S.A.
2.40%, 12/12/2018

    427,740  
   

BPCE S.A.

 
    375,000    

2.50%, 12/10/2018

    377,586  
    450,000    

5.15%, 07/21/2024(2)

    468,816  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  33  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Commercial Banks - 3.6% - (continued)      
   

Capital One Financial Corp.

 
  $       615,000    

3.75%, 04/24/2024

  $ 625,388  
    165,000    

4.20%, 10/29/2025

    166,156  
   

Citigroup, Inc.

 
    255,000    

2.50%, 07/29/2019

    257,324  
    375,000    

4.45%, 09/29/2027

    383,670  
    108,000    

5.30%, 05/06/2044

    116,810  
    59,000    

8.13%, 07/15/2039

    86,815  
    500,000    

Citizens Bank NA
2.55%, 05/13/2021

    500,122  
    675,000    

Compass Bank
2.75%, 09/29/2019

    678,278  
    500,000    

Credit Agricole S.A.
4.38%, 03/17/2025(2)

    508,376  
   

Credit Suisse AG

 
    250,000    

2.30%, 05/28/2019

    251,511  
    335,000    

3.63%, 09/09/2024

    343,748  
    250,000    

Credit Suisse Group AG
3.57%, 01/09/2023(2)

    253,006  
    950,000    

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

    977,732  
    670,000    

Deutsche Bank AG
4.25%, 10/14/2021(2)

    692,836  
    250,000    

Discover Bank
3.10%, 06/04/2020

    255,412  
    450,000    

Fifth Third Bancorp
2.88%, 10/01/2021

    457,829  
   

Goldman Sachs Group, Inc.

 
    905,000    

2.38%, 01/22/2018

    909,486  
    875,000    

4.25%, 10/21/2025

    900,689  
    470,000    

6.25%, 02/01/2041

    593,030  
   

HSBC Holdings plc

 
    290,000    

3.40%, 03/08/2021

    297,876  
    1,355,000    

3.60%, 05/25/2023

    1,392,506  
    200,000    

4.04%, 03/13/2028(4)

    204,374  
   

Huntington National Bank

 
    535,000    

2.20%, 11/06/2018

    536,851  
    580,000    

2.40%, 04/01/2020

    582,488  
    445,000    

ING Groep N.V.
3.95%, 03/29/2027

    455,733  
   

JP Morgan Chase & Co.

 
    650,000    

3.25%, 09/23/2022

    665,967  
    180,000    

3.38%, 05/01/2023

    181,193  
    230,000    

5.40%, 01/06/2042

    269,693  
    100,000    

6.30%, 04/23/2019

    108,246  
    550,000    

Korea Development Bank
2.50%, 03/11/2020

    551,950  
    100,000    

Macquarie Bank Ltd.
2.40%, 01/21/2020(2)

    100,261  
   

Morgan Stanley

 
    425,000    

2.50%, 01/24/2019

    429,518  
    320,000    

3.13%, 07/27/2026

    308,764  
    550,000    

3.63%, 01/20/2027

    551,498  
    875,000    

3.70%, 10/23/2024

    896,262  
    550,000    

5.75%, 01/25/2021

    611,851  
    125,000    

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

    137,068  
    1,000,000    

Santander Bank NA
8.75%, 05/30/2018

    1,069,960  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Commercial Banks - 3.6% - (continued)      
   

Santander UK plc

 
  $       640,000    

2.50%, 03/14/2019

  $ 645,087  
    625,000    

5.00%, 11/07/2023(2)

    656,596  
    575,000    

Skandinaviska Enskilda Banken AB
2.45%, 05/27/2020(2)

    578,077  
    415,000    

Societe Generale S.A.
3.25%, 01/12/2022(2)

    415,301  
    200,000    

SunTrust Bank
3.30%, 05/15/2026

    195,910  
    165,000    

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

    173,916  
   

UBS Group Funding Jersey Ltd.

 
    785,000    

2.95%, 09/24/2020(2)

    793,728  
    275,000    

3.00%, 04/15/2021(2)

    276,880  
    100,000    

Wachovia Corp.
5.75%, 06/15/2017

    100,512  
    1,794,000    

Wells Fargo & Co.
4.48%, 01/16/2024

    1,915,461  
     

 

 

 
        31,832,746  
     

 

 

 
            Commercial Services - 0.3%  
   

Catholic Health Initiatives

 
    155,000    

2.60%, 08/01/2018

    155,717  
    395,000    

2.95%, 11/01/2022

    384,994  
    70,000    

4.35%, 11/01/2042

    60,104  
   

ERAC USA Finance LLC

 
    140,000    

2.35%, 10/15/2019(2)

    140,111  
    510,000    

4.50%, 08/16/2021(2)

    543,905  
    250,000    

5.63%, 03/15/2042(2)

    275,023  
    730,000    

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

    760,137  
     

 

 

 
        2,319,991  
     

 

 

 
            Diversified Financial Services - 0.6%  
    345,000    

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

    345,370  
    575,000    

CDP Financial, Inc.
4.40%, 11/25/2019(2)

    609,855  
    645,000    

Discover Financial Services
6.45%, 06/12/2017

    648,593  
    99,000    

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

    101,140  
   

GE Capital International Funding Co.

 
    648,000    

2.34%, 11/15/2020

    652,246  
    297,000    

3.37%, 11/15/2025

    308,326  
    850,000    

4.42%, 11/15/2035

    908,734  
   

General Electric Co.

 
    115,000    

3.10%, 01/09/2023

    119,033  
    230,000    

4.63%, 01/07/2021

    250,779  
    655,000    

LeasePlan Corp. N.V.
2.88%, 01/22/2019(2)

    657,640  
   

Synchrony Financial

 
    130,000    

2.60%, 01/15/2019

    130,960  
    490,000    

2.70%, 02/03/2020

    493,133  
    400,000    

3.00%, 08/15/2019

    405,971  
     

 

 

 
        5,631,780  
     

 

 

 
            Electric - 1.6%  
    335,000    

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

    353,314  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  34  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Electric - 1.6% - (continued)  
   

Dominion Resources, Inc.

 
  $       320,000    

2.96%, 07/01/2019(6)

  $ 324,435  
    550,000    

3.63%, 12/01/2024

    560,315  
    510,000    

4.10%, 04/01/2021(6)

    533,135  
    275,000    

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

    347,457  
   

Duke Energy Corp.

 
    105,000    

2.65%, 09/01/2026

    99,210  
    550,000    

3.05%, 08/15/2022

    560,982  
    250,000    

4.80%, 12/15/2045

    265,888  
   

Electricite de France S.A.

 
    85,000    

4.88%, 01/22/2044(2)

    86,231  
    525,000    

5.63%, 01/22/2024(2)(4)(7)

    523,688  
    110,000    

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

    110,075  
    390,000    

Entergy Corp.
2.95%, 09/01/2026

    373,591  
    60,000    

Eversource Energy
3.15%, 01/15/2025

    59,862  
    505,000    

Fortis, Inc.
3.06%, 10/04/2026(2)

    478,116  
    325,000    

Georgia Power Co.
5.95%, 02/01/2039

    389,281  
    425,000    

Indianapolis Power and Light Co.
6.60%, 06/01/2037(2)

    521,770  
   

NextEra Energy Capital Holdings, Inc.

 
    1,130,000    

2.06%, 09/01/2017

    1,132,834  
    555,000    

3.55%, 05/01/2027

    558,563  
    70,000    

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

    74,044  
   

Oncor Electric Delivery Co. LLC

 
    115,000    

2.95%, 04/01/2025

    114,706  
    340,000    

4.10%, 06/01/2022

    362,428  
   

Pacific Gas & Electric Co.

 
    135,000    

3.85%, 11/15/2023

    142,551  
    285,000    

5.13%, 11/15/2043

    330,755  
   

SCANA Corp.

 
    631,000    

4.13%, 02/01/2022

    637,299  
    490,000    

4.75%, 05/15/2021

    512,243  
    700,000    

6.25%, 04/01/2020

    765,015  
   

South Carolina Electric & Gas Co.

 
    50,000    

4.35%, 02/01/2042

    48,760  
    80,000    

4.60%, 06/15/2043

    80,469  
    370,000    

6.05%, 01/15/2038

    439,875  
    750,000    

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

    905,969  
   

Southern Co.

 
    575,000    

2.75%, 06/15/2020

    580,047  
    605,000    

2.95%, 07/01/2023

    602,033  
   

State Grid Overseas Investment Ltd.

 
    380,000    

2.75%, 05/07/2019(2)

    384,318  
    520,000    

2.75%, 05/04/2022(2)(5)

    517,577  
    520,000    

3.50%, 05/04/2027(2)(5)

    518,750  
     

 

 

 
        14,295,586  
     

 

 

 
            Engineering & Construction - 0.0%  
    355,000    

SBA Tower Trust
2.88%, 07/15/2021(2)

    354,698  
     

 

 

 
            Food - 0.3%      
   

Kraft Heinz Foods Co.

 
    145,000    

2.25%, 06/05/2017

    145,133  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Food - 0.3% - (continued)      
  $       165,000    

3.00%, 06/01/2026

  $ 157,210  
    485,000    

3.50%, 07/15/2022

    500,345  
    295,000    

4.38%, 06/01/2046

    280,674  
   

Kroger Co.

 
    125,000    

3.30%, 01/15/2021

    128,655  
    525,000    

3.85%, 08/01/2023

    549,128  
    230,000    

4.00%, 02/01/2024

    240,237  
    150,000    

4.45%, 02/01/2047

    147,859  
    510,000    

Sigma Alimentos S.A. de C.V.
4.13%, 05/02/2026(2)

    502,350  
     

 

 

 
        2,651,591  
     

 

 

 
            Gas - 0.3%  
    1,160,000    

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

    1,166,774  
    560,000    

KeySpan Gas East Corp.
2.74%, 08/15/2026(2)

    539,966  
    830,000    

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

    862,482  
     

 

 

 
        2,569,222  
     

 

 

 
            Healthcare-Products - 0.1%  
   

Medtronic, Inc.

 
    110,000    

2.50%, 03/15/2020

    112,006  
    405,000    

3.15%, 03/15/2022

    419,495  
    245,000    

3.50%, 03/15/2025

    252,970  
    65,000    

3.63%, 03/15/2024

    67,901  
    43,000    

4.38%, 03/15/2035

    45,505  
     

 

 

 
        897,877  
     

 

 

 
            Healthcare-Services - 0.4%  
    495,000    

Aetna, Inc.
2.80%, 06/15/2023

    495,286  
   

Anthem, Inc.

 
    631,000    

3.30%, 01/15/2023

    641,349  
    225,000    

4.65%, 08/15/2044

    232,680  
    40,000    

Ascension Health
4.85%, 11/15/2053

    44,328  
   

Dignity Health

 
    35,000    

2.64%, 11/01/2019

    35,163  
    80,000    

3.81%, 11/01/2024

    81,120  
   

Kaiser Foundation Hospitals

 
    120,000    

3.50%, 04/01/2022

    125,206  
    120,000    

4.88%, 04/01/2042

    134,809  
    120,000    

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

    120,699  
    1,120,000    

SSM Health Care Corp.
3.82%, 06/01/2027

    1,135,845  
   

UnitedHealth Group, Inc.

 
    220,000    

3.35%, 07/15/2022

    229,692  
    340,000    

3.75%, 07/15/2025

    357,591  
     

 

 

 
        3,633,768  
     

 

 

 
            Household Products - 0.1%  
    999,816    

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

    1,146,108  
     

 

 

 
            Insurance - 0.4%  
    415,000    

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

    419,630  
   

Chubb INA Holdings, Inc.

 
    120,000    

2.30%, 11/03/2020

    120,577  
    185,000    

3.35%, 05/15/2024

    190,141  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  35  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Insurance - 0.4% - (continued)  
  $       115,000    

Five Corners Funding Trust
4.42%, 11/15/2023(2)

  $ 123,669  
    515,000    

Jackson National Life Global Funding
3.25%, 01/30/2024(2)

    522,010  
    100,000    

Liberty Mutual Group, Inc.
4.25%, 06/15/2023(2)

    106,442  
    165,000    

Loews Corp.
2.63%, 05/15/2023

    163,323  
   

MetLife, Inc.

 
    60,000    

1.90%, 12/15/2017

    60,169  
    485,000    

3.60%, 04/10/2024

    505,493  
    160,000    

4.88%, 11/13/2043

    176,151  
   

Prudential Financial, Inc.

 
    200,000    

3.50%, 05/15/2024

    207,543  
    300,000    

4.50%, 11/15/2020

    323,308  
    100,000    

Teachers Insurance & Annuity Association of America
4.90%, 09/15/2044(2)

    109,968  
    645,000    

Trinity Acquisition plc
4.40%, 03/15/2026

    667,757  
     

 

 

 
        3,696,181  
     

 

 

 
            Internet - 0.1%  
    280,000    

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

    284,374  
   

Amazon.com, Inc.

 
    285,000    

2.50%, 11/29/2022

    285,242  
    530,000    

4.80%, 12/05/2034

    593,279  
    100,000    

4.95%, 12/05/2044

    114,728  
     

 

 

 
        1,277,623  
     

 

 

 
            IT Services - 0.1%  
   

Apple, Inc.

 
    25,000    

2.45%, 08/04/2026

    23,935  
    300,000    

2.85%, 05/06/2021

    308,927  
    225,000    

3.00%, 02/09/2024

    229,431  
    170,000    

3.25%, 02/23/2026

    173,606  
    270,000    

3.45%, 05/06/2024

    282,737  
    35,000    

4.45%, 05/06/2044

    36,867  
     

 

 

 
        1,055,503  
     

 

 

 
            Lodging - 0.1%  
   

Marriott International, Inc.

 
    670,000    

2.30%, 01/15/2022

    660,989  
    450,000    

2.88%, 03/01/2021

    456,325  
     

 

 

 
        1,117,314  
     

 

 

 
            Machinery-Construction & Mining - 0.1%  
    400,000    

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

    409,392  
   

Caterpillar, Inc.

 
    170,000    

3.40%, 05/15/2024

    177,097  
    30,000    

4.30%, 05/15/2044

    31,466  
     

 

 

 
        617,955  
     

 

 

 
            Media - 0.5%  
   

21st Century Fox America, Inc.

 
    180,000    

4.00%, 10/01/2023

    187,549  
    220,000    

4.50%, 02/15/2021

    236,266  
    300,000    

4.75%, 09/15/2044

    305,354  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Media - 0.5% - (continued)  
  $       155,000    

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

  $ 182,028  
   

Comcast Corp.

 
    450,000    

3.13%, 07/15/2022

    464,708  
    450,000    

4.40%, 08/15/2035

    470,720  
    150,000    

6.40%, 05/15/2038

    192,581  
    770,000    

Cox Communications, Inc.
4.80%, 02/01/2035(2)

    727,236  
    230,000    

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

    250,037  
   

Sky plc

 
    200,000    

2.63%, 09/16/2019(2)

    200,644  
    645,000    

3.75%, 09/16/2024(2)

    657,155  
   

Time Warner Cable LLC

 
    80,000    

6.55%, 05/01/2037

    92,983  
    60,000    

7.30%, 07/01/2038

    75,022  
    106,000    

8.25%, 04/01/2019

    117,717  
    5,000    

8.75%, 02/14/2019

    5,563  
    30,000    

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

    37,707  
    145,000    

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

    151,373  
     

 

 

 
        4,354,643  
     

 

 

 
            Miscellaneous Manufacturing - 0.1%      
    90,000    

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

    96,202  
    570,000    

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

    575,398  
     

 

 

 
        671,600  
     

 

 

 
            Oil & Gas - 1.1%  
    495,000    

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

    532,165  
    450,000    

BG Energy Capital plc
4.00%, 10/15/2021(2)

    479,219  
   

BP Capital Markets plc

 
    130,000    

3.25%, 05/06/2022

    134,031  
    570,000    

3.81%, 02/10/2024

    595,684  
    25,000    

3.99%, 09/26/2023

    26,435  
    575,000    

4.75%, 03/10/2019

    605,162  
   

ConocoPhillips Co.

 
    46,000    

2.88%, 11/15/2021

    46,823  
    260,000    

3.35%, 05/15/2025

    262,971  
    85,000    

4.20%, 03/15/2021

    90,913  
    65,000    

4.30%, 11/15/2044

    65,731  
    40,000    

4.95%, 03/15/2026

    44,709  
    65,000    

5.75%, 02/01/2019

    69,371  
    35,000    

6.00%, 01/15/2020

    38,663  
    1,052,000    

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

    1,055,787  
    265,000    

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

    264,272  
    360,000    

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

    380,461  
   

Petroleos Mexicanos

 
    80,000    

5.38%, 03/13/2022(2)

    84,100  
    1,300,000    

5.50%, 01/21/2021

    1,378,000  
    600,000    

6.75%, 09/21/2047

    609,780  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  36  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Oil & Gas - 1.1% - (continued)  
  $       175,000    

Phillips 66
4.88%, 11/15/2044

  $ 180,411  
    755,000    

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

    855,050  
   

Shell International Finance B.V.

 
    190,000    

3.25%, 05/11/2025

    193,590  
    200,000    

4.38%, 03/25/2020

    213,596  
    890,000    

Sinopec Group Overseas Development Ltd.
2.50%, 04/28/2020(2)

    887,925  
   

Statoil ASA

 
    70,000    

2.25%, 11/08/2019

    70,439  
    30,000    

2.45%, 01/17/2023

    29,830  
    30,000    

2.65%, 01/15/2024

    29,630  
    95,000    

2.75%, 11/10/2021

    96,403  
    355,000    

2.90%, 11/08/2020

    364,094  
    35,000    

3.25%, 11/10/2024

    35,771  
    5,000    

3.70%, 03/01/2024

    5,238  
    325,000    

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

    324,986  
     

 

 

 
        10,051,240  
     

 

 

 
            Oil & Gas Services - 0.1%  
    250,000    

Schlumberger Holdings Corp.
3.00%, 12/21/2020(2)

    256,573  
    330,000    

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

    345,998  
     

 

 

 
        602,571  
     

 

 

 
            Pharmaceuticals - 1.1%  
   

AbbVie, Inc.

 
    775,000    

1.80%, 05/14/2018

    776,093  
    60,000    

3.20%, 11/06/2022

    61,148  
   

Actavis Funding SCS

 
    300,000    

3.00%, 03/12/2020

    305,883  
    450,000    

3.45%, 03/15/2022

    462,595  
    200,000    

4.55%, 03/15/2035

    201,404  
    125,000    

4.85%, 06/15/2044

    127,321  
    700,000    

Bayer US Finance LLC
3.00%, 10/08/2021(2)

    712,898  
   

Cardinal Health, Inc.

 
    195,000    

2.40%, 11/15/2019

    195,970  
    430,000    

3.50%, 11/15/2024

    439,427  
    200,000    

4.50%, 11/15/2044

    193,309  
   

EMD Finance LLC

 
    705,000    

2.95%, 03/19/2022(2)

    713,001  
    670,000    

3.25%, 03/19/2025(2)

    666,450  
    315,000    

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

    315,959  
   

Forest Laboratories LLC

 
    260,000    

4.88%, 02/15/2021(2)

    280,764  
    225,000    

5.00%, 12/15/2021(2)

    245,506  
   

McKesson Corp.

 
    25,000    

2.85%, 03/15/2023

    24,972  
    135,000    

3.80%, 03/15/2024

    140,354  
   

Merck & Co., Inc.

 
    430,000    

2.75%, 02/10/2025

    429,100  
    315,000    

2.80%, 05/18/2023

    319,407  
    125,000    

4.15%, 05/18/2043

    129,365  
    510,000    

Mylan N.V.
3.00%, 12/15/2018

    517,083  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Pharmaceuticals - 1.1% - (continued)  
  $       225,000    

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

  $ 230,966  
   

Teva Pharmaceutical Finance Netherlands III B.V.

 
    1,565,000    

2.80%, 07/21/2023

    1,506,948  
    255,000    

4.10%, 10/01/2046

    219,481  
     

 

 

 
        9,215,404  
     

 

 

 
            Pipelines - 0.6%      
   

Columbia Pipeline Group, Inc.

 
    225,000    

2.45%, 06/01/2018

    226,115  
    400,000    

4.50%, 06/01/2025

    423,506  
   

Energy Transfer Partners L.P.

 
    285,000    

3.60%, 02/01/2023

    286,893  
    300,000    

5.15%, 03/15/2045

    287,892  
    214,000    

7.60%, 02/01/2024

    246,791  
    250,000    

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

    257,956  
    525,000    

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

    617,444  
    535,000    

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

    530,943  
    90,000    

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

    93,690  
   

Sunoco Logistics Partners Operations L.P.

 
    155,000    

3.45%, 01/15/2023

    155,799  
    435,000    

4.40%, 04/01/2021

    459,761  
    285,000    

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

    319,126  
    465,000    

Transcanada Trust
5.30%, 03/15/2077(4)

    469,069  
    530,000    

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

    544,498  
     

 

 

 
        4,919,483  
     

 

 

 
            Real Estate - 0.1%  
    650,000    

WEA Finance LLC / Westfield UK & Europe Finance plc
2.70%, 09/17/2019(2)

    656,163  
     

 

 

 
            Real Estate Investment Trusts - 0.3%  
   

American Tower Corp.

 
    450,000    

3.45%, 09/15/2021

    461,105  
    240,000    

5.00%, 02/15/2024

    262,862  
    150,000    

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

    155,723  
    350,000    

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

    350,000  
    280,000    

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

    280,962  
    425,000    

DDR Corp.
4.63%, 07/15/2022

    446,820  
    670,000    

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

    676,701  
    345,000    

Scentre Group
2.38%, 11/05/2019(2)

    345,641  
     

 

 

 
        2,979,814  
     

 

 

 
            Retail - 0.4%  
   

AutoZone, Inc.

 
    200,000    

3.13%, 07/15/2023

    200,987  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  37  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Retail - 0.4% - (continued)  
  $       355,000    

3.70%, 04/15/2022

  $ 370,586  
    425,000    

3.75%, 06/01/2027

    428,403  
   

CVS Health Corp.

 
    695,000    

4.00%, 12/05/2023

    734,625  
    160,000    

4.88%, 07/20/2035

    172,892  
    375,000    

5.13%, 07/20/2045

    419,086  
    75,000    

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

    80,883  
    600,000    

Lowe’s Cos., Inc.
4.63%, 04/15/2020

    639,893  
    335,000    

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

    349,267  
     

 

 

 
        3,396,622  
     

 

 

 
            Savings & Loans - 0.1%      
    595,000    

Nationwide Building Society
2.35%, 01/21/2020(2)

    596,835  
     

 

 

 
            Semiconductors - 0.1%  
    900,000    

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.63%, 01/15/2024(2)

    913,087  
     

 

 

 
            Software - 0.2%  
   

Microsoft Corp.

 
    475,000    

2.40%, 08/08/2026

    455,074  
    610,000    

2.88%, 02/06/2024

    619,905  
    365,000    

3.70%, 08/08/2046

    348,033  
     

 

 

 
        1,423,012  
     

 

 

 
            Telecommunications - 0.6%  
    775,000    

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

    786,320  
   

AT&T, Inc.

 
    65,000    

3.95%, 01/15/2025

    65,823  
    460,000    

4.45%, 04/01/2024

    484,168  
    231,000    

4.50%, 03/09/2048

    208,188  
    215,000    

4.75%, 05/15/2046

    201,393  
    3,000    

5.35%, 09/01/2040

    3,085  
    165,000    

GTP Acquisition Partners I LLC
2.35%, 06/15/2020(2)

    163,421  
   

Orange S.A.

 
    650,000    

4.13%, 09/14/2021

    690,065  
    200,000    

9.00%, 03/01/2031

    298,749  
   

Verizon Communications, Inc.

 
    450,000    

2.95%, 03/15/2022(2)

    452,365  
    45,000    

3.45%, 03/15/2021

    46,411  
    880,000    

4.50%, 09/15/2020

    939,159  
    916,000    

4.52%, 09/15/2048

    842,606  
    130,000    

4.75%, 11/01/2041

    125,398  
    93,000    

4.81%, 03/15/2039(2)

    91,221  
     

 

 

 
        5,398,372  
     

 

 

 
            Transportation - 0.2%  
   

FedEx Corp.

 
    80,000    

2.70%, 04/15/2023

    79,568  
    280,000    

4.90%, 01/15/2034

    304,966  
    300,000    

5.10%, 01/15/2044

    324,328  
    309,000    

Kansas City Southern
4.95%, 08/15/2045

    317,894  
   

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

 
    405,000    

3.20%, 07/15/2020(2)

    414,425  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 15.3% - (continued)  
            Transportation - 0.2% - (continued)  
  $       400,000    

3.38%, 02/01/2022(2)

  $ 408,973  
     

 

 

 
        1,850,154  
     

 

 

 
   

Total Corporate Bonds
(cost $131,294,835)

  $ 134,716,748  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 0.2%  
            Mexico - 0.1%  
   

Mexico Government International Bond

 
  $       372,000    

3.50%, 01/21/2021

  $ 386,508  
    477,000    

4.15%, 03/28/2027

    490,332  
     

 

 

 
        876,840  
     

 

 

 
            Oman - 0.0%  
    280,000    

Oman Government International Bond
6.50%, 03/08/2047(2)

    301,615  
     

 

 

 
            Saudi Arabia - 0.0%  
    265,000    

Saudi Government International Bond
2.38%, 10/26/2021(2)

    260,373  
     

 

 

 
            South Korea - 0.1%  
    680,000    

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

    675,949  
     

 

 

 
   

Total Foreign Government Obligations
(cost $2,064,676)

  $ 2,114,777  
     

 

 

 
     
MUNICIPAL BONDS - 1.2%  
            General - 0.3%  
  $       600,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

  $ 749,742  
   

Commonwealth Financing Auth, PA

 
    100,000    

4.01%, 06/01/2033

    100,670  
    240,000    

4.14%, 06/01/2038

    235,068  
    370,000    

Kansas, Development FA
4.93%, 04/15/2045

    398,893  
    125,000    

New Jersey State Econ DA
3.88%, 06/15/2019

    127,080  
    570,000    

New Jersey State, Economic DA
3.80%, 06/15/2018

    576,680  
    130,000    

New York City, Transitional FA Building Aid Rev
6.83%, 07/15/2040

    171,261  
     

 

 

 
        2,359,394  
     

 

 

 
            General Obligation - 0.4%  
   

California State, GO Taxable

 
    525,000    

7.35%, 11/01/2039

    747,605  
    250,000    

7.55%, 04/01/2039

    368,915  
    130,000    

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

    157,907  
   

Illinois State, GO

 
    1,800,000    

5.10%, 06/01/2033

    1,616,508  
    185,000    

5.20%, 03/01/2018

    188,933  
    665,000    

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

    828,098  
     

 

 

 
        3,907,966  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  38  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 1.2% - (continued)  
            Higher Education - 0.1%  
  $       370,000    

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

  $ 460,206  
     

 

 

 
            Medical - 0.1%  
   

University of California, Regents MedCenter Pooled Rev

 
    150,000    

6.55%, 05/15/2048

    198,071  
    375,000    

6.58%, 05/15/2049

    496,507  
     

 

 

 
        694,578  
     

 

 

 
            Power - 0.0%  
    100,000    

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

    103,896  
     

 

 

 
            Transportation - 0.3%  
    350,000    

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

    444,486  
    255,000    

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

    320,895  
   

New York and New Jersey PA, Taxable Rev

 
    200,000    

4.81%, 10/15/2065

    220,352  
    185,000    

5.86%, 12/01/2024

    222,296  
    115,000    

6.04%, 12/01/2029

    145,242  
    730,000    

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

    1,045,396  
     

 

 

 
        2,398,667  
     

 

 

 
            Utility - Electric - 0.0%  
    350,000    

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

    412,066  
     

 

 

 
   

Total Municipal Bonds
(cost $9,359,658)

  $ 10,336,773  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 0.2%  
            FHLMC - 0.0%  
  $       39,481    

4.00%, 03/01/2041

  $ 41,733  
     

 

 

 
            FNMA - 0.0%  
    17,789    

4.50%, 04/01/2041

    19,216  
     

 

 

 
            GNMA - 0.2%  
    871    

6.00%, 11/20/2023

    973  
    1,514    

6.00%, 12/20/2023

    1,711  
    267    

6.00%, 01/20/2024

    299  
    2,239    

6.00%, 02/20/2024

    2,502  
    5,544    

6.00%, 06/20/2024

    6,196  
    261    

6.00%, 02/20/2026

    291  
    795    

6.00%, 02/20/2027

    889  
    270    

6.00%, 01/20/2028

    301  
    6,262    

6.00%, 02/20/2028

    7,177  
    10,782    

6.00%, 04/20/2028

    12,307  
    3,441    

6.00%, 06/15/2028

    3,953  
    28,381    

6.00%, 07/20/2028

    32,327  
    25,564    

6.00%, 08/20/2028

    29,121  
    5,887    

6.00%, 10/15/2028

    6,674  
    40,600    

6.00%, 11/15/2028

    46,492  
    27,416    

6.00%, 03/20/2029

    31,274  
    25,084    

6.00%, 09/20/2029

    28,683  
    75,716    

6.00%, 04/20/2030

    84,631  
    20,754    

6.00%, 06/20/2030

    23,198  
    2,890    

6.00%, 08/15/2034

    3,321  

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT AGENCIES - 0.2% - (continued)  
            GNMA - 0.2% - (continued)  
  $       58    

6.50%, 04/15/2026

  $ 65  
    36,644    

6.50%, 03/15/2028

    41,081  
    4,738    

6.50%, 05/15/2028

    5,311  
    24,449    

6.50%, 07/15/2028

    27,409  
    16,900    

6.50%, 10/15/2028

    18,964  
    1,104    

6.50%, 12/15/2028

    1,238  
    35,069    

6.50%, 01/15/2029

    39,316  
    12,239    

6.50%, 02/15/2029

    13,722  
    147,545    

6.50%, 03/15/2029

    165,411  
    24,760    

6.50%, 04/15/2029

    27,786  
    12,019    

6.50%, 05/15/2029

    13,530  
    12,214    

6.50%, 06/15/2029

    13,694  
    18,836    

6.50%, 02/15/2035

    21,654  
    45,351    

7.00%, 11/15/2031

    52,019  
    28,599    

7.00%, 03/15/2032

    32,905  
    207,859    

7.00%, 11/15/2032

    249,592  
    5,992    

7.00%, 01/15/2033

    7,094  
    20,993    

7.00%, 05/15/2033

    24,804  
    40,404    

7.00%, 07/15/2033

    47,256  
    58,734    

7.00%, 11/15/2033

    69,446  
    2,269    

8.00%, 12/15/2029

    2,325  
    3,418    

8.00%, 04/15/2030

    3,721  
    7,609    

8.00%, 05/15/2030

    7,756  
    654    

8.00%, 07/15/2030

    712  
    9,790    

8.00%, 08/15/2030

    10,176  
    14,103    

8.00%, 11/15/2030

    15,162  
    79,457    

8.00%, 02/15/2031

    86,068  
     

 

 

 
        1,320,537  
     

 

 

 
   

Total U.S. Government Agencies
(cost $1,212,232)

  $ 1,381,486  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 11.8%  
            Other Direct Federal Obligations - 0.6%  
  $       5,000,000    

Financing Corp.
9.80%, 04/06/2018

  $ 5,394,450  
     

 

 

 
            U.S. Treasury Securities - 11.2%  
            U.S. Treasury Bonds - 2.7%  
    5,720,000    

2.50%, 02/15/2045

    5,212,350  
    590,000    

2.50%, 02/15/2046

    536,232  
    1,590,000    

2.50%, 05/15/2046

    1,444,043  
    865,000    

2.75%, 11/15/2042

    834,759  
    4,275,000    

2.88%, 05/15/2043

    4,218,891  
    625,000    

2.88%, 08/15/2045

    614,404  
    3,500,000    

2.88%, 11/15/2046

    3,440,118  
    500,000    

3.00%, 11/15/2044

    504,511  
    2,167,500    

3.13%, 02/15/2043

    2,240,146  
    2,685,000    

3.13%, 08/15/2044(8)

    2,774,886  
    1,430,000    

3.38%, 05/15/2044

    1,546,522  
     

 

 

 
        23,366,862  
     

 

 

 
            U.S. Treasury Notes - 8.5%      
    8,379,472    

0.38%, 01/15/2027(9)

    8,401,309  
    2,500,000    

0.63%, 05/31/2017

    2,499,825  
    1,350,000    

0.63%, 11/30/2017

    1,346,625  
    75,000    

0.75%, 10/31/2017

    74,900  
    2,500,000    

1.00%, 12/15/2017

    2,499,610  
    1,335,000    

1.25%, 11/30/2018

    1,335,574  
    2,560,000    

1.25%, 03/31/2021

    2,518,999  
    3,125,000    

1.38%, 09/30/2018

    3,132,203  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  39  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT SECURITIES - 11.8% - (continued)  
            U.S. Treasury Notes - 8.5% - (continued)      
  $       6,860,000    

1.38%, 08/31/2020

  $ 6,821,145  
    2,220,000    

1.38%, 01/31/2021

    2,198,233  
    2,700,000    

1.50%, 04/15/2020

    2,703,902  
    11,300,000    

1.50%, 03/31/2023

    10,996,312  
    7,755,000    

1.63%, 07/31/2019

    7,807,408  
    7,925,000    

1.75%, 09/30/2019

    8,001,777  
    7,200,000    

1.88%, 03/31/2022

    7,218,281  
    185,000    

2.25%, 11/15/2024

    186,243  
    3,200,000    

2.25%, 02/15/2027

    3,190,624  
    1,415,000    

2.38%, 08/15/2024

    1,438,547  
    1,350,000    

2.75%, 02/15/2024

    1,407,533  
    850,000    

4.50%, 05/15/2017

    851,248  
     

 

 

 
        74,630,298  
     

 

 

 
        97,997,160  
     

 

 

 
   

Total U.S. Government Securities
(cost $102,703,718)

  $ 103,391,610  
     

 

 

 
   

Total Long-Term Investments
(cost $716,671,049)

  $ 859,532,800  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 1.4%  
            Other Investment Pools & Funds - 0.7%  
  $       6,211,345    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 6,211,345  
     

 

 

 
            U.S. Treasury - 0.7%  
    6,100,000    

U.S. Treasury Bills
0.93%, 10/12/2017(10)

    6,074,191  
     

 

 

 
   

Total Short-Term Investments
(cost $12,285,780)

  $ 12,285,536  
     

 

 

 
   

Total Investments
(cost $728,956,829)^

    99.3    $ 871,818,336  
   

Other Assets and Liabilities

    0.7      5,812,359  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 877,630,695  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  40  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 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.

 

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

 

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

 

     For Fund compliance purposes, the Fund may not use the same classification system 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

   $ 155,185,535  

Unrealized Depreciation

     (12,324,028
  

 

 

 

Net Unrealized Appreciation

   $     142,861,507  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $1,710,594, which represented 0.2% of total net assets.

 

(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 April 30, 2017, the aggregate value of these securities was $44,432,041, which represented 5.1% 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 April 30, 2017, the aggregate fair value of these securities was $1,710,594, which represented 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.

 

(4)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2017.

 

(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 $2,553,948 at April 30, 2017.

 

(6)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(7)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(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.

 

(10)  The rate shown represents current yield to maturity.

 

The accompanying notes are an integral part of these financial statements.

 

 

  41  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

U.S. Ultra Bond Future

     14        06/21/2017      $     2,237,244      $     2,281,125      $ 43,881  
              

 

 

 

Short position contracts:

              

U.S. Treasury 10-Year Note Future

     51        06/21/2017      $ 6,337,902      $ 6,411,656      $     (73,754
              

 

 

 

Total futures contracts

               $ (29,873
              

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ADR

   American Depositary Receipt

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

REIT

   Real Estate Investment Trust
Municipal Abbreviations:

DA

   Development Authority

FA

   Finance Authority

GO

   General Obligation

PA

   Port Authority

Rev

   Revenue

USD

   United School District
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  42  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

         

Common Stocks

         

Banks

   $ 61,255,233     $ 61,255,233     $      $  

Capital Goods

     47,453,937       47,453,937               

Commercial & Professional Services

     6,187,597       6,187,597               

Consumer Durables & Apparel

     12,346,647       12,346,647               

Consumer Services

     13,149,110       13,149,110               

Diversified Financials

     20,153,665       20,153,665               

Energy

     37,288,733       37,288,733               

Food, Beverage & Tobacco

     35,476,114       25,177,308       10,298,806         

Health Care Equipment & Services

     22,157,216       22,157,216               

Household & Personal Products

     6,096,408       6,096,408               

Insurance

     21,543,874       21,543,874               

Materials

     16,323,068       16,323,068               

Media

     23,128,225       23,128,225               

Pharmaceuticals, Biotechnology & Life Sciences

     69,479,061       53,418,285       16,060,776         

Real Estate

     5,402,585       5,402,585               

Retailing

     21,592,122       19,881,528              1,710,594  

Semiconductors & Semiconductor Equipment

     32,913,625       32,913,625               

Software & Services

     61,376,384       61,376,384               

Technology Hardware & Equipment

     46,070,808       46,070,808               

Transportation

     8,950,083       8,950,083               

Utilities

     13,542,984       13,542,984               

Asset & Commercial Mortgage Backed Securities

     25,703,927             25,703,927         

Corporate Bonds

     134,716,748             134,716,748         

Foreign Government Obligations

     2,114,777             2,114,777         

Municipal Bonds

     10,336,773             10,336,773         

U.S. Government Agencies

     1,381,486             1,381,486         

U.S. Government Securities

     103,391,610             103,391,610         

Short-Term Investments

     12,285,536       6,211,345       6,074,191         

Futures Contracts(2)

     43,881       43,881               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     871,862,217     $     560,072,529     $     310,079,094      $     1,710,594  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

         

Futures Contracts(2)

   $ (73,754   $ (73,754   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (73,754   $ (73,754   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 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 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 six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  43  

 


The Hartford Balanced Income Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 45.6%  
            Banks - 5.2%  
    1,439,967    

BB&T Corp.

  $ 62,177,775  
    2,480,433    

JP Morgan Chase & Co.

    215,797,671  
    143,833    

MGIC Investment Corp.*

    1,516,002  
    627,891    

National Bank of Canada

    24,401,757  
    1,048,369    

US Bancorp

    53,760,362  
    3,745,519    

Wells Fargo & Co.

    201,658,743  
     

 

 

 
        559,312,310  
     

 

 

 
            Capital Goods - 3.3%  
    297,060    

3M Co.

    58,173,260  
    556,438    

Caterpillar, Inc.

    56,901,350  
    1,278,574    

Eaton Corp. plc

    96,711,337  
    3,801,840    

General Electric Co.

    110,215,342  
    129,760    

Lockheed Martin Corp.

    34,963,832  
     

 

 

 
        356,965,121  
     

 

 

 
            Consumer Durables & Apparel - 0.6%  
    1,068,460    

VF Corp.

    58,369,970  
     

 

 

 
            Consumer Services - 0.7%  
    550,420    

McDonald’s Corp.

    77,020,270  
     

 

 

 
            Diversified Financials - 1.8%  
    258,531    

BlackRock, Inc.

    99,423,267  
    1,430,108    

Invesco Ltd.

    47,107,757  
    1,067,513    

Thomson Reuters Corp.

    48,497,116  
     

 

 

 
        195,028,140  
     

 

 

 
            Energy - 5.7%  
    1,849,679    

Canadian Natural Resources Ltd.

    58,949,270  
    1,096,868    

Chevron Corp.

    117,035,815  
    364,914    

Enbridge, Inc.

    15,125,685  
    964,679    

Exxon Mobil Corp.

    78,766,040  
    989,820    

Marathon Petroleum Corp.

    50,421,431  
    1,050,970    

Occidental Petroleum Corp.

    64,676,694  
    728,930    

Phillips 66

    57,993,671  
    3,257,751    

Suncor Energy, Inc.

    102,163,071  
    1,453,767    

TransCanada Corp.

    67,499,178  
     

 

 

 
        612,630,855  
     

 

 

 
            Food, Beverage & Tobacco - 4.5%  
    565,098    

Altria Group, Inc.

    40,562,734  
    1,265,376    

British American Tobacco plc

    85,492,954  
    781,955    

Coca-Cola Co.

    33,741,358  
    302,766    

Diageo plc ADR

    35,553,811  
    724,636    

Kraft Heinz Co.

    65,499,848  
    397,142    

PepsiCo, Inc.

    44,988,246  
    1,565,997    

Philip Morris International, Inc.

    173,575,108  
     

 

 

 
        479,414,059  
     

 

 

 
            Household & Personal Products - 1.2%  
    225,960    

Procter & Gamble Co.

    19,733,087  
    2,061,970    

Unilever N.V.

    107,717,312  
     

 

 

 
        127,450,399  
     

 

 

 
            Insurance - 2.1%  
    520,240    

Chubb Ltd.

    71,402,940  
    1,643,518    

MetLife, Inc.

    85,150,668  
    1,086,434    

Principal Financial Group, Inc.

    70,759,446  
     

 

 

 
        227,313,054  
     

 

 

 
            Materials - 1.8%  
    474,814    

Agrium, Inc.

    44,599,279  
    1,443,767    

Dow Chemical Co.

    90,668,568  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 45.6% - (continued)  
            Materials - 1.8% - (continued)  
    1,035,000    

International Paper Co.

  $ 55,858,950  
     

 

 

 
        191,126,797  
     

 

 

 
            Pharmaceuticals, Biotechnology & Life Sciences - 6.0%  
    972,492    

Bristol-Myers Squibb Co.

    54,508,177  
    723,698    

Eli Lilly & Co.

    59,386,658  
    1,288,171    

Johnson & Johnson

    159,050,473  
    1,756,251    

Merck & Co., Inc.

    109,467,125  
    827,737    

Novartis AG

    63,723,387  
    4,214,451    

Pfizer, Inc.

    142,954,178  
    215,253    

Roche Holding AG

    56,324,022  
     

 

 

 
        645,414,020  
     

 

 

 
            Retailing - 0.9%  
    340,932    

Home Depot, Inc.

    53,219,485  
    782,570    

L Brands, Inc.

    41,327,522  
     

 

 

 
        94,547,007  
     

 

 

 
            Semiconductors & Semiconductor Equipment - 2.6%  
    1,111,073    

Analog Devices, Inc.

    84,663,763  
    3,102,426    

Intel Corp.

    112,152,700  
    944,941    

Maxim Integrated Products, Inc.

    41,719,145  
    747,791    

QUALCOMM, Inc.

    40,186,288  
     

 

 

 
        278,721,896  
     

 

 

 
            Software & Services - 1.4%  
    2,219,724    

Microsoft Corp.

    151,962,305  
     

 

 

 
            Technology Hardware & Equipment - 1.6%  
    4,899,968    

Cisco Systems, Inc.

    166,941,910  
     

 

 

 
            Telecommunication Services - 1.4%  
    1,378,484    

BCE, Inc.

    62,761,643  
    1,794,325    

Verizon Communications, Inc.

    82,377,461  
     

 

 

 
        145,139,104  
     

 

 

 
            Transportation - 1.2%  
    835,786    

Union Pacific Corp.

    93,574,601  
    302,383    

United Parcel Service, Inc. Class B

    32,494,077  
     

 

 

 
        126,068,678  
     

 

 

 
            Utilities - 3.6%  
    1,366,387    

Dominion Resources, Inc.

    105,799,345  
    558,202    

Duke Energy Corp.

    46,051,665  
    1,011,917    

Eversource Energy

    60,107,870  
    2,140,715    

National Grid plc

    27,718,511  
    407,152    

NextEra Energy, Inc.

    54,379,221  
    425,408    

Sempra Energy

    48,079,612  
    3,799,308    

TCEH Corp.*(1)(2)

    4  
    93,317    

Vistra Energy Corp.

    1,395,089  
    961,705    

Xcel Energy, Inc.

    43,324,810  
     

 

 

 
        386,856,127  
     

 

 

 
   

Total Common Stocks
(cost $4,140,313,687)

  $ 4,880,282,022  
     

 

 

 
     
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5%  
            Asset-Backed - Finance & Insurance - 0.1%  
  $       283,235    

Countrywide Asset-Backed Certificates
1.38%, 06/25/2036(3)

  $ 281,640  
   

First Franklin Mortgage Loan Trust

 
    1,602,261    

1.23%, 04/25/2036(3)

    1,152,884  
    4,220,000    

1.30%, 09/25/2036(3)

    3,526,401  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  44  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5% - (continued)  
            Asset-Backed - Finance & Insurance - 0.1% - (continued)  
  $       1,060,000    

HSI Asset Securitization Corp. Trust
1.26%, 02/25/2036(3)

  $ 955,630  
    825,555    

Lehman XS Trust
1.51%, 11/25/2035(3)

    555,093  
    882,445    

Securitized Asset Backed Receivables LLC Trust
1.08%, 07/25/2036(3)

    435,242  
     

 

 

 
        6,906,890  
     

 

 

 
            Asset-Backed - Home Equity - 0.2%  
    239,679    

Asset-Backed Funding Certificates Trust
1.21%, 01/25/2037(3)

    160,929  
   

GSAA Home Equity Trust

 
    1,027,077    

1.04%, 12/25/2046(3)

    737,402  
    843,588    

1.06%, 12/25/2046(3)

    475,531  
    1,791,909    

1.07%, 02/25/2037(3)

    946,199  
    1,130,704    

1.08%, 12/25/2036(3)

    562,675  
    5,788,185    

1.09%, 03/25/2037(3)

    3,196,925  
    2,296,040    

1.15%, 06/25/2036(3)

    1,132,049  
    2,231,682    

1.17%, 11/25/2036(3)

    1,158,532  
    678,355    

1.22%, 04/25/2047(3)

    444,761  
    4,868,464    

1.23%, 11/25/2036(3)

    2,923,826  
    292,332    

1.29%, 03/25/2036(3)

    205,135  
    971,092    

1.31%, 04/25/2047(3)

    655,791  
    1,324,490    

5.99%, 06/25/2036(3)

    679,170  
    4,317,701    

6.00%, 11/25/2036(4)

    2,576,347  
    555,849    

6.30%, 06/25/2036(4)

    284,898  
    1,703,687    

Mastr Asset Backed Securities Trust
1.16%, 06/25/2036(3)

    1,400,491  
    3,420,000    

Morgan Stanley Asset Backed Securities Capital I, Inc. Trust
2.24%, 07/25/2037(3)

    2,540,313  
    1,407,495    

Morgan Stanley Mortgage Loan Trust
1.16%, 11/25/2036(3)

    586,169  
   

Renaissance Home Equity Loan Trust

 
    2,486,148    

5.91%, 04/25/2037(4)

    1,312,240  
    1,264,833    

6.12%, 11/25/2036(4)

    796,383  
    1,995,000    

Soundview Home Loan Trust
1.24%, 11/25/2036(3)

    1,581,940  
     

 

 

 
        24,357,706  
     

 

 

 
            Commercial Mortgage - Backed Securities - 0.1%  
   

Commercial Mortgage Pass-Through Certificates

 
    270,000    

4.75%, 10/15/2045(3)(5)

    168,666  
    1,130,000    

4.93%, 10/15/2045(3)(5)

    991,145  
   

Commercial Mortgage Trust

 
    815,000    

4.40%, 07/10/2045(3)(5)

    731,243  
    380,000    

4.48%, 12/10/2045(3)(5)

    344,422  
    2,070,000    

4.73%, 10/15/2045(3)(5)

    1,431,218  
   

GS Mortgage Securities Trust

 
    855,000    

5.01%, 11/10/2045(3)(5)

    827,512  
    1,000,000    

5.02%, 04/10/2047(3)(5)

    768,410  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    500,000    

2.73%, 10/15/2045(3)(5)

    203,225  
    850,000    

5.59%, 08/15/2046(3)(5)

    858,108  
    960,000    

Morgan Stanley Bank of America Merrill Lynch Trust
4.50%, 08/15/2045(5)

    661,981  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5% - (continued)  
            Commercial Mortgage - Backed Securities - 0.1% -
(continued)
 
  $       1,085,599    

WF-RBS Commercial Mortgage Trust
3.02%, 11/15/2047(5)

  $ 440,859  
     

 

 

 
        7,426,789  
     

 

 

 
            Whole Loan Collateral CMO - 1.1%  
   

Adjustable Rate Mortgage Trust

 
    713,251    

1.49%, 01/25/2036(3)

    663,844  
    690,660    

1.51%, 01/25/2036(3)

    642,521  
    529,907    

1.53%, 11/25/2035(3)

    491,301  
    2,489,256    

4.29%, 11/25/2037(3)(5)

    2,304,144  
   

Alternative Loan Trust

 
    3,053,384    

1.26%, 01/25/2036(3)

    2,725,528  
    185,877    

1.31%, 11/25/2035(3)

    156,760  
    1,096,368    

1.39%, 10/25/2036(3)

    675,877  
    1,731,469    

1.44%, 04/25/2035(3)

    1,448,128  
    5,507,208    

2.01%, 08/25/2035(3)

    4,854,413  
    730,190    

5.50%, 12/25/2035

    627,389  
    838,790    

5.75%, 05/25/2036

    638,934  
    186,617    

6.00%, 05/25/2036

    148,564  
    909,760    

6.00%, 12/25/2036

    642,248  
   

American Home Mortgage Assets Trust

 
    686,152    

1.18%, 09/25/2046(3)

    564,230  
    262,667    

1.60%, 10/25/2046(3)

    202,743  
   

Banc of America Funding Trust

 
    1,336,539    

1.22%, 02/20/2047(3)

    1,256,085  
    724,779    

1.29%, 05/20/2047(3)

    632,884  
    2,294,945    

3.69%, 04/20/2036(3)

    1,927,973  
    791,951    

5.77%, 05/25/2037(3)

    732,633  
    161,695    

5.85%, 01/25/2037(4)

    141,361  
    393,495    

BCAP LLC Trust
1.16%, 01/25/2037(3)

    340,904  
   

Bear Stearns Adjustable Rate Mortgage Trust

 
    767,408    

2.83%, 10/25/2035(3)

    736,738  
    475,036    

3.23%, 02/25/2036(3)

    405,633  
    344,115    

4.47%, 06/25/2047(3)

    327,315  
   

Bear Stearns Alt-A Trust

 
    1,648,107    

1.31%, 08/25/2036(3)

    1,454,102  
    1,191,838    

1.47%, 02/25/2036(3)

    1,073,833  
    1,634,967    

Bear Stearns Mortgage Funding Trust
1.17%, 10/25/2036(3)

    1,415,191  
    585,000    

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

    555,548  
   

CHL Mortgage Pass-Through Trust

 
    1,681,163    

1.67%, 03/25/2035(3)

    1,512,116  
    2,925,894    

3.01%, 11/20/2035(3)

    2,464,681  
    523,109    

3.15%, 09/25/2047(3)

    482,415  
    2,437,479    

3.17%, 06/20/2035(3)

    2,285,731  
    679,989    

3.25%, 03/20/2036(3)

    601,019  
    479,363    

3.56%, 04/25/2037(3)

    456,277  
    230,112    

3.56%, 04/20/2036(3)

    168,247  
    399,475    

Citigroup Mortgage Loan Trust
3.32%, 07/25/2036(3)

    251,638  
    386,015    

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

    355,786  
    450,607    

Deutsche Alt-A Securities Mortgage Loan Trust
1.14%, 03/25/2037(3)

    379,115  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  45  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5% - (continued)  
            Whole Loan Collateral CMO - 1.1% - (continued)  
  $       2,156,485    

Deutsche Mortgage Sec, Inc. Mortgage Loan Trust
5.66%, 12/25/2033(4)

  $ 2,172,418  
    3,169,369    

DSLA Mortgage Loan Trust
1.56%, 03/19/2046(3)

    2,837,898  
    196,745    

GMAC Mortgage Corp. Loan Trust
3.81%, 04/19/2036(3)

    176,153  
    2,193,252    

GreenPoint Mortgage Funding Trust
2.04%, 10/25/2045(3)

    1,708,026  
   

GSR Mortgage Loan Trust

 
    5,507,440    

1.29%, 01/25/2037(3)

    3,498,013  
    772,615    

3.30%, 10/25/2035(3)

    648,164  
    1,667,618    

3.50%, 01/25/2036(3)

    1,548,105  
   

HarborView Mortgage Loan Trust

 
    1,075,770    

1.18%, 01/19/2038(3)

    976,326  
    2,415,553    

1.23%, 12/19/2036(3)

    1,984,881  
    338,428    

1.32%, 09/19/2035(3)

    286,669  
    396,764    

1.69%, 01/19/2035(3)

    273,625  
    4,031,038    

1.99%, 10/25/2037(3)

    2,910,135  
    3,162,292    

IndyMac IMSC Mortgage Loan Trust
1.14%, 03/25/2047(3)

    2,012,517  
   

IndyMac INDA Mortgage Loan Trust

 
    395,694    

3.31%, 09/25/2036(3)

    310,072  
    730,773    

3.49%, 12/25/2036(3)

    674,026  
   

IndyMac Index Mortgage Loan Trust

 
    809,731    

1.18%, 04/25/2037(3)

    600,700  
    293,127    

1.19%, 10/25/2036(3)

    247,500  
    327,437    

1.23%, 07/25/2035(3)

    288,919  
    537,675    

1.27%, 07/25/2035(3)

    451,379  
    193,534    

1.28%, 01/25/2036(3)

    142,556  
    772,060    

1.39%, 07/25/2046(3)

    476,666  
    372,540    

3.21%, 08/25/2035(3)

    298,631  
    205,391    

3.21%, 01/25/2036(3)

    192,917  
    1,701,202    

3.23%, 03/25/2036(3)

    1,513,593  
    2,503,435    

3.33%, 04/25/2037(3)

    1,588,083  
    3,120,555    

3.34%, 07/25/2037(3)

    2,091,859  
    424,987    

3.38%, 02/25/2036(3)

    365,124  
   

JP Morgan Mortgage Trust

 
    231,673    

3.36%, 04/25/2037(3)

    205,930  
    2,917,925    

3.57%, 05/25/2036(3)

    2,683,654  
   

Lehman XS Trust

 
    750,535    

1.18%, 11/25/2046(3)

    644,784  
    246,504    

1.20%, 07/25/2046(3)

    219,389  
    935,791    

1.23%, 06/25/2047(3)

    766,342  
    387,467    

1.84%, 09/25/2047(3)

    356,848  
    707,648    

Luminent Mortgage Trust
1.19%, 10/25/2046(3)

    631,699  
    609,031    

MASTR Adjustable Rate Mortgages Trust
3.05%, 11/21/2034(3)

    621,529  
    250,873    

Merrill Lynch Mortgage Investors Trust
3.26%, 07/25/2035(3)

    205,198  
    1,070,506    

Morgan Stanley Mortgage Loan Trust
3.42%, 05/25/2036(3)

    762,734  
    886,749    

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.60%, 06/25/2036(3)

    723,148  
    687,287    

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

    646,849  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.5% - (continued)  
            Whole Loan Collateral CMO - 1.1% - (continued)  
   

Residential Accredit Loans, Inc.

 
  $       2,283,231    

1.18%, 05/25/2046(3)

  $ 2,177,588  
    2,365,939    

1.29%, 04/25/2036(3)

    1,894,606  
    2,152,201    

1.98%, 11/25/2037(3)

    1,705,106  
    1,553,800    

6.00%, 12/25/2035

    1,435,687  
   

Residential Asset Securitization Trust

 
    1,241,770    

1.44%, 03/25/2035(3)

    1,074,977  
    1,853,909    

5.50%, 06/25/2035

    1,638,676  
   

Residential Funding Mortgage Securities, Inc.

 
    3,982,594    

3.33%, 08/25/2035(3)

    3,010,264  
    235,938    

3.98%, 04/25/2037(3)

    214,266  
    270,472    

5.75%, 01/25/2036

    211,834  
    770,431    

6.00%, 07/25/2037

    709,799  
    261,278    

Sequoia Mortgage Trust
3.19%, 07/20/2037(3)

    219,028  
   

Structured Adjustable Rate Mortgage Loan Trust

 
    1,001,867    

1.18%, 07/25/2037(3)

    864,266  
    542,691    

1.29%, 09/25/2034(3)

    469,377  
    2,096,907    

Structured Asset Mortgage Investments II Trust
1.22%, 02/25/2036(3)

    1,781,142  
    751,796    

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

    698,264  
    2,462,973    

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

    1,889,803  
   

WaMu Mortgage Pass-Through Certificates Trust

 
    651,473    

1.41%, 06/25/2044(3)

    609,281  
    3,311,936    

1.46%, 12/25/2046(3)

    2,806,843  
    2,928,557    

1.54%, 10/25/2046(3)

    2,570,624  
    1,336,220    

1.64%, 07/25/2046(3)

    1,196,014  
    1,155,432    

2.09%, 11/25/2046(3)

    1,046,531  
    2,113,554    

2.43%, 01/25/2037(3)

    1,775,213  
    2,415,033    

2.67%, 06/25/2037(3)

    2,234,691  
    2,437,984    

2.68%, 06/25/2037(3)

    2,191,616  
   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

 
    652,930    

1.15%, 02/25/2037(3)

    491,743  
    742,133    

1.62%, 08/25/2046(3)

    531,384  
    5,616,621    

7.00%, 02/25/2036

    4,061,516  
    831,856    

Wells Fargo Alternative Loan Trust
3.18%, 12/28/2037(3)

    762,998  
   

Wells Fargo Mortgage Backed Securities Trust

 
    631,987    

3.02%, 09/25/2036(3)

    619,971  
    4,716,198    

3.11%, 04/25/2036(3)

    4,710,673  
     

 

 

 
        121,090,689  
     

 

 

 
            Whole Loan Collateral PAC - 0.0%  
    474,305    

Alternative Loan Trust
1.49%, 12/25/2035(3)

    333,508  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $159,170,827)

  $ 160,115,582  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3%  
            Aerospace/Defense - 0.6%  
  $       4,085,000    

BAE Systems Holdings, Inc.
3.80%, 10/07/2024(5)

  $ 4,214,862  
    4,220,000    

BAE Systems plc
4.75%, 10/11/2021(5)

    4,559,229  
    6,750,000    

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

    7,020,000  
    2,400,000    

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

    2,464,044  
   

Lockheed Martin Corp.

 
    16,120,000    

3.55%, 01/15/2026

    16,628,521  
    1,025,000    

3.80%, 03/01/2045

    979,076  
    1,025,000    

4.50%, 05/15/2036

    1,101,217  
    2,710,000    

4.70%, 05/15/2046

    2,977,837  
    480,000    

4.85%, 09/15/2041

    529,626  
    15,590,000    

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

    15,608,194  
    2,435,000    

Raytheon Co.
4.70%, 12/15/2041

    2,723,901  
   

United Technologies Corp.

 
    1,925,000    

4.50%, 06/01/2042

    2,081,922  
    950,000    

6.13%, 07/15/2038

    1,230,330  
     

 

 

 
        62,118,759  
     

 

 

 
            Agriculture - 0.8%  
   

Altria Group, Inc.

 
    5,685,000    

2.63%, 09/16/2026

    5,433,922  
    8,490,000    

2.85%, 08/09/2022

    8,578,152  
    445,000    

3.88%, 09/16/2046

    419,162  
    1,560,000    

4.25%, 08/09/2042

    1,563,699  
    1,640,000    

5.38%, 01/31/2044

    1,908,804  
    2,425,000    

Cargill, Inc.
4.10%, 11/01/2042(5)

    2,420,320  
   

Imperial Brands Finance plc

 
    5,525,000    

2.05%, 02/11/2018(5)

    5,533,796  
    2,350,000    

2.95%, 07/21/2020(5)

    2,383,950  
    9,400,000    

3.50%, 02/11/2023(5)

    9,591,525  
    6,090,000    

3.75%, 07/21/2022(5)

    6,294,868  
   

Philip Morris International, Inc.

 
    17,000,000    

2.00%, 02/21/2020

    17,038,114  
    1,230,000    

4.13%, 03/04/2043

    1,198,443  
    7,065,000    

4.25%, 11/10/2044

    7,086,972  
    4,680,000    

4.50%, 03/20/2042

    4,840,187  
   

Reynolds American, Inc.

 
    1,733,000    

3.25%, 06/12/2020

    1,785,848  
    4,170,000    

5.70%, 08/15/2035

    4,772,561  
    1,535,000    

6.15%, 09/15/2043

    1,865,611  
     

 

 

 
        82,715,934  
     

 

 

 
            Airlines - 0.2%  
    4,053    

Continental Airlines, Inc.
6.90%, 10/19/2023

    4,215  
    22,495,000    

Delta Air Lines, Inc.
3.63%, 03/15/2022

    23,096,042  
     

 

 

 
        23,100,257  
     

 

 

 
            Apparel - 0.0%  
    1,940,000    

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

    1,828,652  
     

 

 

 
            Auto Manufacturers - 1.0%  
    6,750,000    

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

    6,581,351  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Auto Manufacturers - 1.0% - (continued)  
  $       14,500,000    

Daimler Finance North America LLC
2.30%, 01/06/2020(5)

  $ 14,538,585  
   

Ford Motor Co.

 
    5,110,000    

4.75%, 01/15/2043

    4,841,122  
    10,885,000    

5.29%, 12/08/2046

    11,014,314  
    2,000,000    

7.45%, 07/16/2031

    2,522,812  
   

Ford Motor Credit Co. LLC

 
    9,325,000    

3.81%, 01/09/2024

    9,418,856  
    2,010,000    

4.13%, 08/04/2025

    2,037,479  
    4,240,000    

4.39%, 01/08/2026

    4,367,658  
   

General Motors Co.

 
    4,220,000    

5.20%, 04/01/2045

    4,092,197  
    5,215,000    

6.25%, 10/02/2043

    5,697,273  
    1,440,000    

6.60%, 04/01/2036

    1,659,960  
    1,615,000    

6.75%, 04/01/2046

    1,894,915  
   

General Motors Financial Co., Inc.

 
    14,310,000    

3.20%, 07/06/2021

    14,436,729  
    8,245,000    

3.70%, 05/09/2023

    8,283,999  
    6,620,000    

4.00%, 10/06/2026

    6,580,505  
    8,790,000    

4.35%, 01/17/2027

    8,917,033  
     

 

 

 
        106,884,788  
     

 

 

 
            Auto Parts & Equipment - 0.0%  
    1,795,000    

Goodyear Tire & Rubber Co.
4.88%, 03/15/2027

    1,795,000  
     

 

 

 
            Beverages - 1.2%  
   

Anheuser-Busch InBev Finance, Inc.

 
    34,235,000    

3.30%, 02/01/2023

    35,171,259  
    24,655,000    

3.65%, 02/01/2026

    25,124,209  
    11,065,000    

4.70%, 02/01/2036

    11,870,034  
    21,515,000    

4.90%, 02/01/2046

    23,504,126  
   

Anheuser-Busch InBev Worldwide, Inc.

 
    2,280,000    

2.50%, 07/15/2022

    2,272,731  
    1,475,000    

3.75%, 01/15/2022

    1,552,821  
    4,960,000    

3.75%, 07/15/2042

    4,614,735  
    800,000    

4.95%, 01/15/2042

    866,482  
    336,000    

Central American Bottling Corp.
5.75%, 01/31/2027(5)

    356,194  
    16,500,000    

Heineken N.V.
3.50%, 01/29/2028(5)

    16,679,190  
    1,355,000    

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

    1,444,478  
    1,060,000    

PepsiCo, Inc.
3.45%, 10/06/2046

    965,100  
     

 

 

 
        124,421,359  
     

 

 

 
            Biotechnology - 0.4%  
   

Amgen, Inc.

 
    6,475,000    

1.25%, 05/22/2017

    6,474,793  
    5,035,000    

3.63%, 05/22/2024

    5,210,303  
    2,000,000    

4.56%, 06/15/2048

    2,011,062  
    4,855,000    

4.66%, 06/15/2051

    4,891,281  
   

Celgene Corp.

 
    5,000,000    

2.88%, 08/15/2020

    5,099,030  
    2,945,000    

3.63%, 05/15/2024

    3,017,491  
    3,365,000    

4.63%, 05/15/2044

    3,395,642  
   

Gilead Sciences, Inc.

 
    3,095,000    

2.50%, 09/01/2023

    3,023,481  
    5,845,000    

4.15%, 03/01/2047

    5,520,620  
    1,375,000    

4.60%, 09/01/2035

    1,427,319  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  47  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Biotechnology - 0.4% - (continued)  
  $       645,000    

Sterigenics-Nordion Topco LLC (cash)
8.13%, 11/01/2021(5)(6)

  $ 664,350  
     

 

 

 
        40,735,372  
     

 

 

 
            Chemicals - 0.5%  
    1,650,000    

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

    1,668,439  
   

Air Liquide Finance S.A.

 
    5,250,000    

1.75%, 09/27/2021(5)

    5,107,074  
    1,140,000    

2.50%, 09/27/2026(5)

    1,081,736  
   

Chemours Co.

 
    3,345,000    

6.63%, 05/15/2023

    3,579,150  
    440,000    

7.00%, 05/15/2025

    483,450  
    12,070,000    

EI du Pont de Nemours & Co.
2.20%, 05/01/2020

    12,088,817  
    2,375,000    

Hexion, Inc.
10.38%, 02/01/2022(5)

    2,434,375  
   

Methanex Corp.

 
    6,945,000    

4.25%, 12/01/2024

    6,938,833  
    2,625,000    

5.65%, 12/01/2044

    2,534,907  
    2,900,000    

Monsanto Co.
4.20%, 07/15/2034

    2,877,986  
   

OCP S.A.

 
    2,990,000    

4.50%, 10/22/2025(7)

    2,973,639  
    345,000    

5.63%, 04/25/2024(7)

    367,943  
    727,000    

6.88%, 04/25/2044(7)

    786,977  
    3,790,000    

Platform Specialty Products Corp.
6.50%, 02/01/2022(5)

    3,884,750  
    950,000    

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

    963,127  
     

 

 

 
        47,771,203  
     

 

 

 
            Coal - 0.1%  
    1,230,000    

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

    1,314,562  
    4,380,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(5)

    4,166,475  
   

Peabody Energy Corp.

 
    345,000    

6.00%, 03/31/2022(5)

    351,900  
    370,000    

6.38%, 03/31/2025(5)

    375,550  
     

 

 

 
        6,208,487  
     

 

 

 
            Commercial Banks - 11.2%  
   

Banco Bilbao Vizcaya Argentaria S.A.

 
  EUR       400,000    

6.75%, 02/18/2020(3)(7)(8)

    450,425  
    1,600,000    

8.88%, 04/14/2021(3)(7)(8)

    1,979,936  
   

Bank of America Corp.

 
  $       8,775,000    

2.15%, 11/09/2020

    8,714,725  
    9,905,000    

2.15%, 04/24/2023(3)

    9,919,560  
    23,260,000    

2.50%, 10/21/2022

    22,823,247  
    5,810,000    

2.63%, 04/19/2021

    5,815,938  
    7,500,000    

3.12%, 01/20/2023(3)

    7,578,300  
    7,000,000    

3.25%, 10/21/2027

    6,711,096  
    9,280,000    

3.71%, 04/24/2028(3)

    9,292,769  
    5,450,000    

3.82%, 01/20/2028(3)

    5,490,357  
    1,505,000    

3.88%, 08/01/2025

    1,542,022  
    12,380,000    

4.00%, 01/22/2025

    12,491,383  
    4,260,000    

4.10%, 07/24/2023

    4,478,308  
    3,180,000    

4.18%, 11/25/2027

    3,212,331  
    2,635,000    

4.20%, 08/26/2024

    2,712,943  
    4,000,000    

4.44%, 01/20/2048(3)

    4,073,392  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Commercial Banks - 11.2% - (continued)  
  $       1,760,000    

5.00%, 01/21/2044

  $ 1,930,938  
    3,675,000    

5.63%, 07/01/2020

    4,036,227  
    2,496,000    

5.70%, 05/02/2017

    2,496,000  
    4,960,000    

6.00%, 09/01/2017

    5,031,057  
    4,515,000    

6.88%, 04/25/2018

    4,737,409  
    3,970,000    

7.63%, 06/01/2019

    4,411,897  
    9,525,000    

7.75%, 05/14/2038

    13,153,301  
    7,815,000    

Bank of Montreal
2.10%, 12/12/2019

    7,853,067  
   

Bank of New York Mellon Corp.

 
    15,645,000    

2.20%, 08/16/2023

    15,138,008  
    8,855,000    

2.22%, 10/30/2023(3)

    9,037,475  
    3,190,000    

2.60%, 08/17/2020

    3,243,212  
    7,020,000    

2.60%, 02/07/2022

    7,065,665  
   

Barclays plc

 
    535,000    

3.65%, 03/16/2025

    525,989  
    13,080,000    

3.68%, 01/10/2023

    13,307,213  
    2,025,000    

7.88%, 03/15/2022(3)(7)(8)

    2,171,813  
  EUR       375,000    

8.00%, 12/15/2020(3)(8)

    450,868  
  $       1,090,000    

8.25%, 12/15/2018(3)(8)

    1,159,488  
    1,325,000    

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

    1,498,310  
   

BNP Paribas S.A.

 
    11,455,000    

3.80%, 01/10/2024(5)

    11,603,617  
    1,555,000    

7.63%, 03/30/2021(3)(5)(8)

    1,689,197  
   

Capital One Financial Corp.

 
    5,385,000    

3.05%, 03/09/2022

    5,399,680  
    24,175,000    

3.75%, 07/28/2026

    23,328,923  
    5,150,000    

4.20%, 10/29/2025

    5,186,071  
    10,305,000    

Capital One NA
2.35%, 01/31/2020

    10,317,108  
   

Citigroup, Inc.

 
    7,565,000    

2.05%, 06/07/2019

    7,547,744  
    9,875,000    

2.40%, 02/18/2020

    9,926,222  
    19,470,000    

2.45%, 01/10/2020

    19,588,533  
    6,275,000    

2.50%, 09/26/2018

    6,326,198  
    5,000,000    

2.55%, 04/08/2019

    5,047,910  
    10,150,000    

2.65%, 10/26/2020

    10,235,737  
    5,130,000    

2.70%, 03/30/2021

    5,161,334  
    6,130,000    

2.90%, 12/08/2021

    6,163,549  
    8,945,000    

3.20%, 10/21/2026

    8,644,573  
    5,245,000    

3.89%, 01/10/2028(3)

    5,322,028  
    8,780,000    

4.13%, 07/25/2028

    8,774,969  
    7,450,000    

4.30%, 11/20/2026

    7,582,305  
    8,145,000    

4.45%, 09/29/2027

    8,333,312  
    3,090,000    

4.60%, 03/09/2026

    3,205,541  
    4,894,000    

4.65%, 07/30/2045

    5,102,470  
    4,795,000    

5.50%, 09/13/2025

    5,296,806  
    4,500,000    

Citizens Bank NA
2.55%, 05/13/2021

    4,501,098  
   

Cooperatieve Rabobank UA

 
    6,375,000    

3.75%, 07/21/2026

    6,325,658  
    3,835,000    

5.75%, 12/01/2043

    4,545,204  
   

Credit Agricole S.A.

 
    4,915,000    

4.13%, 01/10/2027(5)

    4,992,062  
    890,000    

7.88%, 01/23/2024(3)(5)(8)

    952,140  
    1,030,000    

8.13%, 12/23/2025(3)(5)(8)

    1,136,729  
    3,685,000    

Credit Suisse AG
5.40%, 01/14/2020

    3,959,315  
   

Credit Suisse Group AG

 
    14,435,000    

4.28%, 01/09/2028(5)

    14,662,452  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Commercial Banks - 11.2% - (continued)  
  $       2,775,000    

6.25%, 12/18/2024(3)(7)(8)

  $ 2,892,716  
   

Credit Suisse Group Funding Guernsey Ltd.

 
    5,650,000    

3.13%, 12/10/2020

    5,728,665  
    10,410,000    

3.80%, 09/15/2022

    10,713,889  
    1,615,000    

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

    1,605,229  
    6,520,000    

Discover Bank
4.20%, 08/08/2023

    6,853,661  
    2,780,000    

Fifth Third Bancorp
4.30%, 01/16/2024

    2,926,784  
   

Goldman Sachs Group, Inc.

 
    17,775,000    

2.30%, 12/13/2019

    17,812,221  
    18,720,000    

2.35%, 11/15/2021

    18,449,421  
    3,940,000    

2.60%, 04/23/2020

    3,971,098  
    28,910,000    

2.60%, 12/27/2020

    29,016,620  
    6,425,000    

2.65%, 11/29/2023(3)

    6,643,771  
    6,190,000    

2.75%, 09/15/2020

    6,253,249  
    2,655,000    

3.00%, 04/26/2022

    2,676,113  
    6,345,000    

3.50%, 01/23/2025

    6,373,077  
    9,820,000    

3.50%, 11/16/2026

    9,698,752  
    6,800,000    

3.85%, 01/26/2027

    6,910,112  
    3,315,000    

4.00%, 03/03/2024

    3,457,661  
    3,750,000    

4.75%, 10/21/2045

    3,992,970  
    2,625,000    

4.80%, 07/08/2044

    2,817,930  
    3,830,000    

5.15%, 05/22/2045

    4,046,161  
    4,200,000    

5.38%, 03/15/2020

    4,547,189  
    4,740,000    

5.75%, 01/24/2022

    5,347,749  
    4,550,000    

6.15%, 04/01/2018

    4,730,539  
    3,149,000    

6.25%, 02/01/2041

    3,973,304  
    3,470,000    

6.45%, 05/01/2036

    4,170,975  
    7,545,000    

6.75%, 10/01/2037

    9,408,140  
    2,921,000    

7.50%, 02/15/2019

    3,198,077  
   

HSBC Holdings plc

 
    5,300,000    

2.65%, 01/05/2022

    5,275,032  
    6,235,000    

3.26%, 03/13/2023(3)

    6,309,184  
    15,055,000    

3.60%, 05/25/2023

    15,471,722  
    4,550,000    

3.90%, 05/25/2026

    4,671,576  
    7,655,000    

4.25%, 03/14/2024

    7,854,635  
    6,360,000    

4.25%, 08/18/2025

    6,498,152  
    4,755,000    

4.30%, 03/08/2026

    5,022,307  
    5,770,000    

4.38%, 11/23/2026

    5,911,907  
    3,665,000    

5.10%, 04/05/2021

    4,001,286  
    1,000,000    

6.50%, 09/15/2037

    1,243,118  
    4,440,000    

6.80%, 06/01/2038

    5,704,938  
    780,000    

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(3)(5)(8)

    769,275  
   

JP Morgan Chase & Co.

 
    10,760,000    

2.30%, 08/15/2021

    10,691,028  
    8,000,000    

2.38%, 10/24/2023(3)

    8,138,408  
    5,340,000    

2.40%, 06/07/2021

    5,329,315  
    18,005,000    

2.70%, 05/18/2023

    17,742,271  
    3,705,000    

2.95%, 10/01/2026

    3,559,371  
    2,270,000    

3.25%, 09/23/2022

    2,325,763  
    19,950,000    

3.30%, 04/01/2026

    19,713,672  
    5,275,000    

4.25%, 10/01/2027

    5,469,104  
    5,300,000    

4.35%, 08/15/2021

    5,685,835  
    1,970,000    

5.63%, 08/16/2043

    2,266,918  
    8,045,000    

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

    8,031,372  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Commercial Banks - 11.2% - (continued)  
   

JPMorgan Chase & Co.

 
  $       22,475,000    

2.97%, 01/15/2023

  $ 22,590,701  
    7,850,000    

3.78%, 02/01/2028(3)

    7,983,701  
    14,055,000    

4.26%, 02/22/2048(3)

    14,119,878  
    7,750,000    

KeyBank NA
2.50%, 11/22/2021

    7,743,102  
   

KeyCorp

 
    5,000,000    

2.30%, 12/13/2018

    5,026,255  
    8,680,000    

2.90%, 09/15/2020

    8,836,127  
   

Morgan Stanley

 
    3,490,000    

1.84%, 02/14/2020(3)

    3,499,507  
    5,735,000    

2.13%, 04/25/2018

    5,758,680  
    7,450,000    

2.50%, 01/24/2019

    7,529,193  
    10,505,000    

2.50%, 04/21/2021

    10,469,441  
    7,125,000    

2.55%, 10/24/2023(3)

    7,236,677  
    13,795,000    

2.63%, 11/17/2021

    13,759,230  
    8,000,000    

2.65%, 01/27/2020

    8,105,072  
    8,790,000    

3.13%, 07/27/2026

    8,481,374  
    8,040,000    

3.63%, 01/20/2027

    8,061,893  
    9,230,000    

3.70%, 10/23/2024

    9,454,289  
    6,320,000    

3.95%, 04/23/2027

    6,338,897  
    9,690,000    

4.00%, 07/23/2025

    10,042,193  
    2,590,000    

4.35%, 09/08/2026

    2,678,588  
    15,480,000    

4.38%, 01/22/2047

    15,661,410  
    2,460,000    

6.63%, 04/01/2018

    2,568,137  
    2,600,000    

7.30%, 05/13/2019

    2,867,004  
    7,465,000    

PNC Bank NA
2.70%, 11/01/2022

    7,448,390  
    4,310,000    

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

    4,498,998  
   

Royal Bank of Scotland Group plc

 
    1,260,000    

6.99%, 10/05/2017(3)(5)(8)

    1,423,800  
    1,400,000    

7.64%, 09/30/2017(3)(8)

    1,309,000  
    645,000    

8.63%, 08/15/2021(3)(8)

    696,278  
   

Santander Holdings USA, Inc.

 
    4,900,000    

2.65%, 04/17/2020

    4,887,877  
    6,070,000    

2.70%, 05/24/2019

    6,092,089  
    10,000,000    

3.70%, 03/28/2022(5)

    10,061,940  
    5,120,000    

4.50%, 07/17/2025

    5,227,238  
   

Santander UK Group Holdings plc

 
    8,700,000    

3.57%, 01/10/2023

    8,786,426  
    2,569,000    

5.63%, 09/15/2045(5)

    2,648,611  
    1,055,000    

Societe Generale S.A.
8.25%, 11/29/2018(3)(7)(8)

    1,119,060  
   

State Street Corp.

 
    1,445,000    

3.10%, 05/15/2023

    1,464,730  
    3,340,000    

3.70%, 11/20/2023

    3,522,264  
    11,800,000    

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

    11,822,054  
    12,500,000    

Toronto-Dominion Bank
2.50%, 01/18/2023(5)

    12,585,262  
    26,500,000    

UBS Group Funding Jersey Ltd.
2.65%, 02/01/2022(5)

    26,121,076  
    1,800,000    

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

    1,962,000  
    2,850,000    

Wachovia Corp.
5.50%, 08/01/2035

    3,234,972  
   

Wells Fargo & Co.

 
    20,560,000    

1.50%, 01/16/2018

    20,551,365  
    17,500,000    

2.10%, 07/26/2021

    17,254,562  
    7,100,000    

2.40%, 10/31/2023(3)

    7,215,524  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Commercial Banks - 11.2% - (continued)  
  $       5,855,000    

3.00%, 04/22/2026

  $ 5,663,828  
    12,285,000    

3.00%, 10/23/2026

    11,845,774  
    11,735,000    

3.07%, 01/24/2023

    11,869,460  
    9,965,000    

3.45%, 02/13/2023

    10,144,898  
    4,080,000    

4.13%, 08/15/2023

    4,303,111  
    5,000,000    

4.40%, 06/14/2046

    4,882,240  
    3,690,000    

4.65%, 11/04/2044

    3,727,343  
    9,105,000    

4.75%, 12/07/2046

    9,386,709  
    2,986,000    

4.90%, 11/17/2045

    3,136,160  
    1,475,000    

5.38%, 11/02/2043

    1,634,781  
    7,023,000    

5.61%, 01/15/2044

    8,049,749  
    5,480,000    

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

    5,503,685  
     

 

 

 
        1,200,188,019  
     

 

 

 
            Commercial Services - 0.3%  
   

APX Group, Inc.

 
    1,575,000    

7.88%, 12/01/2022

    1,716,750  
    2,020,000    

7.88%, 12/01/2022(5)

    2,201,800  
   

ERAC USA Finance LLC

 
    1,370,000    

3.30%, 10/15/2022(5)

    1,388,099  
    6,280,000    

3.85%, 11/15/2024(5)

    6,439,330  
    1,000,000    

4.20%, 11/01/2046(5)

    914,347  
    2,735,000    

5.63%, 03/15/2042(5)

    3,008,749  
    2,845,000    

GW Honos Security Corp.
8.75%, 05/15/2025(9)

    2,901,900  
   

Herc Rentals, Inc.

 
    1,503,000    

7.50%, 06/01/2022(5)

    1,634,512  
    1,376,000    

7.75%, 06/01/2024(5)

    1,501,560  
   

Hertz Corp.

 
    1,465,000    

5.50%, 10/15/2024(5)

    1,263,563  
    1,290,000    

5.88%, 10/15/2020

    1,202,925  
    1,830,000    

6.25%, 10/15/2022

    1,688,175  
    6,230,000    

Moody’s Corp.
2.75%, 12/15/2021

    6,251,064  
    2,065,000    

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

    2,129,531  
     

 

 

 
        34,242,305  
     

 

 

 
            Construction Materials - 0.1%  
    2,070,000    

Cemex Finance LLC
6.00%, 04/01/2024(5)

    2,189,025  
   

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

 
    2,115,000    

5.70%, 01/11/2025(5)

    2,210,175  
    460,000    

6.13%, 05/05/2025(5)

    493,907  
    800,000    

7.75%, 04/16/2026(5)

    912,000  
    2,200,000    

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

    2,299,000  
   

Standard Industries, Inc.

 
    190,000    

5.13%, 02/15/2021(5)

    198,788  
    3,755,000    

5.38%, 11/15/2024(5)

    3,914,587  
     

 

 

 
        12,217,482  
     

 

 

 
            Diversified Financial Services - 1.5%  
    9,535,000    

AIG Global Funding
2.70%, 12/15/2021(5)

    9,514,042  
    5,127,000    

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

    5,115,418  
   

American Express Credit Corp.

 
    11,000,000    

1.88%, 05/03/2019

    10,994,104  
    10,125,000    

2.20%, 03/03/2020

    10,178,662  
    8,010,000    

2.70%, 03/03/2022

    8,063,739  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Diversified Financial Services - 1.5% - (continued)  
  $       6,700,000    

BlackRock, Inc.
3.20%, 03/15/2027

  $ 6,794,879  
    3,560,000    

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

    3,594,333  
    1,115,000    

FBM Finance, Inc.
8.25%, 08/15/2021(5)

    1,204,200  
    2,230,000    

FMR LLC
4.95%, 02/01/2033(5)

    2,438,837  
    13,589,000    

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

    14,527,986  
   

General Electric Co.

 
    1,210,000    

5.88%, 01/14/2038

    1,545,112  
    1,297,000    

6.75%, 03/15/2032

    1,775,584  
    1,469,000    

6.88%, 01/10/2039

    2,095,742  
    1,245,000    

Hexion, Inc.
13.75%, 02/01/2022(5)

    1,223,213  
    399,000    

MassMutual Global Funding II
2.10%, 08/02/2018(5)

    401,637  
    13,555,000    

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

    13,670,353  
    6,625,000    

National Rural Utilities Cooperative Finance Corp.
3.25%, 11/01/2025

    6,724,958  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 
    1,765,000    

6.50%, 08/01/2018

    1,782,650  
    3,660,000    

6.50%, 07/01/2021

    3,714,900  
   

Navient Corp.

 
    1,732,000    

5.50%, 01/25/2023

    1,713,554  
    365,000    

5.63%, 08/01/2033

    292,000  
    2,351,000    

5.88%, 10/25/2024

    2,286,347  
    4,125,000    

6.13%, 03/25/2024

    4,083,750  
    2,485,000    

6.50%, 06/15/2022

    2,568,869  
    420,000    

OneMain Financial Holdings LLC
6.75%, 12/15/2019(5)

    441,525  
   

Springleaf Finance Corp.

 
    830,000    

5.25%, 12/15/2019

    842,624  
    1,080,000    

7.75%, 10/01/2021

    1,157,625  
    2,815,000    

8.25%, 12/15/2020

    3,084,395  
   

Synchrony Financial

 
    2,400,000    

2.70%, 02/03/2020

    2,415,346  
    3,810,000    

3.00%, 08/15/2019

    3,866,872  
    5,610,000    

3.70%, 08/04/2026

    5,392,158  
    5,410,000    

3.75%, 08/15/2021

    5,597,700  
    8,660,000    

4.50%, 07/23/2025

    8,944,975  
    1,330,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(5)(9)

    1,366,575  
   

Visa, Inc.

 
    3,905,000    

3.15%, 12/14/2025

    3,969,671  
    2,500,000    

4.15%, 12/14/2035

    2,646,810  
    3,635,000    

4.30%, 12/14/2045

    3,890,457  
     

 

 

 
        159,921,602  
     

 

 

 
            Electric - 2.6%  
   

Abu Dhabi National Energy Co. PJSC

 
    785,000    

3.63%, 01/12/2023(7)

    792,808  
    527,000    

5.88%, 12/13/2021(7)

    588,975  
    2,565,000    

AEP Transmission Co. LLC
3.10%, 12/01/2026(5)

    2,561,450  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  50  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Electric - 2.6% - (continued)  
  $       13,090,000    

Alabama Power Co.
2.45%, 03/30/2022

  $ 13,066,098  
    5,210,000    

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

    5,444,002  
    500,000    

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

    619,278  
   

Centrais Electricas Brasileiras S.A.

 
    1,355,000    

5.75%, 10/27/2021(7)

    1,387,520  
    150,000    

6.88%, 07/30/2019(7)

    159,000  
    4,840,000    

Cleco Corporate Holdings LLC
3.74%, 05/01/2026

    4,822,760  
    465,000    

Comision Federal de Electricidad
4.75%, 02/23/2027(5)

    469,069  
   

Commonwealth Edison Co.

 
    605,000    

3.65%, 06/15/2046

    573,375  
    620,000    

4.35%, 11/15/2045

    653,442  
   

Consolidated Edison Co. of New York, Inc.

 
    1,400,000    

4.20%, 03/15/2042

    1,432,598  
    3,930,000    

4.30%, 12/01/2056

    3,997,588  
    1,195,000    

4.50%, 12/01/2045

    1,284,584  
    2,135,000    

4.63%, 12/01/2054

    2,289,143  
   

Dominion Resources, Inc.

 
    1,160,000    

1.90%, 06/15/2018

    1,160,391  
    3,140,000    

2.85%, 08/15/2026

    2,972,173  
    11,710,000    

3.90%, 10/01/2025

    12,056,323  
    3,545,000    

4.70%, 12/01/2044

    3,682,493  
    3,390,000    

7.00%, 06/15/2038

    4,395,528  
    4,150,000    

DTE Energy Co.
3.80%, 03/15/2027

    4,240,499  
   

Duke Energy Carolinas LLC

 
    3,225,000    

2.50%, 03/15/2023

    3,212,487  
    9,845,000    

2.95%, 12/01/2026

    9,785,605  
    3,270,000    

3.75%, 06/01/2045

    3,172,789  
    3,305,000    

3.88%, 03/15/2046

    3,264,745  
    3,000,000    

5.30%, 02/15/2040

    3,598,308  
   

Duke Energy Corp.

 
    2,940,000    

2.65%, 09/01/2026

    2,777,891  
    2,935,000    

3.75%, 04/15/2024

    3,052,291  
    705,000    

3.75%, 09/01/2046

    645,773  
    3,000,000    

3.95%, 10/15/2023

    3,168,489  
   

Duke Energy Progress LLC

 
    2,060,000    

4.10%, 05/15/2042

    2,096,588  
    1,940,000    

4.15%, 12/01/2044

    1,998,004  
    4,345,000    

4.20%, 08/15/2045

    4,480,660  
    2,730,000    

4.38%, 03/30/2044

    2,892,195  
    2,700,000    

Dynegy, Inc.
8.00%, 01/15/2025(5)

    2,477,250  
    5,410,000    

Electricite de France S.A.
4.95%, 10/13/2045(5)

    5,539,748  
   

Emera U.S. Finance L.P.

 
    1,580,000    

2.70%, 06/15/2021

    1,581,082  
    3,460,000    

4.75%, 06/15/2046

    3,508,987  
    3,935,000    

Entergy Corp.
2.95%, 09/01/2026

    3,769,439  
    2,775,000    

Eversource Energy
2.80%, 05/01/2023

    2,761,033  
   

Exelon Corp.

 
    1,190,000    

2.45%, 04/15/2021

    1,183,134  
    2,105,000    

3.40%, 04/15/2026

    2,091,515  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Electric - 2.6% - (continued)  
  $       9,580,000    

FirstEnergy Corp.
7.38%, 11/15/2031

  $ 12,608,075  
    2,305,000    

FirstEnergy Transmission LLC
5.45%, 07/15/2044(5)

    2,554,212  
   

Fortis, Inc.

 
    4,960,000    

2.10%, 10/04/2021(5)

    4,827,667  
    7,060,000    

3.06%, 10/04/2026(5)

    6,684,161  
    100,000    

GenOn Americas Generation LLC
9.13%, 05/01/2031

    89,750  
    1,190,000    

GenOn Energy, Inc.
7.88%, 06/15/2017

    818,125  
   

Georgia Power Co.

 
    4,570,000    

2.40%, 04/01/2021

    4,552,054  
    5,415,000    

3.25%, 03/30/2027

    5,369,314  
    6,410,000    

4.30%, 03/15/2042

    6,391,937  
   

Great Plains Energy, Inc.

 
    7,740,000    

2.50%, 03/09/2020

    7,830,171  
    2,180,000    

3.90%, 04/01/2027

    2,202,205  
    6,355,000    

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

    6,226,057  
   

MidAmerican Energy Co.

 
    4,910,000    

3.50%, 10/15/2024

    5,143,883  
    2,598,000    

4.40%, 10/15/2044

    2,786,880  
    3,450,000    

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

    3,649,307  
   

Oncor Electric Delivery Co. LLC

 
    5,666,000    

2.95%, 04/01/2025

    5,651,529  
    3,915,000    

4.10%, 06/01/2022

    4,173,249  
    115,000    

4.55%, 12/01/2041

    123,362  
    591,000    

5.25%, 09/30/2040

    692,414  
   

Pacific Gas & Electric Co.

 
    6,000,000    

3.50%, 06/15/2025

    6,188,202  
    2,525,000    

4.30%, 03/15/2045

    2,632,022  
    2,400,000    

6.05%, 03/01/2034

    3,015,622  
    3,500,000    

PacifiCorp
4.10%, 02/01/2042

    3,547,397  
    2,700,000    

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

    2,793,817  
   

Progress Energy, Inc.

 
    1,750,000    

7.00%, 10/30/2031

    2,328,316  
    3,051,000    

7.05%, 03/15/2019

    3,325,547  
    540,000    

7.75%, 03/01/2031

    758,105  
    1,930,000    

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

    1,836,119  
    4,770,000    

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

    5,036,772  
    5,000,000    

SCANA Corp.
4.13%, 02/01/2022

    5,049,915  
    5,745,000    

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

    5,389,683  
    1,010,000    

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

    1,302,491  
   

Southern Co.

 
    5,000,000    

1.85%, 07/01/2019

    4,974,160  
    4,055,000    

2.95%, 07/01/2023

    4,035,110  
    4,010,000    

3.25%, 07/01/2026

    3,903,041  
    3,130,000    

4.40%, 07/01/2046

    3,113,862  
    1,615,000    

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

    1,684,532  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Electric - 2.6% - (continued)  
  $       1,750,000    

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

  $  
     

 

 

 
        278,996,175  
     

 

 

 
            Electrical Components & Equipment - 0.0%  
    1,375,000    

General Cable Corp.
5.75%, 10/01/2022

    1,361,250  
     

 

 

 
            Electronics - 0.1%  
    7,690,000    

Fortive Corp.
2.35%, 06/15/2021(5)

    7,611,470  
     

 

 

 
            Engineering & Construction - 0.1%  
    11,750,000    

SBA Tower Trust
3.17%, 04/15/2047(5)

    11,793,945  
     

 

 

 
            Entertainment - 0.1%  
    690,000    

Eagle II Acquisition Co. LLC
6.00%, 04/01/2025(5)

    713,288  
    2,430,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(5)

    2,539,350  
    2,775,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(5)

    2,795,813  
    3,015,000    

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024(5)

    3,112,987  
    910,000    

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%, 08/15/2021(5)

    919,855  
    2,000,000    

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

    1,927,500  
    550,000    

WMG Acquisition Corp.
5.00%, 08/01/2023(5)

    559,625  
     

 

 

 
        12,568,418  
     

 

 

 
            Environmental Control - 0.2%  
   

Clean Harbors, Inc.

 
    1,975,000    

5.13%, 06/01/2021

    2,022,716  
    150,000    

5.25%, 08/01/2020

    153,000  
   

Republic Services, Inc.

 
    6,550,000    

3.55%, 06/01/2022

    6,833,510  
    8,000,000    

5.00%, 03/01/2020

    8,625,496  
    730,000    

Tervita Escrow Corp.
7.63%, 12/01/2021(5)

    750,075  
    6,000,000    

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

    6,241,608  
     

 

 

 
        24,626,405  
     

 

 

 
            Food - 0.7%  
   

Danone S.A.

 
    5,785,000    

1.69%, 10/30/2019(5)

    5,714,764  
    6,705,000    

2.59%, 11/02/2023(5)

    6,530,489  
   

JM Smucker Co.

 
    1,605,000    

3.50%, 03/15/2025

    1,640,000  
    1,675,000    

4.38%, 03/15/2045

    1,695,221  
   

Kraft Heinz Foods Co.

 
    5,765,000    

3.00%, 06/01/2026

    5,492,817  
    9,060,000    

3.50%, 07/15/2022

    9,346,658  
    4,115,000    

3.95%, 07/15/2025

    4,225,031  
    8,460,000    

4.38%, 06/01/2046

    8,049,157  
    1,870,000    

5.00%, 07/15/2035

    1,971,678  
    2,190,000    

5.20%, 07/15/2045

    2,314,933  
    2,725,000    

Kroger Co.
3.88%, 10/15/2046

    2,468,362  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Food - 0.7% - (continued)  
  $       530,000    

Minerva Luxembourg S.A.
6.50%, 09/20/2026(5)

  $ 526,020  
    11,000,000    

Mondelez International Holdings Netherlands B.V.
1.63%, 10/28/2019(5)

    10,838,817  
   

Post Holdings, Inc.

 
    3,910,000    

5.00%, 08/15/2026(5)

    3,890,450  
    665,000    

6.00%, 12/15/2022(5)

    709,888  
    3,376,000    

Sigma Alimentos S.A. de C.V.
4.13%, 05/02/2026(5)

    3,325,360  
   

Sysco Corp.

 
    3,140,000    

3.30%, 07/15/2026

    3,115,172  
    960,000    

4.50%, 04/01/2046

    970,844  
   

TreeHouse Foods, Inc.

 
    3,520,000    

4.88%, 03/15/2022

    3,643,200  
    605,000    

6.00%, 02/15/2024(5)

    644,325  
     

 

 

 
        77,113,186  
     

 

 

 
            Forest Products & Paper - 0.1%  
    1,870,000    

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

    1,900,294  
   

International Paper Co.

 
    9,650,000    

3.65%, 06/15/2024

    9,883,375  
    1,680,000    

4.40%, 08/15/2047

    1,636,967  
     

 

 

 
        13,420,636  
     

 

 

 
            Gas - 0.1%  
   

Sempra Energy

 
    8,760,000    

1.63%, 10/07/2019

    8,690,270  
    2,940,000    

2.85%, 11/15/2020

    2,984,782  
    1,195,000    

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

    1,152,922  
     

 

 

 
        12,827,974  
     

 

 

 
            Healthcare-Products - 0.4%  
    4,330,000    

Abbott Laboratories
2.80%, 09/15/2020

    4,379,275  
   

Alere, Inc.

 
    4,578,000    

6.38%, 07/01/2023(5)

    4,984,297  
    2,815,000    

6.50%, 06/15/2020

    2,878,338  
    7,000,000    

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

    7,185,794  
    8,023,000    

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

    8,490,396  
    3,090,000    

Sterigenics-Nordion Holdings LLC
6.50%, 05/15/2023(5)

    3,182,700  
    1,495,000    

Stryker Corp.
3.50%, 03/15/2026

    1,522,646  
   

Thermo Fisher Scientific, Inc.

 
    4,485,000    

2.95%, 09/19/2026

    4,301,855  
    4,055,000    

3.00%, 04/15/2023

    4,072,716  
     

 

 

 
        40,998,017  
     

 

 

 
            Healthcare-Services - 1.3%  
   

Aetna, Inc.

 
    9,949,000    

1.70%, 06/07/2018

    9,951,288  
    8,555,000    

2.80%, 06/15/2023

    8,559,945  
   

Anthem, Inc.

 
    4,760,000    

3.13%, 05/15/2022

    4,841,905  
    3,100,000    

3.30%, 01/15/2023

    3,150,843  
    3,175,000    

3.50%, 08/15/2024

    3,218,317  
    3,315,000    

4.63%, 05/15/2042

    3,379,401  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  52  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Healthcare-Services - 1.3% - (continued)  
  $       1,000,000    

5.85%, 01/15/2036

  $ 1,167,106  
    2,330,000    

6.38%, 06/15/2037

    2,890,057  
    4,305,000    

Cigna Corp.
3.25%, 04/15/2025

    4,295,667  
   

Community Health Systems, Inc.

 
    1,125,000    

5.13%, 08/01/2021

    1,115,156  
    570,000    

6.25%, 03/31/2023

    579,975  
    7,445,000    

6.88%, 02/01/2022

    6,160,737  
    1,440,000    

7.13%, 07/15/2020

    1,292,400  
    2,060,000    

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

    2,284,954  
   

Envision Healthcare Corp.

 
    1,305,000    

5.13%, 07/01/2022(5)

    1,324,575  
    2,760,000    

5.63%, 07/15/2022

    2,847,354  
    3,335,000    

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

    3,618,475  
   

HCA, Inc.

 
    4,605,000    

5.38%, 02/01/2025

    4,794,956  
    2,125,000    

5.88%, 05/01/2023

    2,312,425  
    1,075,000    

5.88%, 02/15/2026

    1,142,188  
    1,627,000    

7.50%, 11/15/2095

    1,602,595  
   

Humana, Inc.

 
    3,555,000    

3.85%, 10/01/2024

    3,681,647  
    14,570,000    

3.95%, 03/15/2027

    15,024,759  
    2,700,000    

4.95%, 10/01/2044

    2,880,968  
    1,435,000    

Laboratory Corp. of America Holdings
4.70%, 02/01/2045

    1,422,200  
    630,000    

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

    650,475  
    540,000    

MPH Acquisition Holdings LLC
7.13%, 06/01/2024(5)

    580,500  
    6,610,000    

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

    6,325,182  
   

Tenet Healthcare Corp.

 
    345,000    

4.75%, 06/01/2020

    350,175  
    6,135,000    

5.00%, 03/01/2019(4)

    6,146,534  
    315,000    

6.25%, 11/01/2018

    330,164  
    480,000    

6.75%, 06/15/2023

    458,400  
    3,055,000    

8.13%, 04/01/2022

    3,100,825  
   

UnitedHealth Group, Inc.

 
    9,320,000    

3.38%, 04/15/2027

    9,479,586  
    5,055,000    

4.25%, 04/15/2047

    5,217,225  
    9,750,000    

4.63%, 07/15/2035

    10,703,618  
    1,223,000    

4.75%, 07/15/2045

    1,362,857  
    1,981,000    

6.88%, 02/15/2038

    2,729,743  
     

 

 

 
        140,975,177  
     

 

 

 
            Home Builders - 0.1%  
   

Beazer Homes USA, Inc.

 
    865,000    

6.75%, 03/15/2025(5)

    884,463  
    1,950,000    

8.75%, 03/15/2022

    2,169,375  
   

KB Home

 
    1,450,000    

7.00%, 12/15/2021

    1,620,375  
    1,095,000    

7.50%, 09/15/2022

    1,238,034  
    1,586,000    

8.00%, 03/15/2020

    1,786,232  
    2,720,000    

Lennar Corp.
4.75%, 12/15/2017

    2,743,800  
    3,170,000    

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

    3,320,575  
     

 

 

 
        13,762,854  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Household Products - 0.1%  
  $       2,105,000    

Avon International Operations, Inc.
7.88%, 08/15/2022(5)

  $ 2,262,875  
    3,455,000    

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

    3,368,625  
     

 

 

 
        5,631,500  
     

 

 

 
            Household Products/Wares - 0.1%  
   

S.C. Johnson & Son, Inc.

 
    2,520,000    

4.00%, 05/15/2043(5)

    2,491,282  
    1,840,000    

4.75%, 10/15/2046(5)

    2,044,159  
     

 

 

 
        4,535,441  
     

 

 

 
            Housewares - 0.0%  
    2,945,000    

American Greetings Corp.
7.88%, 02/15/2025(5)

    3,143,787  
     

 

 

 
            Insurance - 1.0%  
    1,905,000    

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

    2,847,975  
   

American International Group, Inc.

 
    4,725,000    

3.88%, 01/15/2035

    4,405,288  
    5,000,000    

3.90%, 04/01/2026

    5,098,885  
    6,050,000    

4.38%, 01/15/2055

    5,542,423  
    2,005,000    

4.50%, 07/16/2044

    1,961,664  
    2,680,000    

4.70%, 07/10/2035

    2,747,386  
   

Aon plc

 
    4,775,000    

3.50%, 06/14/2024

    4,821,566  
    5,480,000    

3.88%, 12/15/2025

    5,632,207  
    2,300,000    

4.25%, 12/12/2042

    2,139,685  
    3,460,000    

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

    3,671,676  
    3,715,000    

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

    3,746,774  
   

Genworth Holdings, Inc.

 
    205,000    

4.80%, 02/15/2024

    170,150  
    1,370,000    

4.90%, 08/15/2023

    1,150,800  
    770,000    

7.20%, 02/15/2021

    729,575  
    430,000    

7.63%, 09/24/2021

    409,575  
    255,000    

7.70%, 06/15/2020

    252,373  
   

Marsh & McLennan Cos., Inc.

 
    7,485,000    

2.75%, 01/30/2022

    7,560,711  
    2,105,000    

3.75%, 03/14/2026

    2,180,976  
    3,900,000    

4.05%, 10/15/2023

    4,153,785  
    1,535,000    

4.35%, 01/30/2047

    1,585,532  
    1,008,000    

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(5)

    1,636,452  
    13,334,000    

MassMutual Global Funding II
2.50%, 04/13/2022(5)

    13,348,841  
    2,010,000    

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

    2,159,705  
    13,040,000    

Metropolitan Life Global Funding I
1.75%, 12/19/2018(5)

    13,028,094  
    700,000    

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

    750,750  
    4,940,000    

Nationwide Mutual Insurance Co.
9.38%, 08/15/2039(5)

    7,993,508  
    3,000,000    

Teachers Insurance & Annuity Association of America
6.85%, 12/16/2039(5)

    4,092,684  
    2,310,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(5)

    2,350,425  
     

 

 

 
        106,169,465  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Internet - 0.2%  
   

Amazon.com, Inc.

 
  $       2,940,000    

4.80%, 12/05/2034

  $ 3,291,018  
    5,535,000    

4.95%, 12/05/2044

    6,350,173  
    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

    2,084,519  
    2,500,000    

6.38%, 05/15/2025

    2,703,125  
     

 

 

 
        19,842,985  
     

 

 

 
            Iron/Steel - 0.2%      
   

AK Steel Corp.

 
    1,375,000    

7.63%, 10/01/2021

    1,435,156  
    1,095,000    

8.38%, 04/01/2022

    1,133,325  
    965,000    

Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(5)

    994,056  
   

Steel Dynamics, Inc.

 
    665,000    

5.13%, 10/01/2021

    686,613  
    1,770,000    

5.50%, 10/01/2024

    1,869,562  
   

United States Steel Corp.

 
    287,000    

6.88%, 04/01/2021

    289,870  
    1,060,000    

7.38%, 04/01/2020

    1,139,500  
    465,000    

7.50%, 03/15/2022

    473,138  
    2,540,000    

8.38%, 07/01/2021(5)

    2,797,175  
   

Vale Overseas Ltd.

 
    6,350,000    

6.25%, 08/10/2026

    6,939,280  
    3,590,000    

6.88%, 11/10/2039

    3,886,534  
    1,620,000    

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

    1,543,050  
     

 

 

 
        23,187,259  
     

 

 

 
            IT Services - 0.8%      
   

Apple, Inc.

 
    5,000,000    

2.85%, 02/23/2023

    5,078,590  
    3,850,000    

3.00%, 02/09/2024

    3,925,822  
    12,060,000    

3.35%, 02/09/2027

    12,334,908  
    4,230,000    

3.85%, 08/04/2046

    4,099,242  
    2,895,000    

4.25%, 02/09/2047

    2,986,129  
    3,990,000    

4.38%, 05/13/2045

    4,163,509  
    1,500,000    

4.45%, 05/06/2044

    1,580,014  
    4,085,000    

4.65%, 02/23/2046

    4,451,053  
    2,710,000    

Conduent Finance, Inc. / Xerox Business Services LLC
10.50%, 12/15/2024(5)

    3,143,600  
   

Dell International LLC / EMC Corp.

 
    3,375,000    

3.48%, 06/01/2019(5)

    3,451,943  
    4,465,000    

4.42%, 06/15/2021(5)

    4,687,357  
    10,705,000    

6.02%, 06/15/2026(5)

    11,757,612  
    3,325,000    

DXC Technology Co.
2.88%, 03/27/2020(5)

    3,362,463  
   

Hewlett Packard Enterprise Co.

 
    587,000    

2.45%, 10/05/2017

    588,524  
    4,000,000    

2.85%, 10/05/2018

    4,046,276  
    8,800,000    

3.60%, 10/15/2020

    9,096,164  
    2,950,000    

4.90%, 10/15/2025

    3,099,706  
    5,635,000    

6.35%, 10/15/2045

    5,854,534  
     

 

 

 
        87,707,446  
     

 

 

 
            Lodging - 0.1%      
    3,650,000    

Boyd Gaming Corp.
6.38%, 04/01/2026

    3,932,875  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Lodging - 0.1% - (continued)      
  $       1,745,000    

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

  $ 1,862,788  
    2,995,000    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(5)

    3,129,775  
    745,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(5)(9)

    745,931  
     

 

 

 
        9,671,369  
     

 

 

 
            Machinery-Construction & Mining - 0.1%  
    2,735,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(5)

    2,858,075  
    1,500,000    

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

    1,456,722  
     

 

 

 
        4,314,797  
     

 

 

 
            Machinery-Diversified - 0.0%      
    2,780,000    

Cloud Crane LLC
10.13%, 08/01/2024(5)

    2,967,650  
    760,000    

Gardner Denver, Inc.
6.88%, 08/15/2021(5)

    788,500  
     

 

 

 
        3,756,150  
     

 

 

 
            Media - 2.5%      
   

21st Century Fox America, Inc.

 
    10,470,000    

3.38%, 11/15/2026

    10,397,087  
    7,290,000    

4.95%, 10/15/2045

    7,649,630  
    850,000    

6.15%, 02/15/2041

    1,030,305  
    1,865,000    

6.40%, 12/15/2035

    2,297,423  
    2,450,000    

6.90%, 03/01/2019

    2,659,666  
   

CBS Corp.

 
    2,980,000    

2.90%, 01/15/2027

    2,810,054  
    2,815,000    

4.90%, 08/15/2044

    2,903,439  
    1,130,000    

CBS Radio, Inc.
7.25%, 11/01/2024(5)

    1,228,875  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    1,695,000    

5.13%, 05/01/2023(5)

    1,769,156  
    1,600,000    

5.25%, 09/30/2022

    1,660,000  
    3,870,000    

5.75%, 09/01/2023

    4,063,500  
    205,000    

5.75%, 01/15/2024

    215,763  
    860,000    

5.75%, 02/15/2026(5)

    913,475  
    7,490,000    

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(5)

    7,658,525  
    4,050,000    

Charter Communications Operating LLC / Charter Communications
6.38%, 10/23/2035

    4,641,583  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    5,455,000    

3.58%, 07/23/2020

    5,636,662  
    6,075,000    

4.46%, 07/23/2022

    6,451,796  
    3,325,000    

4.91%, 07/23/2025

    3,563,555  
    4,165,000    

5.38%, 05/01/2047(5)

    4,261,445  
    10,513,000    

6.48%, 10/23/2045

    12,346,183  
    960,000    

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

    970,800  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Media - 2.5% - (continued)      
   

Comcast Corp.

 
  $       4,370,000    

2.35%, 01/15/2027

  $ 4,053,109  
    7,060,000    

3.15%, 03/01/2026

    7,016,334  
    5,965,000    

3.20%, 07/15/2036

    5,345,690  
    4,425,000    

3.40%, 07/15/2046

    3,836,506  
    4,975,000    

4.25%, 01/15/2033

    5,159,722  
    10,150,000    

4.60%, 08/15/2045

    10,589,018  
    2,725,000    

4.75%, 03/01/2044

    2,890,407  
    975,000    

5.65%, 06/15/2035

    1,156,495  
    1,980,000    

6.45%, 03/15/2037

    2,549,509  
    4,200,000    

6.95%, 08/15/2037

    5,653,927  
    510,000    

7.05%, 03/15/2033

    682,115  
   

Cox Communications, Inc.

 
    1,485,000    

2.95%, 06/30/2023(5)

    1,433,165  
    11,094,000    

4.50%, 06/30/2043(5)

    9,707,439  
    5,786,000    

4.70%, 12/15/2042(5)

    5,119,470  
    7,875,000    

4.80%, 02/01/2035(5)

    7,437,638  
    2,604,000    

6.45%, 12/01/2036(5)

    2,723,719  
    1,275,000    

8.38%, 03/01/2039(5)

    1,583,880  
   

CSC Holdings LLC

 
    2,310,000    

5.25%, 06/01/2024

    2,337,420  
    2,860,000    

10.13%, 01/15/2023(5)

    3,317,600  
    1,050,000    

10.88%, 10/15/2025(5)

    1,261,313  
   

DISH DBS Corp.

 
    2,840,000    

5.00%, 03/15/2023

    2,847,100  
    1,825,000    

5.88%, 07/15/2022

    1,933,204  
    455,000    

5.88%, 11/15/2024

    477,750  
    3,620,000    

6.75%, 06/01/2021

    3,936,750  
    1,260,000    

7.88%, 09/01/2019

    1,398,600  
   

Gray Television, Inc.

 
    2,160,000    

5.13%, 10/15/2024(5)

    2,165,400  
    630,000    

5.88%, 07/15/2026(5)

    652,050  
    3,740,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    4,010,776  
    1,350,000    

NBCUniversal Media LLC
5.95%, 04/01/2041

    1,654,803  
    335,000    

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

    352,588  
    3,485,000    

SFR Group S.A.
7.38%, 05/01/2026(5)

    3,663,606  
   

Sinclair Television Group, Inc.

 
    570,000    

5.13%, 02/15/2027(5)

    565,725  
    675,000    

5.88%, 03/15/2026(5)

    702,844  
    2,205,000    

6.13%, 10/01/2022

    2,304,468  
    4,555,000    

Sky plc
3.13%, 11/26/2022(5)

    4,569,052  
   

TEGNA, Inc.

 
    2,305,000    

4.88%, 09/15/2021(5)

    2,379,913  
    1,285,000    

5.50%, 09/15/2024(5)

    1,318,731  
    2,610,000    

6.38%, 10/15/2023

    2,773,125  
   

Time Warner Cable LLC

 
    1,875,000    

4.50%, 09/15/2042

    1,719,819  
    2,450,000    

8.25%, 04/01/2019

    2,720,813  
    535,000    

8.75%, 02/14/2019

    595,223  
   

Time Warner Cable, Inc.

 
    540,000    

4.00%, 09/01/2021

    563,837  
    1,300,000    

5.50%, 09/01/2041

    1,346,019  
    10,340,000    

5.88%, 11/15/2040

    11,219,831  
    14,780,000    

6.75%, 07/01/2018

    15,584,416  
    2,825,000    

6.75%, 06/15/2039

    3,362,863  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Media - 2.5% - (continued)      
  $       1,565,000    

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

  $ 2,123,417  
   

Time Warner, Inc.

 
    4,015,000    

2.95%, 07/15/2026

    3,766,933  
    965,000    

3.80%, 02/15/2027

    960,760  
    580,000    

3.88%, 01/15/2026

    585,384  
    7,145,000    

5.35%, 12/15/2043

    7,392,003  
    1,985,000    

6.10%, 07/15/2040

    2,247,883  
    3,225,000    

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

    3,387,927  
   

Viacom, Inc.

 
    90,000    

3.45%, 10/04/2026

    86,463  
    380,000    

4.38%, 03/15/2043

    338,072  
    2,505,000    

4.50%, 02/27/2042

    2,185,715  
    590,000    

5.88%, 02/28/2057(3)

    609,175  
    220,000    

6.25%, 02/28/2057(3)

    225,775  
   

Videotron Ltd.

 
    1,320,000    

5.00%, 07/15/2022

    1,399,332  
    2,340,000    

5.38%, 06/15/2024(5)

    2,465,775  
     

 

 

 
        271,577,318  
     

 

 

 
            Metal Fabricate/Hardware - 0.0%  
   

Novelis Corp.

 
    1,045,000    

5.88%, 09/30/2026(5)

    1,073,737  
    1,880,000    

6.25%, 08/15/2024(5)

    1,978,700  
     

 

 

 
        3,052,437  
     

 

 

 
            Mining - 0.3%  
   

Anglo American Capital plc

 
    320,000    

3.63%, 05/14/2020(5)

    324,000  
    580,000    

4.13%, 04/15/2021(5)

    593,050  
    535,000    

4.13%, 09/27/2022(5)

    545,700  
    480,000    

4.88%, 05/14/2025(5)

    500,400  
    871,000    

9.38%, 04/08/2019(5)

    979,875  
    2,365,000    

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

    2,762,999  
    1,825,000    

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

    2,074,461  
    2,520,000    

Constellium N.V.
7.88%, 04/01/2021(5)

    2,718,828  
   

Glencore Finance Canada Ltd.

 
    330,000    

5.55%, 10/25/2042(5)

    343,104  
    5,030,000    

6.00%, 11/15/2041(5)

    5,500,255  
    7,000,000    

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

    7,234,836  
    1,940,000    

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

    2,046,700  
    155,000    

New Gold, Inc.
6.25%, 11/15/2022(5)

    158,100  
    205,000    

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

    209,927  
    1,978,000    

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

    2,083,567  
    1,480,000    

Teck Resources Ltd.
8.50%, 06/01/2024(5)

    1,714,950  
     

 

 

 
        29,790,752  
     

 

 

 
            Miscellaneous Manufacturing - 0.3%  
    4,000,000    

Bombardier, Inc.
6.13%, 01/15/2023(5)

    3,990,000  
   

General Electric Co.

 
    4,795,000    

4.13%, 10/09/2042

    4,951,667  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  55  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Miscellaneous Manufacturing - 0.3% - (continued)  
  $       8,310,000    

4.50%, 03/11/2044

  $ 9,072,301  
   

Siemens Financieringsmaatschappij N.V.

 
    5,380,000    

2.35%, 10/15/2026(5)

    5,046,650  
    8,600,000    

3.13%, 03/16/2024(5)

    8,743,904  
     

 

 

 
        31,804,522  
     

 

 

 
            Office/Business Equipment - 0.0%  
    1,495,000    

CDW LLC / CDW Finance Corp.
5.00%, 09/01/2023

    1,536,112  
     

 

 

 
            Oil & Gas - 4.0%  
   

Anadarko Petroleum Corp.

 
    1,875,000    

3.45%, 07/15/2024

    1,850,979  
    1,250,000    

4.50%, 07/15/2044

    1,204,466  
    9,480,000    

4.85%, 03/15/2021

    10,191,758  
    5,860,000    

6.45%, 09/15/2036

    6,944,616  
    8,225,000    

6.60%, 03/15/2046

    10,132,131  
    2,275,000    

6.95%, 06/15/2019

    2,491,648  
    2,110,000    

8.70%, 03/15/2019

    2,358,756  
   

Antero Resources Corp.

 
    340,000    

5.38%, 11/01/2021

    351,050  
    875,000    

5.63%, 06/01/2023

    900,156  
    1,495,000    

Apache Corp.
4.25%, 01/15/2044

    1,412,768  
    3,865,000    

BG Energy Capital plc
4.00%, 10/15/2021(5)

    4,115,958  
    3,380,000    

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(5)

    3,464,500  
   

BP Capital Markets plc

 
    4,510,000    

2.11%, 09/16/2021

    4,447,699  
    3,670,000    

2.75%, 05/10/2023

    3,655,170  
    11,505,000    

3.06%, 03/17/2022

    11,780,510  
    9,110,000    

3.22%, 11/28/2023

    9,238,478  
    4,915,000    

3.25%, 05/06/2022

    5,067,404  
    7,320,000    

3.59%, 04/14/2027

    7,490,615  
    2,840,000    

3.81%, 02/10/2024

    2,967,970  
    1,730,000    

3.99%, 09/26/2023

    1,829,314  
    4,055,000    

California Resources Corp.
8.00%, 12/15/2022(5)

    3,102,075  
    600,000    

Callon Petroleum Co.
6.13%, 10/01/2024(5)

    628,500  
   

Canadian Natural Resources Ltd.

 
    6,860,000    

3.45%, 11/15/2021

    7,035,568  
    4,324,000    

3.80%, 04/15/2024

    4,375,758  
    4,626,000    

3.90%, 02/01/2025

    4,679,606  
    9,275,000    

6.25%, 03/15/2038

    10,528,692  
    990,000    

7.20%, 01/15/2032

    1,220,195  
    4,230,000    

Cenovus Energy, Inc.
4.25%, 04/15/2027(5)

    4,195,741  
    7,260,000    

Cimarex Energy Co.
3.90%, 05/15/2027

    7,341,210  
   

Concho Resources, Inc.

 
    1,290,000    

5.50%, 10/01/2022

    1,338,762  
    1,415,000    

5.50%, 04/01/2023

    1,467,178  
   

ConocoPhillips Co.

 
    1,085,000    

1.50%, 05/15/2018

    1,084,002  
    1,435,000    

4.30%, 11/15/2044

    1,451,132  
    2,895,000    

5.95%, 03/15/2046

    3,649,553  
    135,000    

6.50%, 02/01/2039

    173,583  
   

Continental Resources, Inc.

 
    585,000    

3.80%, 06/01/2024

    549,900  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Oil & Gas - 4.0% - (continued)  
  $       391,000    

4.50%, 04/15/2023

  $ 385,135  
    3,565,000    

4.90%, 06/01/2044

    3,092,637  
    1,489,000    

5.00%, 09/15/2022

    1,502,029  
    4,010,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(5)

    4,230,550  
   

Devon Energy Corp.

 
    10,875,000    

3.25%, 05/15/2022

    10,914,150  
    4,740,000    

5.00%, 06/15/2045

    4,816,646  
    3,695,000    

5.60%, 07/15/2041

    3,951,725  
    3,060,000    

5.85%, 12/15/2025

    3,542,929  
    444,000    

7.95%, 04/15/2032

    580,557  
    1,085,000    

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

    1,424,983  
    341,000    

Diamondback Energy, Inc.
4.75%, 11/01/2024(5)

    341,853  
    1,695,000    

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

    1,834,329  
   

EnCana Corp.

 
    16,865,000    

3.90%, 11/15/2021

    17,335,989  
    4,015,000    

6.50%, 05/15/2019

    4,336,377  
    2,830,000    

6.50%, 08/15/2034

    3,214,215  
    1,635,000    

6.50%, 02/01/2038

    1,844,046  
   

Encana Corp.

 
    4,715,000    

6.63%, 08/15/2037

    5,389,716  
    575,000    

7.20%, 11/01/2031

    694,787  
    2,055,000    

Energen Corp.
4.63%, 09/01/2021

    2,060,137  
    2,600,000    

Ensco plc
5.75%, 10/01/2044

    1,893,840  
   

EOG Resources, Inc.

 
    3,075,000    

3.90%, 04/01/2035

    2,992,744  
    7,175,000    

4.15%, 01/15/2026

    7,565,471  
   

Exxon Mobil Corp.

 
    4,860,000    

2.22%, 03/01/2021

    4,892,518  
    1,655,000    

3.04%, 03/01/2026

    1,671,725  
    1,505,000    

4.11%, 03/01/2046

    1,572,832  
   

Gazprom OAO Via Gaz Capital S.A.

 
    495,000    

3.85%, 02/06/2020(7)

    502,821  
    1,625,000    

9.25%, 04/23/2019(7)

    1,822,704  
   

Hess Corp.

 
    1,850,000    

3.50%, 07/15/2024

    1,794,844  
    6,560,000    

4.30%, 04/01/2027

    6,554,234  
    5,055,000    

5.60%, 02/15/2041

    5,106,197  
    2,720,000    

5.80%, 04/01/2047

    2,825,030  
    3,835,000    

6.00%, 01/15/2040

    3,983,948  
    1,325,000    

7.30%, 08/15/2031

    1,578,628  
    700,000    

7.88%, 10/01/2029

    870,969  
    3,470,000    

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

    4,130,351  
   

Laredo Petroleum, Inc.

 
    2,365,000    

5.63%, 01/15/2022

    2,365,000  
    1,290,000    

6.25%, 03/15/2023

    1,302,900  
    1,540,000    

7.38%, 05/01/2022

    1,599,675  
    1,150,000    

Lukoil International Finance B.V.
4.75%, 11/02/2026(5)

    1,175,300  
   

Marathon Oil Corp.

 
    11,540,000    

2.80%, 11/01/2022

    11,229,170  
    6,852,000    

5.20%, 06/01/2045

    6,889,631  
    3,240,000    

5.90%, 03/15/2018

    3,348,883  
   

Matador Resources Co.

 
    2,055,000    

6.88%, 04/15/2023

    2,168,025  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  56  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Oil & Gas - 4.0% - (continued)  
  $       710,000    

6.88%, 04/15/2023(5)

  $ 749,050  
   

MEG Energy Corp.

 
    3,320,000    

6.38%, 01/30/2023(5)

    2,921,600  
    1,210,000    

6.50%, 01/15/2025(5)

    1,194,875  
    1,995,000    

7.00%, 03/31/2024(5)

    1,780,537  
   

Noble Energy, Inc.

 
    5,825,000    

5.25%, 11/15/2043

    6,093,824  
    2,020,000    

8.00%, 04/01/2027

    2,533,440  
   

Noble Holding International Ltd.

 
    2,060,000    

6.20%, 08/01/2040

    1,452,300  
    2,200,000    

7.75%, 01/15/2024

    2,007,500  
    675,000    

PDC Energy, Inc.
6.13%, 09/15/2024(5)

    691,875  
   

Petrobras Global Finance B.V.

 
    305,000    

5.38%, 01/27/2021

    313,342  
    695,000    

6.13%, 01/17/2022

    728,256  
    1,295,000    

6.75%, 01/27/2041

    1,220,537  
    1,395,000    

6.85%, 06/05/2115

    1,242,247  
    125,000    

6.88%, 01/20/2040

    119,375  
    795,000    

7.38%, 01/17/2027

    854,864  
    655,000    

8.38%, 05/23/2021

    741,788  
    510,000    

8.75%, 05/23/2026

    594,660  
   

Petroleos de Venezuela S.A.

 
    645,000    

5.50%, 04/12/2037(7)

    246,713  
    2,300,000    

6.00%, 11/15/2026(7)

    877,450  
    210,000    

8.50%, 10/27/2020(5)

    164,535  
   

Petroleos Mexicanos

 
    435,000    

3.18%, 07/18/2018(3)

    440,220  
    571,000    

5.38%, 03/13/2022(5)

    600,264  
    897,000    

5.50%, 01/21/2021

    950,820  
    310,000    

5.63%, 01/23/2046

    275,978  
    3,200,000    

6.50%, 03/13/2027(5)

    3,464,000  
    1,950,000    

6.75%, 09/21/2047

    1,981,785  
   

Pioneer Natural Resources Co.

 
    3,580,000    

3.45%, 01/15/2021

    3,688,019  
    4,050,000    

3.95%, 07/15/2022

    4,270,879  
    1,640,000    

6.88%, 05/01/2018

    1,718,013  
    1,001,000    

7.20%, 01/15/2028

    1,239,671  
   

QEP Resources, Inc.

 
    4,015,000    

5.25%, 05/01/2023

    3,924,662  
    205,000    

5.38%, 10/01/2022

    202,438  
    230,000    

6.80%, 03/01/2020

    239,775  
   

Rice Energy, Inc.

 
    1,235,000    

6.25%, 05/01/2022

    1,291,353  
    510,000    

7.25%, 05/01/2023

    550,800  
    1,460,000    

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

    1,146,100  
    1,725,000    

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

    1,817,719  
   

Shell International Finance B.V.

 
    5,333,000    

2.50%, 09/12/2026

    5,104,876  
    4,820,000    

2.88%, 05/10/2026

    4,757,316  
    5,840,000    

4.38%, 05/11/2045

    5,995,700  
    3,250,000    

4.55%, 08/12/2043

    3,426,566  
   

SM Energy Co.

 
    2,590,000    

5.00%, 01/15/2024

    2,441,075  
    25,000    

5.63%, 06/01/2025

    23,875  
    355,000    

6.13%, 11/15/2022

    361,213  
    170,000    

6.50%, 11/15/2021

    173,825  
    395,000    

6.75%, 09/15/2026

    397,963  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Oil & Gas - 4.0% - (continued)  
   

Statoil ASA

 
  $       6,780,000    

2.65%, 01/15/2024

  $ 6,696,294  
    1,095,000    

2.75%, 11/10/2021

    1,111,167  
    1,315,000    

3.95%, 05/15/2043

    1,289,094  
    1,080,000    

4.25%, 11/23/2041

    1,102,188  
    455,000    

5.10%, 08/17/2040

    516,604  
    2,620,000    

Tesoro Corp.
4.75%, 12/15/2023(5)

    2,744,450  
    500,000    

Tosco Corp.
8.13%, 02/15/2030

    698,428  
    5,065,000    

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

    5,166,599  
   

Transocean, Inc.

 
    675,000    

6.80%, 03/15/2038

    540,000  
    200,000    

7.50%, 04/15/2031

    178,000  
    795,000    

9.10%, 12/15/2041

    739,350  
   

Tullow Oil plc

 
    2,140,000    

6.00%, 11/01/2020(5)

    2,081,150  
    3,181,000    

6.25%, 04/15/2022(5)

    3,041,609  
   

Valero Energy Corp.

 
    11,888,000    

3.40%, 09/15/2026

    11,513,445  
    7,005,000    

4.90%, 03/15/2045

    7,012,776  
    1,015,000    

6.63%, 06/15/2037

    1,206,473  
   

WPX Energy, Inc.

 
    3,370,000    

5.25%, 09/15/2024

    3,285,750  
    3,305,000    

6.00%, 01/15/2022

    3,354,575  
    1,240,000    

8.25%, 08/01/2023

    1,382,600  
   

YPF S.A.

 
    925,000    

8.50%, 07/28/2025(7)

    1,046,406  
    830,000    

8.75%, 04/04/2024(5)

    958,235  
     

 

 

 
        428,726,497  
     

 

 

 
            Oil & Gas Services - 0.1%      
   

Halliburton Co.

 
    2,565,000    

3.80%, 11/15/2025

    2,638,059  
    3,250,000    

5.00%, 11/15/2045

    3,469,498  
   

Weatherford International Ltd.

 
    445,000    

5.95%, 04/15/2042

    389,375  
    1,180,000    

6.50%, 08/01/2036

    1,115,100  
    445,000    

7.00%, 03/15/2038

    426,088  
     

 

 

 
        8,038,120  
     

 

 

 
            Packaging & Containers - 0.2%      
    2,940,000    

ARD Finance S.A. (cash)
7.13%, 09/15/2023(5)(6)

    3,050,250  
   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
    2,975,000    

6.00%, 06/30/2021(5)

    3,082,844  
    725,000    

6.00%, 02/15/2025(5)

    749,469  
    570,000    

7.25%, 05/15/2024(5)

    620,587  
  EUR       535,000    

Ball Corp.
4.38%, 12/15/2023

    651,193  
  $       3,580,000    

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

    3,803,750  
    3,305,000    

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(5)

    3,404,150  
    1,610,000    

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(5)

    1,722,700  
   

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

 
    3,240,000    

5.13%, 07/15/2023(5)

    3,377,700  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  57  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Packaging & Containers - 0.2% - (continued)  
  $       1,155,000    

7.00%, 07/15/2024(5)

  $ 1,243,069  
     

 

 

 
        21,705,712  
     

 

 

 
            Pharmaceuticals - 1.8%      
    4,245,000    

Abbott Laboratories
2.55%, 03/15/2022

    4,199,829  
    8,000,000    

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

    7,796,344  
   

Actavis Funding SCS

 
    6,480,000    

3.00%, 03/12/2020

    6,607,073  
    4,235,000    

3.45%, 03/15/2022

    4,353,533  
    4,370,000    

3.80%, 03/15/2025

    4,447,642  
    3,825,000    

3.85%, 06/15/2024

    3,929,468  
    8,395,000    

4.55%, 03/15/2035

    8,453,908  
    4,130,000    

4.75%, 03/15/2045

    4,206,368  
   

AstraZeneca plc

 
    2,800,000    

2.38%, 11/16/2020

    2,819,807  
    5,000,000    

3.38%, 11/16/2025

    5,061,615  
    1,310,000    

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

    1,347,653  
    6,420,000    

Bayer US Finance LLC
3.00%, 10/08/2021(5)

    6,538,295  
    4,505,000    

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

    4,603,763  
   

EMD Finance LLC

 
    3,265,000    

2.95%, 03/19/2022(5)

    3,302,054  
    7,025,000    

3.25%, 03/19/2025(5)

    6,987,782  
   

Endo Finance LLC

 
    3,555,000    

6.00%, 07/15/2023(5)

    3,115,069  
    4,905,000    

6.00%, 02/01/2025(5)

    4,142,273  
    6,420,000    

Johnson & Johnson
3.63%, 03/03/2037

    6,477,992  
    4,040,000    

Merck & Co., Inc.
3.70%, 02/10/2045

    3,903,981  
   

Mylan N.V.

 
    4,325,000    

3.00%, 12/15/2018

    4,385,070  
    13,000,000    

3.15%, 06/15/2021

    13,122,109  
    2,655,000    

3.75%, 12/15/2020

    2,741,834  
   

Mylan, Inc.

 
    1,548,000    

2.55%, 03/28/2019

    1,555,136  
    5,000,000    

3.13%, 01/15/2023(5)

    4,902,545  
   

Pfizer, Inc.

 
    4,525,000    

3.00%, 12/15/2026

    4,520,149  
    4,525,000    

4.00%, 12/15/2036

    4,597,721  
    1,000,000    

4.30%, 06/15/2043

    1,037,547  
    1,450,000    

7.20%, 03/15/2039

    2,081,590  
    1,869,000    

PRA Holdings, Inc.
9.50%, 10/01/2023(5)

    2,065,245  
   

Shire Acquisitions Investments Ireland DAC

 
    22,655,000    

2.40%, 09/23/2021

    22,376,615  
    4,510,000    

3.20%, 09/23/2026

    4,366,609  
   

Teva Pharmaceutical Finance Netherlands III B.V.

 
    7,180,000    

1.70%, 07/19/2019

    7,107,453  
    9,755,000    

2.20%, 07/21/2021

    9,480,397  
   

Valeant Pharmaceuticals International, Inc.

 
    3,390,000    

5.50%, 03/01/2023(5)

    2,483,175  
    8,325,000    

5.88%, 05/15/2023(5)

    6,150,094  
    1,970,000    

6.13%, 04/15/2025(5)

    1,454,353  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Pharmaceuticals - 1.8% - (continued)      
  $       255,000    

7.00%, 03/15/2024(5)

  $ 260,100  
    740,000    

Vizient, Inc.
10.38%, 03/01/2024(5)

    847,300  
     

 

 

 
        187,829,491  
     

 

 

 
            Pipelines - 1.6%  
   

Energy Transfer Equity L.P.

 
    3,685,000    

5.50%, 06/01/2027

    3,961,375  
    425,000    

7.50%, 10/15/2020

    478,922  
   

Energy Transfer Partners L.P.

 
    3,655,000    

3.60%, 02/01/2023

    3,679,280  
    2,275,000    

4.90%, 03/15/2035

    2,206,686  
    4,650,000    

5.15%, 03/15/2045

    4,462,321  
    5,305,000    

5.20%, 02/01/2022

    5,742,381  
    2,000,000    

5.30%, 04/15/2047

    1,973,888  
    940,000    

6.05%, 06/01/2041

    1,000,256  
    1,165,000    

6.63%, 10/15/2036

    1,314,287  
    2,000,000    

6.70%, 07/01/2018

    2,104,204  
    680,000    

7.50%, 07/01/2038

    823,143  
   

Enterprise Products Operating LLC

 
    6,780,000    

3.95%, 02/15/2027

    6,995,767  
    730,000    

4.45%, 02/15/2043

    712,654  
    1,516,000    

4.85%, 08/15/2042

    1,568,873  
    3,310,000    

4.85%, 03/15/2044

    3,388,328  
    809,000    

4.90%, 05/15/2046

    846,123  
    1,025,000    

5.10%, 02/15/2045

    1,096,246  
    1,300,000    

5.95%, 02/01/2041

    1,511,996  
    565,000    

6.30%, 09/15/2017

    574,907  
   

Kinder Morgan Energy Partners L.P.

 
    3,725,000    

3.50%, 09/01/2023

    3,710,085  
    960,000    

5.30%, 09/15/2020

    1,037,855  
    3,155,000    

5.80%, 03/15/2035

    3,372,458  
   

Kinder Morgan, Inc.

 
    1,729,000    

5.00%, 02/15/2021(5)

    1,855,355  
    7,915,000    

5.05%, 02/15/2046

    7,875,971  
    380,000    

5.30%, 12/01/2034

    389,354  
    2,615,000    

5.55%, 06/01/2045

    2,769,777  
   

Magellan Midstream Partners L.P.

 
    485,000    

4.25%, 09/15/2046

    463,154  
    2,255,000    

5.00%, 03/01/2026

    2,509,901  
    2,555,000    

MPLX L.P.
4.13%, 03/01/2027

    2,588,018  
    7,020,000    

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

    6,815,220  
   

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

 
    2,190,000    

2.60%, 12/15/2019

    2,194,678  
    2,420,000    

3.60%, 11/01/2024

    2,382,534  
    4,060,000    

4.50%, 12/15/2026

    4,208,620  
    2,325,000    

4.90%, 02/15/2045

    2,238,682  
    6,405,000    

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

    6,829,466  
    3,880,000    

Sabine Pass Liquefaction LLC
4.20%, 03/15/2028(5)

    3,885,153  
   

Sabine Pass Liquefaction LLC

 
    2,530,000    

5.63%, 02/01/2021

    2,751,145  
    18,600,000    

5.63%, 04/15/2023

    20,484,013  
    1,394,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(5)

    1,538,488  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  58  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Pipelines - 1.6% - (continued)  
  $       1,630,000    

Southern Natural Gas Co. LLC
4.80%, 03/15/2047(5)

  $ 1,681,012  
   

Spectra Energy Partners L.P.

 
    6,450,000    

3.38%, 10/15/2026

    6,272,277  
    705,000    

4.50%, 03/15/2045

    680,950  
   

Sunoco Logistics Partners Operations L.P.

 
    1,840,000    

3.90%, 07/15/2026

    1,824,049  
    1,890,000    

4.25%, 04/01/2024

    1,941,519  
    2,100,000    

5.30%, 04/01/2044

    2,081,236  
    845,000    

5.35%, 05/15/2045

    843,486  
    1,590,000    

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

    1,733,100  
    1,080,000    

TransCanada PipeLines Ltd.
6.20%, 10/15/2037

    1,343,492  
    5,920,000    

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

    6,086,091  
   

Williams Partners L.P.

 
    1,165,000    

3.60%, 03/15/2022

    1,192,192  
    5,435,000    

4.00%, 11/15/2021

    5,650,503  
    2,015,000    

4.13%, 11/15/2020

    2,110,328  
    1,160,000    

4.30%, 03/04/2024

    1,204,928  
    5,155,000    

4.50%, 11/15/2023

    5,446,443  
    1,300,000    

5.10%, 09/15/2045

    1,325,951  
    970,000    

5.40%, 03/04/2044

    1,014,131  
    2,750,000    

6.30%, 04/15/2040

    3,165,847  
     

 

 

 
        169,939,099  
     

 

 

 
            Real Estate Investment Trusts - 0.7%  
   

American Tower Corp.

 
    20,485,000    

2.25%, 01/15/2022

    19,881,901  
    5,881,000    

3.30%, 02/15/2021

    6,009,912  
    2,610,000    

5.00%, 02/15/2024

    2,858,626  
    3,325,000    

Brandywine Operating Partnership L.P.
3.95%, 02/15/2023

    3,347,118  
   

Crown Castle International Corp.

 
    625,000    

3.40%, 02/15/2021

    637,897  
    605,000    

3.70%, 06/15/2026

    607,079  
   

DDR Corp.

 
    6,925,000    

3.50%, 01/15/2021

    7,037,254  
    3,385,000    

3.63%, 02/01/2025

    3,271,782  
    4,240,000    

4.25%, 02/01/2026

    4,235,014  
    5,250,000    

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

    5,470,416  
    1,385,000    

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

    1,492,338  
    9,015,000    

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

    8,607,874  
    6,575,000    

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

    6,828,880  
    2,075,000    

Kimco Realty Corp.
4.25%, 04/01/2045

    1,957,590  
    2,676,000    

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

    2,726,044  
    3,975,000    

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

    4,024,369  
     

 

 

 
        78,994,094  
     

 

 

 
            Retail - 1.5%  
    4,115,000    

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

    4,166,026  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Retail - 1.5% - (continued)  
   

AutoZone, Inc.

 
  $       3,281,000    

2.50%, 04/15/2021

  $ 3,278,802  
    8,450,000    

3.25%, 04/15/2025

    8,357,008  
    1,823,000    

3.70%, 04/15/2022

    1,903,035  
    2,930,000    

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

    3,059,594  
   

CVS Health Corp.

 
    5,730,000    

2.75%, 12/01/2022

    5,734,274  
    5,705,000    

2.88%, 06/01/2026

    5,500,938  
    5,575,000    

3.50%, 07/20/2022

    5,794,337  
    9,617,000    

3.88%, 07/20/2025

    10,004,094  
    4,000,000    

4.00%, 12/05/2023

    4,228,056  
    10,120,000    

5.13%, 07/20/2045

    11,309,748  
   

CVS Pass-Through Trust

 
    13,692    

6.04%, 12/10/2028

    15,543  
    29,995    

6.94%, 01/10/2030

    35,749  
   

Ferrellgas L.P. / Ferrellgas Finance Corp.

 
    315,000    

6.50%, 05/01/2021

    303,187  
    910,000    

6.75%, 01/15/2022

    875,875  
    733,000    

6.75%, 06/15/2023

    707,345  
   

Home Depot, Inc.

 
    4,087,000    

3.50%, 09/15/2056

    3,624,507  
    7,230,000    

4.25%, 04/01/2046

    7,622,734  
    1,265,000    

4.88%, 02/15/2044

    1,449,718  
    2,050,000    

5.88%, 12/16/2036

    2,617,292  
    2,210,000    

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

    2,179,060  
   

Lowe’s Cos., Inc.

 
    10,155,000    

2.50%, 04/15/2026

    9,748,526  
    6,960,000    

3.10%, 05/03/2027(9)

    6,959,200  
    7,440,000    

3.70%, 04/15/2046

    6,998,213  
    1,840,000    

4.05%, 05/03/2047(9)

    1,833,438  
   

McDonald’s Corp.

 
    5,515,000    

3.70%, 01/30/2026

    5,687,002  
    9,030,000    

4.60%, 05/26/2045

    9,405,729  
    2,240,000    

Party City Holdings, Inc.
6.13%, 08/15/2023(5)

    2,307,200  
   

Wal-Mart Stores, Inc.

 
    6,500,000    

4.00%, 04/11/2043

    6,579,540  
    6,170,000    

4.30%, 04/22/2044

    6,566,614  
    5,945,000    

4.75%, 10/02/2043

    6,719,265  
    1,000,000    

5.00%, 10/25/2040

    1,156,069  
    2,000,000    

6.20%, 04/15/2038

    2,619,708  
    2,800,000    

6.50%, 08/15/2037

    3,777,696  
    8,990,000    

Walgreens Boots Alliance, Inc.
3.45%, 06/01/2026

    8,842,744  
     

 

 

 
        161,967,866  
     

 

 

 
            Semiconductors - 0.6%  
   

Applied Materials, Inc.

 
    3,945,000    

3.30%, 04/01/2027

    4,009,323  
    2,825,000    

4.35%, 04/01/2047

    2,900,874  
   

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 
    15,500,000    

3.00%, 01/15/2022(5)

    15,622,574  
    7,435,000    

3.63%, 01/15/2024(5)

    7,543,112  
    11,420,000    

3.88%, 01/15/2027(5)

    11,588,411  
    2,710,000    

Entegris, Inc.
6.00%, 04/01/2022(5)

    2,825,175  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  59  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Semiconductors - 0.6% - (continued)  
   

Intel Corp.

 
  $       2,150,000    

4.10%, 05/19/2046

  $ 2,172,988  
    3,630,000    

4.90%, 07/29/2045

    4,110,652  
    2,355,000    

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

    2,379,282  
    3,165,000    

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

    3,307,425  
   

NXP B.V. / NXP Funding LLC

 
    3,375,000    

3.88%, 09/01/2022(5)

    3,504,938  
    1,705,000    

4.13%, 06/15/2020(5)

    1,788,119  
   

Sensata Technologies B.V.

 
    1,440,000    

5.00%, 10/01/2025(5)

    1,470,600  
    1,475,000    

5.63%, 11/01/2024(5)

    1,563,500  
     

 

 

 
        64,786,973  
     

 

 

 
            Software - 1.2%  
    1,876,000    

Camelot Finance S.A.
7.88%, 10/15/2024(5)

    2,012,010  
    1,675,000    

Change Healthcare Holdings, Inc.
5.75%, 03/01/2025(5)

    1,718,969  
   

Fidelity National Information Services, Inc.

 
    2,755,000    

2.25%, 08/15/2021

    2,721,667  
    12,215,000    

3.00%, 08/15/2026

    11,703,814  
    5,390,000    

4.50%, 08/15/2046

    5,255,239  
   

First Data Corp.

 
    4,490,000    

5.38%, 08/15/2023(5)

    4,669,600  
    2,910,000    

5.75%, 01/15/2024(5)

    3,019,125  
    2,180,000    

7.00%, 12/01/2023(5)

    2,337,396  
    510,000    

Infor Software Parent LLC (cash)
7.13%, 05/01/2021(5)(6)

    521,220  
   

Infor U.S., Inc.

 
    155,000    

5.75%, 08/15/2020(5)

    161,781  
    3,650,000    

6.50%, 05/15/2022

    3,796,000  
   

Microsoft Corp.

 
    4,760,000    

2.40%, 08/08/2026

    4,560,318  
    7,375,000    

2.65%, 11/03/2022

    7,484,843  
    1,690,000    

2.88%, 02/06/2024

    1,717,441  
    5,575,000    

3.13%, 11/03/2025

    5,701,168  
    10,115,000    

3.30%, 02/06/2027

    10,392,728  
    3,805,000    

3.50%, 02/12/2035

    3,726,472  
    7,750,000    

3.70%, 08/08/2046

    7,389,749  
    1,980,000    

3.75%, 02/12/2045

    1,906,368  
    6,750,000    

3.95%, 08/08/2056

    6,387,559  
    3,065,000    

4.10%, 02/06/2037

    3,188,578  
    5,190,000    

4.25%, 02/06/2047

    5,400,745  
    6,030,000    

4.45%, 11/03/2045

    6,439,093  
    1,210,000    

4.75%, 11/03/2055

    1,316,107  
   

Oracle Corp.

 
    1,505,000    

1.90%, 09/15/2021

    1,489,679  
    8,000,000    

2.65%, 07/15/2026

    7,722,272  
    2,100,000    

3.85%, 07/15/2036

    2,096,756  
    10,105,000    

3.90%, 05/15/2035

    10,137,629  
    790,000    

RP Crown Parent LLC
7.38%, 10/15/2024(5)

    825,550  
     

 

 

 
        125,799,876  
     

 

 

 
            Telecommunications - 2.2%      
   

Alcatel-Lucent USA, Inc.

 
    11,370,000    

6.45%, 03/15/2029

    12,791,250  
    1,015,000    

6.50%, 01/15/2028

    1,121,575  
   

Altice Financing S.A.

 
    1,625,000    

6.50%, 01/15/2022(5)

    1,704,219  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Telecommunications - 2.2% - (continued)  
  $       1,715,000    

6.63%, 02/15/2023(5)

  $ 1,815,756  
    3,280,000    

7.50%, 05/15/2026(5)

    3,542,400  
   

AT&T, Inc.

 
    2,825,000    

3.00%, 06/30/2022

    2,825,749  
    18,120,000    

3.60%, 02/17/2023

    18,473,793  
    5,000,000    

3.95%, 01/15/2025

    5,063,335  
    3,615,000    

4.13%, 02/17/2026

    3,683,407  
    2,750,000    

4.25%, 03/01/2027

    2,807,912  
    4,790,000    

4.30%, 12/15/2042

    4,292,587  
    1,725,000    

4.50%, 05/15/2035

    1,633,746  
    3,740,000    

4.50%, 03/09/2048

    3,370,668  
    1,735,000    

4.55%, 03/09/2049

    1,561,557  
    10,330,000    

4.75%, 05/15/2046

    9,676,245  
    7,600,000    

4.80%, 06/15/2044

    7,189,190  
    6,975,000    

5.15%, 03/15/2042

    6,910,649  
    2,360,000    

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

    2,919,662  
    1,250,000    

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

    1,846,890  
   

Frontier Communications Corp.

 
    985,000    

10.50%, 09/15/2022

    989,925  
    2,160,000    

11.00%, 09/15/2025

    2,081,700  
   

Level 3 Financing, Inc.

 
    1,545,000    

5.38%, 08/15/2022

    1,595,522  
    490,000    

5.63%, 02/01/2023

    508,375  
    1,090,000    

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

    1,179,925  
    2,110,000    

Sprint Communications, Inc.
7.00%, 03/01/2020(5)

    2,305,175  
   

Sprint Corp.

 
    4,648,000    

7.13%, 06/15/2024

    5,069,248  
    3,180,000    

7.25%, 09/15/2021

    3,478,125  
    85,000    

7.63%, 02/15/2025

    94,881  
    4,212,000    

7.88%, 09/15/2023

    4,727,970  
    11,635,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(5)

    11,736,806  
   

Telefonica Emisiones SAU

 
    12,935,000    

4.10%, 03/08/2027

    13,267,598  
    2,875,000    

7.05%, 06/20/2036

    3,610,951  
   

Verizon Communications, Inc.

 
    18,755,000    

2.95%, 03/15/2022(5)

    18,853,576  
    14,795,000    

3.13%, 03/16/2022

    15,014,913  
    4,575,000    

3.45%, 03/15/2021

    4,718,481  
    3,397,000    

4.27%, 01/15/2036

    3,177,428  
    12,407,000    

4.52%, 09/15/2048

    11,412,889  
    5,633,000    

4.67%, 03/15/2055

    5,142,591  
    6,175,000    

4.81%, 03/15/2039(5)

    6,056,841  
    14,298,000    

4.86%, 08/21/2046

    13,875,008  
    7,260,000    

5.01%, 04/15/2049(5)

    7,124,761  
    7,550,000    

5.25%, 03/16/2037

    7,822,004  
     

 

 

 
        237,075,283  
     

 

 

 
            Transportation - 1.0%  
   

Burlington Northern Santa Fe LLC

 
    8,640,000    

4.13%, 06/15/2047

    8,761,859  
    8,215,000    

4.55%, 09/01/2044

    8,805,946  
    1,415,000    

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

    1,523,276  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  60  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 44.3% - (continued)  
            Transportation - 1.0% - (continued)  
   

CSX Corp.

 
  $       11,315,000    

2.60%, 11/01/2026

  $ 10,742,902  
    19,250,000    

3.25%, 06/01/2027

    19,309,425  
    980,000    

3.80%, 11/01/2046

    921,487  
    1,615,000    

4.10%, 03/15/2044

    1,586,410  
    1,000,000    

4.75%, 05/30/2042

    1,069,271  
   

FedEx Corp.

 
    4,900,000    

3.88%, 08/01/2042

    4,493,721  
    895,000    

4.10%, 02/01/2045

    852,340  
    6,480,000    

4.40%, 01/15/2047

    6,407,048  
    1,640,000    

4.55%, 04/01/2046

    1,656,821  
    3,160,000    

4.75%, 11/15/2045

    3,288,031  
    4,355,000    

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

    4,236,601  
   

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

 
    3,575,000    

3.05%, 01/09/2020(5)

    3,636,794  
    11,745,000    

3.40%, 11/15/2026(5)

    11,387,893  
    9,895,000    

4.88%, 07/11/2022(5)

    10,765,255  
   

Russian Railways via RZD Capital plc

 
  EUR       800,000    

4.60%, 03/06/2023(7)

    977,625  
  $       1,605,000    

5.70%, 04/05/2022(7)

    1,722,476  
    7,170,000    

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

    7,069,419  
    1,970,000    

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

    2,011,281  
     

 

 

 
        111,225,881  
     

 

 

 
            Trucking & Leasing - 0.0%  
   

Park Aerospace Holdings Ltd.

 
    1,660,000    

5.25%, 08/15/2022(5)

    1,753,375  
    1,205,000    

5.50%, 02/15/2024(5)

    1,274,287  
     

 

 

 
        3,027,662  
     

 

 

 
   

Total Corporate Bonds
(cost $4,666,609,811)

  $ 4,745,042,620  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 4.5%  
            Argentina - 0.4%  
   

Argentine Republic Government International Bond

 
  EUR       8,585,000    

2.26%, 12/31/2038(4)

  $ 5,919,587  
  $       9,365,000    

2.50%, 12/31/2038(4)

    6,227,725  
    1,000,000    

6.25%, 04/22/2019

    1,061,000  
    3,350,000    

6.88%, 04/22/2021

    3,664,900  
    6,560,000    

6.88%, 01/26/2027

    6,930,640  
    6,750,000    

7.50%, 04/22/2026

    7,394,625  
  EUR       1,183,449    

7.82%, 12/31/2033

    1,372,409  
  $       2,278,312    

8.28%, 12/31/2033

    2,499,308  
   

City of Buenos Aires Argentina

 
    1,350,000    

7.50%, 06/01/2027(5)

    1,446,120  
    2,326,000    

8.95%, 02/19/2021(5)

    2,628,380  
    515,000    

Province of Salta Argentina
9.13%, 07/07/2024(5)

    557,523  
   

Provincia de Buenos Aires

 
    1,065,000    

7.88%, 06/15/2027(5)

    1,111,785  
    840,000    

9.13%, 03/16/2024(5)

    953,820  
    745,000    

9.95%, 06/09/2021(5)

    860,624  
    425,000    

Provincia de Cordoba
7.13%, 06/10/2021(5)

    450,742  

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 4.5% - (continued)  
            Argentina - 0.4% - (continued)  
  $       525,000    

Provincia del Chubut Argentina
7.75%, 07/26/2026(5)

  $ 528,376  
     

 

 

 
        43,607,564  
     

 

 

 
            Azerbaijan - 0.0%  
    2,270,000    

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

    2,311,187  
    755,000    

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

    833,256  
     

 

 

 
        3,144,443  
     

 

 

 
            Brazil - 0.3%  
   

Brazil Minas SPE via State of Minas Gerais

 
    335,000    

5.33%, 02/15/2028(5)

    330,813  
    1,195,000    

5.33%, 02/15/2028(7)

    1,180,063  
  BRL       4,213,633    

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

    1,456,093  
   

Brazilian Government International Bond

 
  $       13,306,000    

2.63%, 01/05/2023

    12,424,477  
    2,395,000    

4.25%, 01/07/2025

    2,389,013  
    4,034,000    

5.00%, 01/27/2045

    3,655,812  
    594,000    

5.63%, 02/21/2047

    588,060  
    5,355,000    

6.00%, 04/07/2026

    5,871,757  
    540,000    

7.13%, 01/20/2037

    626,400  
    242,778    

8.00%, 01/15/2018

    251,372  
    3,684,000    

8.25%, 01/20/2034

    4,678,864  
     

 

 

 
        33,452,724  
     

 

 

 
            Bulgaria - 0.1%  
   

Bulgaria Government International Bond

 
  EUR       1,535,000    

2.95%, 09/03/2024(7)

    1,839,450  
    3,185,000    

3.13%, 03/26/2035(7)

    3,538,808  
     

 

 

 
        5,378,258  
     

 

 

 
            Cayman Islands - 0.1%  
   

KSA Sukuk Ltd.

 
  $       2,775,000    

2.89%, 04/20/2022(5)

    2,774,906  
    2,775,000    

3.63%, 04/20/2027(5)

    2,787,598  
     

 

 

 
        5,562,504  
     

 

 

 
            Colombia - 0.1%  
   

Colombia Government International Bond

 
    2,750,000    

3.88%, 04/25/2027

    2,772,000  
    200,000    

4.00%, 02/26/2024

    206,700  
    2,320,000    

5.00%, 06/15/2045

    2,343,200  
    2,395,000    

7.38%, 09/18/2037

    3,079,970  
  COP       1,450,000,000    

7.75%, 04/14/2021

    530,122  
    10,000,000    

9.85%, 06/28/2027

    4,465  
  $       85,000    

10.38%, 01/28/2033

    128,350  
     

 

 

 
        9,064,807  
     

 

 

 
            Croatia - 0.1%  
   

Croatia Government International Bond

 
  EUR       5,860,000    

3.00%, 03/11/2025(7)

    6,499,855  
    680,000    

3.88%, 05/30/2022(7)

    806,723  
  $       200,000    

6.00%, 01/26/2024(7)

    222,640  
    2,760,000    

6.38%, 03/24/2021(7)

    3,052,753  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  61  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 4.5% - (continued)  
            Croatia - 0.1% - (continued)  
  $       2,280,000    

6.63%, 07/14/2020(7)

  $ 2,510,002  
     

 

 

 
        13,091,973  
     

 

 

 
            Dominican Republic - 0.1%  
   

Dominican Republic International Bond

 
    1,840,000    

5.50%, 01/27/2025(5)

    1,907,436  
    2,780,000    

5.88%, 04/18/2024(7)

    2,961,089  
    595,000    

6.60%, 01/28/2024(5)

    657,475  
    130,000    

6.60%, 01/28/2024(7)

    143,650  
    143,000    

6.85%, 01/27/2045(7)

    152,116  
    1,020,000    

6.88%, 01/29/2026(5)

    1,137,729  
    1,812,000    

7.45%, 04/30/2044(7)

    2,054,355  
    115,000    

7.50%, 05/06/2021(7)

    127,650  
     

 

 

 
        9,141,500  
     

 

 

 
            Ghana - 0.0%  
   

Ghana Government International Bond

 
    1,170,000    

8.13%, 01/18/2026(7)

    1,155,141  
    841,000    

9.25%, 09/15/2022(5)

    891,124  
    850,000    

10.75%, 10/14/2030(5)

    1,025,525  
     

 

 

 
        3,071,790  
     

 

 

 
            Honduras - 0.0%  
    710,000    

Honduras Government International Bond
6.25%, 01/19/2027(5)

    735,311  
     

 

 

 
            Hungary - 0.4%  
   

Hungary Government International Bond

 
    7,746,000    

5.38%, 02/21/2023

    8,594,962  
    6,718,000    

5.75%, 11/22/2023

    7,641,725  
    4,189,000    

6.25%, 01/29/2020

    4,592,769  
    16,210,000    

6.38%, 03/29/2021

    18,317,300  
     

 

 

 
        39,146,756  
     

 

 

 
            Indonesia - 0.3%  
   

Indonesia Government International Bond

 
    1,371,000    

3.70%, 01/08/2022(5)

    1,406,812  
  EUR       1,750,000    

3.75%, 06/14/2028(5)

    2,044,293  
    1,435,000    

3.75%, 06/14/2028(7)

    1,676,320  
  $       1,700,000    

4.75%, 01/08/2026(7)

    1,821,208  
    1,570,000    

5.13%, 01/15/2045(7)

    1,665,938  
    600,000    

5.25%, 01/08/2047(5)

    644,291  
    1,104,000    

5.88%, 01/15/2024(7)

    1,258,205  
    696,000    

6.63%, 02/17/2037(7)

    853,513  
    4,100,000    

7.75%, 01/17/2038(7)

    5,639,677  
    7,907,000    

8.50%, 10/12/2035(7)

    11,331,403  
   

Perusahaan Penerbit SBSN Indonesia III

 
    1,270,000    

3.40%, 03/29/2022(5)

    1,279,525  
    1,270,000    

4.15%, 03/29/2027(5)

    1,293,812  
     

 

 

 
        30,914,997  
     

 

 

 
            Israel - 0.0%  
    1,200,000    

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

    1,252,680  
     

 

 

 
            Ivory Coast - 0.1%  
   

Ivory Coast Government International Bond

 
    3,015,000    

5.38%, 07/23/2024(7)

    2,935,543  
    6,312,180    

5.75%, 12/31/2032(4)(7)

    6,053,381  

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 4.5% - (continued)  
            Ivory Coast - 0.1% - (continued)  
  $       2,005,000    

6.38%, 03/03/2028(7)

  $ 2,015,586  
     

 

 

 
        11,004,510  
     

 

 

 
            Jordan - 0.0%  
    385,000    

Jordan Government International Bond
6.13%, 01/29/2026(5)

    393,316  
     

 

 

 
            Kazakhstan - 0.0%  
    1,385,000    

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

    1,511,534  
     

 

 

 
            Kuwait - 0.1%  
   

Kuwait International Government Bond

 
    7,000,000    

2.75%, 03/20/2022(5)

    7,063,000  
    6,700,000    

3.50%, 03/20/2027(5)

    6,851,433  
     

 

 

 
        13,914,433  
     

 

 

 
            Mexico - 0.3%  
   

Mexico Government International Bond

 
  EUR       1,465,000    

3.00%, 03/06/2045

    1,437,837  
    1,575,000    

3.38%, 02/23/2031

    1,805,719  
    2,000,000    

4.00%, 03/15/2115

    1,958,452  
  $       4,133,000    

4.15%, 03/28/2027

    4,248,517  
    1,320,000    

4.35%, 01/15/2047

    1,224,300  
    12,876,000    

4.75%, 03/08/2044

    12,702,174  
    7,722,000    

5.75%, 10/12/2110

    7,857,135  
    752,000    

6.05%, 01/11/2040

    871,192  
     

 

 

 
        32,105,326  
     

 

 

 
            Mongolia - 0.0%  
   

Mongolia Government International Bond

 
    425,000    

4.13%, 01/05/2018(7)

    423,300  
    200,000    

8.75%, 03/09/2024(5)

    222,219  
    1,355,000    

10.88%, 04/06/2021(5)

    1,575,243  
     

 

 

 
        2,220,762  
     

 

 

 
            Morocco - 0.0%  
   

Morocco Government International Bond

 
    1,409,000    

4.25%, 12/11/2022(7)

    1,465,585  
    606,000    

5.50%, 12/11/2042(7)

    656,904  
     

 

 

 
        2,122,489  
     

 

 

 
            Nigeria - 0.0%  
   

Nigeria Government International Bond

 
    926,000    

7.88%, 02/16/2032(5)

    1,005,636  
    200,000    

7.88%, 02/16/2032(7)

    217,200  
     

 

 

 
        1,222,836  
     

 

 

 
            Oman - 0.2%  
   

Oman Government International Bond

 
    990,000    

3.88%, 03/08/2022(5)

    1,001,478  
    10,590,000    

5.38%, 03/08/2027(5)

    11,048,970  
    5,065,000    

6.50%, 03/08/2047(5)

    5,455,988  
     

 

 

 
        17,506,436  
     

 

 

 
            Panama - 0.1%  
   

Panama Government International Bond

 
    553,000    

3.75%, 03/16/2025

    569,590  
    1,020,000    

3.88%, 03/17/2028

    1,051,824  
    1,424,000    

8.88%, 09/30/2027

    2,029,200  
    2,632,000    

9.38%, 04/01/2029

    3,908,520  
     

 

 

 
        7,559,134  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  62  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 4.5% - (continued)  
            Paraguay - 0.0%  
  $       1,080,000    

Paraguay Government International Bond
4.70%, 03/27/2027(5)

  $ 1,100,520  
     

 

 

 
            Peru - 0.1%  
   

Peru Government Bond

 
  PEN       3,325,000    

5.20%, 09/12/2023

    1,034,567  
    2,295,000    

6.95%, 08/12/2031

    764,115  
   

Peruvian Government International Bond

 

  $       670,000    

5.63%, 11/18/2050

    812,375  
    4,454,000    

8.75%, 11/21/2033

    6,814,620  
     

 

 

 
        9,425,677  
     

 

 

 
            Philippines - 0.0%      
   

Philippine Government International Bond

 
    1,690,000    

3.95%, 01/20/2040

    1,740,815  
    280,000    

6.38%, 01/15/2032

    362,856  
    275,000    

7.75%, 01/14/2031

    392,915  
    275,000    

9.50%, 02/02/2030

    436,717  
    470,000    

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

    602,671  
     

 

 

 
        3,535,974  
     

 

 

 
            Romania - 0.2%      
   

Romanian Government International Bond

 
  EUR       170,000    

2.75%, 10/29/2025(5)

    195,366  
    1,650,000    

2.75%, 10/29/2025(7)

    1,896,198  
    525,000    

2.88%, 05/26/2028(5)

    588,318  
    3,595,000    

3.63%, 04/24/2024(7)

    4,415,420  
    430,000    

3.88%, 10/29/2035(5)

    491,866  
    7,227,000    

3.88%, 10/29/2035(7)

    8,266,775  
     

 

 

 
        15,853,943  
     

 

 

 
            Russia - 0.3%      
   

Russian Foreign Bond - Eurobond

 
  $       1,000,000    

4.75%, 05/27/2026(7)

    1,055,310  
    1,600,000    

4.88%, 09/16/2023(7)

    1,734,368  
    20,300,000    

5.00%, 04/29/2020(7)

    21,694,285  
    2,600,000    

5.63%, 04/04/2042(7)

    2,895,615  
    3,000,000    

5.88%, 09/16/2043(7)

    3,465,000  
    481,000    

12.75%, 06/24/2028(7)

    852,848  
     

 

 

 
        31,697,426  
     

 

 

 
            Saudi Arabia - 0.1%      
   

Saudi Government International Bond

 
    1,165,000    

2.38%, 10/26/2021(5)

    1,144,659  
    6,600,000    

3.25%, 10/26/2026(5)

    6,444,042  
    1,960,000    

4.50%, 10/26/2046(5)

    1,936,735  
     

 

 

 
        9,525,436  
     

 

 

 
            South Africa - 0.1%      
    660,000    

Republic of South Africa Government International Bond
5.00%, 10/12/2046

    624,109  
   

South Africa Government International Bond

 
    2,355,000    

4.30%, 10/12/2028

    2,221,104  
    1,520,000    

5.88%, 09/16/2025

    1,641,600  
     

 

 

 
        4,486,813  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 4.5% - (continued)  
            Sri Lanka - 0.0%      
   

Sri Lanka Government International Bond

 
  $       761,000    

6.83%, 07/18/2026(5)

  $ 799,122  
    515,000    

6.85%, 11/03/2025(7)

    542,082  
     

 

 

 
        1,341,204  
     

 

 

 
            Tunisia - 0.0%      
   

Banque Centrale de Tunisie International Bond

 
  EUR       1,200,000    

5.63%, 02/17/2024(7)

    1,334,937  
  $       1,870,000    

5.75%, 01/30/2025(7)

    1,834,470  
     

 

 

 
        3,169,407  
     

 

 

 
            Turkey - 0.6%      
   

Turkey Government International Bond

 
    2,525,000    

3.25%, 03/23/2023

    2,368,450  
    1,340,000    

4.88%, 10/09/2026

    1,326,600  
    4,180,000    

4.88%, 04/16/2043

    3,777,675  
    969,000    

5.63%, 03/30/2021

    1,026,888  
    17,570,000    

5.75%, 03/22/2024

    18,635,023  
    5,405,000    

6.00%, 03/25/2027

    5,783,350  
    8,605,000    

6.00%, 01/14/2041

    8,919,943  
    4,030,000    

6.63%, 02/17/2045

    4,516,405  
    2,680,000    

6.75%, 04/03/2018

    2,782,644  
    1,233,000    

6.88%, 03/17/2036

    1,397,297  
    2,780,000    

7.00%, 03/11/2019

    2,974,600  
    3,845,000    

7.00%, 06/05/2020

    4,230,654  
    3,552,000    

7.38%, 02/05/2025

    4,120,711  
     

 

 

 
        61,860,240  
     

 

 

 
            Ukraine - 0.2%      
   

Ukraine Government International Bond

 
    1,414,000    

0.00%, 05/31/2040(3)(5)

    493,712  
    707,000    

7.75%, 09/01/2019(5)

    721,168  
    4,015,000    

7.75%, 09/01/2019(7)

    4,095,461  
    1,137,000    

7.75%, 09/01/2020(5)

    1,145,573  
    1,365,000    

7.75%, 09/01/2020(7)

    1,375,292  
    1,502,000    

7.75%, 09/01/2021(5)

    1,497,374  
    1,120,000    

7.75%, 09/01/2022(5)

    1,092,325  
    550,000    

7.75%, 09/01/2022(7)

    536,410  
    620,000    

7.75%, 09/01/2023(5)

    598,734  
    1,025,000    

7.75%, 09/01/2023(7)

    989,842  
    1,395,000    

7.75%, 09/01/2024(5)

    1,327,566  
    620,000    

7.75%, 09/01/2025(5)

    588,070  
    1,690,000    

7.75%, 09/01/2025(7)

    1,602,965  
    620,000    

7.75%, 09/01/2026(5)

    580,444  
    510,000    

7.75%, 09/01/2026(7)

    477,462  
    1,602,000    

7.75%, 09/01/2027(5)

    1,501,875  
    2,980,000    

7.75%, 09/01/2027(7)

    2,793,750  
     

 

 

 
        21,418,023  
     

 

 

 
            Uruguay - 0.0%      
   

Uruguay Government International Bond

 
    32,000    

5.10%, 06/18/2050

    31,840  
    812,000    

7.63%, 03/21/2036

    1,068,795  
    175,000    

7.88%, 01/15/2033

    232,032  
     

 

 

 
        1,332,667  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  63  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 4.5% - (continued)  
            Venezuela - 0.2%      
   

Venezuela Government International Bond

 
  $       345,000    

6.00%, 12/09/2020(7)

  $ 178,262  
    1,395,000    

7.00%, 12/01/2018(7)

    981,662  
    3,170,000    

7.00%, 03/31/2038(7)

    1,431,889  
    5,285,000    

7.65%, 04/21/2025(7)

    2,440,084  
    3,790,000    

7.75%, 10/13/2019(7)

    2,280,443  
    11,600,000    

8.25%, 10/13/2024(7)

    5,511,160  
    10,932,200    

9.00%, 05/07/2023(7)

    5,440,956  
    11,985,000    

9.25%, 05/07/2028(7)

    5,713,249  
     

 

 

 
        23,977,705  
     

 

 

 
   

Total Foreign Government Obligations
(cost $460,000,284)

  $ 475,851,118  
     

 

 

 
     
MUNICIPAL BONDS - 0.4%  
            Development - 0.2%      
   

California State, GO Taxable

 
  $       725,000    

7.30%, 10/01/2039

  $ 1,027,825  
    13,785,000    

7.60%, 11/01/2040

    20,703,416  
    550,000    

7.63%, 03/01/2040

    813,153  
     

 

 

 
        22,544,394  
     

 

 

 
            General - 0.0%      
    2,280,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

    2,849,020  
     

 

 

 
            General Obligation - 0.1%      
    2,795,000    

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

    4,124,470  
    6,410,000    

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

    6,561,468  
     

 

 

 
        10,685,938  
     

 

 

 
            Transportation - 0.1%      
   

Port Auth of New York & New Jersey

 
    1,850,000    

4.46%, 10/01/2062

    1,906,573  
    15,000    

4.93%, 10/01/2051

    16,894  
    900,000    

4.96%, 08/01/2046

    1,038,888  
    4,165,000    

5.31%, 08/01/2046

    4,456,133  
     

 

 

 
        7,418,488  
     

 

 

 
   

Total Municipal Bonds
(cost $42,198,461)

  $ 43,497,840  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 0.0%(12)  
            Insurance - 0.0%      
  $       455,000    

Asurion LLC
8.50%, 03/03/2021

  $ 461,634  
     

 

 

 
            Internet - 0.0%      
    1,044,160    

Lands’ End, Inc.
4.25%, 04/04/2021

    859,688  
     

 

 

 
            Machinery-Diversified - 0.0%      
    1,879,898    

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

    1,878,338  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $3,359,483)

  $ 3,199,660  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT SECURITIES - 0.1%  
            U.S. Treasury Securities - 0.1%      
            U.S. Treasury Bonds - 0.0%      
  $       500,000    

3.00%, 11/15/2044

  $ 504,512  
    2,300,000    

3.00%, 11/15/2045

    2,316,891  
     

 

 

 
        2,821,403  
     

 

 

 
            U.S. Treasury Notes - 0.1%      
    3,000,000    

1.63%, 11/30/2020

    3,002,109  
    520,000    

2.25%, 11/15/2024

    523,494  
    1,250,000    

2.38%, 08/15/2024

    1,270,801  
     

 

 

 
        4,796,404  
     

 

 

 
        7,617,807  
     

 

 

 
   

Total U.S. Government Securities
(cost $7,766,352)

  $ 7,617,807  
     

 

 

 
     
CONVERTIBLE BONDS - 0.1%  
            Commercial Services - 0.0%      
  $       1,200,000    

Cardtronics, Inc.
1.00%, 12/01/2020

  $ 1,232,250  
     

 

 

 
            Diversified Financial Services - 0.0%      
    1,360,000    

Blackhawk Network Holdings, Inc.
1.50%, 01/15/2022(5)

    1,473,900  
     

 

 

 
            Home Builders - 0.0%      
    180,000    

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

    183,038  
     

 

 

 
            Internet - 0.0%      
    1,460,000    

Zillow Group, Inc.
2.00%, 12/01/2021(5)

    1,527,525  
    1,310,000    

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

    1,490,944  
     

 

 

 
        3,018,469  
     

 

 

 
            Media - 0.0%      
    1,160,000    

DISH Network Corp.
3.38%, 08/15/2026(5)

    1,419,550  
    1,415,000    

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023(5)

    1,589,222  
     

 

 

 
        3,008,772  
     

 

 

 
            Oil & Gas - 0.0%      
    1,415,000    

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

    537,700  
    196,000    

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

    189,262  
     

 

 

 
        726,962  
     

 

 

 
            Semiconductors - 0.1%      
   

Microchip Technology, Inc.

 
    1,060,000    

1.63%, 02/15/2025

    1,549,588  
    963,000    

1.63%, 02/15/2027(5)

    985,871  
    1,004,000    

2.25%, 02/15/2037(5)

    1,036,630  
     

 

 

 
        3,572,089  
     

 

 

 
   

Total Convertible Bonds
(cost $13,641,631)

  $ 13,215,480  
     

 

 

 
   

Total Long-Term Investments
(cost $9,493,060,536)

  $ 10,328,822,129  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  64  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SHORT-TERM INVESTMENTS - 3.2%  
            Other Investment Pools & Funds - 3.2%  
  $       346,337,748    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 346,337,748  
     

 

 

 
   

Total Short-Term Investments
(cost $346,337,748)

    $ 346,337,748  
       

 

 

 
   

Total Investments
(cost $9,839,398,284)^

 

 

99.7

  $ 10,675,159,877  
   

Other Assets and Liabilities

    0.3     29,602,548  
     

 

 

   

 

 

 
   

Total Net Assets

    100.0   $ 10,704,762,425  
     

 

 

   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  65  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 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.

 

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

 

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

 

     For Fund compliance purposes, the Fund may not use the same classification system 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

   $     941,217,183  

Unrealized Depreciation

     (105,455,590
  

 

 

 

Net Unrealized Appreciation

   $ 835,761,593  
  

 

 

 

 

* 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 April 30, 2017, the aggregate fair value of these securities was $4, which represented 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 April 30, 2017, the aggregate value of these securities was $4, which represented 0.0% of total net assets.

 

(3)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 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 April 30, 2017, the aggregate value of these securities was $869,002,807, which represented 8.1% of total net assets.

 

(6)  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(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 April 30, 2017, the aggregate value of these securities was $183,285,447, which represented 1.7% 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 $13,677,039 at April 30, 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 April 30, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  66  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

U.S. Treasury 2-Year Note Future

     1,411        06/30/2017      $     305,210,476      $     305,635,830      $ 425,354  

U.S. Treasury 5-Year Note Future

     4,158        06/30/2017        488,653,652        492,333,188        3,679,536  

U.S. Treasury Long Bond Future

     427        06/21/2017        64,229,298        65,317,656        1,088,358  
              

 

 

 

Total

               $ 5,193,248  
              

 

 

 

Short position contracts:

              

Euro BUXL 30-Year Bond Future

     51        06/08/2017      $ 9,239,035      $ 9,397,563      $ (158,528

Euro-BOBL Future

     57        06/08/2017        8,193,714        8,187,198        6,516  

Euro-Bund Future

     118        06/08/2017        20,667,867        20,794,775        (126,908

U.S. Treasury 10-Year Note Future

     5,965        06/21/2017        740,508,223        749,912,344        (9,404,121

U.S. Treasury Ultra Bond Future

     248        06/21/2017        39,716,666        40,408,500        (691,834
              

 

 

 

Total

               $     (10,374,875
              

 

 

 

Total futures contracts

               $ (5,181,627
              

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017  

Reference Entity

  Counterparty     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:

                 

Russian Foreign Bond - Eurobond

    BOA       USD       4,155,000       1.00%/1.02%       12/20/20     $     $ (360,197   $ 2,165     $ 362,362  

Russian Foreign Bond - Eurobond

    BNP       USD       2,630,000       1.00%/1.02%       12/20/20             (237,731     1,371       239,102  

Russian Foreign Bond - Eurobond

    GSC       USD       915,000       1.00%/1.02%       12/20/20             (55,827     500       56,327  

Russian Foreign Bond - Eurobond

    BOA       USD       1,695,000       1.00%/1.37%       12/20/21             (88,349     (25,414     62,935  

Russian Foreign Bond - Eurobond

    BOA       USD       1,220,000       1.00%/1.37%       12/20/21             (70,588     (18,292     52,296  

Russian Foreign Bond - Eurobond

    BCLY       USD       1,055,000       1.00%/1.37%       12/20/21             (54,990     (15,818     39,172  

Russian Foreign Bond - Eurobond

    BNP       USD       655,000       1.00%/1.37%       12/20/21             (37,492     (9,821     27,671  

Russian Foreign Bond - Eurobond

    BNP       USD       590,000       1.00%/1.37%       12/20/21             (32,576     (8,846     23,730  

Russian Foreign Bond - Eurobond

    HSBC       USD       145,000       1.00%/1.37%       12/20/21             (7,558     (2,173     5,385  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     $ (945,308   $ (76,328   $ 868,980  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

            $     $ (945,308   $ (76,328   $ 868,980  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $     —     $     (945,308   $     (76,328   $     868,980  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  67  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 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.28

     USD        7,140,000        (5.00 %)      06/20/22      $ 491,675      $ 566,187      $ 74,512  
             

 

 

    

 

 

    

 

 

 

Total

              $     491,675      $     566,187      $     74,512  
             

 

 

    

 

 

    

 

 

 

 

(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 April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

COP

   Sell      06/21/17      GSC    $ 516,107      $ 517,544      $ (1,437

EUR

   Buy      06/21/17      JPM      1,246,226        1,265,862        19,636  

EUR

   Buy      06/21/17      SSG      2,528,423        2,544,831        16,408  

EUR

   Buy      06/21/17      BCLY      721,046        737,237        16,191  

EUR

   Buy      06/21/17      SCB      1,170,562        1,180,670        10,108  

EUR

   Buy      06/21/17      UBS      1,381,290        1,389,281        7,991  

EUR

   Sell      05/31/17      CBK      2,982,811        3,024,307        (41,496

EUR

   Sell      06/21/17      JPM      359,111        365,888        (6,777

EUR

   Sell      06/21/17      RBC      502,138        513,334        (11,196

EUR

   Sell      06/21/17      CIBC      574,429        586,513        (12,084

EUR

   Sell      06/21/17      CSFB      609,627        622,555        (12,928

EUR

   Sell      06/21/17      CSFB      999,085        1,017,932        (18,847

EUR

   Sell      06/21/17      CBK          50,502,327            51,971,347        (1,469,020

GBP

   Sell      05/31/17      UBS      20,478        20,741        (263

PEN

   Sell      06/21/17      HSBC      1,591,969        1,611,761        (19,792
                 

 

 

 

Total

 

   $     (1,523,506)  
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

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

CIBC

   Canadian Imperial Bank of Commerce

CSFB

   Credit Suisse First Boston Corp.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

RBC

   RBC Dominion Securities, Inc.

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

BRL

   Brazilian Real

COP

   Colombian Peso

EUR

   Euro

GBP

   British Pound

PEN

   Peruvian 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

OJSC

   Open Joint Stock Company

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

PJSC

   Private Joint Stock Company
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  68  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

        

Common Stocks

        

Banks

   $ 559,312,310     $ 559,312,310     $     $     —  

Capital Goods

     356,965,121       356,965,121              

Consumer Durables & Apparel

     58,369,970       58,369,970              

Consumer Services

     77,020,270       77,020,270              

Diversified Financials

     195,028,140       195,028,140              

Energy

     612,630,855       612,630,855              

Food, Beverage & Tobacco

     479,414,059       393,921,105       85,492,954        

Household & Personal Products

     127,450,399       127,450,399              

Insurance

     227,313,054       227,313,054              

Materials

     191,126,797       191,126,797              

Pharmaceuticals, Biotechnology & Life Sciences

     645,414,020       525,366,611       120,047,409        

Retailing

     94,547,007       94,547,007              

Semiconductors & Semiconductor Equipment

     278,721,896       278,721,896              

Software & Services

     151,962,305       151,962,305              

Technology Hardware & Equipment

     166,941,910       166,941,910              

Telecommunication Services

     145,139,104       145,139,104              

Transportation

     126,068,678       126,068,678              

Utilities

     386,856,127       359,137,612       27,718,511       4  

Asset & Commercial Mortgage Backed Securities

     160,115,582             160,115,582        

Corporate Bonds

     4,745,042,620             4,745,042,620        

Foreign Government Obligations

     475,851,118             475,851,118        

Municipal Bonds

     43,497,840             43,497,840        

Senior Floating Rate Interests

     3,199,660             3,199,660        

U.S. Government Securities

     7,617,807             7,617,807        

Convertible Bonds

     13,215,480             13,215,480        

Short-Term Investments

     346,337,748       346,337,748              

Foreign Currency Contracts(2)

     70,334             70,334        

Futures Contracts(2)

     5,199,764       5,199,764              

Swaps - Credit Default(2)

     943,492             943,492        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     10,681,373,467     $     4,998,560,656     $     5,682,812,807     $ 4  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (1,593,840   $     $ (1,593,840   $  

Futures Contracts(2)

     (10,381,391     (10,381,391            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (11,975,231   $ (10,381,391   $ (1,593,840   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 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 six-month period ended April 30, 2017 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  69  

 


The Hartford Checks and Balances Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
AFFILIATED INVESTMENT COMPANIES - 100.1%  
      Domestic Equity Funds - 67.0%  
  23,103,964    

Hartford Dividend and Growth Fund, Class F

  $ 586,378,595  
  15,059,816    

The Hartford Capital Appreciation Fund, Class F*

    587,634,005  
   

 

 

 
      1,174,012,600  
   

 

 

 
      Taxable Fixed Income Funds - 33.1%  
  55,857,344    

The Hartford Total Return Bond Fund, Class F

    579,799,235  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $575,896,152)

    579,799,235  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $1,734,535,618)

  $ 1,753,811,835  
   

 

 

 
 

Total Long-Term Investments
(cost $1,734,535,618)

  $ 1,753,811,835  
   

 

 

 
 

Total Investments
(cost $1,734,535,618)^

    100.1    $ 1,753,811,835  
 

Other Assets and Liabilities

    (0.1 )%       (2,343,096
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,751,468,739  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  70  

 


The Hartford Checks and Balances Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

   $ 19,276,217  

Unrealized Depreciation

     0  
  

 

 

 

Net Unrealized Appreciation

   $     19,276,217  
  

 

 

 

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  71  

 


The Hartford Checks and Balances Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Affiliated Investment Companies

   $     1,753,811,835      $     1,753,811,835      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,753,811,835      $ 1,753,811,835      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  72  

 


The Hartford Conservative Allocation Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
AFFILIATED INVESTMENT COMPANIES - 100.0%  
      Alternative Funds - 6.0%      
  610,500    

Hartford Real Total Return Fund, Class F*

  $ 5,439,559  
  307,335    

The Hartford Global Real Asset Fund, Class F*

    2,707,623  
   

 

 

 
 

Total Alternative Funds
(cost $8,223,990)

    8,147,182  
   

 

 

 
      Domestic Equity Funds - 27.1%      
  414,739    

Hartford Core Equity Fund, Class F*

    10,953,258  
  304,155    

Hartford Small Cap Core Fund, Class F*

    4,084,796  
  572,107    

The Hartford Equity Income Fund, Class F

    10,973,004  
  65,565    

The Hartford Growth Opportunities Fund, Class F*

    2,745,221  
  295,465    

The Hartford MidCap Fund, Class F*

    8,225,732  
   

 

 

 
 

Total Domestic Equity Funds
(cost $36,272,626)

    36,982,011  
   

 

 

 
      International/Global Equity Funds - 7.0%      
  290,278    

Hartford Schroders International Multi-Cap Value Fund, Class F

    2,748,935  
  349,744    

The Hartford International Opportunities Fund, Class F*

    5,476,994  
  89,230    

The Hartford International Small Company Fund, Class F*

    1,375,920  
   

 

 

 
 

Total International/Global Equity Funds
(cost $9,311,842)

    9,601,849  
   

 

 

 
      Multi-Strategy Funds - 5.0%      
  613,155    

The Hartford Global All-Asset Fund, Class F*

    6,879,598  
   

 

 

 
 

Total Multi-Strategy Funds
(cost $6,774,901)

    6,879,598  
   

 

 

 
      Taxable Fixed Income Funds - 54.9%      
  489,059    

The Hartford Inflation Plus Fund, Class F*

    5,443,225  
  1,913,916    

The Hartford Quality Bond Fund, Class F

    19,081,743  
  1,101,402    

The Hartford Short Duration Fund, Class F

    10,881,856  
  1,378,494    

The Hartford Strategic Income Fund, Class F

    12,254,809  
  1,446,181    

The Hartford Total Return Bond Fund, Class F

    15,011,361  
  1,181,187    

The Hartford World Bond Fund, Class F*

    12,225,287  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $74,585,609)

    74,898,281  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $135,168,968)

  $ 136,508,921  
   

 

 

 
 

Total Long-Term Investments
(cost $135,168,968)

  $     136,508,921  
   

 

 

 
 

Total Investments
(cost $135,168,968)^

    100.0    $ 136,508,921  
 

Other Assets and Liabilities

    0.0      (43,669
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     136,465,252  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  73  

 


The Hartford Conservative Allocation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

   $ 1,416,761  

Unrealized Depreciation

     (76,808
  

 

 

 

Net Unrealized Appreciation

   $     1,339,953  
  

 

 

 

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  74  

 


The Hartford Conservative Allocation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Affiliated Investment Companies

   $     136,508,921      $     136,508,921      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 136,508,921      $ 136,508,921      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  75  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.3%  
            Cayman Islands - 0.6%  
  $       250,000    

Atlas Senior Loan Fund Ltd.
2.45%, 07/16/2026(1)(2)

  $ 250,207  
    500,000    

BlueMountain CLO Ltd.
2.76%, 07/15/2018(1)(2)

    497,097  
    363,670    

LCM XVII L.P.
2.51%, 10/15/2026(1)(2)

    363,926  
    225,000    

LSTAR Securities Investment Ltd.
4.50%, 11/02/2020(1)(2)

    225,281  
    250,000    

Madison Park Funding Ltd.
2.67%, 01/27/2026(1)(2)

    250,059  
    250,000    

Marine Park CLO Ltd.
2.85%, 05/18/2023(1)(2)

    250,010  
     

 

 

 
        1,836,580  
     

 

 

 
            United States - 3.7%  
    276,675    

Ally Auto Receivables Trust
1.49%, 11/15/2019

    276,720  
   

AmeriCredit Automobile Receivables Trust

 
    85,000    

1.53%, 07/08/2021

    84,699  
    75,000    

1.81%, 10/08/2020

    75,157  
    65,000    

2.21%, 05/10/2021

    65,211  
    43,185    

2.72%, 09/09/2019

    43,321  
    120,000    

2.86%, 12/09/2019

    121,285  
    282,790    

Asset Backed Securities Corp. Home Equity Loan Trust
1.50%, 08/25/2034(2)

    242,219  
    47,838    

Banc of America Mortgage Trust
3.73%, 04/25/2034(2)

    47,505  
   

Bayview Opportunity Master Fund Trust

 
    105,922    

3.14%, 10/25/2028(1)(2)

    106,007  
    98,633    

4.00%, 10/28/2064(1)(2)

    101,925  
    514,969    

Bear Stearns Asset Backed Securities I Trust
6.00%, 11/25/2035

    527,623  
   

Cabela’s Credit Card Master Note Trust

 
    180,000    

1.44%, 07/15/2022(2)

    180,558  
    195,000    

1.53%, 03/15/2023(2)

    196,115  
    125,000    

2.71%, 02/17/2026(1)

    125,831  
    125,000    

Capital Auto Receivables Asset Trust
1.46%, 06/22/2020

    124,786  
    164,000    

Capital One Multi-Asset Execution Trust
1.66%, 06/17/2024

    161,368  
    16,052    

Chrysler Capital Auto Receivables Trust
1.31%, 05/15/2019(1)

    16,047  
    92,287    

COLT Mortgage Loan Trust
2.75%, 09/25/2046(1)(2)

    92,878  
   

Connecticut Avenue Securities

 
    199,327    

2.34%, 01/25/2029(2)

    200,788  
    110,070    

2.44%, 01/25/2029(2)

    110,998  
    497,300    

5.99%, 07/25/2025(2)

    551,684  
    351,044    

Countrywide Alternative Loan Trust
5.25%, 08/25/2035

    314,471  
    155,000    

CSAIL Commercial Mortgage Trust
4.51%, 08/15/2048(2)

    154,244  
   

Fannie Mae Connecticut Avenue Securities

 
    250,000    

5.24%, 01/25/2029(2)

    271,860  
    195,000    

6.49%, 09/25/2029(2)

    199,369  
    75,000    

6.74%, 07/25/2029(2)

    79,830  
    179,998    

11.24%, 01/25/2029(2)

    217,987  
   

First Investors Auto Owner Trust

 
    144,407    

1.92%, 05/15/2020(1)

    144,599  
    95,000    

2.91%, 01/15/2020(1)

    95,571  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.3% - (continued)  
            United States - 3.7% - (continued)  
   

FREMF Mortgage Trust

 
  $       215,000    

1.30%, 02/25/2020(2)

  $ 215,327  
    45,000    

2.97%, 03/25/2045(1)(2)

    44,986  
    40,000    

3.66%, 12/25/2049(1)(2)

    33,762  
    120,000    

3.82%, 04/25/2048(1)(2)

    119,559  
    60,000    

3.88%, 02/25/2024(1)(2)

    56,060  
    165,000    

3.95%, 06/25/2047(1)(2)

    169,267  
    84,000    

4.12%, 02/25/2046(1)(2)

    87,648  
    225,000    

4.27%, 02/25/2046(1)(2)

    230,238  
    65,335    

GLS Auto Receivables Trust
2.73%, 10/15/2020(1)

    65,409  
    385,000    

GM Financial Automobile Leasing Trust
1.68%, 12/20/2018

    385,602  
    50,000    

Green Tree Agency Advance Funding Trust
2.38%, 10/15/2048(1)

    49,656  
    63,000    

GS Mortgage Securities Trust
3.51%, 03/10/2050(1)(2)

    53,975  
   

GSR Mortgage Loan Trust

 
    75,586    

2.79%, 01/25/2035(2)

    71,501  
    115,375    

3.09%, 09/25/2035(2)

    118,694  
    52,000    

Hyundai Automotive Receivables Trust
2.19%, 11/15/2022

    51,653  
    82,660    

JP Morgan Mortgage Acquisition Trust
4.98%, 11/25/2036

    82,649  
    67,832    

JP Morgan Mortgage Trust
3.00%, 09/25/2044(1)(2)

    68,282  
    100,000    

LSTAR Securities Investment Trust
2.99%, 04/01/2022(1)(2)

    98,994  
    86,264    

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(2)

    86,496  
    214,000    

Mortgage Repurchase Agreement Financing Trust
2.16%, 06/10/2019(1)(2)

    214,059  
    69,759    

Nationstar HECM Loan Trust
2.01%, 08/25/2026(1)

    69,610  
   

New Residential Mortgage Loan Trust

 
    127,424    

3.25%, 09/25/2056(1)(2)

    129,975  
    99,926    

3.75%, 11/25/2056(1)(2)

    103,640  
    215,702    

4.00%, 02/25/2057(1)(2)

    222,027  
   

NRZ Advance Receivables Trust

 
    303,000    

2.58%, 10/15/2049(1)

    300,994  
    225,000    

3.11%, 12/15/2050(1)

    225,399  
    185,000    

3.21%, 02/15/2051(1)

    186,646  
    410,000    

Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates
1.42%, 04/25/2035(2)

    395,159  
    36,398    

Option One Mortgage Loan Trust
1.49%, 02/25/2035(2)

    36,324  
   

Santander Drive Auto Receivables Trust

 
    155,000    

1.50%, 08/17/2020

    154,737  
    334,311    

2.33%, 11/15/2019

    335,631  
    65,000    

2.58%, 05/16/2022

    65,049  
    16,335    

Skopos Auto Receivables Trust
3.10%, 12/15/2023(1)

    16,356  
   

SLM Student Loan Trust

 
    42,210    

1.28%, 01/25/2027(2)

    41,820  
    194,268    

1.71%, 04/27/2026(1)(2)

    194,861  
    90,317    

SoFi Consumer Loan Program LLC
3.28%, 01/26/2026(1)

    90,949  
    313,967    

Structured Agency Credit Risk Debt Notes
2.64%, 04/25/2024(2)

    317,128  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  76  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.3% - (continued)  
            United States - 3.7% - (continued)  
   

Towd Point Mortgage Trust

 
  $       177,264    

2.25%, 04/25/2056(1)(2)

  $ 176,090  
    216,421    

2.75%, 10/25/2056(1)(2)

    216,187  
    156,210    

3.00%, 03/25/2054(1)(2)

    156,927  
    199,000    

3.75%, 04/25/2055(1)(2)

    203,497  
    171,431    

Volkswagen Auto Loan Enhanced Trust
1.16%, 03/20/2020

    171,381  
    195,000    

Wachovia Bank Commercial Mortgage Trust
5.47%, 10/15/2044(1)(2)

    177,478  
    96,000    

Wells Fargo Dealer Floorplan Master Note Trust
1.49%, 01/20/2020(2)

    96,178  
   

Westlake Automobile Receivables Trust

 
    27,935    

1.92%, 05/17/2021(1)(2)

    27,956  
    250,000    

3.40%, 01/15/2021(1)

    252,318  
     

 

 

 
        11,598,790  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $13,333,240)

  $ 13,435,370  
     

 

 

 
     
CORPORATE BONDS - 4.5%  
            Argentina - 0.1%  
  $       160,000    

YPF S.A.
23.08%, 07/07/2020(2)(3)

  $ 174,800  
     

 

 

 
            Australia - 0.1%  
    200,000    

QBE Insurance Group Ltd.
5.88%, 06/17/2046(2)(3)

    210,758  
     

 

 

 
            Austria - 0.2%  
  EUR       100,000    

BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
8.13%, 10/30/2023(3)

    142,167  
   

Erste Group Bank AG

 
  $       200,000    

5.50%, 05/26/2025(2)(3)

    209,681  
  EUR       200,000    

8.88%, 10/15/2021(2)(3)(4)

    251,317  
    100,000    

Raiffeisen Bank International AG
4.50%, 02/21/2025(2)(3)

    114,940  
     

 

 

 
        718,105  
     

 

 

 
            Denmark - 0.1%  
    200,000    

Danske Bank A/S
5.75%, 04/06/2020(2)(3)(4)

    230,574  
     

 

 

 
            France - 0.8%  
  $       325,000    

AXA S.A.
6.46%, 12/14/2018(2)(3)(4)

    327,031  
   

BNP Paribas S.A.

 
    200,000    

3.80%, 01/10/2024(1)

    202,595  
    250,000    

7.63%, 03/30/2021(2)(3)(4)

    271,575  
   

Credit Agricole S.A.

 
  EUR       300,000    

1.88%, 12/20/2026(3)

    328,132  
  $       300,000    

3.38%, 01/10/2022(1)

    302,356  
    225,000    

6.63%, 09/23/2019(2)(3)(4)

    229,737  
   

Societe Generale S.A.

 
    210,000    

6.00%, 01/27/2020(2)(3)(4)

    206,744  
    200,000    

7.88%, 12/18/2023(2)(3)(4)

    212,000  
    200,000    

8.25%, 11/29/2018(2)(3)(4)

    212,144  
  EUR       100,000    

Sogecap S.A.
4.13%, 02/18/2026(2)(3)(4)

    112,442  
     

 

 

 
        2,404,756  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 4.5% - (continued)  
            Germany - 0.3%  
   

Deutsche Bank AG

 
  EUR       200,000    

4.50%, 05/19/2026

  $ 239,129  
  $       200,000    

7.50%, 04/30/2025(2)(4)

    203,250  
  EUR       344,250    

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
5.13%, 01/21/2023(3)

    393,666  
     

 

 

 
        836,045  
     

 

 

 
            Guernsey - 0.3%  
   

Credit Suisse Group Funding Guernsey Ltd.

 
    175,000    

1.25%, 04/14/2022(3)

    193,845  
  $       350,000    

3.13%, 12/10/2020

    354,873  
    285,000    

4.88%, 05/15/2045

    297,859  
     

 

 

 
        846,577  
     

 

 

 
            Iceland - 0.0%  
  EUR       120,000    

Arion Banki HF
1.63%, 12/01/2021(3)

    133,370  
     

 

 

 
            Ireland - 0.1%      
    150,000    

LCH Clearnet S.A. Via Freshwater Finance plc
6.58%, 08/18/2017(2)(4)

    163,683  
     

 

 

 
            Italy - 0.1%  
   

UniCredit S.p.A.

 
    250,000    

6.75%, 09/10/2021(2)(3)(4)

    269,602  
  $       200,000    

8.00%, 06/03/2024(2)(3)(4)

    196,950  
     

 

 

 
        466,552  
     

 

 

 
            Luxembourg - 0.1%  
    295,000    

Wind Acquisition Finance S.A.
7.38%, 04/23/2021(3)

    306,800  
     

 

 

 
            Mauritius - 0.1%  
    300,000    

MTN Mauritius Investment Ltd.
4.76%, 11/11/2024(3)

    284,925  
     

 

 

 
            Netherlands - 0.2%  
  EUR       200,000    

ABN Amro Bank N.V.
5.75%, 09/22/2020(2)(3)(4)

    230,932  
    100,000    

Achmea B.V.
6.00%, 04/04/2043(2)(3)

    121,380  
  $       200,000    

Demeter Investments B.V. for Swiss Re Ltd.
5.75%, 08/15/2050(2)(3)

    212,930  
    250,000    

ING Groep N.V.
6.50%, 04/16/2025(2)(4)

    256,362  
     

 

 

 
        821,604  
     

 

 

 
            Spain - 0.3%  
   

Banco Bilbao Vizcaya Argentaria S.A.

 
  EUR       200,000    

7.00%, 02/19/2019(2)(3)(4)

    224,396  
  $       200,000    

9.00%, 05/09/2018(2)(3)(4)

    210,859  
   

Banco Santander S.A.

 
  EUR       400,000    

6.25%, 03/12/2019(2)(3)(4)

    440,608  
  $       200,000    

6.38%, 05/19/2019(2)(3)(4)

    203,750  
     

 

 

 
        1,079,613  
     

 

 

 
            Sweden - 0.1%  
    200,000    

Svenska Handelsbanken AB
5.25%, 03/01/2021(2)(3)(4)

    203,300  
     

 

 

 
            Switzerland - 0.2%  
  EUR       200,000    

Credit Suisse AG
5.75%, 09/18/2025(2)(3)

    245,646  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  77  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 4.5% - (continued)  
            Switzerland - 0.2% - (continued)  
  $       250,000    

UBS AG
5.13%, 05/15/2024(3)

  $ 262,867  
    275,000    

UBS Group AG
6.88%, 08/07/2025(2)(3)(4)

    290,100  
     

 

 

 
        798,613  
     

 

 

 
            United Kingdom - 1.0%  
    200,000    

Aviva plc
8.25%, 11/03/2017(3)(4)

    206,250  
   

Barclays plc

 
  GBP       450,000    

3.25%, 02/12/2027(3)

    594,097  
  $       200,000    

8.25%, 12/15/2018(2)(4)

    212,750  
  GBP       200,000    

CYBG plc
8.00%, 12/08/2022(2)(3)(4)

    255,802  
   

HSBC Holdings plc

 
  $       200,000    

3.60%, 05/25/2023

    205,536  
    275,000    

3.90%, 05/25/2026

    282,348  
    265,000    

6.88%, 06/01/2021(2)(4)

    286,995  
    200,000    

Lloyds Banking Group plc
3.75%, 01/11/2027

    199,513  
  GBP       100,000    

Nationwide Building Society
6.88%, 06/20/2019(2)(3)(4)

    134,056  
    150,000    

Prudential plc
5.70%, 12/19/2063(2)(3)

    214,590  
  $       315,000    

Royal Bank of Scotland Group plc
8.63%, 08/15/2021(2)(4)

    340,042  
    200,000    

Santander UK plc
4.00%, 03/13/2024

    210,873  
  EUR       125,000    

Standard Chartered plc
4.00%, 10/21/2025(2)(3)

    145,785  
     

 

 

 
        3,288,637  
     

 

 

 
            United States - 0.4%  
  $       100,000    

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

    107,500  
    125,000    

Concho Resources, Inc.
5.50%, 04/01/2023

    129,609  
    175,000    

Continental Resources, Inc.
4.90%, 06/01/2044

    151,812  
    350,000    

Eagle Materials, Inc.
4.50%, 08/01/2026

    348,250  
    125,000    

Matador Resources Co.
6.88%, 04/15/2023

    131,875  
    150,000    

QEP Resources, Inc.
5.38%, 10/01/2022

    148,125  
    125,000    

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

    131,719  
     

 

 

 
        1,148,890  
     

 

 

 
   

Total Corporate Bonds
(cost $13,633,731)

  $ 14,117,602  
     

 

 

 
 
FOREIGN GOVERNMENT OBLIGATIONS - 10.4%      
            Argentina - 0.2%  
  EUR       625,000    

Argentine Republic Government International Bond
5.00%, 01/15/2027(3)

  $ 650,312  
    115,000    

Provincia de Buenos Aires
3.00%, 05/01/2020(2)(3)

    123,077  
     

 

 

 
        773,389  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 10.4% - (continued)      
            Australia - 0.2%  
  AUD       950,000    

Australia Government Bond
3.25%, 06/21/2039(3)

  $ 703,205  
     

 

 

 
   

Brazil - 0.6%

 

  BRL       5,331,291    

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2022(5)

    1,729,463  
     

 

 

 
            Canada - 1.6%  
  CAD       5,620,032    

Canadian Government Real Return Bond
4.25%, 12/01/2021(5)

    4,998,763  
     

 

 

 
            Greece - 0.2%  
   

Hellenic Republic Government Bond

 
  EUR       96,000,000    

0.00%, 10/15/2042(2)

    250,975  
    325,000    

3.00%, 02/24/2041(2)(3)

    244,828  
    225,000    

3.00%, 02/24/2042(2)(3)

    169,849  
     

 

 

 
        665,652  
     

 

 

 
            Iceland - 0.4%  
  ISK       112,400,000    

Iceland Rikisbref
8.00%, 06/12/2025

    1,273,616  
     

 

 

 
            India - 0.6%  
   

India Government Bond

 
  INR       43,350,000    

7.61%, 05/09/2030

    692,414  
    80,000,000    

8.79%, 11/08/2021

    1,329,888  
     

 

 

 
        2,022,302  
     

 

 

 
            Japan - 1.4%  
   

Japanese Government CPI Linked Bond

 
  JPY       147,723,600    

0.10%, 09/10/2023(5)

    1,382,875  
    314,700,400    

0.10%, 09/10/2024(5)

    2,964,334  
     

 

 

 
        4,347,209  
     

 

 

 
            Mexico - 0.8%  
  MXN       18,575,900    

Mexican Bonos
5.75%, 03/05/2026

    896,318  
   

Mexican Udibonos

 
    23,071,966    

2.00%, 06/09/2022(5)

    1,155,115  
    9,862,856    

4.00%, 11/08/2046(5)

    545,528  
     

 

 

 
        2,596,961  
     

 

 

 
            New Zealand - 0.7%  
   

New Zealand Government Bond

 
  NZD       831,520    

2.00%, 09/20/2025(3)(5)

    576,997  
    1,039,555    

2.50%, 09/20/2035(3)(5)

    742,938  
    1,056,058    

3.00%, 09/20/2030(3)(5)

    806,278  
     

 

 

 
        2,126,213  
     

 

 

 
            Poland - 0.7%  
  PLN       5,500,000    

Poland Government Bond
1.75%, 07/25/2021

    1,364,366  
    3,200,000    

Republic of Poland Government Bond
2.50%, 07/25/2026

    771,788  
     

 

 

 
        2,136,154  
     

 

 

 
            Portugal - 1.0%  
  $       2,425,000    

Portugal Government International Bond
5.13%, 10/15/2024(3)

    2,367,164  
  EUR       600,000    

Portugal Obrigacoes do Tesouro OT
2.88%, 07/21/2026(1)(3)

    634,230  
     

 

 

 
        3,001,394  
     

 

 

 
            Russia - 1.2%  
  RUB       86,025,000    

Russian Federal Bond - OFZ
6.40%, 05/27/2020

    1,452,166  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  78  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 10.4% - (continued)      
            Russia - 1.2% - (continued)  
  RUB       129,814,097    

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(5)

  $ 2,183,926  
     

 

 

 
        3,636,092  
     

 

 

 
            Spain - 0.8%  
   

Spain Government Bond

 
  EUR       1,200,000    

1.30%, 10/31/2026(1)(3)

    1,281,191  
    1,100,000    

1.50%, 04/30/2027(1)(3)

    1,183,067  
     

 

 

 
        2,464,258  
     

 

 

 
   

Total Foreign Government Obligations
(cost $33,543,026)

  $ 32,474,671  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 4.5%      
            United States - 4.5%  
            FHLMC - 1.9%  
  $       1,000,000    

3.50%, 05/01/2047(6)(7)

  $ 1,028,242  
    600,000    

3.50%, 06/01/2047(6)(7)

    615,633  
    455,000    

4.50%, 05/01/2047(6)(7)

    489,231  
    250,000    

4.29%, 10/25/2027(2)

    271,223  
    62,930    

3.00%, 03/15/2033(8)

    8,173  
    250,000    

5.74%, 10/25/2024(2)

    278,734  
    1,375,000    

3.00%, 05/01/2047(6)(7)

    1,373,066  
    400,000    

4.50%, 06/01/2047(6)(7)

    429,218  
    396,000    

2.99%, 12/25/2028(2)

    405,486  
    579,642    

3.50%, 03/15/2041(8)

    73,018  
    521,126    

2.50%, 03/15/2028(8)

    42,379  
    2,300,813    

0.38%, 06/25/2025(2)(8)

    42,171  
    35,165    

4.00%, 07/15/2027(8)

    4,285  
    112,748    

4.39%, 07/25/2023(2)

    114,268  
    250,000    

2.94%, 05/25/2025(2)

    255,112  
    4,382,930    

0.20%, 10/25/2026(2)(8)

    37,370  
    1,558,043    

0.42%, 11/25/2023(2)(8)

    27,274  
    250,000    

3.19%, 02/25/2024(2)

    257,165  
    70,060    

3.50%, 06/15/2026(8)

    5,753  
    54,636    

3.00%, 05/15/2032(8)

    4,680  
    235,000    

2.50%, 05/01/2032(6)(7)

    236,519  
    1,420,709    

0.71%, 01/25/2024(2)(8)

    57,550  
     

 

 

 
        6,056,550  
     

 

 

 
            FNMA - 1.6%  
    269,291    

5.14%, 10/01/2024

    309,807  
    4,685    

2.78%, 04/01/2022

    4,818  
    4,635    

3.20%, 04/01/2022

    4,821  
    285,911    

3.78%, 10/01/2023

    304,379  
    5,000    

3.70%, 10/01/2023

    5,336  
    18,972    

3.87%, 10/01/2025

    20,485  
    13,889    

4.06%, 10/01/2028

    15,221  
    10,000    

3.86%, 12/01/2025

    10,747  
    4,829    

3.47%, 01/01/2024

    5,106  
    5,000    

3.76%, 03/01/2024

    5,349  
    4,937    

3.97%, 05/01/2029

    5,344  
    19,700    

3.34%, 04/01/2024

    20,706  
    30,000    

2.76%, 05/01/2021

    30,594  
    128,859    

3.42%, 04/01/2024

    135,958  
    29,120    

3.89%, 05/01/2030

    30,786  
    9,596    

3.96%, 05/01/2034

    10,174  
    150,000    

3.00%, 05/01/2032(6)(7)

    154,301  
    865,000    

3.50%, 05/01/2047(6)(7)

    889,429  
    1,000,000    

4.00%, 06/01/2047(6)(7)

    1,050,937  

Shares or Principal Amount

 

Market Value

 
U.S. GOVERNMENT AGENCIES - 4.5% - (continued)      
            FNMA - 1.6% - (continued)  
  $       400,000    

3.50%, 06/01/2047(6)(7)

  $ 410,453  
    35,250    

5.46%, 05/25/2042(2)(8)

    3,985  
    292,856    

4.50%, 02/25/2043(8)

    55,100  
    677,624    

3.00%, 01/01/2031

    697,659  
    650,000    

4.00%, 05/01/2047(6)(7)

    684,531  
    514,433    

2.02%, 08/25/2044(2)(8)

    28,725  
    175,751    

2.01%, 06/25/2055(2)(8)

    10,141  
    336,499    

1.86%, 05/25/2046(2)(8)

    17,499  
    62,938    

3.00%, 09/25/2027(8)

    5,772  
    425,159    

3.50%, 04/25/2027(8)

    46,546  
    119,518    

3.50%, 10/25/2027(8)

    14,018  
    77,388    

3.50%, 09/25/2035(8)

    11,829  
     

 

 

 
        5,000,556  
     

 

 

 
            GNMA - 0.8%  
    575,000    

6.00%, 05/01/2047(6)(7)

    651,578  
    322,261    

4.00%, 04/16/2026(8)

    32,503  
    375,163    

3.00%, 07/20/2028(8)

    33,545  
    358,394    

3.00%, 08/20/2027(8)

    34,472  
    269,331    

3.50%, 07/20/2029(8)

    28,316  
    77,929    

3.50%, 02/16/2030(8)

    7,912  
    107,137    

3.50%, 05/16/2042(8)

    20,542  
    256,181    

2.50%, 05/16/2028(8)

    17,628  
    167,451    

3.50%, 05/20/2043(8)

    30,730  
    640,000    

4.50%, 05/01/2047(6)(7)

    682,900  
    52,875    

3.50%, 03/20/2027(8)

    5,318  
    97,191    

5.50%, 02/16/2047(8)

    21,582  
    725,000    

3.50%, 05/01/2047(6)(7)

    753,490  
    89,950    

3.50%, 02/20/2041(8)

    13,104  
    104,890    

3.50%, 04/20/2042(8)

    15,107  
     

 

 

 
        2,348,727  
     

 

 

 
            SLM Student Loan Trust - 0.2%  
    150,970    

1.33%, 07/25/2023(2)

    150,895  
    153,897    

1.81%, 01/25/2022(2)

    152,345  
    202,703    

2.66%, 04/25/2023(2)

    206,856  
     

 

 

 
        510,096  
     

 

 

 
   

Total U.S. Government Agencies
(cost $13,840,535)

  $ 13,915,929  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 2.3%      
            United States - 2.3%  
            U.S. Treasury Bonds - 1.4%  
  $       672,347    

0.75%, 02/15/2045(5)

  $ 645,984  
    2,607,313    

3.38%, 04/15/2032(5)

    3,688,633  
     

 

 

 
        4,334,617  
     

 

 

 
            U.S. Treasury Notes - 0.9%  
    949,734    

0.13%, 01/15/2023(5)

    951,849  
    1,644,174    

0.63%, 01/15/2024(5)

    1,689,968  
     

 

 

 
        2,641,817  
     

 

 

 
   

Total U.S. Government Securities
(cost $6,989,416)

  $ 6,976,434  
     

 

 

 
     
COMMON STOCKS - 60.5%      
            Argentina - 0.0%  
  $       1,767    

YPF S.A. ADR

  $ 45,642  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  79  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            Australia - 1.0%      
    6,502    

BHP Billiton plc

  $ 99,124  
    2,592    

Brambles Ltd.

    20,057  
    19,159    

Buru Energy Ltd.*

    2,430  
    1,714    

Caltex Australia Ltd.

    38,259  
    336,498    

Evolution Mining Ltd.

    584,869  
    173,238    

Genworth Mortgage Insurance Australia Ltd.

    426,025  
    7,227    

Goodman Group REIT

    43,880  
    196,391    

Kingsgate Consolidated Ltd.*

    33,088  
    948,010    

Mirabela Nickel Ltd.*(9)(10)

    29,460  
    15,632    

Mirvac Group REIT

    26,551  
    23,303    

New South Resources Ltd.*

    25,986  
    7,517    

NEXTDC Ltd.*

    23,360  
    158,655    

Northern Star Resources Ltd.

    515,835  
    7,394    

Nufarm Ltd.

    56,196  
    242,510    

OceanaGold Corp.

    790,572  
    17,080    

Orora Ltd.

    38,510  
    645,993    

Perseus Mining Ltd.*

    142,681  
    3,092    

Westfield Corp. REIT

    21,027  
    3,819    

Woodside Petroleum Ltd.

    91,929  
     

 

 

 
        3,009,839  
     

 

 

 
            Austria - 0.5%  
    8,447    

ams AG

    543,425  
    562    

Schoeller-Bleckmann Oilfield Equipment AG

    39,235  
    3,214    

Strabag SE

    131,441  
    952    

Voestalpine AG

    39,688  
    37,105    

Wienerberger AG

    868,714  
     

 

 

 
        1,622,503  
     

 

 

 
            Belgium - 0.4%  
    9,323    

Ageas

    381,738  
    1,063    

Anheuser-Busch InBev N.V. ADR

    120,374  
    6,052    

Melexis N.V.

    504,519  
    1,241    

Telenet Group Holding N.V.*

    75,404  
    1,338    

UCB S.A.

    104,430  
    268    

Umicore S.A.

    15,701  
     

 

 

 
        1,202,166  
     

 

 

 
            Bermuda - 0.3%  
    20,032    

Bank of NT Butterfield & Son Ltd.

    666,064  
    7,833    

XL Group Ltd.

    327,811  
     

 

 

 
        993,875  
     

 

 

 
            Brazil - 0.1%  
    3,700    

BR Malls Participacoes S.A.*

    16,378  
    11,210    

BRF S.A.

    140,529  
    5,000    

Telefonica Brasil S.A. (Preference Shares)

    74,495  
     

 

 

 
        231,402  
     

 

 

 
            British Virgin Islands - 0.0%  
    71,727    

Atlas Mara Ltd.*

    150,627  
     

 

 

 
            Canada - 1.0%  
    532    

Agnico Eagle Mines Ltd.

    25,446  
    8,548    

Bank of Nova Scotia

    475,164  
    909    

BCE, Inc.

    41,386  
    979    

Canadian Apartment Properties REIT

    24,291  
    5,909    

Canadian Imperial Bank of Commerce

    477,248  
    3,360    

Canadian Natural Resources Ltd.

    107,024  
    97,271    

Centerra Gold, Inc.

    502,370  
    7,005    

EcoSynthetix, Inc.*

    12,521  
    2,313    

Enbridge, Inc.

    95,874  
    4,395    

EnCana Corp.

    47,039  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            Canada - 1.0% - (continued)  
    51,187    

Fairfax India Holdings Corp.*(1)

  $ 710,987  
    5,235    

Husky Energy, Inc.*

    60,440  
    2,220    

Killam Apartment Real Estate Investment Trust REIT

    20,898  
    5,180    

Magna International, Inc.

    216,376  
    995    

Methanex Corp.

    45,671  
    62    

PrairieSky Royalty Ltd.

    1,351  
    5,985    

Suncor Energy, Inc.

    187,567  
    1,158    

TransCanada Corp.

    53,767  
    400    

Waste Connections, Inc.

    36,808  
     

 

 

 
        3,142,228  
     

 

 

 
            China - 1.4%      
    27,704    

AAC Technologies Holdings, Inc.

    406,113  
    11,021    

Alibaba Group Holding Ltd. ADR*

    1,272,925  
    92,760    

China Longyuan Power Group Corp. Ltd. Class H

    71,316  
    5,500    

ENN Energy Holdings Ltd.

    29,815  
    43,228    

Greatview Aseptic Packaging Co., Ltd.

    22,381  
    10,270    

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

    54,473  
    1,148    

Hollysys Automation Technologies Ltd.

    18,414  
    4,024    

JD.com, Inc. ADR*

    141,122  
    122,705    

Semiconductor Manufacturing International Corp.*

    155,007  
    126,235    

Sunny Optical Technology Group Co., Ltd.

    1,037,232  
    34,911    

Tencent Holdings Ltd.

    1,093,878  
     

 

 

 
        4,302,676  
     

 

 

 
            Denmark - 0.2%      
    5,209    

DSV A/S

    290,065  
    427    

Genmab A/S*

    84,962  
    643    

GronlandsBANKEN A/S

    56,501  
    12,637    

Nets A/S*(1)

    229,856  
     

 

 

 
        661,384  
     

 

 

 
            Egypt - 0.2%      
    281,952    

Centamin plc

    645,994  
     

 

 

 
            Finland - 0.3%      
    446    

Elisa Oyj

    15,167  
    960    

Kemira Oyj

    12,280  
    1,732    

Kone Oyj Class B

    79,278  
    119,685    

Nokia Oyj ADR

    685,795  
    873    

Tikkurila Oyj

    17,308  
     

 

 

 
        809,828  
     

 

 

 
            France - 2.1%      
    1,669    

Airbus SE

    135,010  
    22,392    

Alstom S.A.*

    710,730  
    15,758    

Amundi S.A.(1)

    1,036,971  
    297    

Arkema S.A.

    31,447  
    6,340    

BNP Paribas S.A.

    447,459  
    14,470    

Cie de Saint-Gobain

    780,755  
    36    

Dassault Aviation S.A.

    49,196  
    3,630    

Engie S.A.

    51,183  
    744    

Essilor International S.A.

    96,417  
    1,515    

JCDecaux S.A.

    53,479  
    474    

Kering

    146,920  
    1,043    

Legrand S.A.

    67,515  
    804    

LVMH Moet Hennessy Louis Vuitton SE

    198,483  
    250    

Remy Cointreau S.A.

    25,219  
    5,287    

Rexel S.A.

    94,417  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  80  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            France - 2.1% - (continued)      
    9,603    

Schneider Electric SE

  $ 760,612  
    161    

Unibail-Rodamco SE REIT

    39,532  
    37,843    

Veolia Environnement S.A.

    720,166  
    10,688    

Vinci S.A.

    911,029  
    5,265    

Vivendi S.A.

    104,432  
    787    

Zodiac Aerospace

    19,105  
     

 

 

 
        6,480,077  
     

 

 

 
            Germany - 1.2%      
    706    

adidas AG

    141,545  
    3,719    

Beiersdorf AG

    369,859  
    1,403    

Brenntag AG

    83,172  
    648    

Continental AG

    145,150  
    23,099    

Deutsche Wohnen AG

    789,836  
    9,919    

E.ON SE

    77,322  
    323    

HeidelbergCement AG

    29,903  
    928    

Innogy SE(1)

    34,117  
    9,364    

LEG Immobilien AG*

    804,482  
    180    

Puma SE

    70,253  
    10,328    

Rheinmetall AG

    948,004  
    1,168    

Volkswagen AG

    188,334  
     

 

 

 
        3,681,977  
     

 

 

 
            Greece - 1.0%      
    34,294    

Aegean Airlines S.A.

    294,834  
    120,888    

Alpha Bank A.E.*

    257,529  
    130,513    

Ellaktor S.A.*

    208,712  
    73,647    

Frigoglass SAIC*

    6,498  
    82,818    

Grivalia Properties REIC A.E. REIT

    770,424  
    48,981    

Hellenic Exchanges - Athens Stock Exchange S.A. Holding

    259,126  
    83,009    

Hellenic Telecommunications Organization S.A.

    806,183  
    64,038    

OPAP S.A.

    634,594  
     

 

 

 
        3,237,900  
     

 

 

 
            Hong Kong - 0.5%      
    91,600    

AIA Group Ltd.

    634,004  
    80,225    

AMVIG Holdings Ltd.

    26,816  
    4,890    

Beijing Enterprises Holdings Ltd.

    23,869  
    24,406    

Champion REIT

    15,869  
    9,400    

Cheung Kong Infrastructure Holdings Ltd.

    82,293  
    63,685    

Guangdong Investment Ltd.

    98,507  
    2,130    

Henderson Land Development Co., Ltd.

    13,484  
    29,000    

HKT Trust & HKT Ltd. UNIT

    37,097  
    3,743    

Hysan Development Co., Ltd.

    17,652  
    9,147    

Link REIT

    65,748  
    1,330    

Melco Crown Entertainment Ltd. ADR

    29,194  
    17,960    

Nine Dragons Paper Holdings Ltd.

    19,369  
    19,850    

Sino Biopharmaceutical Ltd.

    16,312  
    38,244    

SmarTone Telecommunications Holdings Ltd.

    53,559  
    214,829    

SUNeVision Holdings Ltd.

    120,364  
    1,049,393    

Tongda Group Holdings Ltd.

    412,211  
     

 

 

 
        1,666,348  
     

 

 

 
            Iceland - 0.8%      
    1,299,860    

Eik fasteignafelag hf*

    151,068  
    66,444    

Eimskipafelag Islands Hf

    203,212  
    770,605    

Hagar hf

    390,868  
    81,925    

HB Grandi

    24,516  
    1,680,060    

Icelandair Group HF

    225,452  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            Iceland - 0.8% - (continued)      
    72,000    

Marel HF

  $ 233,755  
    659,276    

N1 HF

    719,673  
    180,000    

Reitir fasteignafelag hf

    173,623  
    6,544,085    

Siminn HF

    258,647  
     

 

 

 
        2,380,814  
     

 

 

 
            India - 6.3%      
    141,642    

Apollo Tyres Ltd.

    537,174  
    14,474    

Bajaj Auto Ltd.

    644,352  
    460,191    

Bank of Baroda*

    1,340,706  
    307,745    

Bharat Electronics Ltd.

    875,091  
    140,583    

Bharti Infratel Ltd.

    775,869  
    39,379    

Container Corp. of India Ltd.

    745,776  
    11,262    

Dewan Housing Finance Corp. Ltd.

    74,700  
    24,044    

Gateway Distriparks Ltd.

    99,773  
    109,690    

Godrej Properties Ltd.*

    791,723  
    129,742    

ICICI Bank Ltd.

    559,456  
    43,213    

Indraprastha Gas Ltd.

    709,915  
    48,140    

InterGlobe Aviation Ltd.(1)

    827,569  
    170,937    

IRB Infrastructure Developers Ltd.

    693,329  
    149,183    

ITC Ltd.

    644,146  
    43,770    

J Kumar Infraprojects Ltd.

    194,298  
    333,179    

Jammu & Kashmir Bank Ltd.

    420,067  
    26,944    

Larsen & Toubro Ltd.

    732,604  
    103,728    

LIC Housing Finance Ltd.

    1,078,234  
    6,847    

Maruti Suzuki India Ltd.

    693,979  
    680    

MRF Ltd.

    717,910  
    248,868    

NTPC Ltd.

    636,250  
    119,825    

Oberoi Realty Ltd.

    739,812  
    104,538    

PC Jeweller Ltd.

    686,172  
    3,645    

Petronet LNG Ltd.

    23,990  
    21,487    

Phoenix Mills Ltd.

    138,436  
    227,644    

Power Grid Corp. of India Ltd.

    735,510  
    152,457    

State Bank of India

    685,867  
    17,637    

TAKE Solutions Ltd.

    36,388  
    101,962    

Tata Motors Ltd.

    727,425  
    396,658    

Tata Power Co., Ltd.

    519,839  
    98,083    

TVS Motor Co., Ltd.

    755,898  
    131,851    

Vakrangee Ltd.

    700,740  
     

 

 

 
        19,542,998  
     

 

 

 
            Indonesia - 0.1%  
    1,427,269    

Bank Tabungan Pensiunan Nasional Tbk PT

    279,479  
    110,200    

Link Net Tbk PT

    44,645  
    236,800    

Telekomunikasi Indonesia Persero Tbk PT

    78,117  
     

 

 

 
        402,241  
     

 

 

 
            Ireland - 1.0%  
    508,594    

Cairn Homes plc*

    867,028  
    25,071    

CRH plc

    914,023  
    498,937    

Hibernia plc REIT

    692,952  
    216,130    

Irish Residential Properties plc REIT

    308,414  
    125,705    

Permanent TSB Group Holdings plc*

    335,479  
    1,468    

Smurfit Kappa Group plc

    39,322  
    10,125    

Tarsus Group plc

    38,686  
     

 

 

 
        3,195,904  
     

 

 

 
            Israel - 0.2%  
    5,704    

Azrieli Group Ltd.

    303,415  
    45,685    

Bezeq The Israeli Telecommunication Corp. Ltd.

    76,757  
    51,782    

Shikun & Binui Ltd.

    135,942  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  81  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            Israel - 0.2% - (continued)  
    1,583    

Teva Pharmaceutical Industries Ltd. ADR

  $ 49,991  
    2,505    

Tower Semiconductor Ltd.*

    53,908  
    376    

Wix.com Ltd.*

    31,001  
     

 

 

 
        651,014  
     

 

 

 
            Italy - 1.0%  
    31,571    

Banca Farmafactoring S.p.A.*(1)

    149,254  
    6,030    

Banca Generali S.p.A.

    173,277  
    32,782    

Beni Stabili S.p.A. SIIQ REIT

    20,819  
    29,223    

Buzzi Unicem S.p.A.

    750,924  
    36,335    

Cerved Information Solutions S.p.A.

    387,920  
    4,935    

Davide Campari-Milano S.p.A.

    58,354  
    20,184    

Enel S.p.A.

    95,958  
    9,562    

Eni S.p.A.

    148,316  
    71,701    

FinecoBank Banca Fineco S.p.A.

    510,779  
    10,603    

Italgas S.p.A.*

    47,932  
    45,192    

Leonardo S.p.A.*

    710,176  
    126,536    

Saipem S.p.A.*

    54,466  
     

 

 

 
        3,108,175  
     

 

 

 
            Japan - 6.3%      
    9,820    

Aeon Delight Co., Ltd.

    299,652  
    6,449    

Alpine Electronics, Inc.

    93,842  
    26,348    

Alps Electric Co., Ltd.

    774,439  
    5,321    

Amuse, Inc.

    122,095  
    3,268    

Aoyama Trading Co., Ltd.

    116,760  
    1,524    

Arealink Co., Ltd.

    20,839  
    4,813    

Bandai Namco Holdings, Inc.

    151,064  
    4,885    

BML, Inc.

    106,624  
    1,610    

Bridgestone Corp.

    67,155  
    3,334    

Capcom Co., Ltd.

    71,914  
    860    

Chugai Pharmaceutical Co., Ltd.

    30,559  
    6,168    

CYBERDYNE, Inc.*

    87,145  
    6,215    

Daifuku Co., Ltd.

    157,101  
    1,592    

Daito Trust Construction Co., Ltd.

    234,268  
    540    

Daiwa House Industry Co., Ltd.

    16,054  
    4,306    

DeNA Co., Ltd.

    92,309  
    8,428    

Descente Ltd.

    102,234  
    922    

Disco Corp.

    145,840  
    4,908    

Doshisha Co., Ltd.

    99,234  
    7,414    

DTS Corp.

    194,644  
    2,521    

Eiken Chemical Co., Ltd.

    69,252  
    2,420    

Eisai Co., Ltd.

    127,243  
    4,522    

Enplas Corp.

    123,579  
    1,045    

FANUC Corp.

    212,758  
    2,596    

GMO Payment Gateway, Inc.

    116,452  
    5,330    

Hakuhodo DY Holdings, Inc.(7)

    64,968  
    6,324    

Harmonic Drive Systems, Inc.

    198,748  
    31,136    

Hazama Ando Corp.

    221,740  
    4,706    

HI-LEX Corp.

    116,243  
    1,634    

Hikari Tsushin, Inc.

    156,934  
    4,433    

HIS Co., Ltd.

    105,645  
    6,730    

Hitachi Transport System Ltd.

    143,034  
    6,578    

Hosiden Corp.

    72,466  
    3,369    

Inaba Denki Sangyo Co., Ltd.

    122,516  
    9,020    

Inpex Corp.

    86,433  
    3,011    

Iriso Electronics Co., Ltd.

    190,539  
    3,930    

ITOCHU Corp.

    55,609  
    7,266    

JGC Corp.

    126,879  
    9,130    

JSR Corp.

    166,856  
    2,590    

Kao Corp.

    142,926  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            Japan - 6.3% - (continued)      
    3,130    

KDDI Corp.

  $ 82,989  
    2,075    

Kenedix, Inc.

    9,573  
    1,497    

Keyence Corp.

    601,815  
    14,243    

Kinden Corp.

    215,483  
    5,194    

Kissei Pharmaceutical Co., Ltd.

    135,537  
    3,022    

M3, Inc.

    77,255  
    2,879    

Mabuchi Motor Co., Ltd.

    162,521  
    10,934    

Medipal Holdings Corp.

    181,154  
    4,506    

Melco Holdings, Inc.

    127,556  
    20,640    

Micronics Japan Co., Ltd.

    179,368  
    4,489    

Mimasu Semiconductor Industry Co., Ltd.

    69,533  
    34,771    

Minebea Mitsumi, Inc.

    503,028  
    2,755    

Mitsubishi Chemical Holdings Corp.

    21,564  
    4,170    

Mitsubishi Corp.

    89,989  
    2,716    

Mitsubishi Electric Corp.

    37,906  
    45,081    

Mitsubishi UFJ Financial Group, Inc.

    285,660  
    3,697    

Mitsui & Co., Ltd.

    52,204  
    1,740    

Mitsui Fudosan Co., Ltd.

    38,284  
    8,540    

MS&AD Insurance Group Holdings, Inc.

    278,439  
    5,248    

Murata Manufacturing Co., Ltd.

    704,940  
    15,922    

Nexon Co., Ltd.(7)

    270,982  
    12,880    

Next Co., Ltd.

    90,395  
    7,919    

Nidec Corp.

    726,599  
    2,327    

Nintendo Co., Ltd.

    588,883  
    6,722    

Nippo Corp.

    129,507  
    1,260    

Nippon Paint Holdings Co., Ltd.

    48,332  
    270    

Nippon Shokubai Co., Ltd.

    18,137  
    1,621    

Nippon Telegraph & Telephone Corp. ADR

    69,541  
    17,915    

Nippon Television Holdings, Inc.(7)

    300,253  
    1,380    

Nitto Denko Corp.

    103,915  
    7,194    

NSD Co., Ltd.

    117,269  
    7,895    

NTT DoCoMo, Inc.

    191,036  
    1,700    

Olympus Corp.

    65,548  
    8,810    

Ono Pharmaceutical Co., Ltd.

    181,722  
    4,526    

Optex Co., Ltd.

    125,460  
    4,687    

PAL GROUP Holdings Co., Ltd.

    124,635  
    134,171    

Pioneer Corp.*

    242,177  
    10,280    

Rakuten, Inc.

    105,309  
    7,119    

Rohm Co., Ltd.

    499,953  
    31,588    

San-In Godo Bank Ltd.

    257,192  
    2,507    

Sankyo Co., Ltd.

    87,433  
    2,655    

Sanyo Chemical Industries Ltd.

    119,056  
    2,156    

SCREEN Holdings Co., Ltd.

    156,604  
    17,081    

SCSK Corp.

    687,641  
    38,348    

Septeni Holdings Co., Ltd.

    133,794  
    6,480    

Shikoku Electric Power Co., Inc.

    77,857  
    530    

Shin-Etsu Chemical Co., Ltd.

    46,066  
    1,760    

Shionogi & Co., Ltd.

    90,636  
    491    

SHO-BOND Holdings Co., Ltd.

    22,468  
    526    

SMC Corp.

    148,260  
    3,333    

Sony Corp.

    114,370  
    7,131    

Subaru Corp.

    270,351  
    11,734    

Sumco Corp.

    205,412  
    2,945    

Sumitomo Mitsui Trust Holdings, Inc.

    100,883  
    3,309    

Suzuki Motor Corp.

    138,326  
    6,356    

T&D Holdings, Inc.

    94,511  
    5,706    

Tachi-S Co., Ltd.

    109,511  
    12,715    

Taihei Dengyo Kaisha Ltd.

    126,238  
    13,624    

Taisei Corp.

    103,888  
    780    

Takeda Pharmaceutical Co., Ltd.

    37,419  
    32,728    

Takuma Co., Ltd.

    339,902  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  82  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            Japan - 6.3% - (continued)      
    7,970    

TDK Corp.

  $ 493,786  
    6,279    

Tenma Corp.

    116,936  
    4,180    

Tocalo Co., Ltd.

    112,707  
    7,267    

Tokai Rika Co., Ltd.

    135,286  
    1,325    

Token Corp.

    104,887  
    9,140    

Tokio Marine Holdings, Inc.

    385,375  
    2,776    

Tokyo Electron Ltd.

    336,989  
    7,700    

Tokyo Gas Co., Ltd.

    35,750  
    3,017    

Tokyo Seimitsu Co., Ltd.

    93,577  
    9,385    

Toshiba Corp.*

    18,931  
    5,332    

Toyota Industries Corp.

    265,610  
    4,653    

TS Tech Co., Ltd.

    122,233  
    5,322    

TV Asahi Holdings Corp.

    98,477  
    8,085    

Ushio, Inc.

    101,589  
    4,232    

Yamato Kogyo Co., Ltd.

    105,852  
    9,481    

Yamazen Corp.

    89,855  
    6,069    

Yondoshi Holdings, Inc.

    144,419  
     

 

 

 
        19,689,120  
     

 

 

 
            Jersey - 0.2%      
    281,639    

Highland Gold Mining Ltd.

    527,183  
     

 

 

 
            Kenya - 0.0%      
    149,100    

Safaricom Ltd.

    27,812  
     

 

 

 
            Luxembourg - 0.1%      
    970    

Ardagh Group S.A.*

    20,787  
    2,327    

Millicom International Cellular S.A.

    127,502  
    5,274    

SES S.A.

    115,297  
     

 

 

 
        263,586  
     

 

 

 
            Malaysia - 0.1%      
    375,651    

Inari Amertron Bhd

    180,859  
     

 

 

 
            Mauritius - 0.1%      
    57,255    

MCB Group Ltd.

    375,544  
     

 

 

 
            Mexico - 0.0%      
    17,700    

Alpek S.A.B. de C.V.

    21,202  
    76,400    

America Movil S.A.B. de C.V. Series L

    58,724  
    1,600    

Infraestructura Energetica Nova, S.A.B. de C.V.

    7,460  
    3,927    

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

    10,787  
     

 

 

 
        98,173  
     

 

 

 
            Netherlands - 0.9%      
    7,778    

Akzo Nobel N.V.

    680,280  
    433    

ASML Holding N.V.

    57,091  
    886    

IMCD Group N.V.

    47,725  
    45,444    

ING Groep N.V.

    740,716  
    396    

InterXion Holding N.V.*

    16,497  
    17,302    

Koninklijke KPN N.V.

    50,021  
    1,879    

NXP Semiconductors N.V.*

    198,704  
    1,505    

Patheon N.V.*

    40,500  
    12,029    

Royal Dutch Shell plc Class A

    312,374  
    25,361    

Van Lanschot N.V.

    689,262  
    1,030    

Wolters Kluwer N.V.

    43,707  
     

 

 

 
        2,876,877  
     

 

 

 
            New Zealand - 0.0%      
    17,211    

New Zealand Refining Co., Ltd.

    27,609  
    8,061    

Z Energy Ltd.

    41,252  
     

 

 

 
        68,861  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            Norway - 0.1%      
    2,692    

Entra ASA(1)

  $ 30,883  
    7,598    

Statoil ASA

    125,131  
     

 

 

 
        156,014  
     

 

 

 
            Philippines - 0.0%      
    177,141    

Cemex Holdings Philippines*(1)

    26,023  
     

 

 

 
            Russia - 0.0%      
    4,638    

Etalon Group Ltd. GDR

    17,856  
     

 

 

 
            Singapore - 0.2%      
    1,325    

Broadcom Ltd.

    292,573  
    2,394    

City Developments Ltd.

    18,474  
    97,500    

Genting Singapore plc

    77,682  
    7,330    

Mapletree Industrial Trust REIT

    9,391  
    34,800    

Sembcorp Marine Ltd.

    40,511  
    30,662    

Singapore Exchange Ltd.

    162,475  
     

 

 

 
        601,106  
     

 

 

 
            South Africa - 0.2%      
    40,580    

AngloGold Ashanti Ltd.

    464,719  
    399    

Naspers Ltd. Class N

    75,870  
     

 

 

 
        540,589  
     

 

 

 
            South Korea - 1.5%      
    4,926    

DuzonBizon Co., Ltd.

    117,717  
    25,221    

Finetex EnE, Inc.*

    128,898  
    1,342    

Hankook Tire Co., Ltd.

    69,449  
    5,865    

Hanwha Techwin Co., Ltd.*

    267,832  
    1,319    

Hyundai Motor Co.

    166,823  
    12,475    

Koh Young Technology, Inc.

    588,456  
    7,290    

Korea Aerospace Industries Ltd.

    408,599  
    3,247    

KT Corp. ADR

    53,868  
    3,355    

LIG Nex1 Co., Ltd.

    237,805  
    184    

Netmarble Games Corp.*(1)

    25,641  
    1,179    

Samsung Electronics Co., Ltd.

    2,311,344  
    7,678    

SK Hynix, Inc.

    363,733  
     

 

 

 
        4,740,165  
     

 

 

 
            Spain - 0.2%      
    1,225    

Axiare Patrimonio SOCIMI S.A. REIT

    20,336  
    21,070    

Iberdrola S.A.

    151,468  
    13,967    

Neinor Homes SLU*(1)

    275,454  
    6,364    

Repsol S.A.

    100,445  
     

 

 

 
        547,703  
     

 

 

 
            Sweden - 0.4%      
    1,658    

BillerudKorsnas AB

    26,562  
    1,890    

D Carnegie & Co. AB*

    22,939  
    579    

Hufvudstaden AB Class A

    9,071  
    7,210    

Sandvik AB

    115,591  
    13,953    

Swedbank AB Class A

    330,687  
    97,250    

Telefonaktiebolaget LM Ericsson ADR

    631,152  
     

 

 

 
        1,136,002  
     

 

 

 
            Switzerland - 0.7%      
    3,572    

ABB Ltd. ADR

    87,871  
    90    

Flughafen Zuerich AG

    19,834  
    8,295    

Julius Baer Group Ltd.*

    432,557  
    10,613    

LafargeHolcim Ltd.

    601,846  
    929    

Novartis AG

    71,519  
    653    

Roche Holding AG

    170,867  
    36    

Swisscom AG

    15,699  
    2,927    

TE Connectivity Ltd.

    226,462  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  83  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            Switzerland - 0.7% - (continued)      
    24,644    

UBS Group AG

  $ 420,694  
    10,198    

Weatherford International plc*

    58,842  
     

 

 

 
        2,106,191  
     

 

 

 
            Taiwan - 2.2%      
    37,603    

Accton Technology Corp.

    85,299  
    21,968    

Advanced Ceramic X Corp.

    231,322  
    13,244    

Advantech Co., Ltd.

    107,061  
    16,931    

Airtac International Group

    193,543  
    8,603    

ASPEED Technology, Inc.

    166,830  
    28,839    

Catcher Technology Co., Ltd.

    296,158  
    47,956    

Chroma ATE, Inc.

    149,921  
    3,572    

Chunghwa Precision Test Tech Co., Ltd.

    138,972  
    25,210    

Delta Electronics, Inc.

    141,900  
    166,019    

E Ink Holdings, Inc.

    169,347  
    56,628    

Elite Material Co., Ltd.

    225,862  
    26,899    

Globalwafers Co., Ltd.

    192,050  
    169,021    

Hota Industrial Manufacturing Co., Ltd.

    744,381  
    68,626    

Kingpak Technology, Inc.

    390,347  
    39,161    

Land Mark Optoelectronics Corp.

    343,340  
    2,658    

Largan Precision Co., Ltd.

    441,413  
    11,517    

Nanoplus Ltd.*

    45,152  
    11,751    

Parade Technologies Ltd.

    137,854  
    47,200    

Realtek Semiconductor Corp.

    159,619  
    8,980    

Silergy Corp.

    162,385  
    2,809    

Silicon Motion Technology Corp. ADR

    136,377  
    76,065    

Sino-American Silicon Products, Inc.

    110,345  
    70,588    

Superalloy Industrial Co., Ltd.

    414,109  
    177,286    

Taiwan Semiconductor Manufacturing Co., Ltd.

    1,142,058  
    59,700    

Vanguard International Semiconductor Corp.

    113,859  
    10,312    

Voltronic Power Technology Corp.

    147,138  
    38,307    

Win Semiconductors Corp.

    170,602  
     

 

 

 
        6,757,244  
     

 

 

 
            Thailand - 0.3%      
    56,370    

Delta Electronics Thailand PCL

    149,929  
    238,370    

KCE Electronics PCL

    733,923  
    32,600    

LPN Development PCL

    11,027  
    12,700    

PTT Exploration & Production PCL

    35,706  
     

 

 

 
        930,585  
     

 

 

 
            United Kingdom - 3.1%  
    5,906    

Anglo American plc*

    84,559  
    8,110    

AstraZeneca plc ADR

    245,327  
    59,589    

Babcock International Group plc

    694,153  
    11,867    

BAE Systems plc

    96,383  
    10,235    

BBA Aviation plc

    41,288  
    11,637    

British American Tobacco plc

    786,234  
    46,405    

BT Group plc

    183,065  
    527    

Cardtronics plc Class A*

    21,913  
    469,059    

Cobham plc

    804,970  
    2,634    

Coca-Cola European Partners plc

    101,725  
    5,258    

ConvaTec Group plc*(1)

    20,914  
    391    

Croda International plc

    19,059  
    10,078    

Delphi Automotive plc

    810,271  
    29,678    

Domino’s Pizza Group plc

    126,989  
    26,807    

Glencore plc*

    105,355  
    1,287    

Great Portland Estates plc REIT

    11,532  
    848    

Hikma Pharmaceuticals plc

    21,277  
    4,887    

Hunting plc

    35,553  
    127,456    

Ibstock plc(1)

    378,207  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            United Kingdom - 3.1% - (continued)  
    13,099    

Just Eat plc*

  $ 97,920  
    9,994    

KAZ Minerals plc*

    65,182  
    144    

Liberty Global plc LiLAC Class A*

    3,092  
    2,982    

National Grid plc

    38,612  
    15,169    

Prudential plc

    336,658  
    80,611    

QinetiQ Group plc

    306,762  
    2,577    

Rio Tinto plc

    101,663  
    5,285    

RPC Group plc

    55,518  
    3,355    

Safestore Holdings plc REIT

    17,611  
    2,878    

Severn Trent plc

    86,636  
    4,958    

Smith & Nephew plc

    81,456  
    9,090    

STERIS plc

    670,842  
    823    

Tritax Big Box plc*

    43  
    9,058    

Tritax Big Box plc REIT

    16,425  
    4,265    

UBM plc

    39,227  
    22,326    

Ultra Electronics Holdings plc

    604,304  
    11,700    

Unilever plc

    601,945  
    1,565    

UNITE Group plc

    13,115  
    14,580    

Willis Towers Watson plc

    1,933,600  
    5,568    

Zegona Communications plc

    10,349  
     

 

 

 
        9,669,734  
     

 

 

 
            United States - 24.3%  
    4,297    

Abbott Laboratories

    187,521  
    697    

Acadia Healthcare Co., Inc.*

    30,375  
    300    

Acadia Realty Trust REIT

    8,724  
    1,017    

Accenture plc Class A

    123,362  
    52,350    

ACCO Brands Corp.*

    745,987  
    327    

Acuity Brands, Inc.

    57,585  
    16,661    

Advance Auto Parts, Inc.

    2,368,195  
    805    

AdvanSix, Inc.*

    21,944  
    10,263    

Aetna, Inc.

    1,386,223  
    779    

AGCO Corp.

    49,848  
    283,937    

Alacer Gold Corp.*

    449,290  
    332    

Alexandria Real Estate Equities, Inc. REIT

    37,353  
    3,055    

Alkermes plc*

    177,954  
    2,450    

Alleghany Corp.*

    1,496,215  
    714    

Allegion plc

    56,149  
    1,558    

Allergan plc

    379,934  
    1,038    

Alliance Data Systems Corp.

    259,116  
    2,131    

Alliant Energy Corp.

    83,791  
    876    

Alnylam Pharmaceuticals, Inc.*

    46,954  
    71    

Alphabet, Inc. Class A*

    65,641  
    641    

Alphabet, Inc. Class C*

    580,720  
    6,001    

Altria Group, Inc.

    430,752  
    1,104    

Amazon.com, Inc.*

    1,021,189  
    12,272    

American Tower Corp. REIT

    1,545,536  
    3,867    

AMETEK, Inc.

    221,192  
    1,847    

Anadarko Petroleum Corp.

    105,316  
    2,623    

Analog Devices, Inc.

    199,873  
    7,950    

Anthem, Inc.

    1,414,225  
    876    

Apartment Investment & Management Co. Class A, REIT

    38,316  
    3,891    

Apple, Inc.

    558,942  
    36,110    

Aramark

    1,318,737  
    610    

Arch Coal, Inc. Class A*

    42,846  
    16,930    

Arena Pharmaceuticals, Inc.*

    22,686  
    305,074    

Argonaut Gold, Inc.*

    491,676  
    1,563    

Arista Networks, Inc.*

    218,257  
    408    

athenahealth, Inc.*

    39,988  
    1,790    

Autodesk, Inc.*

    161,225  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  84  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            United States - 24.3% - (continued)  
    1,244    

Automatic Data Processing, Inc.

  $ 129,986  
    325    

AvalonBay Communities, Inc. REIT

    61,698  
    2,128    

Avangrid, Inc.

    92,568  
    1,060    

Ball Corp.

    81,503  
    33,625    

Bank of America Corp.

    784,807  
    674    

Baxter International, Inc.

    37,528  
    706    

Becton Dickinson and Co.

    132,001  
    14,720    

Belden, Inc.

    1,025,984  
    7,540    

Berkshire Hathaway, Inc. Class B*

    1,245,683  
    340    

Biogen, Inc.*

    92,211  
    118,988    

Bizlink Holding, Inc.

    711,994  
    1,071    

Boeing Co.

    197,953  
    2,809    

Boise Cascade Co.*

    85,675  
    308    

Boston Properties, Inc. REIT

    38,993  
    9,552    

Boston Scientific Corp.*

    251,982  
    7,450    

Bristol-Myers Squibb Co.

    417,572  
    1,222    

Brookdale Senior Living, Inc.*

    15,874  
    537    

Cabot Corp.

    32,322  
    2,025    

Cabot Oil & Gas Corp.

    47,061  
    275    

CACI International, Inc. Class A*

    32,450  
    8,592    

Capital One Financial Corp.

    690,625  
    1,476    

Cardinal Health, Inc.

    107,143  
    439    

Carlisle Cos., Inc.

    44,510  
    2,745    

Cavium, Inc.*

    188,993  
    1,241    

CBS Corp. Class B

    82,601  
    831    

Celanese Corp. Series A

    72,330  
    1,970    

Celgene Corp.*

    244,379  
    11,995    

Cerner Corp.*

    776,676  
    958    

Charter Communications, Inc. Class A*

    330,663  
    2,639    

Chevron Corp.

    281,581  
    8,905    

Cigna Corp.

    1,392,475  
    38,772    

Cisco Systems, Inc.

    1,320,962  
    11,774    

Citigroup, Inc.

    696,079  
    1,950    

Cognizant Technology Solutions Corp. Class A*

    117,449  
    14,070    

Comcast Corp. Class A

    551,403  
    3,510    

ConocoPhillips

    168,164  
    1,311    

Constellation Brands, Inc. Class A

    226,200  
    11,240    

Conyers Park Acquisition Corp. UNIT*

    143,422  
    221    

Coresite Realty Corp. REIT

    21,625  
    937    

Corporate Office Properties Trust REIT

    30,677  
    1,821    

Costco Wholesale Corp.

    323,264  
    74,860    

Coty, Inc. Class A

    1,336,251  
    258    

Crown Castle International Corp.

    24,407  
    1,008    

Crown Holdings, Inc.*

    56,539  
    20,070    

CST Brands, Inc.

    969,180  
    3,895    

CSX Corp.

    198,022  
    13,586    

Danaher Corp.

    1,132,121  
    4,810    

Deltic Timber Corp.

    372,150  
    30,460    

Dorian LPG Ltd.*

    276,881  
    916    

Douglas Emmett, Inc. REIT

    34,506  
    2,268    

Dow Chemical Co.

    142,430  
    1,637    

Dr Pepper Snapple Group, Inc.

    150,031  
    1,377    

Duke Energy Corp.

    113,603  
    919    

Duke Realty Corp. REIT

    25,484  
    2,414    

Eaton Corp. plc

    182,595  
    3,680    

eBay, Inc.*

    122,949  
    343    

Edison International

    27,430  
    335    

Edwards Lifesciences Corp.*

    36,739  
    565    

Electronic Arts, Inc.*

    53,573  
    4,218    

Eli Lilly & Co.

    346,129  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            United States - 24.3% - (continued)  
    852    

Empire State Realty Trust, Inc. Class A, REIT

  $ 17,722  
    637    

Energen Corp.*

    33,118  
    9,168    

Envision Healthcare Corp.*

    513,683  
    1,447    

EOG Resources, Inc.

    133,848  
    938    

Equifax, Inc.

    126,921  
    99    

Equinix, Inc. REIT

    41,352  
    367    

Equity LifeStyle Properties, Inc. REIT

    29,694  
    10,090    

Era Group, Inc.*

    128,244  
    136    

Essex Property Trust, Inc. REIT

    33,248  
    3,027    

Estee Lauder Cos., Inc. Class A

    263,773  
    1,847    

Eversource Energy

    109,712  
    1,019    

Expedia, Inc.

    136,261  
    264    

Extra Space Storage, Inc. REIT

    19,940  
    6,269    

Exxon Mobil Corp.

    511,864  
    2,992    

Facebook, Inc. Class A*

    449,548  
    2,389    

FedEx Corp.

    453,193  
    814    

First Solar, Inc.*

    24,054  
    5,010    

Fiserv, Inc.*

    596,891  
    1,457    

FleetCor Technologies, Inc.*

    205,641  
    12,670    

Flex Ltd.*

    195,878  
    751    

Forest City Realty Trust, Inc. Class A REIT

    16,973  
    1,496    

Fortive Corp.

    94,637  
    12,090    

GATX Corp.

    724,191  
    645    

General Dynamics Corp.

    124,995  
    7,253    

General Motors Co.

    251,244  
    1,650    

Genesee & Wyoming, Inc. Class A*

    111,804  
    5,843    

Genpact Ltd.

    142,686  
    425    

GGP, Inc. REIT

    9,184  
    4,565    

Global Payments, Inc.

    373,234  
    1,452    

Goldman Sachs Group, Inc.

    324,958  
    3,614    

Goodyear Tire & Rubber Co.

    130,935  
    6,856    

Graphic Packaging Holding Co.

    93,104  
    1,302    

GrubHub, Inc.*

    55,960  
    1,049    

HCA Holdings, Inc.*

    88,336  
    1,308    

HCP, Inc. REIT

    41,006  
    1,356    

HD Supply Holdings, Inc.*

    54,647  
    449    

Healthcare Trust of America, Inc. Class A, REIT

    14,319  
    485    

Heico Corp. Class A

    29,731  
    2,630    

Herbalife Ltd.*

    166,374  
    1,755    

Hess Corp.

    85,697  
    475    

Highwoods Properties, Inc. REIT

    24,168  
    324    

Hilton Grand Vacations, Inc.*

    10,844  
    1,435    

Hilton Worldwide Holdings, Inc.

    84,622  
    2,685    

Home Depot, Inc.

    419,128  
    18,286    

Hostess Brands, Inc.*

    313,422  
    404    

Hudson Pacific Properties, Inc. REIT

    13,881  
    3,010    

Humana, Inc.

    668,160  
    693    

Illinois Tool Works, Inc.

    95,696  
    493    

Illumina, Inc.*

    91,136  
    1,540    

Incyte Corp.*

    191,391  
    2,074    

Ingersoll-Rand plc

    184,068  
    36    

Ingevity Corp.*

    2,276  
    4,454    

Intel Corp.

    161,012  
    1,061    

International Paper Co.

    57,262  
    466    

Invitation Homes, Inc. REIT*

    10,042  
    3,484    

Ironwood Pharmaceuticals, Inc.*

    56,859  
    766    

Itron, Inc.*

    49,675  
    1,176    

J.B. Hunt Transport Services, Inc.

    105,440  
    1,504    

Johnson & Johnson

    185,699  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  85  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            United States - 24.3% - (continued)  
    7,413    

JP Morgan Chase & Co.

  $ 644,931  
    713    

Kennedy-Wilson Holdings, Inc. REIT

    14,545  
    5,887    

Kinder Morgan, Inc.

    121,449  
    10,775    

Knight Transportation, Inc.

    369,583  
    541    

LaSalle Hotel Properties REIT

    15,451  
    9,199    

Legg Mason, Inc.

    343,859  
    10,045    

Leidos Holdings, Inc.

    528,970  
    2,234    

Liberty Global plc Class A*

    79,128  
    32,437    

Liberty Global plc Series C*

    1,122,645  
    2,273    

Liberty Media Corp-Liberty Braves Class A*

    56,439  
    1,295    

Liberty Media Corp-Liberty Media*

    45,351  
    480    

LifePoint Health, Inc.*

    29,832  
    602    

Lockheed Martin Corp.

    162,209  
    1,782    

Louisiana-Pacific Corp.*

    45,869  
    7,420    

Lumentum Holdings, Inc.*

    317,205  
    270    

LyondellBasell Industries N.V. Class A

    22,885  
    2,274    

M&T Bank Corp.

    353,402  
    9,000    

MACOM Technology Solutions Holdings, Inc.*

    439,920  
    9,882    

ManTech International Corp. Class A

    350,811  
    1,567    

Martin Marietta Materials, Inc.

    345,038  
    23,750    

Maxim Integrated Products, Inc.

    1,048,562  
    3,824    

MaxLinear, Inc. Class A*

    106,422  
    784    

McKesson Corp.

    108,419  
    2,441    

Medicines Co.*

    120,390  
    3,996    

Medtronic plc

    332,028  
    3,107    

Merck & Co., Inc.

    193,659  
    637    

MGM Resorts International

    19,562  
    2,210    

Microchip Technology, Inc.

    167,032  
    3,141    

Micron Technology, Inc.*

    86,911  
    878    

MKS Instruments, Inc.

    68,704  
    11,169    

Molson Coors Brewing Co. Class B

    1,070,995  
    912    

Monsanto Co.

    106,348  
    6,200    

Monster Beverage Corp.*

    281,356  
    20,380    

Motorola Solutions, Inc.

    1,752,069  
    3,660    

Mylan N.V.*

    136,701  
    3,039    

National CineMedia, Inc.

    36,073  
    3,852    

Netflix, Inc.*

    586,274  
    1,736    

Newfield Exploration Co.*

    60,100  
    5,531    

NextEra Energy Partners L.P.

    191,649  
    2,286    

NextEra Energy, Inc.

    305,318  
    4,395    

NIKE, Inc. Class B

    243,527  
    2,005    

Northrop Grumman Corp.

    493,150  
    6,250    

NVIDIA Corp.

    651,875  
    789    

O’Reilly Automotive, Inc.*

    195,790  
    2,858    

Occidental Petroleum Corp.

    175,881  
    38,530    

Oclaro, Inc.*

    308,625  
    2,722    

OGE Energy Corp.

    94,671  
    2,215    

OMNOVA Solutions, Inc.*

    21,043  
    2,155    

Outfront Media, Inc. REIT

    56,375  
    857    

Owens-Illinois, Inc.*

    18,700  
    633    

Packaging Corp. of America

    62,528  
    867    

Park Hotels & Resorts, Inc. REIT

    22,256  
    861    

Parker-Hannifin Corp.

    138,449  
    4,752    

PayPal Holdings, Inc.*

    226,765  
    15,447    

Pentair plc

    996,486  
    4,119    

PepsiCo, Inc.

    466,600  
    941    

Physicians Realty Trust REIT

    18,481  
    396    

Pioneer Natural Resources Co.

    68,504  
    6,577    

PNC Financial Services Group, Inc.

    787,596  
    16,329    

Post Holdings, Inc.*

    1,374,739  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            United States - 24.3% - (continued)  
    673    

PPG Industries, Inc.

  $ 73,922  
    137    

Priceline Group, Inc.*

    253,014  
    166    

PS Business Parks, Inc. REIT

    20,176  
    266    

Public Storage REIT

    55,695  
    595    

Regency Centers Corp. REIT

    37,592  
    521    

Regeneron Pharmaceuticals, Inc.*

    202,403  
    658    

Retail Opportunity Investments Corp. REIT

    13,555  
    1,457    

Rexford Industrial Realty, Inc. REIT

    36,338  
    587    

Rogers Corp.*

    60,426  
    1,324    

Salesforce.com, Inc.*

    114,023  
    3,416    

Schlumberger Ltd.

    247,967  
    1,200    

Schneider National, Inc. Class B*

    22,776  
    104,715    

Scorpio Tankers, Inc.

    460,746  
    9,350    

SEACOR Holdings, Inc.*

    613,921  
    1,910    

Seagate Technology plc

    80,468  
    422    

Sempra Energy

    47,694  
    2,231    

ServiceNow, Inc.*

    210,785  
    364    

Sherwin-Williams Co.

    121,824  
    1,599    

Signature Bank*

    221,382  
    352    

Simon Property Group, Inc. REIT

    58,172  
    558    

Skyworks Solutions, Inc.

    55,655  
    266    

SL Green Realty Corp. REIT

    27,911  
    2,185    

Southwestern Energy Co.*

    16,409  
    8,290    

SS&C Technologies Holdings, Inc.

    304,575  
    1,721    

Steel Dynamics, Inc.

    62,197  
    1,155    

Stryker Corp.

    157,507  
    1,186    

Summit Hotel Properties, Inc. REIT

    19,605  
    241    

Sun Communities, Inc. REIT

    20,150  
    2,669    

SunPower Corp.*

    18,523  
    17,022    

Synchrony Financial

    473,212  
    1,663    

Sysco Corp.

    87,923  
    429    

Taubman Centers, Inc. REIT

    26,834  
    12,245    

TCF Financial Corp.

    202,165  
    417    

Tesla, Inc.*

    130,967  
    1,301    

Tesoro Corp.

    103,703  
    696    

Thermo Fisher Scientific, Inc.

    115,070  
    1,145    

TJX Cos., Inc.

    90,043  
    2,522    

Total System Services, Inc.

    144,536  
    3,108    

Transocean Ltd.*

    34,281  
    4,030    

TransUnion*

    161,321  
    10,669    

Tutor Perini Corp.*

    329,139  
    4,472    

Twenty-First Century Fox, Inc. Class A

    136,575  
    1,085    

Twenty-First Century Fox, Inc. Class B

    32,398  
    1,339    

UGI Corp.

    67,164  
    1,010    

Ultragenyx Pharmaceutical, Inc.*

    65,034  
    1,888    

United Technologies Corp.

    224,653  
    9,409    

UnitedHealth Group, Inc.

    1,645,446  
    156    

Vail Resorts, Inc.

    30,835  
    1,683    

Valero Energy Corp.

    108,739  
    2,851    

VeriFone Systems, Inc.*

    52,858  
    1,099    

Verizon Communications, Inc.

    50,455  
    790    

Vertex Pharmaceuticals, Inc.*

    93,457  
    2,522    

Viacom, Inc. Class B

    107,336  
    5,161    

Visa, Inc. Class A

    470,786  
    4,155    

Vulcan Materials Co.

    502,256  
    110    

WageWorks, Inc.*

    8,118  
    1,280    

Walgreens Boots Alliance, Inc.

    110,771  
    880    

Walt Disney Co.

    101,728  
    3,942    

Warrior Met Coal, Inc.*

    71,271  
    4,215    

Wayfair, Inc. Class A*

    192,668  
    495    

WellCare Health Plans, Inc.*

    75,938  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  86  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 60.5% - (continued)      
            United States - 24.3% - (continued)  
    16,880    

Wells Fargo & Co.

  $ 908,819  
    1,119    

WESCO International, Inc.*

    68,203  
    2,438    

Western Digital Corp.

    217,153  
    182    

Westlake Chemical Corp.

    11,330  
    162    

WestRock Co.

    8,677  
    1,354    

WEX, Inc.*

    137,377  
    4,034    

Whiting Petroleum Corp.*

    33,482  
    3,185    

Workday, Inc. Class A*

    278,369  
    596    

Wynn Resorts Ltd.

    73,314  
    11,474    

XPO Logistics, Inc.*

    566,701  
    1,984    

Zillow Group, Inc. Class C*

    77,376  
     

 

 

 
        75,729,131  
     

 

 

 
   

Total Common Stocks
(cost $161,332,068)

  $ 188,231,970  
     

 

 

 
     
MUNICIPAL BONDS - 0.0%  
            General Obligation - 0.0%  
  $       100,000    

City of Chicago, IL, GO
7.05%, 01/01/2029

  $ 102,385  
     

 

 

 
   

Total Municipal Bonds
(cost $100,000)

  $ 102,385  
     

 

 

 
     
CONVERTIBLE BONDS - 0.3%      
            Electrical Components & Equipment - 0.1%  
  $       544,000    

SunPower Corp.
0.88%, 06/01/2021

  $ 424,320  
     

 

 

 
            Oil & Gas - 0.1%  
    239,000    

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

    230,784  
     

 

 

 
            Pharmaceuticals - 0.1%  
    300,000    

Herbalife Ltd.
2.00%, 08/15/2019

    296,438  
     

 

 

 
   

Total Convertible Bonds
(cost $967,593)

  $ 951,542  
     

 

 

 
     
EXCHANGE TRADED FUNDS - 8.4%      
            Other Investment Pools & Funds - 8.4%  
  $       65,900    

iShares JP Morgan USD Emerging Markets Bond ETF

  $ 7,591,680  
    13,758    

iShares MSCI EAFE ETF

    877,760  
    658,020    

PowerShares Senior Loan Portfolio

    15,318,706  
    26,400    

SPDR Barclays Convertible Securities ETF

    1,287,264  
    3,684    

SPDR S&P 500 ETF Trust

    877,087  
    6,905    

TOPIX Exchange Traded Fund

    98,335  
     

 

 

 
        26,050,832  
     

 

 

 
   

Total Exchange Traded Funds
(cost $26,561,765)

  $ 26,050,832  
     

 

 

 
     
PREFERRED STOCKS - 0.1%  
            United States - 0.1%  
  $       655    

Airbnb, Inc. Series E*(1)(9)(10)

  $ 68,775  
    8,725    

Pinterest, Inc. Series G*(1)(9)(10)

    61,075  

Shares or Principal Amount

 

Market Value

 
PREFERRED STOCKS - 0.1% - (continued)  
            United States - 0.1% - (continued)  
  $       4,556    

Uber Technologies, Inc.*(1)(9)(10)

  $ 222,206  
     

 

 

 
        352,056  
     

 

 

 
   

Total Preferred Stocks
(cost $194,292)

  $ 352,056  
     

 

 

 
     
CONVERTIBLE PREFERRED STOCKS - 0.2%  
            United States - 0.2%  
  $       4,200    

Hess Corp. 8.00%

  $ 250,530  
    4,150    

WPX Energy, Inc. Series A 6.25%

    227,378  
     

 

 

 
        477,908  
     

 

 

 
   

Total Convertible Preferred Stocks
(cost $489,258)

  $ 477,908  
     

 

 

 
     
WARRANTS - 0.1%  
            British Virgin Islands - 0.0%  
  $       59,200    

Atlas Mara Ltd. Expires 8/21/17*

  $ 299  
     

 

 

 
            Greece - 0.0%  
    141,616    

Alpha Bank A.E. Expires 12/10/17*

    309  
     

 

 

 
            United States - 0.1%  
    35,100    

Hangzhou Hikvision Digital Technology Co., Ltd. Expires 7/13/19*

    186,100  
     

 

 

 
   

Total Warrants
(cost $408,576)

  $ 186,708  
     

 

 

 
   

Total Long-Term Investments
(cost $271,393,500)

  $ 297,273,407  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 4.0%  
            Other Investment Pools & Funds - 4.0%  
  $       12,618,863    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 12,618,863  
     

 

 

 
   

Total Short-Term Investments
(cost $12,618,863)

  $ 12,618,863  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $284,012,363)

    99.6    $ 309,892,270  
   

Total Purchased Options
(cost $99,897)

    0.1    $ 88,602  
     

 

 

    

 

 

 
   

Total Investments
(cost $284,112,260)^

    99.7    $ 309,980,872  
   

Other Assets and Liabilities

    0.3      1,051,448  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 311,032,320  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  87  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 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.

 

     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 April 30, 2017, the Fund invested 1.5% 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 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

   $ 34,108,376  

Unrealized Depreciation

     (8,239,764
  

 

 

 

Net Unrealized Appreciation

   $     25,868,612  
  

 

 

 

 

* 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 April 30, 2017, the aggregate value of these securities was $14,350,110, which represented 4.6% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 April 30, 2017, the aggregate value of these securities was $18,801,184, which represented 6.0% 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)  The principal amount for these securities is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(6)  Represents or includes a TBA transaction.

 

(7)  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 $9,104,131 at April 30, 2017.

 

(8)  Securities disclosed are interest-only strips.

 

(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 April 30, 2017, the aggregate fair value of these securities was $381,516, which represented 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.

 

(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  
  03/2015        8,725     

Pinterest, Inc. Series G Preferred

     62,638  
  06/2014        4,556     

Uber Technologies, Inc. Preferred

     70,677  
        

 

 

 
         $     291,072  
        

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  88  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

     At April 30, 2017, the aggregate value of these securities was $381,516, which represented 0.1% of total net assets.

 

     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 April 30, 2017.

 

OTC Option Contracts Outstanding at April 30, 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

 

KOSPI 200 Index Option

     JPM        267.57 KRW      06/21/17      KRW       15,020,807      $ 10,007      $ 32,389      $ (22,382
             

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

    15,020,807      $     10,007      $     32,389      $     (22,382
             

 

 

    

 

 

    

 

 

    

 

 

 

 

Exchange Traded Option Contracts Outstanding at April 30, 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

     24.00 USD        06/21/17        USD       36     $ 1,080     $ 4,753     $ (3,673

CBOE SPX Volatility Index

     21.00 USD        07/19/17        USD       40       2,880       4,282       (1,402

SPDR S&P 500 ETF Trust Index Option

     2,375.00 USD        05/19/17        USD       31       69,595       50,934       18,661  
          

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

    107     $ 73,555     $ 59,969     $ 13,586  
          

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

SPDR S&P 500 ETF Trust Index Option

     180.00 USD        06/16/17        USD       40     $ 280     $ 1,482     $ (1,202

SPDR S&P 500 ETF Trust Index Option

     185.00 USD        07/21/17        USD       40       800       1,682       (882

iPath S&P 500 Vix Short-Term

     5.00 USD        01/18/19        USD       88       3,960       4,374       (414
          

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    168     $ 5,040     $ 7,538     $ (2,498
          

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

    275     $     78,595     $     67,507     $     11,088  
          

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Calls

 

iPath S&P 500 Vix Short-Term

     35.00 USD        01/19/18        USD       (89   $ (4,450   $ (15,173   $ 10,723  

iPath S&P 500 Vix Short-Term

     29.00 USD        01/18/19        USD       (48     (11,904     (16,029     4,125  

iPath S&P 500 Vix Short-Term

     35.00 USD        01/18/19        USD       (22     (4,048     (7,193     3,145  
          

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

             (159   $ (20,402   $ (38,395   $ 17,993  
          

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                

IShares Russell 2000 ETF Trust Index Option

     128.00 USD        06/16/17        USD       (22   $ (1,166   $ (5,059   $ 3,893  

IShares Russell 2000 ETF Trust Index Option

     127.00 USD        09/15/17        USD       (23     (4,462     (7,888     3,426  

IShares Russell 2000 ETF Trust Index Option

     132.00 USD        09/15/17        USD       (22     (6,270     (5,697     (573

SPDR S&P 500 ETF Trust Index Option

     219.00 USD        06/16/17        USD       (40     (2,040     (10,678     8,638  

SPDR S&P 500 ETF Trust Index Option

     215.00 USD        06/16/17        USD       (14     (560     (7,979     7,419  

SPDR S&P 500 ETF Trust Index Option

     217.00 USD        06/16/17        USD       (14     (631     (6,202     5,571  

SPDR S&P 500 ETF Trust Index Option

     220.00 USD        07/21/17        USD       (40     (4,920     (9,998     5,078  

SPDR S&P 500 ETF Trust Index Option

     215.00 USD        09/15/17        USD       (14     (2,772     (10,793     8,021  

SPDR S&P 500 ETF Trust Index Option

     222.00 USD        09/15/17        USD       (13     (3,730     (7,513     3,783  
          

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

             (202   $ (26,551   $ (71,807   $ 45,256  
          

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

             (361   $     (46,953   $     (110,202   $     63,249  
          

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  89  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

10-Year Mini JGB Future

     95        06/12/2017      $ 12,807,304      $     12,870,913      $ 63,609  

Australian 3-Year Bond Future

     9        06/15/2017        749,135        755,592        6,457  

Canadian Government 10-Year Bond Future

     1        06/21/2017        99,947        102,238        2,291  

Emerging Market (mini MSCI) Index Future

     37        06/16/2017        1,736,942        1,811,150        74,208  

Euro BUXL 30-Year Bond Future

     7        06/08/2017        1,270,580        1,289,862        19,282  

Euro-BTP Future

     21        06/08/2017        2,991,324        3,012,905        21,581  

Euro-Bund Future

     20        06/08/2017        3,517,960        3,524,538        6,578  

Euro-OAT Future

     13        06/08/2017        2,080,390        2,121,869        41,479  

Euro-Schatz Future

     7        06/08/2017        856,098        855,841        (257

FTSE 250 Index Future

     76        06/16/2017        3,803,071        3,847,731        44,660  

Japan 10-Year Bond Future

     2        06/13/2017        2,696,042        2,709,486        13,444  

S&P/TSX 60 Index Future

     13        06/15/2017        1,737,270        1,746,222        8,952  

U.S. 10-Year Ultra Future

     1        06/21/2017        132,970        135,453        2,483  

U.S. Treasury 10-Year Note Future

     89        06/21/2017            11,058,935        11,188,969            130,034  

U.S. Treasury 5-Year Note Future

     3        06/30/2017        355,177        355,219        42  

U.S. Ultra Bond Future

     51        06/21/2017        8,161,747        8,309,812        148,065  

Uranium Future

     187        12/22/2017        1,292,923        1,077,587        (215,336

WTI Crude Future

     53        06/20/2017        2,660,950        2,629,860        (31,090
              

 

 

 

Total

               $ 336,482  
              

 

 

 

Short position contracts:

              

CBOE VIX Future

     8        07/19/2017      $ 119,579      $ 112,000      $ 7,579  

Euro-BOBL Future

     5        06/08/2017        720,316        718,175        2,141  

FTSE 100 Index Future

     41        06/16/2017        3,862,833        3,804,842        57,991  

Long Gilt Future

     2        06/28/2017        331,646        332,270        (624

Nikkei 225 Index Future

     26        06/08/2017        2,511,511        2,500,550        10,961  

Nikkei 225 Index Future

     17        06/08/2017        2,919,863        2,928,011        (8,148

S&P 500 (E-Mini) Future

     58        06/16/2017        6,838,296        6,903,450        (65,154

U.S. Treasury 2-Year Note Future

     21        06/30/2017        4,545,056        4,548,797        (3,741
              

 

 

 

Total

               $ 1,005  
              

 

 

 

Total futures contracts

               $ 337,487  
              

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2017  

Description

   Principal
Amount
     Maturity
Date
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

FHLMC, 3.50%

   $ 525,000        05/01/2047      $ (539,827   $ (1,456

FNMA, 3.00%

         2,650,000        05/01/2047        (2,646,894     (8,311

FNMA, 3.50%

     5,000        05/01/2032        (5,225     (7

FNMA, 4.50%

     855,000        05/01/2047        (919,793     (2,820

GNMA, 3.00%

     937,500        05/01/2047        (950,098     (996

GNMA, 3.50%

     1,950,000        05/01/2047        (2,026,629     (1,980
        

 

 

   

 

 

 

Total (proceeds $7,072,896)

         $     (7,088,466   $     (15,570
        

 

 

   

 

 

 

At April 30, 2017, the aggregate market value of TBA Sale Commitments represented (2.3)% of total net assets.

 

The accompanying notes are an integral part of these financial statements.

 

 

  90  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 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     $ 44,642     $     $ 27,856     $ (16,786

CMBX.NA.BBB.7

    MSC       USD       120,000       (3.00%)       01/17/47       8,498             9,358       860  

CMBX.NA.BBB.7

    MSC       USD       65,000       (3.00%)       01/17/47       4,706             4,926       220  

CMBX.NA.BBB.7

    CSFB       USD       175,000       (3.00%)       01/17/47       16,875             14,098       (2,777
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 74,721     $     $ 56,238     $ (18,483
           

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.BBB.6

    CSI       USD       115,000       3.00%       05/11/63     $     $ (16,439   $ (12,805   $ 3,634  

CMBX.NA.BBB.6

    MSC       USD       90,000       3.00%       05/11/63             (10,754     (10,473     281  

CMBX.NA.BBB.6

    MSC       USD       60,000       3.00%       05/11/63             (6,802     (6,681     121  

CMBX.NA.BBB.6

    MSC       USD       120,000       3.00%       05/11/63             (11,212     (13,362     (2,150

CMBX.NA.BBB.6

    MSC       USD       120,000       3.00%       05/11/63             (11,212     (13,362     (2,150
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     $ (56,419   $ (56,683   $ (264
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

            $ 74,721     $ (56,419   $ (445   $     (18,747
           

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

                 

Sell protection:

                 

Brazil (Federated Republic of)

    HSBC       USD       1,275,000       1.00%/1.95%       12/20/21     $     $ (90,551   $ (50,968   $ 39,583  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

            $     $ (90,551   $ (50,968   $ 39,583  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $     74,721     $     (146,970   $     (51,413   $ 20,836  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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 April 30, 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.EM.27

   USD      3,425,000        (1.00 %)    06/20/22    $     (178,181   $     (147,816   $ 30,365  

CDX.EM.27

   USD      2,325,000        (1.00 %)    06/20/22      120,267       100,341       (19,926

CDX.NA.HY.27

   USD      3,638,250        (5.00 %)    12/20/21      135,890       309,253       173,363  

CDX.NA.HY.28

   USD      425,000        (5.00 %)    06/20/22      (27,857     (33,701     (5,844
             

 

 

   

 

 

   

 

 

 

Total

   $ 50,119     $ 228,077     $     177,958  
  

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.NA.IG.27

   USD      425,000        1.00   12/20/21    $ (4,584   $ (8,631   $ (4,047
             

 

 

   

 

 

   

 

 

 

Total

   $ 45,535     $ 219,446     $ 173,911  
             

 

 

   

 

 

   

 

 

 

 

(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 accompanying notes are an integral part of these financial statements.

 

 

  91  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2017  

Counterparty

   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      $      $      $ 101,709      $ 101,709  

DEUT

   0.35% Fixed    6M CHF LIBOR      CHF        2,400,000        09/21/26                      520        520  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

   $     —      $     —      $     102,229      $     102,229  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 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

     7.71 % Fixed      MXN        16,000,000        02/23/27      $     —      $      $ 15,672      $ 15,672  

6M HUF BUBOR

     0.72 % Fixed      HUF        643,375,000        05/02/20                      7,735        7,735  
             

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

   $      $     —      $     23,407      $     23,407  
             

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 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)
 

Financial Select Sector SPDR ETF

    MSC       USD       2,452,391       (1M LIBOR + 0.30%)       11/30/17     $     $     $     $ 0  

GSCBWSEW

    GSC       USD       3,601,609       1M LIBOR - 0.40%       07/31/17                         0  

GSGLWIIN

    GSC       USD       2,341,677       1M LIBOR - 4.00%       05/31/17                   (17,410     (17,410

iPath S&P 500 VIX

    MSC       USD       14,600       1M LIBOR - 3.00%       11/15/17                   1,976       1,976  

iPath S&P 500 VIX

    MSC       USD       18,910       1M LIBOR - 3.00%       11/18/17                   2,369       2,369  

iPath S&P 500 VIX

    MSC       USD       11,765       1M LIBOR - 3.00%       11/21/17                   1,498       1,498  

iPath S&P 500 VIX

    MSC       USD       7,659       1M LIBOR - 3.00%       12/06/17                   424       424  

iPath S&P 500 VIX

    MSC       USD       36,465       1M LIBOR - 3.00%       12/20/17                   4,569       4,569  

iPath S&P 500 VIX

    MSC       USD       18,838       1M LIBOR - 3.00%       12/29/17                         0  

iPath S&P 500 VIX

    MSC       USD       20,390       1M LIBOR - 3.00%       01/05/18                 $ 1,463       1,463  

iPath S&P 500 VIX

    MSC       USD       16,182       1M LIBOR - 3.00%       01/12/18                   2,628       2,628  

iPath S&P 500 VIX

    DEUT       USD       261,010       1M LIBOR - 3.20%       01/12/18                   (45,132     (45,132

iPath S&P 500 VIX

    MSC       USD       15,400       1M LIBOR - 3.00%       01/31/18                         0  

iPath S&P 500 VIX

    MSC       USD       25,201       1M LIBOR - 3.00%       08/07/17                   2,206       2,206  

iPath S&P 500 VIX

    DEUT       USD       6,354       1M LIBOR - 2.95%       09/13/17                   1,131       1,131  

iPath S&P 500 VIX

    MSC       USD       16,185       1M LIBOR - 3.00%       09/21/17                   2,061       2,061  

iPath S&P 500 VIX

    MSC       USD       15,911       1M LIBOR - 3.00%       09/29/17                         0  

iPath S&P 500 VIX

    MSC       USD       19,558       1M LIBOR - 3.00%       09/29/17                         0  

iPath S&P 500 VIX

    MSC       USD       57,998       1M LIBOR - 3.00%       10/11/17                   9,200       9,200  

iPath S&P 500 VIX

    MSC       USD       15,090       1M LIBOR - 3.00%       02/09/18                   1,821       1,821  

iPath S&P 500 VIX

    MSC       USD       4,705       1M LIBOR - 3.00%       02/14/18                   637       637  

iPath S&P 500 VIX

    MSC       USD       9,967       1M LIBOR - 3.00%       03/19/18                   1,472       1,472  

IShares MSCI Min Vol USA ETF

    BOA       USD       2,446,405       (1M LIBOR + 0.15%)       11/30/17                         0  

MSCI South Africa Index

    GSC       USD       2,078,652       (1M LIBOR + 0.33%)       09/29/17                         0  

Swiss Market

    GSC       CHF       593,687       Swiss Market Index Future       06/16/17                   18,767       18,767  

VelocityShares Inverse VIX

    MSC       USD       1,812       1M LIBOR - 3.43%       04/10/18                   (366     (366
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     —     $     —     $     (10,686   $     (10,686
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

AUD

   Buy      05/31/17      CBA    $ 2,796,124      $ 2,766,013      $ (30,111

AUD

   Buy      05/31/17      ANZ          2,796,173            2,765,264        (30,909

AUD

   Sell      05/31/17      ANZ      380,643        376,435        4,208  

 

The accompanying notes are an integral part of these financial statements.

 

 

  92  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell    Delivery
Date
     Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

AUD

   Sell      05/31/17      CBA    $ 380,533      $ 376,435      $ 4,098  

AUD

   Sell      05/31/17      TDB      68,020        68,102        (82

BRL

   Buy      05/03/17      SCB      1,098,987        1,106,544        7,557  

BRL

   Buy      05/03/17      SCB      1,098,987        1,106,544        7,557  

BRL

   Buy      05/03/17      SCB      1,033,016        1,040,119        7,103  

BRL

   Buy      05/03/17      SCB      65,970        66,424        454  

BRL

   Buy      05/03/17      SSG      5,017        5,037        20  

BRL

   Buy      05/03/17      HSBC      1,118,070        1,101,507        (16,563

BRL

   Buy      06/02/17      BNP      1,241        1,249        8  

BRL

   Sell      05/03/17      SCB      1,112,941        1,106,544        6,397  

BRL

   Sell      05/03/17      HSBC      60,968        61,387        (419

BRL

   Sell      05/03/17      HSBC      1,033,017        1,040,120        (7,103

BRL

   Sell      05/03/17      HSBC      1,093,984        1,101,507        (7,523

BRL

   Sell      05/03/17      HSBC      1,093,984        1,101,507        (7,523

BRL

   Sell      06/02/17      HSBC      1,109,490        1,092,903        16,587  

CAD

   Buy      05/31/17      TDB      46,829        46,905        76  

CAD

   Buy      05/31/17      ANZ      7,614,355        7,486,423        (127,932

CAD

   Sell      05/31/17      ANZ      7,252,832        7,130,974        121,858  

CHF

   Buy      05/31/17      SCB      5,030,488        5,032,378        1,890  

CHF

   Sell      05/31/17      TDB      101,634        101,715        (81

CHF

   Sell      05/31/17      SCB      3,383,524        3,384,794        (1,270

CLP

   Buy      05/31/17      HSBC      317,870        310,095        (7,775

CLP

   Sell      05/31/17      BNP      6,283        6,272        11  

CNY

   Buy      05/31/17      BNP      56,668        56,706        38  

CNY

   Sell      05/31/17      JPM      2,806,106        2,805,375        731  

COP

   Buy      05/31/17      HSBC      365,696        354,802        (10,894

COP

   Sell      05/31/17      BNP      1,228        1,230        (2

DKK

   Buy      05/31/17      SCB      790,417        800,695        10,278  

DKK

   Sell      05/31/17      TDB      16,129        16,134        (5

EUR

   Buy      05/31/17      TDB      26,836        27,276        440  

EUR

   Buy      05/31/17      TDB      275,862        276,028        166  

EUR

   Sell      05/31/17      TDB      54,518        54,551        (33

EUR

   Sell      05/31/17      BNP      171,040        171,290        (250

EUR

   Sell      05/31/17      DEUT      112,005        112,375        (370

EUR

   Sell      05/31/17      UBS      1,168,768        1,188,120        (19,352

EUR

   Sell      05/31/17      CBK      28,106,426        28,497,435        (391,009

GBP

   Buy      05/31/17      TDB      69,917        70,003        86  

GBP

   Sell      05/31/17      UBS      9,594,055        9,717,433        (123,378

HKD

   Buy      05/31/17      HSBC      1,238,335        1,237,988        (347

HKD

   Sell      05/31/17      BNP      25,088        25,087        1  

IDR

   Buy      05/31/17      SSG      261,364        261,530        166  

IDR

   Sell      05/31/17      BNP      5,296        5,290        6  

ILS

   Buy      05/26/17      CBK      1,596,931        1,614,945        18,014  

ILS

   Sell      05/26/17      BNP      32,616        32,608        8  

ILS

   Sell      05/26/17      CBK      40,442        40,898        (456

INR

   Buy      05/31/17      BNP      199,240        198,766        (474

INR

   Sell      05/31/17      BCLY      5,248,220        5,268,461        (20,241

INR

   Sell      05/31/17      SCB      5,237,594        5,268,491        (30,897

JPY

   Buy      05/31/17      TDB      165,144        165,140        (4

JPY

   Sell      05/01/17      SSG      1,839,986        1,830,075        9,911  

JPY

   Sell      05/31/17      HSBC          11,081,122            10,960,014        121,108  

JPY

   Sell      05/31/17      NOM      7,318,353        7,233,604        84,749  

JPY

   Sell      05/31/17      DEUT      3,761,761        3,726,391        35,370  

KRW

   Buy      05/31/17      BCLY      8,434        8,449        15  

KRW

   Sell      05/31/17      BNP      427,792        428,037        (245

MXN

   Buy      05/31/17      CBK      736,242        726,509        (9,733

MXN

   Sell      05/31/17      CBK      2,209,261        2,180,056        29,205  

MXN

   Sell      05/31/17      BNP      8,916        8,980        (64

 

The accompanying notes are an integral part of these financial statements.

 

 

  93  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell      Delivery
Date
     Counterparty      Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

MYR

     Buy        05/31/17        BCLY      $ 5,762      $ 5,750      $ (12

MYR

     Sell        05/31/17        BCLY        276,458        279,688        (3,230

NOK

     Buy        05/31/17        GSC        5,182,886        5,175,857        (7,029

NOK

     Sell        05/31/17        TDB        82,789        82,610        179  

NZD

     Buy        05/31/17        TDB        74,787        74,780        (7

NZD

     Sell        05/31/17        GSC        2,981,453        2,913,654        67,799  

NZD

     Sell        05/31/17        WEST        2,982,012        2,915,027        66,985  

PEN

     Buy        05/31/17        BOA        224,615        224,149        (466

PEN

     Sell        05/31/17        BCLY        4,605        4,606        (1

PHP

     Buy        05/31/17        DEUT        1,295,953        1,290,903        (5,050

PHP

     Sell        05/31/17        BCLY        3,798        3,817        (19

PLN

     Buy        05/31/17        GSC        1,362,162        1,391,763        29,601  

PLN

     Sell        05/31/17        BNP        16,486        16,492        (6

PLN

     Sell        05/31/17        GSC        2,141,477        2,188,013        (46,536

RUB

     Buy        05/31/17        UBS        629,034        623,145        (5,889

RUB

     Sell        05/31/17        UBS        3,294,251        3,263,410        30,841  

RUB

     Sell        05/31/17        BCLY        12,601        12,611        (10

SEK

     Buy        05/31/17        GSC        11,698,267        11,826,551        128,284  

SEK

     Sell        05/31/17        TDB        216,113        216,110        3  

SGD

     Buy        05/31/17        BCLY        1,635,191        1,635,319        128  

SGD

     Sell        05/31/17        BCLY        25,058        25,060        (2

SGD

     Sell        05/31/17        BNP        32,922        32,935        (13

THB

     Buy        05/31/17        JPM        18,642        18,643        1  

THB

     Sell        05/31/17        JPM        931,645        925,189        6,456  

TRY

     Buy        05/31/17        GSC        120,291        123,342        3,051  

TRY

     Sell        05/31/17        BNP        2,233        2,233         

TWD

     Buy        05/31/17        BCLY        111,619        111,734        115  

TWD

     Sell        05/31/17        UBS            5,478,965            5,523,329        (44,364

ZAR

     Buy        05/31/17        JPM        658,889        647,544        (11,345

ZAR

     Sell        05/31/17        BNP        13,088        13,095        (7
                 

 

 

 

Total

                  $     (147,472
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

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

CBA

   Commonwealth Bank of Australia

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

NOM

   Nomura International

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

CLP

   Chilean Peso

CNY

   Chinese Yuan

COP

   Colombian Peso

DKK

   Danish Krone

EUR

   Euro

GBP

   British Pound

HKD

   Hong Kong Dollar

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

ILS

   Israeli Shekel

INR

   Indian Rupee

ISK

   Icelandic Krona

JPY

   Japanese Yen

KRW

   South Korean Won

MXN

   Mexican Peso

MYR

   Malaysian Ringgit

NOK

   Norwegian Krone

NZD

   New Zealand Dollar
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  94  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments) -
(continued)
Currency Abbreviations: - (continued)

PEN

   Peruvian 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

CDX.NA.IG

   Credit Derivatives North American Investment Grade

CMBX.NA

   Markit Commercial Mortgage Backed North American

FTSE

   Financial Times and Stock Exchange

KOSPI

   Korea Composite Stock Price

MSCI

   Morgan Stanley Capital International

S&P

   Standard & Poor’s

SPX

   Standard & Poor’s 500 Index
Other Abbreviations:

ADR

   American Depositary Receipt

BUBOR

   Budapest Interbank Offered Rate

CLO

   Collateralized Loan Obligation

EM

   Emerging Markets

ETF

   Exchange Traded Fund

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GDR

   Global Depositary Receipt

GNMA

   Government National Mortgage Association

KOSPI

   Korea Composite Stock Price Index

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

TIIE

   Interbank Equilibrium Interest Rate
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  95  

 


The Hartford Global All-Asset Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 13,435,370      $      $ 13,435,370      $  

Corporate Bonds

     14,117,602               14,117,602         

Foreign Government Obligations

     32,474,671               32,474,671         

U.S. Government Agencies

     13,915,929               13,915,929         

U.S. Government Securities

     6,976,434               6,976,434         

Common Stocks

 

Argentina

     45,642        45,642                

Australia

     3,009,839        823,660        2,156,719        29,460  

Austria

     1,622,503               1,622,503         

Belgium

     1,202,166        120,374        1,081,792         

Bermuda

     993,875        993,875                

Brazil

     231,402        231,402                

British Virgin Islands

     150,627        150,627                

Canada

     3,142,228        3,142,228                

China

     4,302,676        1,432,461        2,870,215         

Denmark

     661,384        286,357        375,027         

Egypt

     645,994               645,994         

Finland

     809,828        703,103        106,725         

France

     6,480,077        19,105        6,460,972         

Germany

     3,681,977        34,117        3,647,860         

Greece

     3,237,900        776,922        2,460,978         

Hong Kong

     1,666,348        93,107        1,573,241         

Iceland

     2,380,814        2,380,814                

India

     19,542,998               19,542,998         

Indonesia

     402,241        324,124        78,117         

Ireland

     3,195,904        2,281,881        914,023         

Israel

     651,014        134,900        516,114         

Italy

     3,108,175        218,005        2,890,170         

Japan

     19,689,120        69,541        19,619,579         

Jersey

     527,183               527,183         

Kenya

     27,812        27,812                

Luxembourg

     263,586        71,804        191,782         

Malaysia

     180,859        180,859                

Mauritius

     375,544        375,544                

Mexico

     98,173        98,173                

Netherlands

     2,876,877        1,049,779        1,827,098         

New Zealand

     68,861               68,861         

Norway

     156,014        30,883        125,131         

Philippines

     26,023        26,023                

Russia

     17,856        17,856                

Singapore

     601,106        292,573        308,533         

South Africa

     540,589               540,589         

South Korea

     4,740,165        53,868        4,686,297         

Spain

     547,703        295,790        251,913         

Sweden

     1,136,002        654,091        481,911         

Switzerland

     2,106,191        373,175        1,733,016         

Taiwan

     6,757,244        697,624        6,059,620         

Thailand

     930,585        930,585                

United Kingdom

     9,669,734        4,652,586        5,017,148         

United States

     75,729,131        75,017,137        711,994         

Municipal Bonds

     102,385               102,385         

Convertible Bonds

     951,542               951,542         

Exchange Traded Funds

     26,050,832        25,952,497        98,335         

Preferred Stocks

     352,056                          352,056  

Convertible Preferred Stocks

     477,908        477,908                

Warrants

     186,708        608        186,100         

Short-Term Investments

     12,618,863        12,618,863                

Purchased Options

     88,602        78,595        10,007         

 

The accompanying notes are an integral part of these financial statements.

 

 

  96  

 


The Hartford Global All-Asset Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

Foreign Currency Contracts(2)

   $ 821,559     $     $ 821,559     $  

Futures Contracts(2)

     661,837       661,837              

Swaps - Credit Default(2)

     248,427             248,427        

Swaps - Interest Rate(2)

     125,636             125,636        

Swaps - Total Return(2)

     52,222             52,222        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     311,890,553     $     138,898,715     $     172,610,322     $ 381,516  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (969,031   $     $ (969,031   $  

Futures Contracts(2)

     (324,350     (324,350            

Swaps - Credit Default(2)

     (53,680           (53,680      

Swaps - Total Return(2)

     (62,908           (62,908      

TBA Sale Commitments

     (7,088,466           (7,088,466      

Written Options

     (46,953     (46,953            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (8,545,388   $ (371,303   $ (8,174,085   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2017, investments valued at $875,145 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $3,767,039 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in or 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 six-month period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  97  

 


The Hartford Growth Allocation Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
AFFILIATED INVESTMENT COMPANIES - 100.1%  
      Alternative Funds - 6.9%  
  2,287,328    

Hartford Real Total Return Fund, Class F*

  $ 20,380,089  
  3,062,849    

The Hartford Global Real Asset Fund, Class F*

    26,983,704  
   

 

 

 
 

Total Alternative Funds
(cost $47,929,832)

  $ 47,363,793  
   

 

 

 
      Domestic Equity Funds - 58.7%  
  4,210,627    

Hartford Core Equity Fund, Class F*

    111,202,656  
  4,627,124    

Hartford Small Cap Core Fund, Class F*

    62,142,270  
  3,968,280    

The Hartford Equity Income Fund, Class F

    76,111,608  
  1,498,318    

The Hartford Growth Opportunities Fund, Class F*

    62,734,591  
  3,251,026    

The Hartford MidCap Fund, Class F*

    90,508,563  
   

 

 

 
 

Total Domestic Equity Funds
(cost $394,104,616)

  $ 402,699,688  
   

 

 

 
      International/Global Equity Funds - 18.7%  
  3,296,523    

Hartford Schroders International Multi-Cap Value Fund, Class F

    31,218,073  
  3,980,047    

The Hartford International Opportunities Fund, Class F*

    62,327,541  
  2,265,642    

The Hartford International Small Company Fund, Class F*

    34,936,196  
   

 

 

 
 

Total International/Global Equity Funds
(cost $124,278,669)

  $ 128,481,810  
   

 

 

 
      Multi-Strategy Funds - 4.0%  
  2,475,601    

The Hartford Global All-Asset Fund, Class F*

    27,776,243  
   

 

 

 
 

Total Multi-Strategy Funds
(cost $27,355,391)

  $ 27,776,243  
   

 

 

 
      Taxable Fixed Income Funds - 11.8%  
  2,728,559    

The Hartford Quality Bond Fund, Class F

    27,203,734  
  1,381,148    

The Hartford Short Duration Fund, Class F

    13,645,740  
  2,312,264    

The Hartford Strategic Income Fund, Class F

    20,556,027  
  1,882,733    

The Hartford World Bond Fund, Class F*

    19,486,287  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $80,565,769)

    80,891,788  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $674,234,277)

  $ 687,213,322  
   

 

 

 
 

Total Long-Term Investments
(cost $674,234,277)

  $ 687,213,322  
   

 

 

 
 

Total Investments (cost $674,234,277)^

    100.1    $ 687,213,322  
 

Other Assets and Liabilities

    (0.1 )%       (666,783
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 686,546,539  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  98  

 


The Hartford Growth Allocation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

   $ 13,545,083  

Unrealized Depreciation

     (566,038
  

 

 

 

Net Unrealized Appreciation

   $     12,979,045  
  

 

 

 

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  99  

 


The Hartford Growth Allocation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Affiliated Investment Companies

   $ 687,213,322      $ 687,213,322      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     687,213,322      $     687,213,322      $   —      $   —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  100  

 


Hartford Moderate Allocation Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
AFFILIATED INVESTMENT COMPANIES - 100.2%  
      Alternative Funds - 7.1%      
  2,224,930    

Hartford Real Total Return Fund, Class F*

  $ 19,824,128  
  1,670,859    

The Hartford Global Real Asset Fund, Class F*

    14,720,267  
   

 

 

 
 

Total Alternative Funds
(cost $34,911,811)

  $ 34,544,395  
   

 

 

 
      Domestic Equity Funds - 45.5%  
  2,679,984    

Hartford Core Equity Fund, Class F*

    70,778,377  
  2,628,970    

Hartford Small Cap Core Fund, Class F*

    35,307,071  
  2,363,903    

The Hartford Equity Income Fund, Class F

    45,339,650  
  607,187    

The Hartford Growth Opportunities Fund, Class F*

    25,422,931  
  1,641,755    

The Hartford MidCap Fund, Class F*

    45,706,472  
   

 

 

 
 

Total Domestic Equity Funds
(cost $217,971,739)

  $ 222,554,501  
   

 

 

 
      International/Global Equity Funds - 13.7%  
  1,184,547    

Hartford Schroders International Multi-Cap Value Fund, Class F

    11,217,665  
  2,583,131    

The Hartford International Opportunities Fund, Class F*

    40,451,829  
  991,587    

The Hartford International Small Company Fund, Class F*

    15,290,265  
   

 

 

 
 

Total International/Global Equity Funds
(cost $64,801,046)

  $ 66,959,759  
   

 

 

 
      Multi-Strategy Funds - 5.2%  
  2,252,034    

The Hartford Global All-Asset Fund, Class F*

    25,267,819  
   

 

 

 
 

Total Multi-Strategy Funds
(cost $24,884,973)

  $ 25,267,819  
   

 

 

 
      Taxable Fixed Income Funds - 28.7%  
  894,075    

The Hartford Inflation Plus Fund, Class F*

    9,951,058  
  4,477,104    

The Hartford Quality Bond Fund, Class F

    44,636,728  
  1,006,957    

The Hartford Short Duration Fund, Class F

    9,948,734  
  3,933,555    

The Hartford Strategic Income Fund, Class F

    34,969,305  
  563,147    

The Hartford Total Return Bond Fund, Class F

    5,845,462  
  3,363,018    

The Hartford World Bond Fund, Class F*

    34,807,240  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $139,557,750)

    140,158,527  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $482,127,319)

  $ 489,485,001  
   

 

 

 
 

Total Long-Term Investments
(cost $482,127,319)

  $ 489,485,001  
   

 

 

 
 

Total Investments
(cost $482,127,319)^

    100.2    $ 489,485,001  
 

Other Assets and Liabilities

    (0.2 )%       (857,645
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 488,627,356  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  101  

 


Hartford Moderate Allocation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

   $     7,725,098  

Unrealized Depreciation

     (367,416
  

 

 

 

Net Unrealized Appreciation

   $ 7,357,682  
  

 

 

 

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  102  

 


Hartford Moderate Allocation Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

           

Affiliated Investment Companies

   $     489,485,001      $ 489,485,001      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 489,485,001      $ 489,485,001      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2017, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  103  

 


Hartford Multi-Asset Income Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.3%  
            Asset-Backed - Finance & Insurance - 0.4%      
  $       33,944    

Lehman XS Trust
1.51%, 11/25/2035(1)

  $ 22,823  
    37,782    

Long Beach Mortgage Loan Trust
1.16%, 12/25/2036(1)

    18,237  
    250,000    

Sound Point CLO Ltd.
5.76%, 07/15/2025(1)(2)

    242,842  
     

 

 

 
        283,902  
     

 

 

 
      Asset-Backed - Home Equity - 1.0%  
   

GSAA Home Equity Trust

 
    132,311    

1.08%, 12/25/2036(1)

    65,842  
    48,897    

1.21%, 05/25/2047(1)

    38,855  
    137,293    

1.29%, 05/25/2047(1)

    107,149  
    56,295    

1.31%, 04/25/2047(1)

    38,017  
    58,308    

5.88%, 09/25/2036(3)

    29,510  
    65,897    

Home Equity Mortgage Loan Asset-Backed Trust
3.02%, 07/25/2034(1)

    62,150  
    66,529    

Merrill Lynch Mortgage Investors Trust
1.14%, 08/25/2037(1)

    39,123  
    14,304    

Nomura Home Equity Loan, Inc. Home Equity Loan Trust
1.15%, 02/25/2037(1)

    12,101  
    368,668    

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(3)

    194,591  
    40,000    

Soundview Home Loan Trust
1.24%, 11/25/2036(1)

    31,718  
     

 

 

 
        619,056  
     

 

 

 
            Commercial Mortgage - Backed Securities - 0.6%  
    140,750    

Carrington Mortgage Loan Trust
1.23%, 10/25/2036(1)

    89,055  
    50,000    

Citigroup Commercial Mortgage Trust
4.57%, 03/10/2047(1)(2)

    36,455  
    175,000    

Commercial Mortgage Trust
4.73%, 10/15/2045(1)(2)

    75,682  
    105,000    

GS Mortgage Securities Trust
3.72%, 01/10/2047(2)

    51,803  
    140,000    

JP Morgan Chase Commercial Mortgage Securities Trust
2.73%, 10/15/2045(1)(2)

    56,903  
    15,000    

Wells Fargo Commercial Mortgage Trust
4.24%, 05/15/2048(1)

    12,631  
    115,599    

WF-RBS Commercial Mortgage Trust
3.02%, 11/15/2047(2)

    46,945  
     

 

 

 
        369,474  
     

 

 

 
            Whole Loan Collateral CMO - 5.3%  
   

Adjustable Rate Mortgage Trust

 
    27,298    

1.49%, 01/25/2036(1)

    25,407  
    21,565    

1.51%, 01/25/2036(1)

    20,062  
   

Alternative Loan Trust

 
    47,139    

1.15%, 02/25/2047(1)

    43,144  
    258,681    

1.39%, 10/25/2036(1)

    159,469  
    52,430    

1.44%, 04/25/2035(1)

    43,850  
    78,822    

2.01%, 08/25/2035(1)

    69,479  
    216,601    

5.50%, 10/25/2035

    203,011  
   

American Home Mortgage Assets Trust

 
    74,104    

1.18%, 09/25/2046(1)

    60,937  
    42,710    

1.60%, 10/25/2046(1)

    32,966  
   

Bear Stearns Alt-A Trust

 
    68,561    

1.31%, 08/25/2036(1)

    60,491  

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.3% - (continued)  
            Whole Loan Collateral CMO - 5.3% - (continued)  
  $       57,559    

1.51%, 11/25/2035(1)

  $ 57,261  
    42,491    

3.32%, 09/25/2035(1)

    39,417  
   

CHL Mortgage Pass-Through Trust

 
    24,954    

3.25%, 03/20/2036(1)

    22,056  
    246,000    

Connecticut Avenue Securities
5.24%, 04/25/2029(1)

    267,326  
    66,992    

Countrywide Alternative Loan Trust
1.13%, 04/25/2047(1)

    58,094  
    66,516    

DSLA Mortgage Loan Trust
1.56%, 03/19/2046(1)

    59,559  
   

Fannie Mae Connecticut Avenue Securities

 
    40,000    

4.54%, 07/25/2029(1)

    41,372  
    80,143    

5.34%, 04/25/2029(1)

    85,800  
    39,383    

GreenPoint Mortgage Funding Trust
1.15%, 02/25/2037(1)

    35,902  
    136,188    

GSR Mortgage Loan Trust
3.35%, 03/25/2037(1)

    116,806  
    150,959    

HarborView Mortgage Loan Trust
1.23%, 03/19/2036(1)

    114,069  
    128,962    

Impac Secured Assets Trust
1.17%, 08/25/2036(1)

    103,944  
    87,971    

IndyMac Index Mortgage Loan Trust
1.28%, 01/25/2036(1)

    64,799  
    50,910    

Luminent Mortgage Trust
1.19%, 10/25/2046(1)

    45,446  
    108,458    

MASTR Adjustable Rate Mortgages Trust
3.05%, 11/21/2034(1)

    110,683  
    164,585    

Morgan Stanley Mortgage Loan Trust
3.42%, 05/25/2036(1)

    117,267  
    124,186    

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.60%, 06/25/2036(1)

    101,274  
   

Residential Accredit Loans, Inc.

 
    39,245    

1.16%, 01/25/2037(1)

    30,490  
    111,088    

1.24%, 02/25/2036(1)

    83,009  
    85,544    

1.24%, 08/25/2037(1)

    73,367  
   

Residential Asset Securitization Trust

 
    130,589    

1.44%, 03/25/2035(1)

    113,049  
    49,509    

5.50%, 06/25/2035

    43,761  
    94,898    

Residential Funding Mortgage Securities, Inc.
3.33%, 08/25/2035(1)

    71,729  
   

Structured Adjustable Rate Mortgage Loan Trust

 
    13,562    

1.15%, 01/25/2037(1)

    11,257  
    68,527    

1.18%, 07/25/2037(1)

    59,115  
   

WaMu Mortgage Pass-Through Certificates Trust

 
    78,590    

1.36%, 03/25/2047(1)

    65,925  
    44,757    

1.41%, 06/25/2044(1)

    41,859  
    84,429    

1.41%, 06/25/2047(1)

    74,739  
    109,125    

1.46%, 12/25/2046(1)

    92,483  
    34,396    

2.09%, 11/25/2046(1)

    31,155  
    86,296    

2.67%, 06/25/2037(1)

    79,852  
    77,760    

2.90%, 08/25/2036(1)

    69,871  
    25,815    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1.16%, 12/25/2036(1)

    22,030  
    105,000    

Wells Fargo Commercial Mortgage Trust
2.88%, 05/15/2048(1)(2)

    64,042  
   

Wells Fargo Mortgage Backed Securities Trust

 
    31,213    

3.09%, 03/25/2036(1)

    30,386  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  104  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.3% - (continued)  
            Whole Loan Collateral CMO - 5.3% - (continued)  
  $       175,000    

3.14%, 10/25/2035(1)

  $ 175,222  
     

 

 

 
        3,393,232  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $4,744,698)

  $ 4,665,664  
     

 

 

 
     
CORPORATE BONDS - 21.2%  
            Aerospace/Defense - 0.1%  
  $       50,000    

Lockheed Martin Corp.
3.35%, 09/15/2021

  $ 52,047  
     

 

 

 
            Apparel - 0.0%  
    25,000    

Hanesbrands, Inc.
4.88%, 05/15/2026(2)

    24,875  
     

 

 

 
            Auto Manufacturers - 0.1%  
    10,000    

General Motors Co.
6.60%, 04/01/2036

    11,527  
    50,000    

General Motors Financial Co., Inc.
4.00%, 10/06/2026

    49,702  
     

 

 

 
        61,229  
     

 

 

 
            Auto Parts & Equipment - 0.1%  
    50,000    

Delphi Corp.
4.15%, 03/15/2024

    52,698  
     

 

 

 
            Beverages - 0.1%  
    50,000    

Anheuser-Busch InBev Worldwide, Inc.
3.75%, 07/15/2042

    46,519  
    25,000    

Molson Coors Brewing Co.
4.20%, 07/15/2046

    23,646  
     

 

 

 
        70,165  
     

 

 

 
            Biotechnology - 0.1%  
    50,000    

Celgene Corp.
3.25%, 08/15/2022

    51,111  
     

 

 

 
            Chemicals - 0.3%  
   

Agrium, Inc.

 
    25,000    

3.38%, 03/15/2025

    24,897  
    40,000    

4.13%, 03/15/2035

    38,603  
    50,000    

Chemours Co.
6.63%, 05/15/2023

    53,500  
    10,000    

Eastman Chemical Co.
4.65%, 10/15/2044

    10,227  
    35,000    

Hexion, Inc.
10.38%, 02/01/2022(2)

    35,875  
    10,000    

Methanex Corp.
5.65%, 12/01/2044

    9,657  
    40,000    

Platform Specialty Products Corp.
6.50%, 02/01/2022(2)

    41,000  
     

 

 

 
        213,759  
     

 

 

 
            Coal - 0.1%  
    20,000    

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

    21,375  
    45,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(2)

    42,806  
   

Peabody Energy Corp.

 
    5,000    

6.00%, 03/31/2022(2)

    5,100  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Coal - 0.1% - (continued)  
  $       5,000    

6.38%, 03/31/2025(2)

  $ 5,075  
     

 

 

 
        74,356  
     

 

 

 
            Commercial Banks - 4.8%  
  EUR       200,000    

Banco Bilbao Vizcaya Argentaria S.A.
7.00%, 02/19/2019(1)(4)(5)

    224,396  
    100,000    

Banco Santander S.A.
6.25%, 09/11/2021(1)(4)(5)

    111,245  
   

Bank of America Corp.

 
  $       75,000    

4.00%, 01/22/2025

    75,675  
    50,000    

4.75%, 04/21/2045

    51,005  
  EUR       200,000    

Barclays plc
8.00%, 12/15/2020(1)(5)

    240,463  
  $       200,000    

BNP Paribas S.A.
7.63%, 03/30/2021(1)(2)(5)

    217,260  
   

Capital One Financial Corp.

 
    25,000    

2.45%, 04/24/2019

    25,148  
    30,000    

3.20%, 02/05/2025

    29,106  
    400,000    

Credit Agricole S.A.
8.13%, 12/23/2025(1)(2)(5)

    441,448  
    200,000    

Credit Suisse Group AG
6.25%, 12/18/2024(1)(4)(5)

    208,484  
   

Goldman Sachs Group, Inc.

 
    25,000    

3.50%, 01/23/2025

    25,111  
    75,000    

3.50%, 11/16/2026

    74,074  
    200,000    

Intesa Sanpaolo S.p.A.
7.70%, 09/17/2025(1)(2)(5)

    197,250  
   

JP Morgan Chase & Co.

 
    25,000    

2.95%, 10/01/2026

    24,017  
    50,000    

6.30%, 04/23/2019

    54,123  
    100,000    

Morgan Stanley
3.95%, 04/23/2027

    100,299  
    20,000    

Radian Group, Inc.
7.00%, 03/15/2021

    22,300  
    320,000    

Royal Bank of Scotland Group plc
7.50%, 08/10/2020(1)(5)

    331,400  
    200,000    

Sberbank of Russia Via SB Capital S.A.
5.13%, 10/29/2022(4)

    207,097  
    200,000    

Societe Generale S.A.
8.25%, 11/29/2018(1)(4)(5)

    212,144  
    200,000    

UBS Group AG
6.88%, 03/22/2021(1)(4)(5)

    212,508  
    10,000    

Wells Fargo & Co.
4.75%, 12/07/2046

    10,309  
     

 

 

 
        3,094,862  
     

 

 

 
            Commercial Services - 0.4%  
   

APX Group, Inc.

 
    20,000    

7.88%, 12/01/2022

    21,800  
    25,000    

7.88%, 12/01/2022(2)

    27,250  
    10,000    

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

    10,550  
    40,000    

GW Honos Security Corp.
8.75%, 05/15/2025(2)

    40,800  
   

Herc Rentals, Inc.

 
    23,000    

7.50%, 06/01/2022(2)

    25,013  
    13,000    

7.75%, 06/01/2024(2)

    14,186  
    35,000    

Hertz Corp.
5.50%, 10/15/2024(2)

    30,187  
    60,000    

United Rentals North America, Inc.
4.63%, 07/15/2023

    62,283  
     

 

 

 
        232,069  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  105  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Construction Materials - 0.2%  
  $       25,000    

CRH America, Inc.
5.75%, 01/15/2021

  $ 27,700  
    30,000    

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

    31,350  
   

Standard Industries, Inc.

 
    65,000    

5.38%, 11/15/2024(2)

    67,762  
    25,000    

6.00%, 10/15/2025(2)

    26,688  
     

 

 

 
        153,500  
     

 

 

 
            Distribution/Wholesale - 0.0%  
    10,000    

American Builders & Contractors Supply Co., Inc.
5.63%, 04/15/2021(2)

    10,263  
     

 

 

 
            Diversified Financial Services - 1.0%  
    200,000    

AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust
4.50%, 05/15/2021

    211,405  
    50,000    

Discover Financial Services
3.75%, 03/04/2025

    49,551  
    15,000    

FBM Finance, Inc.
8.25%, 08/15/2021(2)

    16,200  
    10,000    

Hexion, Inc.
13.75%, 02/01/2022(2)

    9,825  
    50,000    

International Lease Finance Corp.
7.13%, 09/01/2018(2)

    53,372  
    55,000    

Nationstar Mortgage LLC / Nationstar Capital Corp.
7.88%, 10/01/2020

    57,200  
   

Navient Corp.

 
    30,000    

5.50%, 01/25/2023

    29,680  
    35,000    

5.63%, 08/01/2033

    28,000  
    30,000    

5.88%, 10/25/2024

    29,175  
    40,000    

6.13%, 03/25/2024

    39,600  
    10,000    

6.50%, 06/15/2022

    10,338  
    25,000    

OneMain Financial Holdings LLC
6.75%, 12/15/2019(2)

    26,281  
    15,000    

PHH Corp.
6.38%, 08/15/2021

    15,113  
   

Springleaf Finance Corp.

 
    15,000    

5.25%, 12/15/2019

    15,228  
    20,000    

7.75%, 10/01/2021

    21,438  
    20,000    

8.25%, 12/15/2020

    21,914  
    15,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(2)

    15,413  
     

 

 

 
        649,733  
     

 

 

 
            Electric - 0.5%  
    25,000    

AES Corp.
5.50%, 03/15/2024

    25,687  
    25,000    

Calpine Corp.
5.75%, 01/15/2025

    24,187  
    25,000    

Dominion Resources, Inc.
2.85%, 08/15/2026

    23,664  
    10,000    

Duke Energy Florida LLC
3.40%, 10/01/2046

    8,992  
   

Dynegy, Inc.

 
    25,000    

6.75%, 11/01/2019

    25,375  
    25,000    

8.00%, 01/15/2025(2)

    22,938  
    25,000    

Fortis, Inc.
3.06%, 10/04/2026(2)

    23,669  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Electric - 0.5% - (continued)  
  $       15,000    

GenOn Energy, Inc.
7.88%, 06/15/2017

  $ 10,313  
    25,000    

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

    24,493  
    10,000    

NRG Energy, Inc.
7.25%, 05/15/2026

    10,225  
    55,000    

SCANA Corp.
4.13%, 02/01/2022

    55,549  
    25,000    

Southern Power Co.
5.15%, 09/15/2041

    25,801  
    25,000    

Southwestern Electric Power Co.
2.75%, 10/01/2026

    23,869  
    80,000    

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020(4)(6)(7)(8)

     
     

 

 

 
        304,762  
     

 

 

 
            Electrical Components & Equipment - 0.0%  
    10,000    

EnerSys 5.00%, 04/30/2023(2)

    10,188  
    10,000    

WESCO Distribution, Inc.
5.38%, 12/15/2021

    10,275  
     

 

 

 
        20,463  
     

 

 

 
            Entertainment - 0.2%  
    10,000    

Eagle II Acquisition Co. LLC
6.00%, 04/01/2025(2)

    10,338  
    20,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(2)

    20,900  
    35,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(2)

    35,262  
    25,000    

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024(2)

    25,813  
    10,000    

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%, 08/15/2021(2)

    10,108  
    30,000    

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

    28,912  
     

 

 

 
        131,333  
     

 

 

 
            Environmental Control - 0.0%  
    25,000    

Clean Harbors, Inc.
5.13%, 06/01/2021

    25,604  
    5,000    

Tervita Escrow Corp.
7.63%, 12/01/2021(2)

    5,138  
     

 

 

 
        30,742  
     

 

 

 
            Food - 0.2%  
   

Post Holdings, Inc.

 
    30,000    

5.00%, 08/15/2026(2)

    29,850  
    20,000    

6.00%, 12/15/2022(2)

    21,350  
   

TreeHouse Foods, Inc.

 
    35,000    

4.88%, 03/15/2022

    36,225  
    15,000    

6.00%, 02/15/2024(2)

    15,975  
     

 

 

 
        103,400  
     

 

 

 
            Forest Products & Paper - 0.0%  
    10,000    

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

    10,162  
     

 

 

 
            Gas - 0.0%  
    15,000    

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.50%, 05/20/2025

    15,150  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  106  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Healthcare-Products - 0.3%  
   

Alere, Inc.

 
  $       70,000    

6.50%, 06/15/2020

  $ 71,575  
    50,000    

7.25%, 07/01/2018

    50,500  
    55,000    

Sterigenics-Nordion Holdings LLC
6.50%, 05/15/2023(2)

    56,650  
     

 

 

 
        178,725  
     

 

 

 
            Healthcare-Services - 0.9%  
   

Community Health Systems, Inc.

 
    20,000    

5.13%, 08/01/2021

    19,825  
    50,000    

6.88%, 02/01/2022

    41,375  
    100,000    

7.13%, 07/15/2020

    89,750  
   

Envision Healthcare Corp.

 
    25,000    

5.13%, 07/01/2022(2)

    25,375  
    75,000    

5.63%, 07/15/2022

    77,374  
    35,000    

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

    37,975  
   

HCA, Inc.

 
    55,000    

5.38%, 02/01/2025

    57,269  
    15,000    

6.50%, 02/15/2020

    16,463  
    10,000    

7.05%, 12/01/2027

    11,050  
    35,000    

7.50%, 11/15/2095

    34,475  
    10,000    

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

    10,325  
    5,000    

MPH Acquisition Holdings LLC
7.13%, 06/01/2024(2)

    5,375  
   

Tenet Healthcare Corp.

 
    65,000    

5.00%, 03/01/2019

    65,122  
    5,000    

6.75%, 06/15/2023

    4,775  
    55,000    

8.13%, 04/01/2022

    55,825  
     

 

 

 
        552,353  
     

 

 

 
            Home Builders - 0.5%  
   

Beazer Homes USA, Inc.

 
    15,000    

6.75%, 03/15/2025(2)

    15,338  
    20,000    

8.75%, 03/15/2022

    22,250  
   

KB Home

 
    100,000    

7.00%, 12/15/2021

    111,750  
    15,000    

7.63%, 05/15/2023

    16,612  
    40,000    

8.00%, 03/15/2020

    45,050  
   

Lennar Corp.

 
    20,000    

4.75%, 11/15/2022

    20,800  
    40,000    

4.88%, 12/15/2023

    41,400  
    50,000    

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

    52,375  
    20,000    

Toll Brothers Finance Corp.
4.38%, 04/15/2023

    20,450  
     

 

 

 
        346,025  
     

 

 

 
            Household Products - 0.1%  
    25,000    

Avon International Operations, Inc.
7.88%, 08/15/2022(2)

    26,875  
   

Revlon Consumer Products Corp.

 
    25,000    

5.75%, 02/15/2021

    24,875  
    30,000    

6.25%, 08/01/2024

    29,250  
     

 

 

 
        81,000  
     

 

 

 
            Household Products/Wares - 0.0%  
    20,000    

ACCO Brands Corp.
5.25%, 12/15/2024(2)

    20,600  
     

 

 

 
            Housewares - 0.1%  
    30,000    

American Greetings Corp.
7.88%, 02/15/2025(2)

    32,025  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Insurance - 0.2%  
  $       50,000    

CNA Financial Corp.
3.95%, 05/15/2024

  $ 51,798  
   

Genworth Holdings, Inc.

 
    25,000    

4.90%, 08/15/2023

    21,000  
    5,000    

7.20%, 02/15/2021

    4,738  
    5,000    

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

    5,362  
    30,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(2)

    30,525  
     

 

 

 
        113,423  
     

 

 

 
            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

    31,988  
    30,000    

6.38%, 05/15/2025

    32,437  
     

 

 

 
        124,100  
     

 

 

 
            Iron/Steel - 0.1%  
    15,000    

Nucor Corp.
4.00%, 08/01/2023

    15,885  
    5,000    

Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(2)

    5,151  
    20,000    

Steel Dynamics, Inc.
5.13%, 10/01/2021

    20,650  
   

United States Steel Corp.

 
    5,000    

6.88%, 04/01/2021

    5,050  
    15,000    

7.38%, 04/01/2020

    16,125  
    5,000    

7.50%, 03/15/2022

    5,087  
    25,000    

8.38%, 07/01/2021(2)

    27,531  
     

 

 

 
        95,479  
     

 

 

 
            IT Services - 0.1%  
    30,000    

Conduent Finance, Inc. / Xerox Business Services LLC
10.50%, 12/15/2024(2)

    34,800  
   

Dell, Inc.

 
    25,000    

5.40%, 09/10/2040

    22,250  
    25,000    

5.88%, 06/15/2019

    26,623  
     

 

 

 
        83,673  
     

 

 

 
            Leisure Time - 0.2%  
  EUR       100,000    

Cirsa Funding Luxembourg S.A.
5.88%, 05/15/2023(4)

    115,262  
     

 

 

 
            Lodging - 0.2%  
  $       15,000    

Boyd Gaming Corp.
6.38%, 04/01/2026

    16,162  
    50,000    

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

    53,375  
    40,000    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(2)

    41,800  
    10,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(2)

    10,013  
     

 

 

 
        121,350  
     

 

 

 
            Machinery - Construction & Mining - 0.1%  
    35,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(2)

    36,575  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  107  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Machinery-Diversified - 0.1%  
  $       40,000    

Cloud Crane LLC
10.13%, 08/01/2024(2)

  $ 42,700  
    30,000    

CNH Industrial Capital LLC
4.38%, 11/06/2020

    31,050  
    20,000    

Gardner Denver, Inc.
6.88%, 08/15/2021(2)

    20,750  
     

 

 

 
        94,500  
     

 

 

 
            Media - 1.9%  
    15,000    

Belo Corp.
7.25%, 09/15/2027

    16,200  
    25,000    

CBS Corp.
3.50%, 01/15/2025

    25,165  
    10,000    

CBS Radio, Inc.
7.25%, 11/01/2024(2)

    10,875  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    40,000    

5.13%, 02/15/2023

    41,600  
    15,000    

5.13%, 05/01/2023(2)

    15,656  
    5,000    

5.25%, 09/30/2022

    5,188  
    20,000    

5.75%, 02/15/2026(2)

    21,244  
    85,000    

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(2)

    86,913  
    100,000    

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020

    103,330  
   

Clear Channel Worldwide Holdings, Inc.

 
    50,000    

6.50%, 11/15/2022

    51,812  
    10,000    

7.63%, 03/15/2020

    10,113  
   

Cox Communications, Inc.

 
    15,000    

3.35%, 09/15/2026(2)

    14,740  
    25,000    

4.50%, 06/30/2043(2)

    21,875  
    65,000    

CSC Holdings LLC
5.25%, 06/01/2024

    65,772  
   

DISH DBS Corp.

 
    50,000    

5.88%, 07/15/2022

    52,964  
    70,000    

6.75%, 06/01/2021

    76,125  
    25,000    

7.88%, 09/01/2019

    27,750  
    35,000    

Gray Television, Inc.
5.13%, 10/15/2024(2)

    35,087  
    60,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    64,344  
    5,000    

Sinclair Television Group, Inc.
5.13%, 02/15/2027(2)

    4,963  
   

TEGNA, Inc.

 
    15,000    

4.88%, 09/15/2021(2)

    15,487  
    90,000    

6.38%, 10/15/2023

    95,625  
   

Time Warner Cable LLC

 
    25,000    

4.50%, 09/15/2042

    22,931  
    75,000    

5.00%, 02/01/2020

    80,058  
    40,000    

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

    42,021  
  EUR       81,000    

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
5.75%, 01/15/2023(4)

    93,307  
  $       50,000    

Univision Communications, Inc.
5.13%, 02/15/2025(2)

    49,812  
   

Viacom, Inc.

 
    25,000    

3.45%, 10/04/2026

    24,017  
    10,000    

5.88%, 02/28/2057(1)

    10,325  
    50,000    

6.25%, 02/28/2057(1)

    51,312  
     

 

 

 
        1,236,611  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Metal Fabricate/Hardware - 0.0%  
  $       15,000    

Novelis Corp.
5.88%, 09/30/2026(2)

  $ 15,413  
     

 

 

 
            Mining - 0.1%  
    10,000    

Barrick Gold Corp.
5.25%, 04/01/2042

    11,043  
    5,000    

Freeport-McMoRan, Inc.
5.45%, 03/15/2043

    4,263  
    15,000    

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

    15,825  
    5,000    

New Gold, Inc.
6.25%, 11/15/2022(4)

    5,100  
    10,000    

Teck Resources Ltd.
8.50%, 06/01/2024(2)

    11,587  
     

 

 

 
        47,818  
     

 

 

 
            Miscellaneous Manufacturing - 0.4%  
   

Bombardier, Inc.

 
    50,000    

5.75%, 03/15/2022(2)

    49,625  
    60,000    

6.13%, 01/15/2023(2)

    59,850  
    30,000    

Carlisle Cos., Inc.
3.75%, 11/15/2022

    30,359  
    50,000    

Ingersoll-Rand Global Holding Co., Ltd.
4.25%, 06/15/2023

    53,565  
    50,000    

Pentair Finance S.A.
3.15%, 09/15/2022

    49,922  
     

 

 

 
        243,321  
     

 

 

 
            Office/Business Equipment - 0.0%  
    20,000    

CDW LLC / CDW Finance Corp.
5.50%, 12/01/2024

    21,300  
     

 

 

 
            Oil & Gas - 2.9%  
    10,000    

Anadarko Petroleum Corp.
4.50%, 07/15/2044

    9,636  
    30,000    

Antero Resources Corp.
5.63%, 06/01/2023

    30,862  
    40,000    

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(2)

    41,000  
    50,000    

California Resources Corp.
8.00%, 12/15/2022(2)

    38,250  
    5,000    

Callon Petroleum Co.
6.13%, 10/01/2024(2)

    5,238  
   

Concho Resources, Inc.

 
    10,000    

5.50%, 10/01/2022

    10,378  
    115,000    

5.50%, 04/01/2023

    119,241  
   

Continental Resources, Inc.

 
    25,000    

3.80%, 06/01/2024

    23,500  
    55,000    

4.90%, 06/01/2044

    47,712  
    10,000    

5.00%, 09/15/2022

    10,088  
    40,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(2)

    42,200  
    40,000    

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

    40,144  
    25,000    

Diamond Offshore Drilling, Inc.
4.88%, 11/01/2043

    18,156  
    25,000    

Energen Corp.
4.63%, 09/01/2021

    25,062  
   

Ensco plc

 
    25,000    

4.70%, 03/15/2021

    25,062  
    20,000    

5.75%, 10/01/2044

    14,568  
   

Hess Corp.

 
    25,000    

4.30%, 04/01/2027

    24,978  
    25,000    

6.00%, 01/15/2040

    25,971  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  108  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Oil & Gas - 2.9% - (continued)  
  $       25,000    

7.88%, 10/01/2029

  $ 31,106  
    200,000    

KazMunayGas National Co. JSC
5.75%, 04/19/2047(2)

    195,020  
   

Laredo Petroleum, Inc.

 
    15,000    

5.63%, 01/15/2022

    15,000  
    30,000    

6.25%, 03/15/2023

    30,300  
    15,000    

7.38%, 05/01/2022

    15,581  
    50,000    

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

    49,863  
   

Matador Resources Co.

 
    45,000    

6.88%, 04/15/2023

    47,475  
    10,000    

6.88%, 04/15/2023(2)

    10,550  
   

MEG Energy Corp.

 
    10,000    

6.38%, 01/30/2023(2)

    8,800  
    10,000    

6.50%, 01/15/2025(2)

    9,875  
    20,000    

7.00%, 03/31/2024(2)

    17,850  
    25,000    

Murphy Oil Corp.
4.00%, 06/01/2022

    24,063  
   

Noble Holding International Ltd.

 
    20,000    

6.20%, 08/01/2040

    14,100  
    25,000    

7.75%, 01/15/2024

    22,813  
    35,000    

PDC Energy, Inc.
6.13%, 09/15/2024(2)

    35,875  
   

Petrobras Global Finance B.V.

 
    150,000    

4.38%, 05/20/2023

    143,580  
    40,000    

5.38%, 01/27/2021

    41,094  
    40,000    

5.63%, 05/20/2043

    33,450  
    30,000    

7.38%, 01/17/2027

    32,259  
    10,000    

8.38%, 05/23/2021

    11,325  
    15,000    

8.75%, 05/23/2026

    17,490  
    75,000    

Petroleos de Venezuela S.A.
6.00%, 11/15/2026(4)

    28,612  
   

Petroleos Mexicanos

 
    10,000    

4.88%, 01/24/2022

    10,325  
    20,000    

6.75%, 09/21/2047

    20,326  
    30,000    

Pioneer Natural Resources Co.
3.95%, 07/15/2022

    31,636  
   

QEP Resources, Inc.

 
    35,000    

5.25%, 05/01/2023

    34,212  
    5,000    

5.38%, 10/01/2022

    4,938  
   

Rice Energy, Inc.

 
    15,000    

6.25%, 05/01/2022

    15,684  
    10,000    

7.25%, 05/01/2023

    10,800  
   

Rowan Cos., Inc.

 
    65,000    

4.88%, 06/01/2022

    61,100  
    10,000    

5.85%, 01/15/2044

    7,850  
    10,000    

Shell International Finance B.V.
3.75%, 09/12/2046

    9,309  
   

SM Energy Co.

 
    30,000    

5.00%, 01/15/2024

    28,275  
    10,000    

6.75%, 09/15/2026

    10,075  
    50,000    

Tesoro Corp.
5.38%, 10/01/2022

    52,000  
    10,000    

Transocean, Inc.
6.80%, 03/15/2038

    8,000  
    10,000    

Whiting Petroleum Corp.
6.25%, 04/01/2023

    10,000  
   

WPX Energy, Inc.

 
    30,000    

5.25%, 09/15/2024

    29,250  
    20,000    

6.00%, 01/15/2022

    20,300  
    20,000    

8.25%, 08/01/2023

    22,300  
   

YPF S.A.

 
    45,000    

8.50%, 07/28/2025(4)

    50,906  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Oil & Gas - 2.9% - (continued)  
  $       15,000    

8.88%, 12/19/2018(4)

  $ 16,235  
     

 

 

 
        1,841,648  
     

 

 

 
            Oil & Gas Services - 0.0%  
   

Weatherford International Ltd.

 
    5,000    

5.95%, 04/15/2042

    4,375  
    15,000    

6.50%, 08/01/2036

    14,175  
     

 

 

 
        18,550  
     

 

 

 
            Packaging & Containers - 0.8%  
  EUR       100,000    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
6.75%, 05/15/2024(2)

    119,671  
  $       15,000    

Ball Corp.
4.00%, 11/15/2023

    15,225  
    50,000    

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

    53,125  
    25,000    

Crown Americas LLC / Crown Americas Capital Corp.
4.25%, 09/30/2026(2)

    24,500  
  EUR       100,000    

Crown European Holdings S.A.
3.38%, 05/15/2025(4)

    111,926  
  $       20,000    

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(2)

    20,600  
   

Owens-Brockway Glass Container, Inc.

 
    30,000    

5.88%, 08/15/2023(2)

    32,100  
    30,000    

6.38%, 08/15/2025(2)

    32,625  
   

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

 
    35,000    

5.13%, 07/15/2023(2)

    36,488  
    25,000    

7.00%, 07/15/2024(2)

    26,906  
    30,000    

WestRock MWV LLC
7.38%, 09/01/2019

    33,422  
     

 

 

 
        506,588  
     

 

 

 
            Pharmaceuticals - 0.8%  
    75,000    

Actavis Funding SCS
4.55%, 03/15/2035

    75,526  
    25,000    

Allergan, Inc.
2.80%, 03/15/2023

    24,817  
    50,000    

Cardinal Health, Inc.
3.20%, 03/15/2023

    50,903  
    125,000    

Endo Finance LLC
5.75%, 01/15/2022(2)

    115,625  
    95,000    

Endo Finance LLC / Endo Finco, Inc.
5.38%, 01/15/2023(2)

    81,463  
    25,000    

McKesson Corp.
3.80%, 03/15/2024

    25,991  
    16,000    

PRA Holdings, Inc.
9.50%, 10/01/2023(2)

    17,680  
    10,000    

Valeant Pharmaceuticals International
6.38%, 10/15/2020(2)

    8,588  
   

Valeant Pharmaceuticals International, Inc.

 
    130,000    

5.88%, 05/15/2023(2)

    96,037  
    20,000    

6.13%, 04/15/2025(2)

    14,765  
    5,000    

7.00%, 03/15/2024(2)

    5,100  
    10,000    

Vizient, Inc.
10.38%, 03/01/2024(2)

    11,450  
     

 

 

 
        527,945  
     

 

 

 
            Pipelines - 0.5%  
   

DCP Midstream Operating L.P.

 
    25,000    

3.88%, 03/15/2023

    24,375  
    25,000    

5.85%, 05/21/2043(1)(2)

    23,875  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  109  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Pipelines - 0.5% - (continued)  
   

Energy Transfer Equity L.P.

 
  $       5,000    

5.50%, 06/01/2027

  $ 5,375  
    40,000    

7.50%, 10/15/2020

    45,075  
    25,000    

Energy Transfer Partners L.P.
5.20%, 02/01/2022

    27,061  
    25,000    

Kinder Morgan, Inc.
5.05%, 02/15/2046

    24,877  
    100,000    

NGPL PipeCo LLC
7.12%, 12/15/2017(2)

    102,687  
    10,000    

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

    10,900  
    50,000    

Williams Cos., Inc.
3.70%, 01/15/2023

    49,250  
     

 

 

 
        313,475  
     

 

 

 
            Real Estate Investment Trusts - 0.3%  
    75,000    

American Tower Corp.
3.40%, 02/15/2019

    76,613  
    50,000    

Brixmor Operating Partnership L.P.
3.85%, 02/01/2025

    49,764  
    30,000    

HCP, Inc.
5.38%, 02/01/2021

    32,747  
    10,000    

MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc.
5.63%, 05/01/2024

    10,787  
     

 

 

 
        169,911  
     

 

 

 
            Retail - 0.3%  
    40,000    

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

    41,769  
    25,000    

CVS Health Corp.
5.13%, 07/20/2045

    27,939  
   

L Brands, Inc.

 
    25,000    

6.75%, 07/01/2036

    24,219  
    25,000    

6.88%, 11/01/2035

    24,650  
    45,000    

Party City Holdings, Inc.
6.13%, 08/15/2023(2)

    46,350  
     

 

 

 
        164,927  
     

 

 

 
            Semiconductors - 0.2%  
    35,000    

Entegris, Inc.
6.00%, 04/01/2022(2)

    36,487  
    27,000    

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

    28,215  
   

Sensata Technologies B.V.

 
    55,000    

5.00%, 10/01/2025(2)

    56,169  
    10,000    

5.63%, 11/01/2024(2)

    10,600  
     

 

 

 
        131,471  
     

 

 

 
            Software - 0.5%  
    20,000    

Camelot Finance S.A.
7.88%, 10/15/2024(2)

    21,450  
    20,000    

Change Healthcare Holdings, Inc.
5.75%, 03/01/2025(2)

    20,525  
   

Fidelity National Information Services, Inc.

 
    25,000    

3.00%, 08/15/2026

    23,954  
    25,000    

3.50%, 04/15/2023

    25,606  
   

First Data Corp.

 
    25,000    

5.38%, 08/15/2023(2)

    26,000  
    70,000    

7.00%, 12/01/2023(2)

    75,054  
    80,000    

Infor U.S., Inc.
6.50%, 05/15/2022

    83,200  

Shares or Principal Amount

 

Market Value

 
CORPORATE BONDS - 21.2% - (continued)  
            Software - 0.5% - (continued)  
   

Microsoft Corp.

 
  $       25,000    

2.40%, 08/08/2026

  $ 23,951  
    15,000    

4.25%, 02/06/2047

    15,609  
    10,000    

RP Crown Parent LLC
7.38%, 10/15/2024(2)

    10,450  
     

 

 

 
        325,799  
     

 

 

 
            Telecommunications - 1.0%  
    106,000    

Alcatel-Lucent USA, Inc.
6.45%, 03/15/2029

    119,250  
    25,000    

AT&T, Inc.
4.35%, 06/15/2045

    22,186  
    25,000    

Embarq Corp.
8.00%, 06/01/2036

    25,469  
    15,000    

Frontier Communications Corp.
10.50%, 09/15/2022

    15,075  
    25,000    

Level 3 Communications, Inc.
5.75%, 12/01/2022

    26,031  
    95,000    

Level 3 Financing, Inc.
5.38%, 08/15/2022

    98,106  
    25,000    

Qwest Capital Funding, Inc.
6.88%, 07/15/2028

    23,813  
   

Sprint Capital Corp.

 
    25,000    

6.88%, 11/15/2028

    27,062  
    15,000    

6.90%, 05/01/2019

    16,031  
   

Sprint Communications, Inc.

 
    25,000    

6.00%, 11/15/2022

    26,047  
    45,000    

9.00%, 11/15/2018(2)

    49,219  
   

Sprint Corp.

 
    40,000    

7.13%, 06/15/2024

    43,625  
    25,000    

7.25%, 09/15/2021

    27,344  
    5,000    

7.63%, 02/15/2025

    5,581  
    35,000    

7.88%, 09/15/2023

    39,287  
    25,000    

Telecom Italia Capital S.A.
6.00%, 09/30/2034

    25,563  
    25,000    

Verizon Communications, Inc.
4.13%, 08/15/2046

    21,805  
     

 

 

 
        611,494  
     

 

 

 
            Transportation - 0.1%  
    10,000    

FedEx Corp.
4.55%, 04/01/2046

    10,102  
    25,000    

Penske Truck Leasing Co. L.P. / PTL Finance Corp.
3.38%, 02/01/2022(2)

    25,561  
     

 

 

 
        35,663  
     

 

 

 
            Trucking & Leasing - 0.1%  
   

Park Aerospace Holdings Ltd.

 
    20,000    

5.25%, 08/15/2022(2)

    21,125  
    15,000    

5.50%, 02/15/2024(2)

    15,862  
     

 

 

 
        36,987  
     

 

 

 
   

Total Corporate Bonds
(cost $13,112,470)

  $ 13,600,690  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 6.8%  
            Argentina - 0.9%  
   

Argentina Treasury Bill

 
  $       40,026    

2.56%, 07/14/2017

  $ 39,826  
    50,935    

2.63%, 05/26/2017

    50,834  
    84,759    

3.18%, 12/15/2017

    83,233  
    85,608    

3.34%, 04/27/2018

    82,937  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  110  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 6.8% - (continued)  
            Argentina - 0.9% - (continued)  
   

Argentine Republic Government International Bond

 
  EUR       70,000    

2.26%, 12/31/2038(1)(3)

  $ 48,267  
  $       150,000    

2.50%, 12/31/2038(1)(3)

    99,750  
    155,000    

6.88%, 01/26/2027

    163,757  
     

 

 

 
        568,604  
     

 

 

 
            Brazil - 0.3%  
  BRL       26,896    

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2050(9)

    9,294  
   

Brazilian Government International Bond

 
  $       75,000    

7.13%, 01/20/2037

    87,000  
    75,000    

8.25%, 01/20/2034

    95,254  
     

 

 

 
        191,548  
     

 

 

 
            Bulgaria - 0.4%  
  EUR       200,000    

Bulgaria Government International Bond
1.88%, 03/21/2023(4)

    229,062  
     

 

 

 
            Croatia - 0.2%  
  $       100,000    

Croatia Government International Bond
6.63%, 07/14/2020(4)

    110,088  
     

 

 

 
            Dominican Republic - 0.2%  
    100,000    

Dominican Republic International Bond
5.50%, 01/27/2025(4)

    103,665  
     

 

 

 
            Hungary - 0.4%  
   

Hungary Government International Bond

 
    126,000    

5.38%, 02/21/2023

    139,810  
    30,000    

5.75%, 11/22/2023

    34,125  
    45,000    

6.25%, 01/29/2020

    49,337  
    36,000    

6.38%, 03/29/2021

    40,680  
     

 

 

 
        263,952  
     

 

 

 
            Indonesia - 0.5%  
   

Indonesia Government International Bond

 
  EUR       190,000    

2.88%, 07/08/2021(4)

    220,730  
    105,000    

3.75%, 06/14/2028(4)

    122,658  
     

 

 

 
        343,388  
     

 

 

 
            Ivory Coast - 0.1%  
  $       98,000    

Ivory Coast Government International Bond
5.75%, 12/31/2032(3)(4)

    93,982  
     

 

 

 
            Mexico - 0.8%  
  MXN       2,284,700    

Mexican Bonos
5.00%, 12/11/2019

    116,128  
    2,014,306    

Mexican Udibonos
4.00%, 11/08/2046(9)

    111,414  
   

Mexico Government International Bond

 
  $       102,000    

4.00%, 10/02/2023

    105,881  
    90,000    

4.75%, 03/08/2044

    88,785  
    60,000    

5.75%, 10/12/2110

    61,050  
    50,000    

6.05%, 01/11/2040

    57,925  
     

 

 

 
        541,183  
     

 

 

 
            Morocco - 0.2%  
  EUR       100,000    

Morocco Government International Bond
3.50%, 06/19/2024(4)

    118,734  
     

 

 

 
            Panama - 0.1%  
  $       45,000    

Panama Government International Bond
9.38%, 04/01/2029

    66,825  
     

 

 

 
            Peru - 0.1%  
    30,000    

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

    45,900  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
FOREIGN GOVERNMENT OBLIGATIONS - 6.8% - (continued)  
            Romania - 0.2%  
   

Romanian Government International Bond

 
  EUR       35,000    

3.63%, 04/24/2024(4)

  $ 42,987  
    55,000    

3.88%, 10/29/2035(4)

    62,913  
     

 

 

 
        105,900  
     

 

 

 
            Russia - 0.6%  
   

Russian Foreign Bond - Eurobond

 
  $       200,000    

4.88%, 09/16/2023(4)

    216,796  
    100,000    

5.00%, 04/29/2020(4)

    106,869  
    32,000    

12.75%, 06/24/2028(4)

    56,738  
     

 

 

 
        380,403  
     

 

 

 
            South Africa - 0.2%  
  ZAR       655,000    

Republic of South Africa Government Bond
6.25%, 03/31/2036

    35,389  
    1,229,838    

South Africa Government Bond - CPI Linked
2.00%, 01/31/2025(9)

    90,015  
     

 

 

 
        125,404  
     

 

 

 
            Turkey - 1.0%  
   

Turkey Government International Bond

 
  $       200,000    

4.88%, 04/16/2043

    180,750  
    100,000    

5.63%, 03/30/2021

    105,974  
    180,000    

6.88%, 03/17/2036

    203,985  
    65,000    

7.00%, 06/05/2020

    71,519  
    50,000    

7.38%, 02/05/2025

    58,006  
     

 

 

 
        620,234  
     

 

 

 
            Ukraine - 0.3%  
   

Ukraine Government International Bond

 
    100,000    

7.75%, 09/01/2019(4)

    102,004  
    100,000    

7.75%, 09/01/2023(4)

    96,570  
     

 

 

 
        198,574  
     

 

 

 
            Uruguay - 0.0%  
   

Uruguay Government International Bond

 
    15,000    

7.63%, 03/21/2036

    19,744  
    5,000    

8.00%, 11/18/2022

    6,102  
     

 

 

 
        25,846  
     

 

 

 
            Venezuela - 0.3%  
   

Venezuela Government International Bond

 
    107,000    

7.75%, 10/13/2019(4)

    64,382  
    185,000    

9.00%, 05/07/2023(4)

    92,074  
    115,000    

9.25%, 05/07/2028(4)

    54,821  
     

 

 

 
        211,277  
     

 

 

 
   

Total Foreign Government Obligations
(cost $4,210,085)

  $ 4,344,569  
     

 

 

 
     
MUNICIPAL BONDS - 0.9%  
            General - 0.4%  
   

Puerto Rico Commonwealth Government Employees Retirement System

 
  $       175,000    

6.15%, 07/01/2038

  $ 74,812  
    300,000    

6.20%, 07/01/2039

    128,250  
    120,000    

6.55%, 07/01/2058

    51,300  
     

 

 

 
        254,362  
     

 

 

 
            General Obligation - 0.5%  
    220,000    

City of Chicago, IL, GO
7.05%, 01/01/2029

    225,247  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  111  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
MUNICIPAL BONDS - 0.9% - (continued)  
            General Obligation - 0.5% - (continued)  
  $       100,000    

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

  $ 89,806  
     

 

 

 
        315,053  
     

 

 

 
   

Total Municipal Bonds
(cost $603,079)

  $ 569,415  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 22.9%(10)  
            Advertising - 0.4%  
  $       276,454    

Acosta Holdco, Inc.
4.25%, 09/26/2021

  $ 256,986  
     

 

 

 
            Aerospace/Defense - 0.4%  
    223,872    

TransDigm, Inc.
3.99%, 06/09/2023

    223,561  
     

 

 

 
            Beverages - 0.2%  
    137,947    

Oak Tea, Inc.
3.69%, 07/02/2022

    138,249  
     

 

 

 
            Chemicals - 0.4%  
    165,353    

Chemours Co.
3.49%, 05/12/2022

    166,491  
    114,139    

Nexeo Solutions LLC
4.88%, 06/09/2023

    115,280  
     

 

 

 
        281,771  
     

 

 

 
            Coal - 0.7%  
    354,211    

Ascent Resources - Marcellus LLC
5.28%, 08/04/2020

    246,471  
    180,000    

Foresight Energy LLC
0.00%, 03/10/2024(11)

    173,756  
     

 

 

 
        420,227  
     

 

 

 
            Commercial Services - 1.4%  
    114,713    

Quikrete Holdings, Inc.
4.24%, 11/15/2023

    114,880  
    133,988    

Russell Investment Group
6.75%, 06/01/2023

    135,412  
    340,410    

ServiceMaster Co.
3.48%, 11/08/2023

    344,028  
    125,000    

Team Health Holdings, Inc.
3.75%, 02/06/2024

    123,829  
    199,500    

Xerox Business Services LLC
4.99%, 12/07/2023

    202,826  
     

 

 

 
        920,975  
     

 

 

 
            Distribution/Wholesale - 0.4%  
    259,350    

Wilsonart LLC
4.65%, 12/19/2023

    260,862  
     

 

 

 
            Diversified Financial Services - 0.8%  
    205,000    

EVO Payments International LLC
6.00%, 12/22/2023

    207,179  
    156,021    

Infinity Acquisition LLC
4.15%, 08/06/2021

    154,461  
    160,000    

Telenet International Finance S.a.r.l.
3.97%, 01/31/2025

    160,226  
     

 

 

 
        521,866  
     

 

 

 
            Electric - 1.2%  
    263,013    

Calpine Corp.
3.90%, 05/31/2023

    263,836  

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 22.9%(10) - (continued)  
            Electric - 1.2% - (continued)  
  $       315,000    

Energy Future Intermediate Holding Co. LLC
4.30%, 06/30/2017

  $ 316,518  
    100,000    

Helix Gen Funding LLC
0.00%, 02/23/2024(11)

    100,900  
    151,607    

Seadrill Partners Finco LLC
4.15%, 02/21/2021

    101,956  
     

 

 

 
        783,210  
     

 

 

 
            Electronics - 0.2%  
   

Oberthur Technologies S.A.

 
    83,487    

3.75%, 12/15/2023(12)

    83,633  
    51,513    

4.90%, 01/10/2024

    51,603  
     

 

 

 
        135,236  
     

 

 

 
            Entertainment - 0.2%  
    110,000    

Eldorado Resorts LLC
0.00%, 03/13/2024(11)

    109,725  
     

 

 

 
            Food - 0.2%  
    109,171    

Hostess Brands LLC
4.00%, 08/03/2022

    110,058  
     

 

 

 
            Healthcare-Products - 0.5%  
    197,985    

Alere, Inc.
4.25%, 06/18/2022

    198,892  
    103,425    

Sterigenics-Nordion Holdings LLC
4.15%, 05/15/2022

    103,166  
     

 

 

 
        302,058  
     

 

 

 
            Healthcare-Services - 2.2%  
    216,654    

Catalent Pharma Solutions, Inc.
3.75%, 05/20/2021

    218,911  
    156,000    

CDRH Parent, Inc.
5.32%, 07/01/2021

    136,500  
    288,302    

Envision Healthcare Corp.
4.15%, 12/01/2023

    290,969  
    149,625    

inVentiv Health, Inc.
4.80%, 11/09/2023

    150,394  
    123,134    

MPH Acquisition Holdings LLC
4.90%, 06/07/2023

    124,695  
    134,418    

Ortho-Clinical Diagnostics, Inc.
4.75%, 06/30/2021

    133,691  
    141,739    

Surgery Center Holdings, Inc.
4.75%, 11/03/2020

    142,447  
    217,250    

U.S. Renal Care, Inc.
5.40%, 12/31/2022

    205,845  
     

 

 

 
        1,403,452  
     

 

 

 
            Holding Companies-Diversified - 0.2%  
    125,000    

PSAV Holdings LLC
0.00%, 04/21/2024(11)

    124,687  
     

 

 

 
            Household Products/Wares - 0.1%  
    90,000    

Galleria Co.
4.00%, 09/29/2023

    90,600  
     

 

 

 
            Insurance - 1.4%  
    236,654    

Asurion LLC
4.24%, 07/08/2020

    238,183  
    451,050    

Sedgwick Claims Management Services, Inc.
3.75%, 03/01/2021

    451,163  
    225,422    

USI, Inc.
4.25%, 12/27/2019

    224,295  
     

 

 

 
        913,641  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  112  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 22.9%(10) - (continued)  
            Internet - 0.5%  
  $       392,556    

Lands’ End, Inc.
4.25%, 04/04/2021

  $ 323,203  
     

 

 

 
            IT Services - 0.2%  
    140,000    

Tempo Acquisition LLC
0.00%, 03/15/2024(11)

    139,895  
     

 

 

 
            Leisure Time - 0.4%  
    114,713    

Boyd Gaming Corp.
3.45%, 09/15/2023

    115,155  
    140,000    

Delta 2 (LUX) S.a.r.l.
8.07%, 07/29/2022

    141,225  
     

 

 

 
        256,380  
     

 

 

 
            Machinery-Construction & Mining - 1.1%  
    598,422    

American Rock Salt Holdings LLC
4.90%, 05/20/2021

    598,422  
    100,831    

Neff Rental LLC
7.54%, 06/09/2021

    100,831  
     

 

 

 
        699,253  
     

 

 

 
            Machinery-Diversified - 0.3%  
    198,969    

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

    198,804  
     

 

 

 
            Media - 0.8%  
    99,487    

AVSC Holding Corp.
4.54%, 01/24/2021

    99,280  
    108,281    

CSC Holdings LLC
3.24%, 07/15/2025

    108,185  
    5,381    

Mission Broadcasting, Inc.
3.99%, 01/17/2024

    5,428  
    55,500    

Nexstar Broadcasting, Inc.
3.99%, 01/17/2024

    55,985  
    220,000    

Virgin Media Bristol LLC
3.74%, 01/31/2025

    220,775  
     

 

 

 
        489,653  
     

 

 

 
            Miscellaneous Manufacturing - 0.9%  
    608,332    

Sram LLC
4.54%, 03/15/2024

    606,811  
     

 

 

 
            Oil & Gas - 0.6%  
    115,000    

California Resources Corp.
11.38%, 12/31/2021

    126,356  
    100,000    

Chesapeake Energy Corp.
8.55%, 08/23/2021

    107,969  
    185,250    

Drillships Ocean Ventures, Inc.
7.50%, 07/25/2021

    171,742  
     

 

 

 
        406,067  
     

 

 

 
            Oil & Gas Services - 0.5%  
    334,660    

Pacific Drilling S.A.
4.63%, 06/03/2018

    153,944  
    409,188    

Paragon Offshore Finance Co.
5.75%, 07/18/2021

    156,514  
     

 

 

 
        310,458  
     

 

 

 
            Packaging & Containers - 0.7%  
    165,000    

Flex Acquisition Co., Inc.
4.40%, 12/29/2023

    165,722  
    310,544    

Reynolds Group Holdings, Inc.
3.99%, 02/05/2023

    312,078  
     

 

 

 
        477,800  
     

 

 

 

Shares or Principal Amount

 

Market Value

 
SENIOR FLOATING RATE INTERESTS - 22.9%(10) - (continued)  
            Pharmaceuticals - 0.5%  
  $       150,000    

Endo Luxembourg Finance Co. I S.a r.l.
0.00%, 04/05/2024(11)

  $ 151,125  
    191,797    

Valeant Pharmaceuticals International, Inc.
5.74%, 04/01/2022

    192,896  
     

 

 

 
        344,021  
     

 

 

 
            Real Estate - 0.5%  
    295,994    

DTZ U.S. Borrower LLC
4.34%, 11/04/2021

    297,062  
     

 

 

 
            REITS - 0.2%  
    103,950    

MGM Growth Properties Operating Partnership L.P.
3.49%, 04/25/2023

    104,136  
     

 

 

 
            Retail - 0.9%  
    300,000    

Bass Pro Group LLC
6.15%, 12/16/2023

    291,918  
    275,000    

Rite Aid Corp.
4.88%, 06/21/2021

    275,258  
     

 

 

 
        567,176  
     

 

 

 
            Software - 2.1%  
    150,000    

Change Healthcare Holdings, Inc.
3.75%, 03/01/2024

    150,394  
   

First Data Corp.

 
    313,657    

3.49%, 04/26/2024

    313,525  
    107,290    

3.99%, 07/10/2022

    107,853  
    156,471    

Go Daddy Operating Co. LLC
3.49%, 02/15/2024

    157,079  
    9,028    

MA FinanceCo LLC
0.00%, 04/18/2024(11)

    9,054  
    110,000    

Misys Europe S.A.
0.00%, 04/27/2024(11)

    110,757  
    60,972    

Seattle Spinco, Inc.
0.00%, 04/30/2024(11)

    61,143  
    416,850    

WEX, Inc.
4.49%, 07/01/2023

    420,889  
     

 

 

 
        1,330,694  
     

 

 

 
            Telecommunications - 0.9%  
    125,000    

Level 3 Financing, Inc.
3.24%, 02/22/2024

    125,357  
    98,214    

LTS Buyer LLC
4.40%, 04/13/2020

    98,478  
    225,000    

Sprint Communications, Inc.
3.50%, 02/02/2024

    225,142  
    149,598    

Univision Communications, Inc.
3.75%, 03/15/2024

    148,546  
     

 

 

 
        597,523  
     

 

 

 
            Transportation - 0.2%  
    128,554    

Kenan Advantage Group, Inc.
4.00%, 07/31/2022

    128,635  
     

 

 

 
            Trucking & Leasing - 0.7%      
    155,000    

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.74%, 03/20/2022

    157,257  
    314,402    

Consolidated Container Co. LLC
5.00%, 07/03/2019

    314,402  
     

 

 

 
        471,659  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $15,353,603)

  $ 14,746,394  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  113  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
EQUITY LINKED SECURITIES - 11.1%  
            Banks - 11.1%      
  $       5,298    

Alaska Air Group, Inc. (Nomura International Funding Pte Ltd.)
12.00%, 05/24/2017(2)

  $ 456,105  
    4,112    

Celegen Corp. (Merrill Lynch International Co. C.V.)
12.00%, 07/26/2017(2)

    509,847  
    3,376    

Cummins, Inc. (Nomura International Funding Pte Ltd.)
12.00%, 05/24/2017(2)

    507,818  
    6,364    

Eastman Chemical Co. (Merrill Lynch International Co. C.V.)
12.00%, 07/21/2017(2)

    509,184  
    5,839    

Electronic Arts, Inc. (Societe Generale S.A.)
12.00%, 05/24/2017(2)

    527,320  
    3,525    

Facebook, Inc. (HSBC Bank plc)
12.00%, 07/26/2017(2)

    513,028  
    6,048    

HCA Holdings, Inc. (Sociate Generale S.A.)
12.00%, 06/21/2017(2)

    507,523  
    28,911    

HP, Inc. (Societe Generale S.A.)
12.00%, 06/21/2017(2)

    509,307  
    5,598    

JPMorgan Chase & Co., (Societe Generale S.A.)
12.00%, 06/21/2017(2)

    493,421  
    5,303    

Manpower Group, Inc. (Societe Generale S.A.)
12.00%, 05/24/2017(2)

    524,785  
    5,530    

Packaging Corp. of America (Barclays Bank plc)
12.00%, 06/21/2017(2)

    524,272  
    4,789    

Prudential Financial, Inc. (Merrill Lynch International Co. C.V.)
12.00%, 07/26/2017(2)

    512,710  
    11,686    

Viacom, Inc., Class B, (Nomura International Funding Pte Ltd.)
12.00%, 05/24/2017(2)

    499,927  
    6,801    

Western Digital Corp. (Barclays Bank PLC)
12.00%, 05/24/2017(2)

    560,606  
     

 

 

 
        7,155,853  
     

 

 

 
   

Total Equity Linked Securities
(cost $7,128,771)

  $ 7,155,853  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 0.4%  
            FHLMC - 0.4%  
  $       250,000    

4.44%, 10/25/2029(1)

  $ 256,182  
     

 

 

 
   

Total U.S. Government Agencies
(cost $250,770)

    256,182  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 0.8%  
            U.S. Treasury Securities - 0.8%  
            U.S. Treasury Notes - 0.8%  
  $       532,724    

0.13%, 04/15/2022(9)

  $ 536,183  
     

 

 

 
        536,183  
     

 

 

 
   

Total U.S. Government Securities
(cost $537,324)

  $ 536,183  
     

 

 

 
     
COMMON STOCKS - 19.9%  
            Automobiles & Components - 1.2%  
  $       7,223    

Ford Motor Co.

  $ 82,848  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 19.9% - (continued)  
            Automobiles & Components - 1.2% - (continued)  
  $       1,369    

General Motors Co.

  $ 47,422  
    38,997    

Hota Industrial Manufacturing Co., Ltd.

    171,746  
    9,472    

Nissan Motor Co., Ltd.

    90,226  
    28,566    

Superalloy Industrial Co., Ltd.

    167,584  
    12,131    

Tung Thih Electronic Co., Ltd.

    83,118  
    502    

Visteon Corp.*

    51,681  
    82,911    

Xinyi Glass Holdings Ltd.

    73,470  
     

 

 

 
        768,095  
     

 

 

 
            Banks - 1.2%  
    188,453    

Agricultural Bank of China Ltd. Class H

    86,875  
    9,763    

Bank Hapoalim BM

    60,885  
    3,935    

Bendigo & Adelaide Bank Ltd.

    36,213  
    18,782    

BOC Hong Kong Holdings Ltd.

    77,185  
    27,487    

China CITIC Bank Corp. Ltd. Class H

    17,400  
    3,467    

Credit Agricole S.A.

    51,567  
    840    

Danske Bank A/S

    30,541  
    32,674    

Dubai Islamic Bank PJSC

    52,218  
    36,420    

Kiatnakin Bank PCL

    71,861  
    75,610    

Krung Thai Bank PCL

    43,281  
    9,267    

Malayan Banking Bhd

    20,441  
    18,842    

MGIC Investment Corp.*

    198,596  
     

 

 

 
        747,063  
     

 

 

 
            Capital Goods - 1.0%  
    1,748    

ACS Actividades de Construccion y Servicios S.A.

    64,765  
    4,728    

Altra Industrial Motion Corp.

    208,741  
    2,802    

Asahi Glass Co., Ltd.

    24,278  
    5,650    

ITOCHU Corp.

    79,948  
    5,201    

Mitsui & Co., Ltd.

    73,441  
    12,722    

Sumitomo Corp.

    170,008  
     

 

 

 
        621,181  
     

 

 

 
            Commercial & Professional Services - 0.5%  
    18,998    

Dai Nippon Printing Co., Ltd.

    211,498  
    9,840    

Toppan Printing Co., Ltd.

    99,057  
     

 

 

 
        310,555  
     

 

 

 
            Consumer Durables & Apparel - 0.0%  
    1,243    

Heiwa Corp.

    32,035  
     

 

 

 
            Consumer Services - 0.4%  
    2,323    

Darden Restaurants, Inc.

    197,896  
    1,802    

H&R Block, Inc.

    44,672  
     

 

 

 
        242,568  
     

 

 

 
            Diversified Financials - 0.7%  
    18,198    

Annaly Capital Management, Inc. REIT

    214,918  
    6,306    

Chimera Investment Corp. REIT

    128,390  
    9,348    

MFA Financial, Inc. REIT

    77,682  
    4,923    

Two Harbors Investment Corp. REIT

    49,181  
     

 

 

 
        470,171  
     

 

 

 
            Energy - 0.2%      
    5,019    

Hindustan Petroleum Corp. Ltd.

    41,835  
    8,757    

Thai Oil PCL

    19,747  
    645    

Valero Energy Corp.

    41,674  
     

 

 

 
        103,256  
     

 

 

 
   

Food & Staples Retailing - 0.4%

 
    3,330    

Wal-Mart Stores, Inc.

    250,349  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  114  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 19.9% - (continued)  
            Food, Beverage & Tobacco - 0.4%      
  $       8,191    

Marine Harvest ASA*

  $ 136,283  
    7,105    

Tate & Lyle plc

    69,677  
    45,204    

WH Group Ltd.(2)

    40,329  
     

 

 

 
        246,289  
     

 

 

 
            Health Care Equipment & Services - 0.1%      
    215    

UnitedHealth Group, Inc.

    37,599  
     

 

 

 
            Insurance - 1.1%      
    466    

Baloise Holding AG

    68,332  
    5,338    

CNA Financial Corp.

    241,598  
    8,268    

CNP Assurances

    172,708  
    15,745    

Mapfre S.A.

    54,920  
    3,040    

NN Group N.V.

    100,790  
    391    

Prudential Financial, Inc.

    41,849  
    109    

Zurich Insurance Group AG

    30,164  
     

 

 

 
        710,361  
     

 

 

 
            Materials - 0.2%      
    5,421    

CSR Ltd.

    19,878  
    768    

LyondellBasell Industries N.V. Class A

    65,096  
    3,394    

Severstal PJSC GDR

    46,360  
     

 

 

 
        131,334  
     

 

 

 
            Media - 0.3%      
    9,620    

Vivendi S.A.

    190,815  
     

 

 

 
            Pharmaceuticals, Biotechnology & Life Sciences - 1.2%  
    473    

AbbVie, Inc.

    31,190  
    349    

Amgen, Inc.

    56,999  
    1,655    

Daiichi Sankyo Co., Ltd.

    36,780  
    792    

Gilead Sciences, Inc.

    54,292  
    1,903    

Johnson & Johnson

    234,963  
    887    

Merck & Co., Inc.

    55,287  
    1,469    

Mitsubishi Tanabe Pharma Corp.

    29,839  
    354    

Orion Oyj Class B

    20,288  
    4,233    

Pfizer, Inc.

    143,583  
    1,519    

Recordati S.p.A.

    56,274  
    907    

Sanofi

    85,706  
     

 

 

 
        805,201  
     

 

 

 
            Real Estate - 1.7%      
    1,754    

Apple Hospitality, Inc. REIT

    32,852  
    21,657    

Ascendas REIT

    39,693  
    3,635    

Barwa Real Estate Co.

    33,977  
    65,880    

Guangzhou R&F Properties Co., Ltd. Class H

    110,887  
    6,278    

Henderson Land Development Co., Ltd.

    39,743  
    26,216    

Highwealth Construction Corp.

    44,193  
    3,679    

Hospitality Properties Trust REIT

    117,103  
    9,106    

Kerry Properties Ltd.

    34,041  
    86,570    

New World Development Co., Ltd.

    107,650  
    6,178    

Omega Healthcare Investors, Inc. REIT

    203,874  
    5,444    

Senior Housing Properties Trust

    117,155  
    2,774    

Sun Hung Kai Properties Ltd.

    41,568  
    7,717    

Swire Properties Ltd.

    25,872  
    14,223    

Wharf Holdings Ltd.

    121,266  
    7,465    

Wheelock & Co., Ltd.

    58,148  
     

 

 

 
        1,128,022  
     

 

 

 
            Retailing - 0.3%      
    1,077    

Best Buy Co., Inc.

    55,799  
    16,943    

Harvey Norman Holdings Ltd.

    53,144  
    1,027    

K’s Holdings Corp.

    19,756  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 19.9% - (continued)  
            Retailing - 0.3% - (continued)      
  $       1,574    

Kohl’s Corp.

  $ 61,433  
    421    

Target Corp.

    23,513  
     

 

 

 
        213,645  
     

 

 

 
            Semiconductors & Semiconductor Equipment - 0.7%  
    5,664    

Intel Corp.

    204,754  
    344    

QUALCOMM, Inc.

    18,486  
    32,250    

Taiwan Semiconductor Manufacturing Co., Ltd.

    207,751  
     

 

 

 
        430,991  
     

 

 

 
            Software & Services - 1.5%      
    1,835    

Alibaba Group Holding Ltd. ADR*

    211,942  
    712    

IBM Corp.

    114,126  
    506    

Mixi, Inc.

    28,070  
    237    

NAVER Corp.

    166,569  
    853    

NetEase, Inc. ADR

    226,378  
    6,806    

Tencent Holdings Ltd.

    213,255  
     

 

 

 
        960,340  
     

 

 

 
            Technology Hardware & Equipment - 2.8%      
    20,528    

Advantech Co., Ltd.

    165,944  
    4,591    

Asustek Computer, Inc.

    45,104  
    24,489    

Catcher Technology Co., Ltd.

    251,486  
    49,777    

Compal Electronics, Inc.

    33,322  
    11,257    

Hon Hai Precision Industry Co., Ltd.

    36,846  
    1,601    

Largan Precision Co., Ltd.

    265,877  
    11,399    

Pegatron Corp.

    33,571  
    128,862    

Primax Electronics Ltd.

    214,781  
    924    

Seagate Technology plc

    38,928  
    860,843    

Tongda Group Holdings Ltd.

    338,146  
    4,967    

Venture Corp. Ltd.

    43,349  
    89,152    

Yageo Corp.

    314,696  
     

 

 

 
        1,782,050  
     

 

 

 
            Telecommunication Services - 1.7%      
    5,504    

AT&T, Inc.

    218,124  
    37,586    

Bezeq The Israeli Telecommunication Corp. Ltd.

    63,149  
    9,994    

CenturyLink, Inc.

    256,546  
    4,277    

Emirates Telecommunications Group Co. PJSC

    20,320  
    124,882    

HKT Trust & HKT Ltd. UNIT

    159,748  
    16,034    

Intouch Holdings PCL

    24,800  
    10,686    

MegaFon PJSC GDR

    114,233  
    651    

Nippon Telegraph & Telephone Corp.

    27,899  
    1,227    

Ooredoo QSC

    34,977  
    43,835    

PCCW Ltd.

    24,748  
    6,863    

Telefonica S.A.

    75,904  
    17,797    

Telia Co., AB

    72,458  
     

 

 

 
        1,092,906  
     

 

 

 
            Transportation - 0.4%      
    27,262    

Air New Zealand Ltd.

    47,731  
    1,517    

bpost S.A.

    36,360  
    103,348    

Hutchison Port Holdings Trust

    41,838  
    4,441    

Japan Airlines Co., Ltd.

    140,253  
     

 

 

 
        266,182  
     

 

 

 
            Utilities - 1.9%      
    491    

Ameren Corp.

    26,853  
    1,280    

Avangrid, Inc.

    55,680  
    7,522    

CenterPoint Energy, Inc.

    214,603  
    6,178    

CEZ AS

    107,793  
    94,198    

China Power International Development Ltd.

    35,091  
    41,613    

China Resources Power Holdings Co., Ltd.

    74,921  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  115  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 19.9% - (continued)  
            Utilities - 1.9% - (continued)      
  $       5,855    

EDP - Energias de Portugal S.A.

  $ 19,323  
    3,735    

Electricite de France S.A.

    31,179  
    3,095    

Entergy Corp.

    236,025  
    3,519    

FirstEnergy Corp.

    105,359  
    1,185    

Fortum Oyj

    17,230  
    49,137    

HK Electric Investments & HK Electric Investments Ltd. UNIT(2)

    43,445  
    488    

Korea Electric Power Corp.

    19,452  
    766    

OGE Energy Corp.

    26,641  
    214    

Pinnacle West Capital Corp.

    18,209  
    1,711    

Public Service Enterprise Group, Inc.

    75,370  
    3,662    

Transmissora Alianca de Energia Eletrica S.A.

    26,547  
    1,370    

Vistra Energy Corp.

    20,481  
    1,817    

Xcel Energy, Inc.

    81,856  
     

 

 

 
        1,236,058  
     

 

 

 
   

Total Common Stocks
(cost $11,618,909)

  $ 12,777,066  
     

 

 

 
     
CONVERTIBLE BONDS - 3.5%  
            Biotechnology - 0.2%  
  $       132,000    

Illumina, Inc.
0.50%, 06/15/2021

  $ 140,663  
     

 

 

 
            Commercial Services - 0.3%  
    152,000    

Cardtronics, Inc.
1.00%, 12/01/2020

    156,085  
     

 

 

 
   

Diversified Financial Services - 0.0%

 

    20,000    

Blackhawk Network Holdings, Inc.
1.50%, 01/15/2022(2)

    21,675  
     

 

 

 
            Healthcare-Products - 0.2%  
    88,000    

Hologic, Inc.
0.00%, 12/15/2043(13)

    111,045  
     

 

 

 
            Home Builders - 0.4%  
    165,000    

KB Home
1.38%, 02/01/2019

    170,053  
    110,000    

Toll Brothers Finance Corp.
0.50%, 09/15/2032

    109,244  
     

 

 

 
        279,297  
     

 

 

 
            Internet - 0.6%  
    121,000    

Priceline Group, Inc.
0.35%, 06/15/2020

    176,433  
    165,000    

WebMD Health Corp.
2.63%, 06/15/2023(2)

    158,916  
    20,000    

Zillow Group, Inc.
2.00%, 12/01/2021(2)

    20,925  
    20,000    

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

    22,762  
     

 

 

 
        379,036  
     

 

 

 
            Media - 0.3%      
    158,000    

DISH Network Corp.
3.38%, 08/15/2026(2)

    193,352  
    20,000    

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023(2)

    22,463  
     

 

 

 
        215,815  
     

 

 

 
            Oil & Gas - 0.2%      
    20,000    

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

    7,600  

Shares or Principal Amount

 

Market Value

 
CONVERTIBLE BONDS - 3.5% - (continued)  
            Oil & Gas - 0.2% - (continued)      
  $       135,000    

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

  $ 130,359  
     

 

 

 
        137,959  
     

 

 

 
            Pharmaceuticals - 0.3%  
    132,000    

Ironwood Pharmaceuticals, Inc.
2.25%, 06/15/2022

    160,050  
    55,000    

Teva Pharmaceutical Finance Co. LLC
0.25%, 02/01/2026

    58,231  
     

 

 

 
        218,281  
     

 

 

 
            Semiconductors - 0.5%  
   

Microchip Technology, Inc.

 
    92,000    

1.63%, 02/15/2025

    134,492  
    64,000    

1.63%, 02/15/2027(2)

    65,520  
    89,000    

2.25%, 02/15/2037(2)

    91,893  
     

 

 

 
        291,905  
     

 

 

 
            Software - 0.5%  
    165,000    

Envestnet, Inc.
1.75%, 12/15/2019

    156,544  
    132,000    

Workday, Inc.
0.75%, 07/15/2018

    153,532  
     

 

 

 
        310,076  
     

 

 

 
   

Total Convertible Bonds
(cost $2,211,739)

  $ 2,261,837  
     

 

 

 
     
EXCHANGE TRADED FUNDS - 0.2%  
            Other Investment Pools & Funds - 0.2%  
  $       6,600    

PowerShares Senior Loan Portfolio

  $ 153,648  
     

 

 

 
   

Total Exchange Traded Funds
(cost $151,364)

    153,648  
     

 

 

 
   

Total Long-Term Investments
(cost $59,922,812)

  $ 61,067,501  
     
SHORT-TERM INVESTMENTS - 1.7%  
            Other Investment Pools & Funds - 1.7%  
  $       1,069,736    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 1,069,736  
     

 

 

 
   

Total Short-Term Investments
(cost $1,069,736)

    1,069,736  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $60,992,548)

    96.7    $ 62,137,237  
   

Total Purchased Options
(cost $170,894)

    0.9    $ 594,639  
     

 

 

    

 

 

 
   

Total Investments
(cost $61,163,442)^

    97.6    $ 62,731,876  
   

Other Assets and Liabilities

    2.4      1,514,716  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 64,246,592  
     

 

 

    

 

 

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  116  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 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.

 

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

 

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

 

     For Fund compliance purposes, the Fund may not use the same classification system 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

   $     3,313,326  

Unrealized Depreciation

     (1,744,892
  

 

 

 

Net Unrealized Appreciation

   $ 1,568,434  
  

 

 

 

 

* Non-income producing.

 

(1)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 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 April 30, 2017, the aggregate value of these securities was $12,429,381, which represented 19.3% 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 April 30, 2017, the aggregate value of these securities was $3,492,295, which represented 5.4% 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 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 April 30, 2017, the aggregate fair value of this security was $0, which represented 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.

 

(7)  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 April 30, 2017, the value of this security was $0, which represented 0.0% of total net assets.

 

(8)  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(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 April 30, 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 April 30, 2017, the aggregate value of the unfunded commitment was $83,633, which rounds to zero percent of total net assets.

 

(13)  Security is a zero-coupon bond.

 

The accompanying notes are an integral part of these financial statements.

 

 

  117  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

OTC Option Contracts Outstanding at April 30, 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     $ 259,380     $ 59,113     $ 200,267  

IBEX 35 Index Call

     GSC        9,843.75    EUR        07/21/17        EUR        346       324,491       79,362       245,129  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                 1,685     $ 583,871     $ 138,475     $ 445,396  
              

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                    

USD Put/TRY Call

     GSC        3.59 TRY per USD        05/24/17        USD        174,000     $ 2,552     $ 1,818     $ 734  

USD Put/TRY Call

     GSC        3.71 TRY per USD        04/06/18        USD        12,000       4,436       3,030       1,406  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                 186,000     $ 6,988     $ 4,848     $ 2,140  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

                 187,685     $     590,859     $     143,323     $     447,536  
              

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                    

Calls

                    

FTSE/MIB Index Option

     GSC        20,877.63 EUR        07/21/17        EUR        (168   $ (79,700   $ (79,458   $ (242
              

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

                 (168   $     (79,700   $     (79,458   $     (242
              

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2017  

Description

   Counter-
party
     Exercise Price/
FX Rate/Rate
     Expiration
Date
     Number of
Contracts
    Market
Value
    Premiums Paid
(Received) by
Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written swaption contracts:

                    

Calls

                    

Credit Default Swaption ITRAXX.XOV.27

     BCLY        300.00 EUR        05/17/17        EUR        (2,235,000)     $ (39,723   $ (22,784   $ (16,939
              

 

 

   

 

 

   

 

 

   

 

 

 

Written swaption contracts:

                    

Puts

                    

Credit Default Swaption ITRAXX.EUR.27

     BCLY        300.00 EUR        05/17/17        EUR        (2,235,000)     $ (1,656   $     (26,582   $     24,926  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total written swaption contracts

                 (4,470,000   $     (41,379   $ (49,366   $ 7,987  
              

 

 

   

 

 

   

 

 

   

 

 

 

 

Exchange Traded Option Contracts Outstanding at April 30, 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:

                 

Puts

                 

S&P 500 Index Option

     2,250.00 USD        05/19/17        USD        15     $ 3,780     $ 27,571     $ (23,791
           

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

              15     $     3,780     $     27,571     $     (23,791
           

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                 

S&P 500 Index Option

     2,025.00 USD        05/19/17        USD        (15   $ (750   $ (5,789   $ 5,039  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

              (15   $ (750   $ (5,789   $ 5,039  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2017  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

              

FTSE 100 Index Future

     35        06/16/2017      $     3,274,631      $     3,248,036      $ (26,595

SGX Nifty 50 Index Future

     207        05/25/2017        3,881,290        3,864,276        (17,014

U.S. Treasury 5-Year Note Future

     6        06/30/2017        710,449        710,438        (11

 

The accompanying notes are an integral part of these financial statements.

 

 

  118  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2017 - (continued)  

Description

   Number of
Contracts
     Expiration
Date
     Notional
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts: - (continued)

              

U.S. Treasury Long Bond Future

     6        06/21/2017      $ 900,472      $ 917,812      $ 17,340  

U.S. Ultra Bond Future

     8        06/21/2017        1,268,265        1,303,500        35,235  
              

 

 

 

Total

               $ 8,955  
              

 

 

 

Short position contracts:

              

EAFE (mini MSCI) Index Future

     21        06/16/2017      $ 1,841,975      $ 1,914,990      $ (73,015

Euro-BOBL Future

     4        06/08/2017        574,711        574,540        171  

FTSE 250 Index Future

     67        06/16/2017        3,267,817        3,392,079        (124,262

Long Gilt Future

     5        06/28/2017        822,955        830,676        (7,721

MSCI Mini Emerging Market Index

     13        06/16/2017        611,690        636,350        (24,660

MSCI Taiwan Index Future

     48        05/26/2017        1,754,476        1,761,600        (7,124

S&P 500 (E-Mini) Future

     33        06/16/2017        3,907,956        3,927,825        (19,869

U.S. 10-Year Ultra Future

     7        06/21/2017        951,492        948,172        3,320  

U.S. Treasury 10-Year Note Future

     67        06/21/2017        8,379,374        8,423,156        (43,782

U.S. Treasury 2-Year Note Future

     23        06/30/2017        4,978,333        4,982,016        (3,683
              

 

 

 

Total

               $ (300,625
              

 

 

 

Total futures contracts

               $     (291,670
              

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2017  

Description

  Principal
Amount
    Maturity
Date
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

FNMA, 3.50%

  $     1,900,000       05/01/2047     $     (1,953,660   $     (6,582
     

 

 

   

 

 

 

Total (proceeds $1,947,078)

      $ (1,953,660   $ (6,582
     

 

 

   

 

 

 

At April 30, 2017, the aggregate market value of TBA Sale Commitments represented (3.0)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at April 30, 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       5,446       (0.18%)       07/25/45     $ 119     $     $ 101     $ (18

ABX.HE.AAA.07

    MSC       USD       249,393       (0.09%)       08/25/37           59,700           —           23,982           (35,718

CMBX.NA.A.7

    JPM       USD       80,000       (2.00%)       01/17/47       3,085             2,695       (390

CMBX.NA.A.9

    MSC       USD       40,000       (2.00%)       09/17/58       1,405             1,646       241  

CMBX.NA.A.9

    MSC       USD       50,000       (2.00%)       09/17/58       2,216             2,058       (158

CMBX.NA.A.9

    DEUT       USD       35,000       (2.00%)       09/17/58       1,772             1,439       (333

CMBX.NA.AA.7

    MSC       USD       70,000       (1.50%)       01/17/47       818             553       (265

CMBX.NA.AA.7

    CSI       USD       30,000       (1.50%)       01/17/47       933             236       (697

CMBX.NA.AA.7

    CSI       USD       85,000       (1.50%)       01/17/47       2,643             668       (1,975

CMBX.NA.AA.7

    CSI       USD       90,000       (1.50%)       01/17/47       2,798             707       (2,091

CMBX.NA.AA.7

    CSI       USD       100,000       (1.50%)       01/17/47       3,109             785       (2,324

CMBX.NA.AA.8

    MSC       USD       35,000       (1.50%)       10/17/57       1,406             747       (659

CMBX.NA.AJ.4

    JPM       USD       40,734       (0.96%)       02/17/51       9,973             6,154       (3,819

CMBX.NA.AS.7

    CSI       USD       85,000       (1.00%)       01/17/47       1,542             (177     (1,719

CMBX.NA.AS.7

    GSC       USD       275,000       (1.00%)       01/17/47       7,735             (564     (8,299

CMBX.NA.AS.8

    DEUT       USD       30,000       (1.00%)       10/17/57       2,192             122       (2,070

CMBX.NA.BB.8

    CSI       USD       50,000       (5.00%)       10/17/57       11,747             12,884       1,137  

CMBX.NA.BB.8

    CSI       USD       25,000       (5.00%)       10/17/57       5,928             6,442       514  

CMBX.NA.BB.8

    JPM       USD       25,000       (5.00%)       10/17/57       5,873             6,334       461  

 

The accompanying notes are an integral part of these financial statements.

 

 

  119  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017 - (continued)  

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: - (continued)

                 

Buy protection: - (continued)

                 

CMBX.NA.BB.8

    CSI       USD       25,000       (5.00%)       10/17/57     $ 6,028     $     $ 6,442     $ 414  

CMBX.NA.BB.8

    JPM       USD       25,000       (5.00%)       10/17/57       6,028             6,334       306  

CMBX.NA.BB.8

    GSC       USD       25,000       (5.00%)       10/17/57       6,169             6,442       273  

CMBX.NA.BB.8

    GSC       USD       20,000       (5.00%)       10/17/57       4,898             5,154       256  

CMBX.NA.BB.9

    CSI       USD       115,000       (5.00%)       09/17/58       24,151             22,655       (1,496

CMBX.NA.BB.9

    MSI       USD       986,000       (5.00%)       09/17/58       224,230             194,099       (30,131

CMBX.NA.BBB.10

    MSC       USD       35,000       (3.00%)       11/17/59       2,293             3,417       1,124  

CMBX.NA.BBB.10

    MSC       USD       50,000       (3.00%)       11/17/59       3,913             4,881       968  

CMBX.NA.BBB.10

    MSC       USD       40,000       (3.00%)       11/17/59       3,938             3,904       (34

CMBX.NA.BBB.7

    GSC       USD       25,000       (3.00%)       01/17/47       2,146             2,010       (136

CMBX.NA.BBB.7

    MSC       USD       60,000       (3.00%)       01/17/47       6,140             4,823       (1,317

CMBX.NA.BBB.7

    CSI       USD       150,000       (3.00%)       01/17/47       14,498             12,059       (2,439

CMBX.NA.BBB.7

    CSI       USD       160,000       (3.00%)       01/17/47       15,464             12,863       (2,601

CMBX.NA.BBB.7

    DEUT       USD       25,000       (3.00%)       01/17/47       1,817             2,010       193  

CMBX.NA.BBB.7

    GSC       USD       15,000       (3.00%)       01/17/47       1,038             1,206       168  

CMBX.NA.BBB.7

    MSC       USD       35,000       (3.00%)       01/17/47       2,887             2,814       (73

CMBX.NA.BBB.7

    DEUT       USD       25,000       (3.00%)       01/17/47       2,371             2,010       (361

CMBX.NA.BBB.7

    MSC       USD       425,000       (3.00%)       01/17/47       41,081             34,168       (6,913

CMBX.NA.BBB.9

    MSC       USD       35,000       (3.00%)       09/17/58       3,824             3,810       (14

CMBX.NA.BBB.9

    MSC       USD       30,000       (3.00%)       09/17/58       3,491             3,261       (230

CMBX.NA.BBB.9

    MSC       USD       20,000       (3.00%)       09/17/58       2,351             2,173       (178

CMBX.NA.BBB.9

    MSC       USD       45,000       (3.00%)       09/17/58       5,378             4,892       (486

CMBX.NA.BBB.9

    DEUT       USD       100,000       (3.00%)       09/17/58       12,278             10,886       (1,392

CMBX.NA.BBB.9

    JPM       USD       110,000       (3.00%)       09/17/58       13,742             11,690       (2,052
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     535,148     $     —     $     430,815     $     (104,333
           

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

                 

CMBX.NA.AAA.6

    MLI       USD       176,858       0.50%       05/11/63     $     $ (5,602   $ (9   $ 5,593  

CMBX.NA.AAA.6

    CSI       USD       317,946       0.50%       05/11/63             (3,392     (15     3,377  

CMBX.NA.AAA.6

    CSI       USD       278,203       0.50%       05/11/63             (2,968     (13     2,955  

CMBX.NA.AAA.6

    CSI       USD       273,235       0.50%       05/11/63             (2,915     (13     2,902  

CMBX.NA.AAA.6

    DEUT       USD       104,326       0.50%       05/11/63             (1,601     (5     1,596  

CMBX.NA.AJ.4

    MLI       USD       40,734       0.96%       02/17/51             (7,083     (6,156     927  

CMBX.NA.BB.6

    CSI       USD       115,000       5.00%       05/11/63             (24,158     (21,644     2,514  

CMBX.NA.BB.6

    CSI       USD       70,000       5.00%       05/11/63             (14,192     (13,174     1,018  

CMBX.NA.BB.6

    CSI       USD       40,000       5.00%       05/11/63             (7,886     (7,518     368  

CMBX.NA.BB.6

    GSC       USD       5,000       5.00%       05/11/63             (847     (941     (94

CMBX.NA.BB.6

    CSI       USD       47,000       5.00%       05/11/63             (8,636     (8,833     (197

CMBX.NA.BB.6

    CSI       USD       85,000       5.00%       05/11/63             (15,618     (15,974     (356

CMBX.NA.BB.6

    CSI       USD       85,000       5.00%       05/11/63             (15,618     (15,974     (356

CMBX.NA.BB.6

    CSI       USD       85,000       5.00%       05/11/63             (15,618     (15,974     (356

CMBX.NA.BB.6

    CSI       USD       90,000       5.00%       05/11/63             (16,537     (16,914     (377

CMBX.NA.BB.6

    CSI       USD       20,000       5.00%       05/11/63             (3,386     (3,764     (378

CMBX.NA.BB.6

    GSC       USD       25,000       5.00%       05/11/63             (4,260     (4,705     (445

CMBX.NA.BB.6

    CSI       USD       40,000       5.00%       05/11/63             (7,063     (7,517     (454

CMBX.NA.BB.6

    JPM       USD       25,000       5.00%       05/11/63             (4,071     (4,598     (527

CMBX.NA.BB.6

    MSC       USD       25,000       5.00%       05/11/63             (4,148     (4,706     (558

CMBX.NA.BB.6

    MSC       USD       170,000       5.00%       05/11/63             (31,239     (31,949     (710

CMBX.NA.BB.6

    JPM       USD       25,000       5.00%       05/11/63             (3,709     (4,600     (891

CMBX.NA.BB.6

    CSI       USD       25,000       5.00%       05/11/63             (3,757     (4,706     (949

CMBX.NA.BB.6

    GSC       USD       20,000       5.00%       05/11/63             (2,648     (3,762     (1,114

CMBX.NA.BB.6

    CSI       USD       50,000       5.00%       05/11/63             (7,418     (9,411     (1,993

CMBX.NA.BB.6

    GSC       USD       80,000       5.00%       05/11/63             (8,740     (15,034     (6,294

CMBX.NA.BB.8

    MSC       USD       306,000       5.00%       10/17/57             (85,571     (78,761     6,810  

CMBX.NA.BB.8

    MSC       USD       60,000       5.00%       10/17/57             (17,251     (15,443     1,808  

CMBX.NA.BB.8

    MSC       USD       50,000       5.00%       10/17/57             (14,355     (12,870     1,485  

CMBX.NA.BB.8

    GSC       USD       60,000       5.00%       10/17/57             (16,702     (15,444     1,258  

 

The accompanying notes are an integral part of these financial statements.

 

 

  120  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2017 - (continued)  

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: - (continued)

                 

Sell protection: - (continued)

                 

CMBX.NA.BB.8

    GSC       USD       5,000       5.00%       10/17/57     $     $ (1,655   $ (1,287   $ 368  

CMBX.NA.BB.8

    GSC       USD       125,000       5.00%       10/17/57             (25,860     (32,174     (6,314

CMBX.NA.BB.8

    MLI       USD       115,000       5.00%       10/17/57             (10,380     (29,600     (19,220

CMBX.NA.BB.8

    GSC       USD       110,000       5.00%       10/17/57             (5,617     (28,313     (22,696

CMBX.NA.BB.9

    CSI       USD       270,000       5.00%       09/17/58             (73,147     (53,113     20,034  

CMBX.NA.BB.9

    GSC       USD       275,000       5.00%       09/17/58             (73,983     (54,097     19,886  

CMBX.NA.BB.9

    CSI       USD       270,000       5.00%       09/17/58             (72,379     (53,114     19,265  

CMBX.NA.BB.9

    GSC       USD       171,000       5.00%       09/17/58             (47,112     (33,638     13,474  

CMBX.NA.BB.9

    GSC       USD       35,000       5.00%       09/17/58             (9,615     (6,885     2,730  

CMBX.NA.BB.9

    JPM       USD       20,000       5.00%       09/17/58             (5,402     (3,935     1,467  

CMBX.NA.BB.9

    MLI       USD       15,000       5.00%       09/17/58             (4,163     (2,951     1,212  

CMBX.NA.BB.9

    GSC       USD       15,000       5.00%       09/17/58             (4,121     (2,951     1,170  

CMBX.NA.BB.9

    GSC       USD       15,000       5.00%       09/17/58             (4,085     (2,950     1,135  

CMBX.NA.BB.9

    MLI       USD       15,000       5.00%       09/17/58             (4,051     (2,951     1,100  

CMBX.NA.BBB.8

    MSC       USD       65,000       3.00%       10/17/57             (10,954     (10,013     941  

PrimeX.ARM.2

    JPM       USD       240,361       4.58%       12/25/37       10,007             3,358       (6,649
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 10,007     $ (709,513   $ (655,041   $ 44,465  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

            $     545,155     $     (709,513   $     (224,226   $     (59,868
           

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

                 

Sell protection:

                 

Brazil (Federated Republic of)

    GSC       USD       65,000       1.00%/1.95%       12/20/21     $     $ (3,172   $ (2,598   $ 574  

Brazil (Federated Republic of)

    GSC       USD       118,000       1.00%/2.15%       06/20/22             (6,630     (6,321     309  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $     $ (9,802   $ (8,919   $ 883  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

            $     $ (9,802   $ (8,919   $ 883  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $ 545,155     $ (719,315   $ (233,145   $ (58,985
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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 April 30, 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.EM.27

     USD        550,000        (1.00 %)      06/20/22      $ 29,862     $ 23,747     $ (6,115

CDX.NA.HY.28

     USD        252,000        (5.00 %)      06/20/22        16,836       19,951       3,115  

CDX.NA.HY.28

     USD        5,005,000        (5.00 %)      06/20/22        (327,156     (396,475     (69,319

CDX.NA.IG.28

     USD        1,034,000        (1.00 %)      06/20/22        (15,890     (18,972     (3,082

ITRAXX.EUR.27

     EUR        4,765,000        (1.00 %)      06/20/22        62,893       92,916       30,023  

ITRAXX.XOV.27

     EUR        713,000        (5.00 %)      06/20/22        72,296       86,813       14,517  

ITRAXX.XOV.27

     EUR        4,395,000        (5.00 %)      06/20/22        (445,329     (535,493     (90,164
             

 

 

   

 

 

   

 

 

 

Total

              $ (606,488   $ (727,513   $ (121,025
             

 

 

   

 

 

   

 

 

 

Total

              $     (606,488   $     (727,513   $     (121,025
             

 

 

   

 

 

   

 

 

 

 

(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 accompanying notes are an integral part of these financial statements.

 

 

  121  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Cross Currency Swap Contracts Outstanding at April 30, 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 4.585% based on the notional amount of currency delivered

    09/20/22       GSC       USD       71,818       CNH       500,000     $     $ (964   $ (709   $ 255  

Fixed Rate equal to 4.585% 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

    09/20/22       GSC       CNH       500,000       USD       71,818       964                680         (284
               

 

 

   

 

 

   

 

 

   

 

 

 

Total

                $   964     $   (964   $ (29   $ (29
               

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 April 30, 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      $     —      $     —      $     51,008      $     51,008  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 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        3,655,501        1M LIBOR - 0.30%        01/31/18      $      $      $     $ 0  

GS Client REIT

     GSC        USD        3,743,056        (1M LIBOR + 0.40%)        01/31/18                            0  

iShares JP Morgan USD Emerging Markets Bond ETF

     BOA        USD        3,150,029        1M LIBOR - 0.30%        03/29/18                            0  

Russell 1000 Growth Index

     BOA        USD        2,398,429        1M LIBOR - 0.25%        05/31/17                      (1     (1

Russell 1000 Growth Index

     BOA        USD        2,422,948        1M LIBOR - 0.25%        05/31/17                      (1     (1

Russell 1000 Value Index

     BOA        USD        2,361,866        (1M LIBOR + 0.23%)        05/31/17                      11,882       11,882  

Russell 1000 Value Index

     BOA        USD        2,340,765        (1M LIBOR + 0.23%)        05/31/17                      11,776       11,776  
                 

 

 

    

 

 

    

 

 

   

 

 

 

Total

                  $     —      $     —      $     23,656     $     23,656  
                 

 

 

    

 

 

    

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell    Delivery
Date
   Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

BRL

   Buy    06/21/17    MSC    $     106,179      $     105,490      $ (689

BRL

   Buy    06/21/17    MSC      105,395        104,557        (838

BRL

   Buy    06/21/17    MSC      105,499        104,246        (1,253

BRL

   Buy    06/21/17    MSC      107,855        105,490            (2,365

BRL

   Sell    06/21/17    MSC      108,230        106,113        2,117  

BRL

   Sell    06/21/17    MSC      106,663        105,801        862  

BRL

   Sell    06/21/17    SCB      18,049        17,737        312  

BRL

   Sell    06/21/17    SSG      188,249        190,131        (1,882

CHF

   Sell    05/31/17    SCB      618,115        618,347        (232

CNH

   Buy    06/21/17    SCB      35,864        35,784        (80

CNH

   Buy    06/21/17    MSC      35,999        35,784        (215

CNH

   Buy    06/21/17    JPM      71,668        71,424        (244

COP

   Buy    06/21/17    CSFB      2,930        2,859        (71

COP

   Buy    06/21/17    JPM      88,469        86,150        (2,319

 

The accompanying notes are an integral part of these financial statements.

 

 

  122  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell    Delivery
Date
   Counterparty    Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

COP

   Sell    06/21/17    SCB    $ 86,585      $ 89,008      $ (2,423

EGP

   Buy    06/21/17    SCB      3,866        3,781        (85

EGP

   Buy    06/21/17    CBK      4,843        4,657        (186

EGP

   Buy    06/21/17    CBK      14,327        13,478        (849

EGP

   Buy    03/06/18    GSC      3,263        3,204        (59

EGP

   Buy    03/06/18    GSC      4,063        3,979        (84

EGP

   Buy    03/06/18    CBK      9,111        8,734        (377

EGP

   Buy    03/29/18    CBK      21,905        22,111        206  

EUR

   Buy    05/31/17    CBK      241,035        244,388        3,353  

EUR

   Buy    06/21/17    BCLY      5,341        5,461        120  

EUR

   Buy    06/21/17    UBS      13,031        13,106        75  

EUR

   Buy    06/21/17    SCB      6,497        6,553        56  

EUR

   Sell    05/08/17    JPM      447,250        447,878        (628

EUR

   Sell    05/31/17    CBK      561,698        569,512        (7,814

EUR

   Sell    06/21/17    JPM      5,360        5,461        (101

EUR

   Sell    06/21/17    CSFB      5,348        5,461        (113

EUR

   Sell    06/21/17    JPM      22,580        22,936        (356

EUR

   Sell    06/21/17    JPM      120,429        122,327        (1,898

EUR

   Sell    06/21/17    CBK      712,152        732,867        (20,715

GBP

   Buy    05/31/17    UBS      5,120        5,186        66  

GBP

   Sell    05/31/17    UBS      581,070        588,542        (7,472

GHS

   Buy    06/21/17    SCB      20,697        23,230        2,533  

GHS

   Buy    06/21/17    CBK      10,163        11,500        1,337  

GHS

   Buy    06/21/17    CBK      10,309        11,500        1,191  

GHS

   Sell    06/21/17    CBK      16,121        15,870        251  

GHS

   Sell    06/21/17    SCB      15,207        15,180        27  

GHS

   Sell    06/21/17    SCB      10,138        10,120        18  

GHS

   Sell    06/21/17    SCB      5,069        5,060        9  

HUF

   Buy    06/21/17    SCB      182,676        184,555        1,879  

HUF

   Buy    06/21/17    SCB      61,586        62,169        583  

HUF

   Sell    06/21/17    JPM      394        400        (6

HUF

   Sell    06/21/17    CSFB      29,098        29,389        (291

HUF

   Sell    06/21/17    BCLY      60,815        61,630        (815

HUF

   Sell    06/21/17    BOA      70,369        71,302        (933

HUF

   Sell    06/21/17    BOA      83,014        84,002        (988

JPY

   Sell    05/15/17    HSBC      366,974        359,028        7,946  

JPY

   Sell    05/31/17    HSBC      268,371        265,438        2,933  

JPY

   Sell    05/31/17    NOM      177,242        175,189        2,053  

JPY

   Sell    05/31/17    DEUT      91,096        90,239        857  

MXN

   Sell    06/21/17    JPM      45,503        45,393        110  

MXN

   Sell    06/21/17    GSC      10,247        10,268        (21

MXN

   Sell    06/21/17    SSG      56,322        57,083        (761

MXN

   Sell    06/21/17    RBC      96,351        101,738        (5,387

NOK

   Sell    05/31/17    GSC      114,224        114,069        155  

PHP

   Buy    06/21/17    HSBC      75,351        76,145        794  

PHP

   Buy    06/21/17    BCLY      75,725        76,145        420  

PHP

   Sell    06/21/17    BCLY      149,403        152,290            (2,887

RON

   Buy    06/26/17    CBK          212,204            216,271        4,067  

RON

   Buy    08/28/17    CBK      103,918        105,876        1,958  

RON

   Buy    08/28/17    CBK      1,184        1,203        19  

RON

   Sell    06/26/17    CBK      224,694        216,272        8,422  

RON

   Sell    08/28/17    JPM      70,189        66,173        4,016  

RON

   Sell    08/28/17    BNP      43,340        40,907        2,433  

RUB

   Buy    06/21/17    CIB      74,441        82,112        7,671  

RUB

   Buy    06/21/17    CBK      9,798        11,804        2,006  

RUB

   Sell    06/21/17    CIB      10,702        11,805        (1,103

RUB

   Sell    06/21/17    CBK      68,156        82,113        (13,957

THB

   Buy    06/21/17    JPM      76,447        77,452        1,005  

 

The accompanying notes are an integral part of these financial statements.

 

 

  123  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2017 - (continued)  

Currency

   Buy/Sell      Delivery
Date
     Counterparty      Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

THB

     Buy        06/21/17        HSBC      $ 76,604      $ 77,452      $ 848  

THB

     Buy        06/21/17        JPM        311        318        7  

THB

     Sell        06/21/17        JPM        319        317        2  

THB

     Sell        06/21/17        JPM            153,516            154,904        (1,388

TRY

     Buy        06/21/17        HSBC        73,954        79,594        5,640  

TRY

     Buy        06/21/17        BNP        74,976        79,871        4,895  

TRY

     Buy        06/21/17        JPM        74,730        78,484        3,754  

TRY

     Buy        06/21/17        BOA        62,372        64,618        2,246  

TRY

     Buy        06/21/17        MSC        76,079        78,208        2,129  

TRY

     Buy        06/21/17        HSBC        47,752        49,642        1,890  

TRY

     Buy        06/21/17        GSC        2,146        2,218        72  

TRY

     Sell        06/21/17        GSC        74,187        78,485        (4,298

TRY

     Sell        06/21/17        HSBC        73,643        78,208        (4,565

TRY

     Sell        06/21/17        SCB        74,650        79,594        (4,944

TRY

     Sell        06/21/17        DEUT        74,907        79,871        (4,964

TRY

     Sell        06/21/17        CBK        109,565        116,480        (6,915

ZAR

     Buy        06/21/17        JPM        95,144        94,627        (517

ZAR

     Sell        06/21/17        CBK        65,961        64,000        1,961  

ZAR

     Sell        06/21/17        JPM        91,501        89,807        1,694  

ZAR

     Sell        06/21/17        HSBC        31,666        31,814        (148

ZAR

     Sell        06/21/17        JPM        30,921        31,444        (523

ZMW

     Buy        06/21/17        CBK        22,727        23,629        902  

ZMW

     Buy        06/21/17        CBK        11,371        11,762        391  

ZMW

     Buy        06/21/17        SCB        5,545        5,882        337  

ZMW

     Buy        06/21/17        CBK        5,583        5,881        298  
                 

 

 

 

Total

                  $     (19,833
                 

 

 

 

 

See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

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

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

NOM

   Nomura International

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

CNH

   Chinese Renminbi

COP

   Colombian Peso

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

GHS

   Ghana Cedi

HUF

   Hungarian Forint

JPY

   Japanese Yen

MXN

   Mexican Peso

NOK

   Norwegian Krone

PHP

   Philippine Peso

RON

   New Romanian Leu

RUB

   Russian Ruble

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand

ZMW

   Zambian Kwacha
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  124  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments) -
(continued)
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 & Poor’s
Other Abbreviations:

ADR

   American Depositary Receipt

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

EM

   Emerging Markets

ETF

   Exchange Traded Fund

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GDR

   Global Depositary Receipt

JSC

   Joint Stock Company

LIBOR

   London Interbank Offered Rate

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
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  125  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Fund’s investments.

 

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

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 4,665,664     $     $ 4,665,664     $  

Corporate Bonds

     13,600,690             13,600,690        

Foreign Government Obligations

     4,344,569             4,344,569        

Municipal Bonds

     569,415             569,415        

Senior Floating Rate Interests

     14,746,394             14,746,394        

Equity Linked Securities

     7,155,853                   7,155,853  

U.S. Government Agencies

     256,182             256,182        

U.S. Government Securities

     536,183             536,183        

Common Stocks

        

Automobiles & Components

     768,095       349,535       418,560        

Banks

     747,063       313,738       433,325        

Capital Goods

     621,181       208,741       412,440        

Commercial & Professional Services

     310,555             310,555        

Consumer Durables & Apparel

     32,035             32,035        

Consumer Services

     242,568       242,568              

Diversified Financials

     470,171       470,171              

Energy

     103,256       61,421       41,835        

Food & Staples Retailing

     250,349       250,349              

Food, Beverage & Tobacco

     246,289             246,289        

Health Care Equipment & Services

     37,599       37,599              

Insurance

     710,361       283,447       426,914        

Materials

     131,334       65,096       66,238        

Media

     190,815             190,815        

Pharmaceuticals, Biotechnology & Life Sciences

     805,201       632,588       172,613        

Real Estate

     1,128,022       470,984       657,038        

Retailing

     213,645       140,745       72,900        

Semiconductors & Semiconductor Equipment

     430,991       223,240       207,751        

Software & Services

     960,340       552,446       407,894        

Technology Hardware & Equipment

     1,782,050       353,624       1,428,426        

Telecommunication Services

     1,092,906       828,748       264,158        

Transportation

     266,182       47,731       218,451        

Utilities

     1,236,058       887,624       348,434        

Convertible Bonds

     2,261,837             2,261,837        

Exchange Traded Funds

     153,648       153,648              

Short-Term Investments

     1,069,736       1,069,736              

Purchased Options

     594,639       3,780       590,859        

Foreign Currency Contracts(2)

     88,926             88,926        

Futures Contracts(2)

     56,066       56,066              

Swaps - Credit Default(2)

     169,986             169,986        

Swaps - Cross Currency(2)

     255             255        

Swaps - Interest Rate(2)

     51,008             51,008        

Swaps - Total Return(2)

     23,658             23,658        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     63,121,775     $     7,703,625     $     48,262,297     $     7,155,853  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (108,759   $     $ (108,759   $  

Futures Contracts(2)

     (347,736     (347,736            

Swaps - Credit Default(2)

     (349,996           (349,996      

Swaps - Cross Currency(2)

     (284           (284      

Swaps - Total Return(2)

     (2           (2      

TBA Sale Commitments

     (1,953,660           (1,953,660      

Written Options

     (121,829     (750     (121,079      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (2,882,266   $ (348,486   $ (2,533,780   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2017 investments valued at $499,863 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 or out of Level 3.

 

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

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  126  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2017:

 

Investments in Securities    Equity Linked
Securities
    Total  

Beginning balance

   $ 5,525,915     $ 5,525,915  

Accrued Discounts (Premiums)

            

Realized Gain (Loss)

     (224,952     (224,952

Change in Unrealized Appreciation (Depreciation)

     134,532       134,532  

Net Purchases

     7,128,769       7,128,769  

Net Sales

         (5,408,411         (5,408,411

Net Transfers in to Level 3

            

Net Transfers out of Level 3

            
  

 

 

   

 

 

 

Ending balance

   $ 7,155,853     $ 7,155,853  
  

 

 

   

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2017 was $27,082.

 

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 accompanying notes are an integral part of these financial statements.

 

 

  127  

 


Multi-Strategy Funds

Statements of Assets and Liabilities

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Balanced Fund
    The Hartford
Balanced
Income Fund
         
The Hartford
Checks and
Balances Fund
 

Assets:

       

Investments in securities, at market value

   $ 871,818,336     $ 10,675,159,877      $  

Investments in affiliated investment companies, at market value

                  1,753,811,835  

Cash

     6,123       4,198         

Cash collateral due from broker

           358,000         

Foreign currency

           550,359         

Unrealized appreciation on OTC swap contracts

           868,980         

Unrealized appreciation on foreign currency contracts

           70,334         

Receivables:

       

Investment securities sold

     12,021,948       9,743,328        628,541  

Fund shares sold

     2,325,388       57,191,176        1,577,489  

Dividends and interest

     2,869,200       62,152,991        1,027,650  

Variation margin on financial derivative instruments

           6,358,859         

OTC swap premiums paid

                   

Other assets

     94,261       329,317        82,905  
  

 

 

   

 

 

    

 

 

 

Total assets

     889,135,256       10,812,787,419        1,757,128,420  
  

 

 

   

 

 

    

 

 

 

Liabilities:

       

Unrealized depreciation on foreign currency contracts

           1,593,840         

Unrealized depreciation on OTC swap contracts

                   

Cash collateral due to broker

                   

TBA sale commitments, at market value

                   

Unfunded loan commitments

                   

Payables:

       

Investment securities purchased

     9,485,493       78,862,354        1,027,624  

Fund shares redeemed

     1,091,407       17,308,338        3,752,852  

Investment management fees

     473,265       4,768,448         

Transfer agent fees

     88,075       479,563        155,208  

Accounting services fees

     12,861       158,844        20,109  

Board of Directors’ fees

     2,651       13,915        6,846  

Variation margin on financial derivative instruments

     174               

Foreign taxes

                   

Distribution fees

     261,484       3,580,188        556,333  

Written options

                   

Accrued expenses

     89,151       314,196        140,709  

OTC swap premiums received

           945,308         
  

 

 

   

 

 

    

 

 

 

Total liabilities

     11,504,561       108,024,994        5,659,681  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 877,630,695     $ 10,704,762,425      $ 1,751,468,739  
  

 

 

   

 

 

    

 

 

 

Summary of Net Assets:

       

Capital stock and paid-in-capital

   $ 773,903,900     $ 9,747,018,809      $ 1,583,006,739  

Undistributed (distributions in excess of) net investment income

     578,382       15,095,380        2,817,052  

Accumulated net realized gain (loss)

     (39,692,931     112,565,860        146,368,731  

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     142,841,344       830,082,376        19,276,217  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 877,630,695     $     10,704,762,425      $     1,751,468,739  
  

 

 

   

 

 

    

 

 

 

Shares authorized

         1,070,000,000       1,900,000,000        1,110,000,000  
  

 

 

   

 

 

    

 

 

 

Par value

   $ 0.0010     $ 0.0010      $ 0.0010  
  

 

 

   

 

 

    

 

 

 

Class A:     Net asset value per share

   $ 22.34     $ 14.19      $ 9.91  
  

 

 

   

 

 

    

 

 

 

                 Maximum offering price per share

   $ 23.64     $ 15.02      $ 10.49  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     27,488,725       220,482,358        136,203,694  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $ 614,187,978     $ 3,128,722,840      $ 1,349,915,513  
  

 

 

   

 

 

    

 

 

 

Class B:     Net asset value per share

   $ 22.29     $ 14.17      $ 9.87  
  

 

 

   

 

 

    

 

 

 

                 Shares outstanding

     45,723       231,356        1,486,537  
  

 

 

   

 

 

    

 

 

 

                 Net Assets

   $ 1,019,008     $ 3,277,555      $ 14,679,292  
  

 

 

   

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  128  

 


Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

The Hartford
Conservative
Allocation Fund
    The Hartford
Global All-Asset
Fund
(consolidated)
    The Hartford
Growth
Allocation Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income Fund
 
       
$     $ 309,980,872     $     $     $ 62,731,876  
  136,508,921             687,213,322       489,485,001        
        222,452                    
        6,412,128                   1,035,000  
        1,860,583                   359,861  
        199,150                   197,252  
        821,559                   88,926  
       
  189,426       17,723,125       467,497       397,287       2,746,783  
  50,265       57,225       258,545       117,470       74,914  
  67,630       1,211,320       57,585       87,028       431,643  
        117,216                   641,074  
        74,721                   546,119  
  75,702       95,613       76,844       75,182       97,582  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  136,891,944       338,775,964       688,073,793       490,161,968       68,951,030  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
       
        969,031                   108,759  
        86,771                   181,602  
        70,000                   35,000  
        7,088,466                   1,953,660  
                          83,487  
       
  67,628       18,176,807       57,584       87,026       1,430,160  
  260,202       377,025       1,003,645       1,123,880       2,977  
  11,004       203,571       55,366       40,009       39,236  
  12,191       27,928       82,979       47,511       1,946  
  1,541       5,592       7,856       5,601       1,151  
  754       1,615       2,917       2,277       439  
                           
        394,825                    
  46,816       74,349       231,550       165,006       3,196  
        46,953                   121,827  
  26,556       73,741       85,357       63,302       20,719  
        146,970                   720,279  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  426,692       27,743,644       1,527,254       1,534,612       4,704,438  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 136,465,252     $ 311,032,320     $ 686,546,539     $ 488,627,356     $ 64,246,592  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
       
$ 143,407,911     $ 281,992,169     $ 717,700,082     $ 473,771,276     $ 79,225,302  
  135,188       1,159,553       3,221,394       (149,032     (524,219
  (8,417,800     1,865,704       (47,353,982     7,647,430       (15,611,149
 
    
1,339,953

 
    26,014,894       12,979,045       7,357,682       1,156,658  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     136,465,252     $     311,032,320     $     686,546,539     $     488,627,356     $ 64,246,592  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  560,000,000       810,000,000       560,000,000       560,000,000           610,000,000  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.15     $ 11.18     $ 11.38     $ 11.65     $ 9.25  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.74     $ 11.83     $ 12.04     $ 12.33     $ 9.69  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  8,826,416       9,692,696       43,882,150       28,974,104       1,103,374  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 89,553,822     $ 108,350,239     $ 499,428,466     $ 337,666,464     $ 10,211,264  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.06     $     $ 11.27     $ 11.44     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  59,953             256,165       150,543        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 603,304     $     $ 2,887,506     $ 1,722,937     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  129  

 


Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Balanced Fund
     The Hartford
Balanced
Income Fund
         
The Hartford
Checks and
Balances Fund
 

Class C:     Net asset value per share

   $ 22.33      $ 13.99      $ 9.84  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     7,413,119        248,446,786        32,048,135  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 165,571,003      $ 3,476,844,247      $ 315,439,595  
  

 

 

    

 

 

    

 

 

 

Class I:      Net asset value per share

   $ 22.33      $ 14.19      $ 9.93  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     3,772,970        255,021,653        4,832,840  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 84,261,956      $ 3,619,306,312      $ 47,975,917  
  

 

 

    

 

 

    

 

 

 

Class R3:   Net asset value per share

   $ 22.56      $ 14.23      $ 9.87  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     114,197        14,647,799        1,644,035  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 2,576,454      $ 208,492,530      $ 16,227,761  
  

 

 

    

 

 

    

 

 

 

Class R4:   Net asset value per share

   $ 22.61      $ 14.24      $ 9.88  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     71,135        7,240,934        509,164  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 1,608,704      $ 103,122,116      $ 5,032,518  
  

 

 

    

 

 

    

 

 

 

Class R5:   Net asset value per share

   $ 22.64      $ 14.26      $ 9.93  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     6,255        2,941,468        220,382  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 141,642      $ 41,944,686      $ 2,188,034  
  

 

 

    

 

 

    

 

 

 

Class R6:   Net asset value per share

   $      $ 14.33      $  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

            1,550,494         
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $      $ 22,215,828      $  
  

 

 

    

 

 

    

 

 

 

Class Y:     Net asset value per share

   $ 22.65      $ 14.33      $  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     364,368        5,285,240         
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 8,253,846      $ 75,745,179      $  
  

 

 

    

 

 

    

 

 

 

Class F:     Net asset value per share

   $ 22.33      $ 14.19      $ 9.93  
  

 

 

    

 

 

    

 

 

 

                 Shares outstanding

     452        1,767,721        1,018  
  

 

 

    

 

 

    

 

 

 

                 Net Assets

   $ 10,104      $ 25,091,132      $ 10,109  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     728,956,829      $     9,839,398,284      $  

Cost of investments in affiliated investment companies

   $      $      $     1,734,535,618  

Cost of foreign currency

   $      $ 549,219      $  

Proceeds of TBA sale commitments

   $      $      $  

Proceeds of written option contracts

   $      $      $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  130  

 


Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

The Hartford
Conservative
Allocation Fund
    The Hartford
Global All-Asset
Fund
(consolidated)
    The Hartford
Growth
Allocation Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income Fund
 
$ 10.00     $ 11.03     $ 11.19     $ 11.45     $ 9.26  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  3,146,477       5,661,576       13,194,732       8,993,138       573,597  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 31,472,751     $ 62,461,158     $ 147,667,527     $ 102,991,580     $ 5,310,870  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.16     $ 11.22     $ 11.31     $ 11.69     $ 9.26  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  143,595       4,167,334       757,500       721,469       1,399,910  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,458,398     $ 46,769,678     $ 8,569,989     $ 8,433,897     $ 12,957,454  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.13     $ 11.18     $ 11.12     $ 11.49     $ 9.26  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  824,584       175,474       1,054,537       1,988,363       227,403  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 8,355,533     $ 1,961,174     $ 11,721,504     $ 22,845,102     $ 2,106,441  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.15     $ 11.32     $ 11.32     $ 11.65     $ 9.26  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  253,985       104,025       942,351       679,255       228,936  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 2,579,113     $ 1,177,129     $ 10,662,839     $ 7,911,548     $ 2,119,100  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.18     $ 11.14     $ 11.39     $ 11.69     $ 9.25  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  238,922       1,027       491,713       602,501       230,273  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 2,432,204     $ 11,446     $ 5,598,483     $ 7,045,644     $ 2,131,039  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
                           

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $ 11.24     $     $     $ 9.25  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
        2,521,369                   3,177,740  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $ 28,329,911     $     $     $ 29,400,304  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.16     $ 11.22     $ 11.32     $ 11.69     $ 9.25  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  997       5,522,815       903       871       1,094  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10,127     $ 61,971,585     $ 10,225     $ 10,184     $ 10,120  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $     284,112,260     $     $     $     61,163,442  
$     135,168,968     $     $     674,234,277     $     482,127,319     $  
$     $ 1,861,257     $     $     $ 361,943  
$     $ 7,072,896     $     $     $ 1,947,078  
$     $ 110,202     $     $     $ 134,612  

 

The accompanying notes are an integral part of these financial statements.

 

 

  131  

 


Multi-Strategy Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Balanced Fund
        
The Hartford
Balanced
Income Fund
    The Hartford
Checks and
Balances Fund
 

Investment Income:

      

Dividends

   $ 6,978,591     $ 72,274,864     $  

Dividends from affiliated investment companies

                 18,937,230  

Interest

     4,067,722       105,857,393       815  

Other income

     662       2,412        

Less: Foreign tax withheld

     (89,170     (1,683,796      
  

 

 

   

 

 

   

 

 

 

Total investment income, net

         10,957,805           176,450,873           18,938,045  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     2,779,803       26,940,139        

Administrative services fees

      

Class R3

     3,162       185,491       15,476  

Class R4

     708       75,390       3,516  

Class R5

     106       18,369       1,554  

Transfer agent fees

      

Class A

     423,921       1,236,767       642,302  

Class B

     7,250       6,525       26,781  

Class C

     78,650       1,139,724       148,285  

Class I

     39,657       1,300,695       25,906  

Class R3

     362       2,443       668  

Class R4

     159       1,329       225  

Class R5

     29       411       20  

Class R6

           165        

Class Y

     52       635        

Class F

                  

Distribution fees

      

Class A

     754,517       3,859,165       1,699,477  

Class B

     8,549       6,296       120,022  

Class C

     822,088       16,514,213       1,585,093  

Class R3

     7,905       463,728       38,690  

Class R4

     1,180       125,650       5,861  

Custodian fees

     3,617       88,148       47  

Registration and filing fees

     72,835       304,195       67,897  

Accounting services fees

     75,417       906,309       123,711  

Board of Directors’ fees

     12,158       128,268       27,207  

Audit fees

     9,142       16,217       9,152  

Other expenses

     88,787       612,348       158,495  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     5,190,054       53,932,620       4,700,385  

Expense waivers

     (1,112     (84,282      

Management fee waivers

                  

Transfer agent fee waivers

     (4,685     (78      

Distribution fee reimbursements

     (7,548     (4,245     (1,278

Commission recapture

     (2,535     (13,058      
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (15,880     (101,663     (1,278
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     5,174,174       53,830,957       4,699,107  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     5,783,631       122,619,916       14,238,938  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

 

Capital gain distributions received from underlying funds

                 18,573,136  

Net realized gain (loss) on investments

     30,608,782       96,526,180        

Less: Foreign taxes paid on realized capital gains

                  

Net realized gain (loss) on investments in affiliated investment companies

                 185,089,642  

Net realized gain (loss) on purchased options contracts

                  

Net realized gain (loss) on futures contracts

     (894,629     12,649,706        

Net realized gain (loss) on written options contracts

                  

Net realized gain (loss) on swap contracts

           1,810,568        

Net realized gain (loss) on foreign currency contracts

           3,314,432        

Net realized gain (loss) on other foreign currency transactions

     (15,118     61,860        
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     29,699,035       114,362,746       203,662,778  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  132  

 


Multi-Strategy Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

The Hartford
Conservative
Allocation Fund
    The Hartford
Global All-Asset
Fund
(consolidated)
    The Hartford
Growth
Allocation Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income Fund
 
       
$     $ 1,974,048     $     $     $ 648,130  
      1,493,814             5,986,226       4,918,533        
  66       1,521,112       1       2       1,091,915  
        4,450                   1,347  
        (103,560                 (9,795

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,493,880       3,396,050       5,986,227       4,918,535              1,731,597  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
       
  67,664       1,260,545       342,447       248,392       253,742  
       
  8,574       1,869       12,069       21,867       2,031  
  1,708       861       8,803       5,732       1,532  
  1,125       5       2,641       3,368       1,027  
       
  47,602       81,754       334,810       191,091       1,773  
  1,727             13,654       7,085        
  15,343       40,062       94,497       52,840       1,339  
  420       20,488       2,744       2,472       5,483  
  223       226       335       489        
  94       158       185       169        
  56             47       75        
                           
        626                   245  
                           
       
  112,943       139,492       627,138       429,744       12,535  
  5,195             27,577       16,450        
  147,563       325,844       753,165       528,441       24,975  
  21,435       4,672       30,171       54,668       5,078  
  2,846       1,435       14,671       9,553       2,554  
  47       34,980       47       47       8,707  
  48,320       45,501       54,378       51,489       43,409  
  9,473       34,709       48,639       34,789       7,443  
  2,187       5,086       10,782       7,845       1,101  
  9,246       29,436       9,245       13,634       15,831  
  16,614       34,623       69,430       47,449       9,828  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  520,405       2,062,372       2,457,475       1,727,689       398,633  
  (28,884     (139,085                 (62,280
        (15,307                  
  (168           (5,381     (2,150      
  (916     (225     (4,084     (2,444     (12,786
        (317                  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (29,968     (154,934     (9,465     (4,594     (75,066

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  490,437       1,907,438       2,448,010       1,723,095       323,567  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,003,443       1,488,612       3,538,217       3,195,440       1,408,030  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
       
  1,061,374             8,327,158       4,749,656        
            10,212,216                   910,559  
        (14,139                 (2,637
  4,494,182                 52,097,646           25,753,314        
        (483,337                 (200,270
        (1,787,253                 (1,310,698
        265,541                   225,080  
        (2,418,141                 157,261  
        1,004,112                   153,093  
        129,286                   (6,914

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  5,555,556       6,908,285       60,424,804       30,502,970       (74,526

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  133  

 


Multi-Strategy Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

     The Hartford
Balanced Fund
         
The Hartford
Balanced
Income Fund
    The Hartford
Checks and
Balances Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

       

Net unrealized appreciation (depreciation) of investments

   $ 31,063,072      $ 276,454,696     $  

Net unrealized appreciation (depreciation) of investments in affiliated investment companies

                  (69,028,241

Net unrealized appreciation (depreciation) of purchased options contracts

                   

Net unrealized appreciation (depreciation) of futures contracts

     197,788        (9,480,088      

Net unrealized appreciation (depreciation) of securities sold short

                   

Net unrealized appreciation (depreciation) of written options contracts

                   

Net unrealized appreciation (depreciation) of swap contracts

            137,335        

Net unrealized appreciation (depreciation) of foreign currency contracts

            (2,671,505      

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     21,883        149,674        
  

 

 

    

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     31,282,743        264,590,112       (69,028,241
  

 

 

    

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     60,981,778        378,952,858       134,634,537  
  

 

 

    

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     66,765,409      $     501,572,774     $     148,873,475  
  

 

 

    

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  134  

 


Multi-Strategy Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

 

 

The Hartford
Conservative
Allocation Fund
    The Hartford
Global All-Asset
Fund
(consolidated)
    The Hartford
Growth
Allocation Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income Fund
 
       
$     $ 14,048,968     $     $     $ 1,456,175  
  (181,175           5,179,606       4,283,333        
        387,722                   428,647  
        1,514,251                   (200,995
        (218                  
        (14,744                 11,052  
        208,848                   (40,757
        21,180                   14,407  
        20,753                   2,387  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (181,175    
    
16,186,760

 
    5,179,606       4,283,333       1,670,916  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  5,374,381       23,095,045       65,604,410       34,786,303       1,596,390  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     6,377,824     $     24,583,657     $     69,142,627     $     37,981,743     $     3,004,420  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  135  

 


Multi-Strategy Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford Balanced Fund     The Hartford Balanced
Income Fund
 
     For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
 

Operations:

        

Net investment income (loss)

   $ 5,783,631     $ 10,452,748     $ 122,619,916     $ 187,309,184  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     29,699,035       25,859,457       114,362,746       94,912,725  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     31,282,743       (25,523,676     264,590,112       223,444,964  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     66,765,409       10,788,529       501,572,774       505,666,873  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (4,077,739     (12,001,702     (40,423,051     (70,946,627

Class B

     (951     (41,767     (58,162     (232,684

Class C

     (533,848     (2,015,715     (32,191,338     (49,939,045

Class I

     (500,933     (313,831     (43,390,039     (44,419,166

Class R3

     (16,725     (33,696     (2,159,076     (3,415,937

Class R4

     (6,508     (13,036     (1,320,896     (2,039,147

Class R5

     (1,550     (3,904     (533,575     (758,307

Class R6

                 (214,509     (179,631

Class Y

     (66,946     (280,833     (1,359,534     (1,415,323

Class F

     (49           (71      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (5,205,249     (14,704,484     (121,650,251     (173,345,867
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

                 (33,832,329     (43,597,114

Class B

                 (64,307     (205,848

Class C

                 (35,761,372     (40,662,736

Class I

                 (28,196,118     (21,482,203

Class R3

                 (1,928,904     (2,198,274

Class R4

                 (1,137,476     (1,104,289

Class R5

                 (366,066     (372,175

Class R6

                 (105,031     (100,762

Class Y

                 (949,044     (530,425

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                 (102,340,647     (110,253,826
  

 

 

   

 

 

   

 

 

   

 

 

 

From tax return of capital

        

Class A

                        

Class C

                        

Class I

                        

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from tax return of capital

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (5,205,249     (14,704,484     (223,990,898     (283,599,693
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     104,698,344       184,453,221       2,672,651,227       3,598,650,705  

Issued on reinvestment of distributions

     5,033,443       14,198,368       205,304,517       260,503,595  

Redeemed

     (100,867,438     (171,082,040     (1,404,058,865     (1,721,508,430
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     8,864,349       27,569,549       1,473,896,879       2,137,645,870  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     70,424,509       23,653,594       1,751,478,755       2,359,713,050  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     807,206,186       783,552,592       8,953,283,670       6,593,570,620  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $      877,630,695     $      807,206,186     $     10,704,762,425     $      8,953,283,670  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 578,382     $     $ 15,095,380     $ 14,125,715  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  136  

 


Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Checks and
Balances Fund
    The Hartford Conservative
Allocation Fund
    The Hartford Global All-Asset
Fund (consolidated)
 
For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
 
         
$ 14,238,938     $ 24,373,081     $ 1,003,443     $ 1,084,334     $ 1,488,612     $ 4,220,711  
         
  203,662,778       134,019,885       5,555,556       (12,679,919     6,908,285       136,347  
         
  (69,028,241     (111,061,222     (181,175     12,844,063       16,186,760       5,809,084  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  148,873,475       47,331,744       6,377,824       1,248,478       24,583,657       10,166,142  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (10,120,459     (27,177,306     (1,204,620     (380,010     (1,854,988      
  (55,997     (714,398           (4,779            
  (1,187,676     (3,983,068     (160,816     (56,755     (532,959      
  (377,404     (816,611     (21,644     (4,464     (887,391      
  (89,419     (217,443     (98,281     (23,699     (25,727      
  (33,904     (84,107     (30,660     (9,340     (18,947      
  (33,496     (110,986     (38,830     (10,864     (228      
                                 
                          (1,800,779      
  (37                              

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (11,898,392     (33,103,919     (1,554,851     (489,911     (5,121,019      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (93,801,889     (135,452,125           (1,369,661           (10,264,499
  (1,974,522     (7,828,280           (40,118            
  (22,032,763     (33,070,353           (472,352           (6,290,683
  (2,837,906     (3,515,155           (12,446           (4,288,931
  (1,028,205     (1,244,237           (102,693           (146,653
  (304,171     (426,209           (31,144           (85,232
  (336,732     (494,166           (31,087           (40,375
                                 
                                (1,923,547
                                 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (122,316,188     (182,030,525           (2,059,501           (23,039,920

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
                                 
                                 
                                 
                                 
                                 
                                 
                                 
                                 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
                                 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (134,214,580     (215,134,444     (1,554,851     (2,549,412     (5,121,019     (23,039,920

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  89,593,525       231,229,857       13,833,430       20,162,248       72,913,418       93,451,937  
  132,759,544       212,845,217       1,521,051       2,480,305       4,564,892       19,689,920  
  (289,215,308     (414,402,370     (26,264,771     (43,083,139     (117,762,979     (136,041,638

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (66,862,239     29,672,704       (10,910,290     (20,440,586     (40,284,669     (22,899,781

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (52,203,344     (138,129,996     (6,087,317     (21,741,520     (20,822,031     (35,773,559

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  1,803,672,083       1,941,802,079       142,552,569       164,294,089       331,854,351       367,627,910  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     1,751,468,739     $     1,803,672,083     $     136,465,252     $     142,552,569     $      311,032,320     $     331,854,351  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 2,817,052     $ 476,506     $ 135,188     $ 686,596     $ 1,159,553     $ 4,791,960  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  137  

 


Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford Growth
Allocation Fund
    Hartford Moderate Allocation Fund  
     For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
    For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
 

Operations:

        

Net investment income (loss)

   $ 3,538,217     $ 1,442,557     $ 3,195,440     $ 2,174,491  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     60,424,804       (95,935,585     30,502,970       (18,325,952

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     5,179,606       80,920,337       4,283,333       14,324,742  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     69,142,627       (13,572,691     37,981,743       (1,826,719
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (2,160,209     (8,630,634     (3,247,300     (1,963,784

Class B

           (27,787           (29,946

Class C

           (1,302,257     (169,122     (396,213

Class I

     (57,319     (159,034     (95,654     (54,973

Class R3

     (13,223     (167,136     (139,506     (97,212

Class R4

     (52,512     (204,185     (68,158     (39,823

Class R5

     (38,687     (104,622     (81,472     (38,448

Class R6

                        

Class Y

                        

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (2,321,950     (10,595,655     (3,801,212     (2,620,399
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

           (29,027,151           (25,459,622

Class B

           (1,027,873           (762,041

Class C

           (9,288,804           (8,397,808

Class I

           (433,903           (602,808

Class R3

           (741,109           (1,528,981

Class R4

           (689,283           (566,418

Class R5

           (287,934           (505,580

Class R6

                        

Class Y

                        

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

           (41,496,057           (37,823,258
  

 

 

   

 

 

   

 

 

   

 

 

 

From tax return of capital

        

Class A

                        

Class C

                        

Class I

                        

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from tax return of capital

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (2,321,950     (52,091,712     (3,801,212     (40,443,657
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     23,966,059       59,226,370       17,927,426       39,489,568  

Issued on reinvestment of distributions

     2,286,089       51,050,803       3,737,369       39,632,924  

Redeemed

     (112,371,395     (167,620,052     (80,932,271     (135,455,292
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (86,119,247     (57,342,879     (59,267,476     (56,332,800
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (19,298,570     (123,007,282     (25,086,945     (98,603,176
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     705,845,109       828,852,391       513,714,301       612,317,477  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $      686,546,539     $      705,845,109     $     488,627,356     $      513,714,301  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 3,221,394     $ 2,005,127     $ (149,032   $ 456,740  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  138  

 


Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

Hartford Multi-Asset
Income Fund
 
For the
Six-Month
Period Ended
April 30, 2017
(Unaudited)
    For the
Year Ended
October 31, 2016
 
 
$ 1,408,030     $ 3,691,732  

 

(74,526

    (10,048,197

 

1,670,916

 

    6,993,886  

 

 

   

 

 

 
  3,004,420       637,421  

 

 

   

 

 

 
 
 
  (200,794     (648,489
         
  (85,135     (159,093
  (275,097     (299,645
  (38,835     (77,922
  (42,111     (83,319
  (44,356     (86,788
         
  (736,653     (1,822,007
  (73      

 

 

   

 

 

 
  (1,423,054     (3,177,263

 

 

   

 

 

 
 
         
         
         
         
         
         
         
         
         
         

 

 

   

 

 

 
         

 

 

   

 

 

 
 
        (150,724
        (36,977
        (69,644
        (18,111
        (19,365
        (20,171
        (423,477
         

 

 

   

 

 

 
        (738,469

 

 

   

 

 

 
  (1,423,054     (3,915,732

 

 

   

 

 

 
 
  2,946,327       45,803,657  
  1,413,842       3,895,839  
  (13,704,481         (107,733,203

 

 

   

 

 

 
  (9,344,312     (58,033,707

 

 

   

 

 

 
  (7,762,946     (61,312,018

 

 

   

 

 

 
 
  72,009,538       133,321,556  

 

 

   

 

 

 
$      64,246,592     $ 72,009,538  

 

 

   

 

 

 
$ (524,219   $ (509,195

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  139  

 


Multi-Strategy Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Oper-
ations
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Balanced Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   20.76     $   0.16     $ 1.57     $ 1.73     $ (0.15   $     $     $ (0.15   $ 22.34       8.33 %(5)    $ 614,188       1.12 %(6)      1.11 %(6)      1.50 %(6)      19

B

    20.68       0.07       1.56       1.63       (0.02                 (0.02     22.29       7.86 (5)      1,019       2.57 (6)      2.03 (6)      0.64 (6)      19  

C

    20.76       0.09       1.55       1.64       (0.07                 (0.07     22.33       7.96 (5)      165,571       1.82 (6)      1.82 (6)      0.80 (6)      19  

I

    20.76       0.19       1.56       1.75       (0.18                 (0.18     22.33       8.44 (5)      84,262       0.87 (6)      0.87 (6)      1.72 (6)      19  

R3

    20.97       0.13       1.58       1.71       (0.12                 (0.12     22.56       8.15 (5)      2,576       1.45 (6)      1.40 (6)      1.24 (6)      19  

R4

    21.02       0.16       1.58       1.74       (0.15                 (0.15     22.61       8.36 (5)      1,609       1.16 (6)      1.10 (6)      1.45 (6)      19  

R5

    21.04       0.20       1.58       1.78       (0.18                 (0.18     22.64       8.48 (5)      142       0.85 (6)      0.80 (6)      1.82 (6)      19  

Y

    21.05       0.21       1.58       1.79       (0.19                 (0.19     22.65       8.52 (5)      8,254       0.73 (6)      0.73 (6)      1.89 (6)      19  

F(7)

    22.21       0.06       0.17       0.23       (0.11                 (0.11     22.33       1.03 (5)      10       0.72 (6)      0.72 (6)      1.73 (6)      19  

For the Year Ended October 31, 2016

 

A

  $ 20.87     $ 0.30     $   (0.01 )(8)    $ 0.29     $ (0.40   $     $     $ (0.40   $ 20.76       1.43   $ 601,415       1.15     1.15 %(9)      1.43     26

B

    20.78       0.12       (0.02 )(8)      0.10       (0.20                 (0.20     20.68       0.50       2,228       2.39       2.05 (9)      0.59       26  

C

    20.87       0.15       (10)      0.15       (0.26                 (0.26     20.76       0.74       161,160       1.85       1.85 (9)      0.73       26  

I

    20.86       0.33       0.04       0.37       (0.47                 (0.47     20.76       1.80       31,260       0.85       0.85 (9)      1.59       26  

R3

    21.09       0.24       0.01       0.25       (0.37                 (0.37     20.97       1.18       3,174       1.47       1.41 (9)      1.13       26  

R4

    21.13       0.31       (10)      0.31       (0.42                 (0.42     21.02       1.47       683       1.18       1.11 (9)      1.47       26  

R5

    21.14       0.36       0.02       0.38       (0.48                 (0.48     21.04       1.81       242       0.88       0.81 (9)      1.74       26  

Y

    21.15       0.39       (10)      0.39       (0.49                 (0.49     21.05       1.87       7,044       0.75       0.75 (9)      1.87       26  

For the Year Ended October 31, 2015

 

A

  $ 20.54     $ 0.25     $ 0.33     $ 0.58     $ (0.25   $   —     $   —     $   (0.25   $   20.87       2.84   $   607,698       1.15     1.15     1.20     22

B

    20.42       0.07       0.33       0.40       (0.04                 (0.04     20.78       1.98       5,246       2.27       1.99       0.35       22  

C

    20.54       0.11       0.33       0.44       (0.11                 (0.11     20.87       2.15       153,455       1.84       1.84       0.52       22  

I(11)

    21.08       0.19       (0.24       (0.05     (0.17                 (0.17     20.86       (0.19 )(5)      7,436       0.86 (6)      0.86 (6)      1.59 (6)      22  

R3

    20.75       0.20       0.34       0.54       (0.20                 (0.20     21.09       2.62       1,361       1.49       1.40       0.97       22  

R4

    20.78       0.26       0.34       0.60       (0.25                 (0.25     21.13       2.90       594       1.16       1.10       1.25       22  

R5

    20.80       0.33       0.33       0.66       (0.32                 (0.32     21.14       3.19       164       0.87       0.80       1.56       22  

Y

    20.82       0.35       0.31       0.66       (0.33                 (0.33     21.15       3.22       7,600       0.74       0.74       1.65       22  

For the Year Ended October 31, 2014

 

A

  $ 18.62     $ 0.23     $ 1.92     $ 2.15     $ (0.23   $     $     $ (0.23   $ 20.54       11.60   $ 585,217       1.17     1.17     1.17     39

B

    18.50       0.06       1.91       1.97       (0.05                 (0.05     20.42       10.64       8,635       2.27       2.04       0.33       39  

C

    18.63       0.09       1.92       2.01       (0.10                 (0.10     20.54       10.82       126,773       1.86       1.86       0.47       39  

R3

    18.81       0.18       1.94       2.12       (0.18                 (0.18     20.75       11.32       593       1.50       1.40       0.93       39  

R4

    18.83       0.24       1.95       2.19       (0.24                 (0.24     20.78       11.67       786       1.16       1.10       1.22       39  

R5

    18.85       0.30       1.95       2.25       (0.30                 (0.30     20.80       12.02       157       0.86       0.80       1.53       39  

Y

    18.87       0.32       1.95       2.27       (0.32                 (0.32     20.82       12.08       2,147       0.74       0.74       1.59       39  

For the Year Ended October 31, 2013

 

A

  $ 16.06     $ 0.22     $ 2.56     $ 2.78     $ (0.22   $     $     $ (0.22   $ 18.62       17.40   $ 542,452       1.21     1.18     1.24     27

B

    15.94       0.07       2.54       2.61       (0.05                 (0.05     18.50       16.43       12,206       2.27       2.04       0.42       27  

C

    16.07       0.09       2.57       2.66       (0.10                 (0.10     18.63       16.58       100,230       1.89       1.89       0.52       27  

R3

    16.23       0.17       2.59       2.76       (0.18                 (0.18     18.81       17.11       641       1.51       1.40       0.98       27  

R4

    16.23       0.24       2.59       2.83       (0.23                 (0.23     18.83       17.55       531       1.15       1.10       1.35       27  

R5

    16.26       0.28       2.59       2.87       (0.28                 (0.28     18.85       17.81       140       0.86       0.80       1.62       27  

Y

    16.27       0.30       2.59       2.89       (0.29                 (0.29     18.87       17.92       1,979       0.74       0.74       1.69       27  

 

The accompanying notes are an integral part of these financial statements.

 

 

  140  

 


Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Oper-
ations
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Balanced Fund - (continued)  

For the Year Ended October 31, 2012(12)

 

A

  $   14.63     $   0.22     $ 1.44     $   1.66     $   (0.23   $     $   —     $   (0.23   $   16.06       11.42   $ 483,041       1.24     1.18     1.40     29

B

    14.51       0.09       1.42       1.51       (0.08                 (0.08     15.94       10.43       15,803       2.24       2.05       0.55       29  

C

    14.64       0.10       1.45       1.55       (0.12                 (0.12     16.07       10.60       78,414       1.92       1.92       0.67       29  

R3

    14.78       0.18       1.47       1.65       (0.20                 (0.20     16.23       11.22       378       1.56       1.40       1.17       29  

R4

    14.79       0.24       1.44       1.68       (0.24                 (0.24     16.23       11.44       1,456       1.16       1.10       1.59       29  

R5

    14.81       0.28       1.46       1.74       (0.29                 (0.29     16.26       11.84       121       0.88       0.80       1.78       29  

Y

    14.82       0.29       1.46       1.75       (0.30                 (0.30     16.27       11.89       1,804       0.75       0.75       1.83       29  
The Hartford Balanced Income Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 13.80     $ 0.19     $ 0.53     $ 0.72     $ (0.18   $   (0.15   $     $ (0.33   $ 14.19       5.31 %(5)    $   3,128,723       0.92 %(6)      0.92 %(6)      2.70 %(6)      15

B

    13.77       0.19       0.53       0.72       (0.17     (0.15           (0.32     14.17       5.31 (5)      3,278       1.10 (6)      0.99 (6)      2.69 (6)      15  

C

    13.61       0.13       0.53       0.66       (0.13     (0.15           (0.28     13.99       4.93 (5)      3,476,844       1.66 (6)      1.66 (6)      1.96 (6)      15  

I

    13.80       0.20       0.54       0.74       (0.20     (0.15           (0.35     14.19       5.44 (5)      3,619,306       0.68 (6)      0.68 (6)      2.91 (6)      15  

R3

    13.84       0.17       0.53       0.70       (0.16     (0.15           (0.31     14.23       5.14 (5)      208,493       1.30 (6)      1.24 (6)      2.38 (6)      15  

R4

    13.85       0.19       0.53       0.72       (0.18     (0.15           (0.33     14.24       5.28 (5)      103,122       1.00 (6)      0.94 (6)      2.69 (6)      15  

R5

    13.86       0.20       0.55       0.75       (0.20     (0.15           (0.35     14.26       5.49 (5)      41,945       0.70 (6)      0.69 (6)      2.92 (6)      15  

R6

    13.93       0.21       0.54       0.75       (0.20     (0.15           (0.35     14.33       5.50 (5)      22,216       0.60 (6)      0.59 (6)      2.94 (6)      15  

Y

    13.93       0.21       0.54       0.75       (0.20     (0.15           (0.35     14.33       5.50 (5)      75,745       0.59 (6)      0.59 (6)      3.05 (6)      15  

F(7)

    14.20       0.04       0.05       0.09       (0.10                 (0.10     14.19       0.65 (5)      25,091       0.59 (6)      0.59 (6)      1.71 (6)      15  

For the Year Ended October 31, 2016

 

A

  $ 13.41     $ 0.37     $ 0.57     $ 0.94     $ (0.33   $ (0.22   $     $ (0.55   $ 13.80       7.29   $ 3,076,342       0.96     0.96 %(13)      2.73     36

B

    13.37       0.37       0.57       0.94       (0.32     (0.22           (0.54     13.77       7.30       6,529       1.08       1.00 (13)      2.74       36  

C

    13.24       0.26       0.57       0.83       (0.24     (0.22           (0.46     13.61       6.48       3,171,408       1.69       1.69 (13)      1.99       36  

I

    13.41       0.40       0.58       0.98       (0.37     (0.22           (0.59     13.80       7.57       2,290,723       0.70       0.70 (13)      2.95       36  

R3

    13.45       0.33       0.58       0.91       (0.30     (0.22           (0.52     13.84       6.98       174,319       1.32       1.25 (13)      2.43       36  

R4

    13.45       0.37       0.59       0.96       (0.34     (0.22           (0.56     13.85       7.36       106,451       1.02       0.95 (13)      2.71       36  

R5

    13.47       0.40       0.58       0.98       (0.37     (0.22           (0.59     13.86       7.53       31,698       0.72       0.70 (13)      2.97       36  

R6

    13.53       0.41       0.59       1.00       (0.38     (0.22           (0.60     13.93       7.65       9,636       0.62       0.62 (13)      3.04       36  

Y

    13.53       0.41       0.59       1.00       (0.38     (0.22           (0.60     13.93       7.65       86,177       0.62       0.62 (13)      3.00       36  

For the Year Ended October 31, 2015

 

A

  $ 13.72     $ 0.33     $   (0.10   $ 0.23     $ (0.33   $ (0.21   $     $ (0.54   $ 13.41       1.77   $ 2,635,923       0.95     0.95     2.48     39

B

    13.69       0.35       (0.14     0.21       (0.32     (0.21           (0.53     13.37       1.63       12,811       1.06       0.99       2.56       39  

C

    13.56       0.25       (0.12     0.13       (0.24     (0.21           (0.45     13.24       1.01       2,414,291       1.69       1.69       1.84       39  

I

    13.72       0.38       (0.11     0.27       (0.37     (0.21           (0.58     13.41       2.04       1,274,683       0.69       0.69       2.85       39  

R3

    13.77       0.31       (0.13     0.18       (0.29     (0.21           (0.50     13.45       1.40       127,608       1.31       1.24       2.30       39  

R4

    13.77       0.35       (0.13     0.22       (0.33     (0.21           (0.54     13.45       1.70       66,468       1.01       0.94       2.60       39  

R5

    13.78       0.38       (0.11     0.27       (0.37     (0.21           (0.58     13.47       2.03       22,907       0.71       0.69       2.84       39  

R6

    13.90       0.33       (0.12     0.21       (0.37     (0.21           (0.58     13.53       1.65 (5)      6,072       0.67 (6)      0.64 (6)      2.50 (6)      39  

Y

    13.84       0.40       (0.12     0.28       (0.38     (0.21           (0.59     13.53       2.10       32,808       0.61       0.61       2.92       39  

 

The accompanying notes are an integral part of these financial statements.

 

 

  141  

 


Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Oper-
ations
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Balanced Income Fund - (continued)  

For the Year Ended October 31, 2014

 

A

  $   13.05     $   0.34     $   0.83     $   1.17     $   (0.32   $   (0.18   $   —     $   (0.50   $   13.72       9.19   $   2,317,429       0.97     0.97     2.56     40

B

    13.01       0.34       0.84       1.18       (0.32     (0.18           (0.50     13.69       9.25       18,846       1.07       0.99       2.56       40  

C

    12.91       0.24       0.82       1.06       (0.23     (0.18           (0.41     13.56       8.39       1,884,930       1.70       1.70       1.81       40  

I

    13.05       0.38       0.83       1.21       (0.36     (0.18           (0.54     13.72       9.47       1,031,554       0.70       0.70       2.80       40  

R3

    13.10       0.30       0.84       1.14       (0.29     (0.18           (0.47     13.77       8.90       106,894       1.32       1.24       2.26       40  

R4

    13.10       0.35       0.83       1.18       (0.33     (0.18           (0.51     13.77       9.19       54,196       1.02       0.94       2.58       40  

R5

    13.11       0.38       0.83       1.21       (0.36     (0.18           (0.54     13.78       9.44       13,069       0.73       0.69       2.83       40  

Y

    13.16       0.39       0.84       1.23       (0.37     (0.18           (0.55     13.84       9.55       24,484       0.62       0.62       2.89       40  

For the Year Ended October 31, 2013

 

A

  $ 12.24     $ 0.32     $ 0.94     $ 1.26     $ (0.30   $ (0.15   $     $ (0.45   $ 13.05       10.57   $ 1,879,401       0.99     0.96     2.53     32

B

    12.20       0.32       0.94       1.26       (0.30     (0.15           (0.45     13.01       10.60       20,966       1.10       0.96       2.55       32  

C

    12.13       0.22       0.93       1.15       (0.22     (0.15           (0.37     12.91       9.70       1,326,973       1.72       1.70       1.78       32  

I

    12.24       0.35       0.94       1.29       (0.33     (0.15           (0.48     13.05       10.84       598,310       0.73       0.71       2.77       32  

R3

    12.29       0.29       0.94       1.23       (0.27     (0.15           (0.42     13.10       10.27       59,155       1.33       1.22       2.26       32  

R4

    12.28       0.32       0.95       1.27       (0.30     (0.15           (0.45     13.10       10.64       37,128       1.03       0.91       2.55       32  

R5

    12.29       0.36       0.94       1.30       (0.33     (0.15           (0.48     13.11       10.90       9,269       0.73       0.69       2.80       32  

Y

    12.34       0.36       0.95       1.31       (0.34     (0.15           (0.49     13.16       10.91       14,384       0.63       0.62       2.81       32  

For the Year Ended October 31, 2012

 

A

  $ 11.02     $ 0.35     $ 1.18     $ 1.53     $ (0.31   $     $     $ (0.31   $ 12.24       14.05   $ 1,131,250       1.04     0.83     2.98     30

B

    10.98       0.30       1.16       1.46       (0.24                 (0.24     12.20       13.44       16,451       1.54       1.30       2.55       30  

C

    10.94       0.25       1.18       1.43       (0.24                 (0.24     12.13       13.22       649,208       1.79       1.58       2.19       30  

I

    11.02       0.37       1.18       1.55       (0.33                 (0.33     12.24       14.31       307,422       0.81       0.59       3.19       30  

R3

    11.06       0.31       1.20       1.51       (0.28                 (0.28     12.29       13.84       27,888       1.41       1.11       2.64       30  

R4

    11.06       0.33       1.21       1.54       (0.32                 (0.32     12.28       14.08       14,568       1.17       0.83       2.77       30  

R5

    11.06       0.38       1.18       1.56       (0.33                 (0.33     12.29       14.33       164       0.76       0.56       3.29       30  

Y

    11.05       0.37       1.26       1.63       (0.34                 (0.34     12.34       14.98       1,829       0.74       0.56       3.14       30  
The Hartford Checks and Balances Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 9.85     $ 0.09     $ 0.73     $ 0.82     $ (0.07   $ (0.69   $     $ (0.76   $ 9.91       8.72 %(5)    $ 1,349,916       0.39 %(6)      0.39 %(6)      1.75 %(6)      2

B

    9.81       0.04       0.73       0.77       (0.02     (0.69           (0.71     9.87       8.19 (5)      14,679       1.27 (6)      1.27 (6)      0.90 (6)      2  

C

    9.78       0.05       0.74       0.79       (0.04     (0.69           (0.73     9.84       8.38 (5)      315,440       1.14 (6)      1.14 (6)      1.01 (6)      2  

I

    9.86       0.10       0.74       0.84       (0.08     (0.69           (0.77     9.93       8.94 (5)      47,976       0.16 (6)      0.16 (6)      1.97 (6)      2  

R3

    9.81       0.07       0.74       0.81       (0.06     (0.69           (0.75     9.87       8.57 (5)      16,228       0.75 (6)      0.75 (6)      1.38 (6)      2  

R4

    9.82       0.08       0.74       0.82       (0.07     (0.69           (0.76     9.88       8.72 (5)      5,033       0.45 (6)      0.45 (6)      1.67 (6)      2  

R5

    9.86       0.12       0.72       0.84       (0.08     (0.69           (0.77     9.93       8.95 (5)      2,188       0.15 (6)      0.15 (6)      2.43 (6)      2  

F(7)

    9.86       0.03       0.08       0.11       (0.04                 (0.04     9.93       1.09 (5)      10       0.04 (6)      0.04 (6)      1.79 (6)      2  

For the Year Ended October 31, 2016

 

A

  $ 10.81     $ 0.14     $ 0.11     $ 0.25     $ (0.19   $ (1.02   $     $ (1.21   $ 9.85       2.78   $ 1,386,748       0.41     0.41     1.46     8

B

    10.76       0.07       0.09       0.16       (0.09     (1.02           (1.11     9.81       1.93       32,027       1.21       1.21       0.72       8  

C

    10.75       0.07       0.09       0.16       (0.11     (1.02           (1.13     9.78       1.94       321,436       1.16       1.16       0.71       8  

I

    10.83       0.17       0.09       0.26       (0.21     (1.02           (1.23     9.86       2.97       39,557       0.19       0.19       1.69       8  

R3

    10.78       0.10       0.10       0.20       (0.15     (1.02           (1.17     9.81       2.35       14,554       0.77       0.77       1.05       8  

R4

    10.79       0.13       0.10       0.23       (0.18     (1.02           (1.20     9.82       2.64       4,457       0.47       0.47       1.38       8  

R5

    10.82       0.16       0.11       0.27       (0.21     (1.02           (1.23     9.86       3.04       4,893       0.16       0.16       1.69       8  

 

The accompanying notes are an integral part of these financial statements.

 

 

  142  

 


Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Oper-
ations
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Checks and Balances Fund - (continued)  

For the Year Ended October 31, 2015

 

A

  $   11.89     $   0.14     $   0.11     $   0.25     $   (0.43   $   (0.90   $   —     $   (1.33   $   10.81       2.38   $   1,443,659       0.39     0.39     1.26     7

B

    11.83       0.07       0.10       0.17       (0.34     (0.90           (1.24     10.76       1.64       87,066       1.20       1.20       0.64       7  

C

    11.83       0.05       0.12       0.17       (0.35     (0.90           (1.25     10.75       1.64       351,257       1.14       1.14       0.47       7  

I

    11.90       0.21       0.07       0.28       (0.45     (0.90           (1.35     10.83       2.64       36,770       0.16       0.16       1.93       7  

R3

    11.86       0.08       0.13       0.21       (0.39     (0.90           (1.29     10.78       2.03       13,247       0.75       0.75       0.73       7  

R4

    11.87       0.12       0.13       0.25       (0.43     (0.90           (1.33     10.79       2.33       4,652       0.45       0.45       1.13       7  

R5

    11.90       0.15       0.13       0.28       (0.46     (0.90           (1.36     10.82       2.65       5,150       0.14       0.14       1.37       7  

For the Year Ended October 31, 2014

 

A

  $ 11.75     $ 0.14     $ 1.07     $ 1.21     $ (0.21   $ (0.86   $     $ (1.07   $ 11.89       11.07   $ 1,404,632       0.39     0.39     1.25     15

B

    11.64       0.05       1.05       1.10       (0.05     (0.86           (0.91     11.83       10.09       108,791       1.19       1.19       0.46       15  

C

    11.65       0.06       1.04       1.10       (0.06     (0.86           (0.92     11.83       10.17       334,810       1.14       1.14       0.50       15  

I

    11.78       0.18       1.06       1.24       (0.26     (0.86           (1.12     11.90       11.35       34,269       0.14       0.14       1.53       15  

R3

    11.69       0.10       1.06       1.16       (0.13     (0.86           (0.99     11.86       10.70       10,635       0.75       0.75       0.88       15  

R4

    11.73       0.13       1.07       1.20       (0.20     (0.86           (1.06     11.87       11.06       3,932       0.45       0.45       1.14       15  

R5

    11.78       0.17       1.07       1.24       (0.26     (0.86           (1.12     11.90       11.34       163       0.15       0.15       1.48       15  

For the Year Ended October 31, 2013

 

A

  $ 9.92     $ 0.16     $ 1.88     $ 2.04     $ (0.18   $ (0.03   $     $ (0.21   $ 11.75       20.89   $ 1,354,101       0.41     0.41     1.51     12

B

    9.88       0.08       1.86       1.94       (0.15     (0.03           (0.18     11.64       20.01       117,550       1.21       1.21       0.72       12  

C

    9.89       0.08       1.87       1.95       (0.16     (0.03           (0.19     11.65       20.00       308,250       1.16       1.16       0.76       12  

I

    9.93       0.18       1.88       2.06       (0.18     (0.03           (0.21     11.78       21.15       29,305       0.15       0.15       1.70       12  

R3

    9.90       0.13       1.86       1.99       (0.17     (0.03           (0.20     11.69       20.43       10,875       0.75       0.75       1.19       12  

R4

    9.91       0.16       1.86       2.02       (0.17     (0.03           (0.20     11.73       20.79       1,535       0.46       0.46       1.46       12  

R5

    9.93       0.19       1.87       2.06       (0.18     (0.03           (0.21     11.78       21.16       144       0.15       0.15       1.74       12  

For the Year Ended October 31, 2012(12)

 

A

  $ 9.22     $ 0.20     $ 0.74     $ 0.94     $ (0.20   $ (0.04   $     $ (0.24   $ 9.92       10.43   $ 1,277,312       0.41     0.41     2.15     12

B

    9.19       0.13       0.72       0.85       (0.12     (0.04           (0.16     9.88       9.45       114,693       1.22       1.22       1.35       12  

C

    9.19       0.13       0.74       0.87       (0.13     (0.04           (0.17     9.89       9.63       284,190       1.16       1.16       1.41       12  

I

    9.23       0.23       0.74       0.97       (0.23     (0.04           (0.27     9.93       10.70       21,254       0.16       0.16       2.38       12  

R3

    9.20       0.17       0.74       0.91       (0.17     (0.04           (0.21     9.90       10.08       10,764       0.76       0.76       1.71       12  

R4

    9.22       0.20       0.73       0.93       (0.20     (0.04           (0.24     9.91       10.29       1,375       0.47       0.47       1.92       12  

R5

    9.23       0.23       0.74       0.97       (0.23     (0.04           (0.27     9.93       10.70       119       0.16       0.16       2.37       12  
The Hartford Conservative Allocation Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 9.81     $ 0.08     $ 0.39     $ 0.47     $ (0.13   $     $     $ (0.13   $ 10.15       4.87 %(5)    $ 89,554       0.58 %(6)      0.55 %(6)      1.65 %(6)      14

B

    9.63       0.05       0.38       0.43                               10.06       4.47 (5)      603       1.56 (6)      1.30 (6)      1.00 (6)      14  

C

    9.62       0.04       0.39       0.43       (0.05                 (0.05     10.00       4.51 (5)      31,473       1.33 (6)      1.30 (6)      0.92 (6)      14  

I

    9.83       0.10       0.39       0.49       (0.16                 (0.16     10.16       5.06 (5)      1,458       0.29 (6)      0.26 (6)      1.97 (6)      14  

R3

    9.79       0.07       0.38       0.45       (0.11                 (0.11     10.13       4.67 (5)      8,356       0.93 (6)      0.80 (6)      1.42 (6)      14  

R4

    9.82       0.08       0.39       0.47       (0.14                 (0.14     10.15       4.82 (5)      2,579       0.64 (6)      0.50 (6)      1.68 (6)      14  

R5

    9.86       0.10       0.39       0.49       (0.17                 (0.17     10.18       5.04 (5)      2,432       0.33 (6)      0.20 (6)      2.02 (6)      14  

F(7)

    10.03       0.02       0.11       0.13                               10.16       1.30 (5)      10       0.23 (6)      0.20 (6)      1.31 (6)      14  

 

The accompanying notes are an integral part of these financial statements.

 

 

  143  

 


Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Oper-
ations
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Conservative Allocation Fund - (continued)  

For the Year Ended October 31, 2016

 

A

  $ 9.85     $ 0.09     $ 0.02     $ 0.11     $ (0.03   $ (0.12   $     $ (0.15   $ 9.81       1.26   $ 95,802       0.60     0.54     0.90     80

B

    9.73       0.02       0.02       0.04       (0.02     (0.12           (0.14     9.63       0.44       1,416       1.49       1.29       0.16       80  

C

    9.73       0.01       0.01       0.02       (0.01     (0.12           (0.13     9.62       0.34       31,115       1.34       1.29       0.15       80  

I

    9.86       0.11       0.02       0.13       (0.04     (0.12           (0.16     9.83       1.45       1,087       0.32       0.27       1.18       80  

R3

    9.85       0.06       0.03       0.09       (0.03     (0.12           (0.15     9.79       0.99       8,561       0.94       0.79       0.64       80  

R4

    9.86       0.09       0.03       0.12       (0.04     (0.12           (0.16     9.82       1.28       2,340       0.64       0.49       0.94       80  

R5

    9.88       0.12       0.02       0.14       (0.04     (0.12           (0.16     9.86       1.56       2,231       0.34       0.19       1.25       80  

For the Year Ended October 31, 2015

 

A

  $   10.78     $   0.10     $   (0.42   $   (0.32   $   (0.15   $   (0.46   $   —     $   (0.61   $ 9.85       (3.01 )%    $   108,907       0.60     0.60     0.98     15

B

    10.72       0.04       (0.44     (0.40     (0.13     (0.46           (0.59     9.73       (3.83     3,371       1.47       1.41       0.41       15  

C

    10.71       0.02       (0.41     (0.39     (0.13     (0.46           (0.59     9.73       (3.70     37,732       1.34       1.34       0.22       15  

I

    10.77       0.16       (0.45     (0.29     (0.16     (0.46           (0.62     9.86       (2.74     1,064       0.31       0.31       1.53       15  

R3

    10.81       0.07       (0.43     (0.36     (0.14     (0.46           (0.60     9.85       (3.36     8,256       0.94       0.91       0.72       15  

R4

    10.79       0.10       (0.42     (0.32     (0.15     (0.46           (0.61     9.86       (3.02     2,461       0.65       0.61       0.94       15  

R5

    10.79       0.14       (0.43     (0.29     (0.16     (0.46           (0.62     9.88       (2.73     2,504       0.34       0.31       1.37       15  

For the Year Ended October 31, 2014

 

A

  $ 11.05     $ 0.07     $ 0.09     $ 0.16     $ (0.09   $ (0.34   $     $ (0.43   $   10.78       1.50   $ 134,286       0.59     0.59     0.64     27

B

    10.99       (0.01     0.08       0.07             (0.34           (0.34     10.72       0.71       6,872       1.43       1.40       (0.13     27  

C

    10.98       (0.01     0.08       0.07             (0.34           (0.34     10.71       0.71       46,745       1.34       1.34       (0.09     27  

I

    11.06       0.10       0.08       0.18       (0.13     (0.34           (0.47     10.77       1.76       1,829       0.32       0.32       0.91       27  

R3

    11.06       0.03       0.09       0.12       (0.03     (0.34           (0.37     10.81       1.17       10,141       0.94       0.90       0.31       27  

R4

    11.04       0.07       0.08       0.15       (0.06     (0.34           (0.40     10.79       1.45       4,806       0.64       0.60       0.65       27  

R5

    11.08       0.10       0.08       0.18       (0.13     (0.34           (0.47     10.79       1.74       3,585       0.34       0.30       0.92       27  

For the Year Ended October 31, 2013

 

A

  $ 11.35     $ 0.10     $ 0.15     $ 0.25     $ (0.32   $ (0.23   $     $ (0.55   $ 11.05       2.26   $ 147,617       0.58     0.58     0.93     22

B

    11.33       0.03       0.13       0.16       (0.27     (0.23           (0.50     10.99       1.42       11,240       1.40       1.40       0.27       22  

C

    11.32       0.02       0.15       0.17       (0.28     (0.23           (0.51     10.98       1.51       53,554       1.32       1.32       0.17       22  

I

    11.34       0.12       0.16       0.28       (0.33     (0.23           (0.56     11.06       2.60       1,397       0.30       0.30       1.13       22  

R3

    11.37       0.05       0.17       0.22       (0.30     (0.23           (0.53     11.06       1.99       10,496       0.93       0.93       0.48       22  

R4

    11.33       0.12       0.13       0.25       (0.31     (0.23           (0.54     11.04       2.29       7,620       0.62       0.62       1.08       22  

R5

    11.36       0.15       0.13       0.28       (0.33     (0.23           (0.56     11.08       2.57       3,378       0.32       0.32       1.35       22  

For the Year Ended October 31, 2012(12)

 

A

  $ 10.71     $ 0.12     $ 0.68     $ 0.80     $ (0.16   $     $     $ (0.16   $ 11.35       7.55   $ 166,842       0.58     0.58     1.13     83

B

    10.71       0.03       0.68       0.71       (0.09                 (0.09     11.33       6.69       17,538       1.39       1.39       0.38       83  

C

    10.70       0.04       0.68       0.72       (0.10                 (0.10     11.32       6.78       59,053       1.33       1.33       0.37       83  

I

    10.69       0.16       0.67       0.83       (0.18                 (0.18     11.34       7.89       1,481       0.30       0.30       1.39       83  

R3

    10.74       0.08       0.68       0.76       (0.13                 (0.13     11.37       7.18       9,608       0.93       0.93       0.62       83  

R4

    10.69       0.11       0.69       0.80       (0.16                 (0.16     11.33       7.55       14,196       0.63       0.63       1.00       83  

R5

    10.71       0.15       0.68       0.83       (0.18                 (0.18     11.36       7.86       4,192       0.33       0.33       1.43       83  

 

The accompanying notes are an integral part of these financial statements.

 

 

  144  

 


Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Oper-
ations
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Global All-Asset Fund (consolidated)  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $   10.51     $   0.05     $   0.79     $ 0.84     $ (0.17   $     $     $ (0.17   $ 11.18       8.14 %(5)    $ 108,350       1.31 %(6)      1.19 %(6)      0.96 %(6)      35

C

    10.33       0.01       0.77       0.78       (0.08                 (0.08     11.03       7.64 (5)      62,461       2.04 (6)      1.94 (6)      0.21 (6)      35  

I

    10.57       0.07       0.78       0.85       (0.20                 (0.20     11.22       8.22 (5)      46,770       1.00 (6)      0.93 (6)      1.23 (6)      35  

R3

    10.50       0.04       0.79       0.83       (0.15                 (0.15     11.18       7.98 (5)      1,961       1.64 (6)      1.49 (6)      0.67 (6)      35  

R4

    10.65       0.05       0.80       0.85       (0.18                 (0.18     11.32       8.09 (5)      1,177       1.34 (6)      1.19 (6)      0.97 (6)      35  

R5

    10.51       0.07       0.79       0.86       (0.23                 (0.23     11.14       8.21 (5)      11       1.02 (6)      0.89 (6)      1.33 (6)      35  

Y

    10.59       0.07       0.79       0.86       (0.21                 (0.21     11.24       8.31 (5)      28,330       0.92 (6)      0.84 (6)      1.30 (6)      35  

F(7)

    10.87       0.03       0.32       0.35                               11.22       3.22 (5)      61,972       0.92 (6)      0.84 (6)      1.56 (6)      35  

For the Year Ended October 31, 2016

 

A

  $ 10.95     $ 0.12     $ 0.15     $ 0.27     $     $ (0.71   $     $ (0.71   $ 10.51       2.85   $ 120,010       1.47     1.27 %(14)      1.18     95

C

    10.85       0.04       0.15       0.19             (0.71           (0.71     10.33       2.09       71,094       2.19       2.02 (14)      0.43       95  

I

    10.98       0.15       0.15       0.30             (0.71           (0.71     10.57       3.12       47,856       1.17       1.02 (14)      1.43       95  

R3

    10.97       0.09       0.15       0.24             (0.71           (0.71     10.50       2.55       1,879       1.79       1.52 (14)      0.93       95  

R4

    11.08       0.13       0.15       0.28             (0.71           (0.71     10.65       2.91       1,103       1.49       1.22 (14)      1.28       95  

R5

    10.98       0.09       0.15       0.24             (0.71           (0.71     10.51       2.64       11       1.17       0.97 (14)      0.86       95  

Y

    10.99       0.16       0.15       0.31             (0.71           (0.71     10.59       3.22       89,901       1.07       0.92 (14)      1.61       95  

For the Year Ended October 31, 2015

 

A

  $ 12.68     $ 0.08     $   (0.08   $     $ (0.31   $ (1.42   $     $ (1.73   $ 10.95       0.33   $   162,691       1.46     1.25     0.68     63

C

    12.56             (0.07       (0.07       (0.22       (1.42       —         (1.64       10.85       (0.31     99,973       2.18       2.00       (0.02     63  

I

    12.72       0.10       (0.07     0.03       (0.35     (1.42           (1.77     10.98       0.58       70,837       1.15       1.00       0.88       63  

R3

    12.67       0.05       (0.07     (0.02     (0.26     (1.42           (1.68     10.97       0.16       2,385       1.78       1.50       0.43       63  

R4

    12.80       0.10       (0.08     0.02       (0.32     (1.42           (1.74     11.08       0.51       1,381       1.49       1.20       0.85       63  

R5

    12.72       0.13       (0.10     0.03       (0.35     (1.42           (1.77     10.98       0.61       624       1.16       0.95       1.12       63  

Y

    12.72       0.13       (0.08     0.05       (0.36     (1.42           (1.78     10.99       0.76       29,736       1.07       0.90       1.12       63  

For the Year Ended October 31, 2014

 

A

  $ 12.34     $ 0.11     $ 0.40     $ 0.51     $ (0.13   $ (0.04   $     $ (0.17   $ 12.68       4.18   $ 206,595       1.40     1.25     0.85     75

C

    12.23       0.01       0.39       0.40       (0.03     (0.04           (0.07     12.56       3.30       130,260       2.13       2.00       0.10       75  

I

    12.38       0.14       0.40       0.54       (0.16     (0.04           (0.20     12.72       4.43       117,499       1.10       0.98       1.11       75  

R3

    12.34       0.08       0.39       0.47       (0.10     (0.04           (0.14     12.67       3.86       3,340       1.73       1.50       0.61       75  

R4

    12.47       0.11       0.41       0.52       (0.15     (0.04           (0.19     12.80       4.18       1,363       1.44       1.20       0.90       75  

R5

    12.38       0.14       0.41       0.55       (0.17     (0.04           (0.21     12.72       4.49       2,730       1.12       0.95       1.14       75  

Y

    12.38       0.15       0.41       0.56       (0.18     (0.04           (0.22     12.72       4.54       31,145       1.02       0.90       1.18       75  

For the Year Ended October 31, 2013

 

A

  $ 11.30     $ 0.08     $ 1.25     $ 1.33     $ (0.29   $     $     $ (0.29   $ 12.34       12.02   $ 264,437       1.37     1.22     0.72     47

C

    11.18             1.24       1.24       (0.19                 (0.19     12.23       11.26       150,191       2.11       1.97       (0.03     47  

I

    11.33       0.12       1.25       1.37       (0.32                 (0.32     12.38       12.37       134,853       1.08       0.96       0.99       47  

R3

    11.29       0.05       1.26       1.31       (0.26                 (0.26     12.34       11.78       3,504       1.70       1.47       0.45       47  

R4

    11.39       0.07       1.29       1.36       (0.28                 (0.28     12.47       12.16       1,906       1.42       1.18       0.57       47  

R5

    11.34       0.12       1.25       1.37       (0.33                 (0.33     12.38       12.30       2,615       1.09       0.93       0.99       47  

Y

    11.34       0.12       1.25       1.37       (0.33                 (0.33     12.38       12.36       48,035       0.99       0.88       1.04       47  

 

The accompanying notes are an integral part of these financial statements.

 

 

  145  

 


Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Oper-
ations
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Global All-Asset Fund (consolidated) - (continued)  

For the Year Ended October 31, 2012

 

A

  $   10.63     $ 0.06     $ 0.67     $ 0.73     $ (0.06   $     $     $ (0.06   $ 11.30       6.97   $ 293,773       1.38     1.09     0.58     94

C

    10.53         (0.02       0.67       0.65                               11.18       6.17       169,673       2.12       1.84       (0.16     94  

I

    10.66       0.09       0.68       0.77       (0.10                 (0.10     11.33       7.28       180,463       1.09       0.83       0.84       94  

R3

    10.61       0.04       0.67       0.71       (0.03                 (0.03     11.29       6.75       3,961       1.74       1.36       0.33       94  

R4

    10.64       0.07       0.68       0.75                               11.39       7.05       1,378       1.45       1.06       0.62       94  

R5

    10.67       0.09       0.68       0.77       (0.10                 (0.10     11.34       7.31       2,485       1.11       0.83       0.85       94  

Y

    10.67       0.10       0.68       0.78       (0.11                 (0.11     11.34       7.38       84,780       1.01       0.77       0.91       94  
The Hartford Growth Allocation Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 10.35     $ 0.06     $ 1.02     $ 1.08     $ (0.05   $     $     $ (0.05   $ 11.38       10.42 %(5)    $ 499,428       0.54 %(6)      0.54 %(6)      1.19 %(6)      10

B

    10.25       0.02       1.00       1.02                               11.27       9.95 (5)      2,888       1.65 (6)      1.45 (6)      0.38 (6)      10  

C

    10.17       0.02       1.00       1.02                               11.19       10.03 (5)      147,668       1.28 (6)      1.28 (6)      0.45 (6)      10  

I

    10.31       0.08       1.00       1.08       (0.08                 (0.08     11.31       10.52 (5)      8,570       0.22 (6)      0.22 (6)      1.47 (6)      10  

R3

    10.09       0.04       1.00       1.04       (0.01                 (0.01     11.12       10.33 (5)      11,722       0.86 (6)      0.86 (6)      0.85 (6)      10  

R4

    10.29       0.06       1.02       1.08       (0.05                 (0.05     11.32       10.49 (5)      10,663       0.56 (6)      0.56 (6)      1.20 (6)      10  

R5

    10.37       0.08       1.02       1.10       (0.08                 (0.08     11.39       10.65 (5)      5,598       0.26 (6)      0.26 (6)      1.45 (6)      10  

F(7)

    11.07       0.01       0.24       0.25                               11.32       2.26 (5)      10       0.15 (6)      0.15 (6)      0.54 (6)      10  

For the Year Ended October 31, 2016

 

A

  $ 11.25     $ 0.04     $ (0.21   $   (0.17   $   (0.16   $   (0.57   $   —     $   (0.73   $   10.35       (1.38 )%    $   507,111       0.57     0.57     0.37     98

B

    11.10       (0.04     (0.22     (0.26     (0.02     (0.57           (0.59     10.25       (2.31     7,399       1.51       1.47       (0.41     98  

C

    11.06       (0.04     (0.20     (0.24     (0.08     (0.57           (0.65     10.17       (2.12     154,929       1.30       1.30       (0.36     98  

I

    11.21       0.06       (0.19     (0.13     (0.20     (0.57           (0.77     10.31       (1.02     7,490       0.26       0.26       0.63       98  

R3

    10.98             (0.20     (0.20     (0.12     (0.57           (0.69     10.09       (1.68     12,110       0.88       0.88       0.05       98  

R4

    11.19       0.04       (0.21     (0.17     (0.16     (0.57           (0.73     10.29       (1.40     11,769       0.58       0.58       0.36       98  

R5

    11.27       0.07       (0.21     (0.14     (0.19     (0.57           (0.76     10.37       (1.06     5,037       0.28       0.28       0.67       98  

For the Year Ended October 31, 2015

 

A

  $ 15.10     $ 0.14     $ (0.41   $ (0.27   $ (0.34   $ (3.24   $     $ (3.58   $ 11.25       (1.57 )%    $ 582,205       0.57     0.55     1.19     14

B

    14.91       0.11       (0.48     (0.37     (0.20     (3.24           (3.44     11.10       (2.45     21,236       1.47       1.39       0.89       14  

C

    14.90       0.06       (0.41     (0.35     (0.25     (3.24           (3.49     11.06       (2.26     183,173       1.30       1.29       0.55       14  

I

    15.06       0.39       (0.62     (0.23     (0.38     (3.24           (3.62     11.21       (1.23     8,310       0.25       0.23       3.33       14  

R3

    14.83       0.13       (0.43     (0.30     (0.31     (3.24           (3.55     10.98       (1.91     14,233       0.89       0.84       1.08       14  

R4

    15.04       0.14       (0.41     (0.27     (0.34     (3.24           (3.58     11.19       (1.60     14,014       0.59       0.54       1.18       14  

R5

    15.13       0.17       (0.41     (0.24     (0.38     (3.24           (3.62     11.27       (1.35     5,681       0.29       0.24       1.43       14  

For the Year Ended October 31, 2014

 

A

  $ 14.27     $ 0.10     $ 0.81     $ 0.91     $ (0.08   $     $     $ (0.08   $ 15.10       6.40   $ 628,969       0.57     0.56     0.66     103

B

    14.13       (0.01     0.79       0.78                               14.91       5.52       40,575       1.42       1.42       (0.07     103  

C

    14.11       (0.01     0.80       0.79                               14.90       5.60       209,438       1.30       1.29       (0.06     103  

I

    14.23       0.14       0.82       0.96       (0.13                 (0.13     15.06       6.74       6,553       0.25       0.24       0.92       103  

R3

    14.02       0.05       0.80       0.85       (0.04                 (0.04     14.83       6.09       19,608       0.87       0.87       0.36       103  

R4

    14.22       0.10       0.81       0.91       (0.09                 (0.09     15.04       6.39       16,704       0.57       0.57       0.67       103  

R5

    14.29       0.14       0.82       0.96       (0.12                 (0.12     15.13       6.75       6,485       0.27       0.27       0.96       103  

 

The accompanying notes are an integral part of these financial statements.

 

 

  146  

 


Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Oper-
ations
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Growth Allocation Fund - (continued)  

For the Year Ended October 31, 2013

 

A

  $   12.21     $ 0.13     $ 2.26     $ 2.39     $ (0.33   $     $     $ (0.33   $ 14.27       20.02   $ 610,007       0.59     0.59     0.97     20

B

    12.09       0.04       2.22       2.26       (0.22                 (0.22     14.13       19.00       64,592       1.42       1.42       0.35       20  

C

    12.08       0.04       2.24       2.28       (0.25                 (0.25     14.11       19.17       212,687       1.32       1.32       0.28       20  

I

    12.17       0.15       2.28       2.43       (0.37                 (0.37     14.23       20.46       4,648       0.27       0.27       1.18       20  

R3

    12.01       0.09       2.23       2.32       (0.31                 (0.31     14.02       19.71       19,453       0.88       0.88       0.71       20  

R4

    12.15       0.14       2.25       2.39       (0.32                 (0.32     14.22       20.11       17,221       0.58       0.58       1.07       20  

R5

    12.22       0.19       2.25       2.44       (0.37                 (0.37     14.29       20.44       6,569       0.28       0.28       1.48       20  

For the Year Ended October 31, 2012

 

A

  $ 11.24     $ 0.07     $ 1.01     $ 1.08     $ (0.11   $     $     $ (0.11   $ 12.21       9.75   $ 520,278       0.61     0.61     0.58     95 %(15) 

B

    11.11         (0.02     1.01       0.99       (0.01                 (0.01     12.09       8.93       89,586       1.41       1.41       (0.20     95 (15) 

C

    11.11       (0.02     1.01       0.99       (0.02                 (0.02     12.08       8.97       196,748       1.34       1.34       (0.15     95 (15) 

I

    11.21       0.11       1.00       1.11       (0.15                 (0.15     12.17       10.08       3,268       0.29       0.29       0.91       95 (15) 

R3

    11.07       0.02       1.01       1.03       (0.09                 (0.09     12.01       9.43       17,513       0.89       0.89       0.21       95 (15) 

R4

    11.18       0.07       1.02       1.09       (0.12                 (0.12     12.15       9.83       17,299       0.59       0.59       0.60       95 (15) 

R5

    11.25       0.10       1.02       1.12       (0.15                 (0.15     12.22       10.11       7,954       0.29       0.29       0.82       95 (15) 
Hartford Moderate Allocation Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 10.90     $ 0.08     $ 0.77     $ 0.85     $ (0.10   $     $     $ (0.10   $ 11.65       7.88 %(5)    $ 337,666       0.52 %(6)      0.52 %(6)      1.46 %(6)      10

B

    10.66       0.03       0.75       0.78                               11.44       7.32 (5)      1,723       1.59 (6)      1.46 (6)      0.58 (6)      10  

C

    10.66       0.04       0.77       0.81       (0.02                 (0.02     11.45       7.58 (5)      102,992       1.26 (6)      1.26 (6)      0.72 (6)      10  

I

    10.95       0.10       0.78       0.88       (0.14                 (0.14     11.69       8.10 (5)      8,434       0.22 (6)      0.22 (6)      1.70 (6)      10  

R3

    10.73       0.06       0.77       0.83       (0.07                 (0.07     11.49       7.76 (5)      22,845       0.87 (6)      0.87 (6)      1.12 (6)      10  

R4

    10.89       0.08       0.78       0.86       (0.10                 (0.10     11.65       7.96 (5)      7,912       0.57 (6)      0.57 (6)      1.38 (6)      10  

R5

    10.95       0.10       0.78       0.88       (0.14                 (0.14     11.69       8.07 (5)      7,046       0.26 (6)      0.26 (6)      1.70 (6)      10  

F(7)

    11.48       0.01       0.20       0.21                               11.69       1.83 (5)      10       0.16 (6)      0.16 (6)      0.77 (6)      10  

For the Year Ended October 31, 2016

 

A

  $ 11.69     $ 0.06     $   (0.07   $   (0.01   $   (0.05   $   (0.73   $   —     $   (0.78   $   10.90       0.14   $   354,058       0.55     0.55     0.57     81

B

    11.53       (0.03     (0.08     (0.11     (0.03     (0.73           (0.76     10.66       (0.83     4,395       1.47       1.46       (0.26     81  

C

    11.52       (0.02     (0.08     (0.10     (0.03     (0.73           (0.76     10.66       (0.70     110,316       1.28       1.28       (0.16     81  

I

    11.72       0.10       (0.08     0.02       (0.06     (0.73           (0.79     10.95       0.41       8,123       0.25       0.25       0.90       81  

R3

    11.55       0.02       (0.07     (0.05     (0.04     (0.73           (0.77     10.73       (0.22     22,354       0.88       0.88       0.21       81  

R4

    11.69       0.06       (0.08     (0.02     (0.05     (0.73           (0.78     10.89       0.03       7,884       0.58       0.58       0.52       81  

R5

    11.72       0.09       (0.07     0.02       (0.06     (0.73           (0.79     10.95       0.38       6,584       0.28       0.28       0.81       81  

For the Year Ended October 31, 2015

 

A

  $ 13.16     $ 0.11     $ (0.36   $ (0.25   $ (0.23   $ (0.99   $     $ (1.22   $ 11.69       (1.88 )%    $ 412,907       0.55     0.55     0.88     16

B

    13.06       0.05       (0.38     (0.33     (0.21     (0.99           (1.20     11.53       (2.64     12,812       1.43       1.40       0.39       16  

C

    13.05       0.03       (0.36     (0.33     (0.21     (0.99           (1.20     11.52       (2.59     135,008       1.29       1.29       0.23       16  

I

    13.16       0.17       (0.38     (0.21     (0.24     (0.99           (1.23     11.72       (1.56     9,269       0.24       0.24       1.42       16  

R3

    13.04       0.11       (0.39     (0.28     (0.22     (0.99           (1.21     11.55       (2.17     24,956       0.89       0.89       0.91       16  

R4

    13.16       0.10       (0.35     (0.25     (0.23     (0.99           (1.22     11.69       (1.91     9,198       0.59       0.59       0.86       16  

R5

    13.17       0.13       (0.35     (0.22     (0.24     (0.99           (1.23     11.72       (1.65     8,166       0.29       0.29       1.09       16  

 

The accompanying notes are an integral part of these financial statements.

 

 

  147  

 


Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Oper-
ations
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
Hartford Moderate Allocation Fund - (continued)  

For the Year Ended October 31, 2014

 

A

  $   12.86     $ 0.09     $   0.36     $   0.45     $   (0.13   $   (0.02   $     $   (0.15   $   13.16       3.54   $   462,724       0.55     0.55     0.69     28

B

    12.75         (0.01     0.34       0.33             (0.02           (0.02     13.06       2.62       25,234       1.39       1.39       (0.06     28  

C

    12.74       (0.01     0.37       0.36       (0.03     (0.02           (0.05     13.05       2.79       164,473       1.28       1.28       (0.04     28  

I

    12.88       0.13       0.37       0.50       (0.20     (0.02           (0.22     13.16       3.87       11,868       0.24       0.24       0.95       28  

R3

    12.74       0.04       0.35       0.39       (0.07     (0.02           (0.09     13.04       3.11       38,607       0.88       0.88       0.34       28  

R4

    12.86       0.08       0.36       0.44       (0.12     (0.02           (0.14     13.16       3.44       22,195       0.58       0.58       0.64       28  

R5

    12.89       0.13       0.36       0.49       (0.19     (0.02           (0.21     13.17       3.79       9,133       0.28       0.28       0.97       28  

For the Year Ended October 31, 2013

 

A

  $ 12.00     $ 0.12     $ 1.07     $ 1.19     $ (0.33   $     $     $ (0.33   $ 12.86       10.13   $ 484,156       0.55     0.55     1.01     21

B

    11.93       0.05       1.04       1.09       (0.27                 (0.27     12.75       9.31       42,407       1.37       1.37       0.38       21  

C

    11.93       0.03       1.06       1.09       (0.28                 (0.28     12.74       9.34       174,647       1.28       1.28       0.27       21  

I

    11.99       0.14       1.10       1.24       (0.35                 (0.35     12.88       10.53       9,649       0.24       0.24       1.18       21  

R3

    11.90       0.08       1.07       1.15       (0.31                 (0.31     12.74       9.87       41,503       0.88       0.88       0.65       21  

R4

    11.99       0.17       1.02       1.19       (0.32                 (0.32     12.86       10.18       22,776       0.58       0.58       1.36       21  

R5

    12.00       0.17       1.07       1.24       (0.35                 (0.35     12.89       10.53       10,161       0.28       0.28       1.37       21  

For the Year Ended October 31, 2012(12)

 

A

  $ 11.21     $ 0.11     $ 0.82     $ 0.93     $ (0.14   $     $     $ (0.14   $ 12.00       8.41   $ 473,562       0.55     0.55     0.99     79

B

    11.19       0.01       0.81       0.82       (0.08                 (0.08     11.93       7.42       64,262       1.35       1.35       0.22       79  

C

    11.18       0.02       0.82       0.84       (0.09                 (0.09     11.93       7.54       171,252       1.29       1.29       0.23       79  

I

    11.21       0.14       0.81       0.95       (0.17                 (0.17     11.99       8.57       8,563       0.27       0.27       1.11       79  

R3

    11.14       0.07       0.81       0.88       (0.12                 (0.12     11.90       7.94       38,637       0.89       0.89       0.57       79  

R4

    11.21       0.11       0.81       0.92       (0.14                 (0.14     11.99       8.31       35,982       0.58       0.58       0.93       79  

R5

    11.21       0.14       0.82       0.96       (0.17                 (0.17     12.00       8.63       11,846       0.28       0.28       1.25       79  
Hartford Multi-Asset Income Fund  

For the Six-Month Period Ended April 30, 2017 (Unaudited)

 

A

  $ 9.04     $ 0.18     $ 0.22     $ 0.40     $ (0.19   $     $     $ (0.19   $ 9.25       4.45 %(5)    $ 10,211       1.29 %(6)      1.04 %(6)      4.09 %(6)      45

C

    9.04       0.16       0.21       0.37       (0.15                 (0.15     9.26       4.19 (5)      5,311       2.06 (6)      1.69 (6)      3.47 (6)      45  

I

    9.04       0.19       0.23       0.42       (0.20                 (0.20     9.26       4.68 (5)      12,957       1.09 (6)      0.87 (6)      4.28 (6)      45  

R3

    9.04       0.18       0.21       0.39       (0.17                 (0.17     9.26       4.40 (5)      2,106       1.71 (6)      1.28 (6)      3.88 (6)      45  

R4

    9.04       0.18       0.23       0.41       (0.19                 (0.19     9.26       4.55 (5)      2,119       1.41 (6)      1.10 (6)      4.05 (6)      45  

R5

    9.04       0.19       0.22       0.41       (0.20                 (0.20     9.25       4.54 (5)      2,131       1.11 (6)      0.93 (6)      4.23 (6)      45  

Y

    9.04       0.19       0.22       0.41       (0.20                 (0.20     9.25       4.60 (5)      29,400       1.01 (6)      0.83 (6)      4.26 (6)      45  

F(7)

    9.21       0.08       0.03       0.11       (0.07                 (0.07     9.25       1.17 (5)      10       1.03 (6)      0.78 (6)      5.07 (6)      45  

For the Year Ended October 31, 2016

 

A

  $ 9.14     $ 0.43     $ (0.06   $ 0.37     $ (0.38   $     $   (0.09   $ (0.47   $ 9.04       4.31   $ 13,352       1.37     1.13 %(16)      4.88     80

C

    9.14       0.36       (0.06     0.30       (0.32           (0.08     (0.40     9.04       3.49       4,659       2.07       1.88 (16)      4.06       80  

I

    9.14       0.44       (0.05     0.39       (0.40           (0.09     (0.49     9.04       4.46       12,530       1.10       0.87 (16)      4.91       80  

R3

    9.14       0.40       (0.06     0.34       (0.36           (0.08     (0.44     9.04       3.87       2,018       1.72       1.43 (16)      4.51       80  

R4

    9.14       0.43       (0.04     0.37       (0.38           (0.09     (0.47     9.04       4.19       2,028       1.42       1.13 (16)      4.81       80  

R5

    9.14       0.44       (0.05     0.39       (0.40           (0.09     (0.49     9.04       4.40       2,038       1.12       0.94 (16)      5.00       80  

Y

    9.15       0.45       (0.06     0.39       (0.41           (0.09     (0.50     9.04       4.55       35,383       1.02       0.84 (16)      5.06       80  

 

The accompanying notes are an integral part of these financial statements.

 

 

  148  

 


Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total
from
Invest-
ment
Oper-
ations
    Dividends
from Net
Invest-
ment
Income
    Distri-
butions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss) to
Average
Net
Assets(4)
    Portfolio
Turnover
 
Hartford Multi-Asset Income Fund - (continued)  

For the Year Ended October 31, 2015

 

A

  $ 9.95     $ 0.38     $ (0.72   $   (0.34   $   (0.43   $   —     $   (0.04   $   (0.47   $   9.14       (3.55 )%    $ 12,061       1.22     1.12     3.98     86

C

    9.94       0.31       (0.72     (0.41     (0.36           (0.03     (0.39     9.14       (4.18     4,426       1.94       1.87       3.27       86  

I

    9.95       0.41       (0.73     (0.32     (0.45           (0.04     (0.49     9.14       (3.18     2,891       0.92       0.85       4.33       86  

R3

    9.95       0.36       (0.73     (0.37     (0.40           (0.04     (0.44     9.14       (3.75     1,936       1.60       1.42       3.73       86  

R4

    9.95       0.39       (0.73     (0.34     (0.43           (0.04     (0.47     9.14       (3.45     1,945       1.30       1.12       4.03       86  

R5

    9.95       0.40       (0.73     (0.33     (0.44           (0.04     (0.48     9.14       (3.27     1,950       1.00       0.93       4.22       86  

Y

    9.95       0.41       (0.72     (0.31     (0.45           (0.04     (0.49     9.15       (3.17     108,112       0.90       0.83       4.26       86  

For the Period Ended October 31, 2014

 

A(17)

  $   10.00     $   0.18     $   (0.10   $ 0.08     $ (0.13   $     $     $ (0.13   $ 9.95       0.80 %(5   $ 10,514       1.17 %(6)      1.12 %(6)      3.37 %(6)      26

C(17)

    10.00       0.14       (0.10     0.04       (0.10                 (0.10     9.94       0.37 (5)      4,350       1.93 (6)      1.87 (6)      2.68 (6)      26  

I(17)

    10.00       0.18       (0.09     0.09       (0.14                 (0.14     9.95       0.92 (5)      2,238       0.93 (6)      0.87 (6)      3.49 (6)      26  

R3(17)

    10.00       0.16       (0.09     0.07       (0.12                 (0.12     9.95       0.64 (5)      2,012       1.62 (6)      1.42 (6)      2.93 (6)      26  

R4(17)

    10.00       0.17       (0.09     0.08       (0.13                 (0.13     9.95       0.78 (5)      2,016       1.32 (6)      1.12 (6)      3.23 (6)      26  

R5(17)

    10.00       0.18       (0.09     0.09       (0.14                 (0.14     9.95       0.88 (5)      2,017       1.02 (6)      0.93 (6)      3.42 (6)      26  

Y(17)

    10.00       0.20       (0.10     0.10       (0.15                 (0.15     9.95       0.93 (5)        118,437       0.88 (6)      0.83 (6)      3.74 (6)      26  

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Ratios do not include expenses of the Underlying Funds and/or ETFs/ETNs, if applicable.
(5)  Not annualized.
(6)  Annualized.
(7)  Commenced operations on February 28, 2017.
(8)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
(9)  Excluding the expenses not subject to cap, the ratios would have been 1.14%, 2.04%, 1.84%, 0.84%, 1.40%, 1.10%, 0.80% and 0.74% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(10)  Per share amount is less than $0.005.
(11)  Commenced operations on March 31, 2015.
(12)  Net investment income (loss) per share amounts have been calculated using the Securities and Exchange Commission method.
(13)  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 0.99%, 1.68%, 0.69%, 1.24%, 0.94%, 0.69%, 0.61% and 0.61% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(14)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.00%, 1.50%, 1.20%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(15)  During the year ended October 31, 2012, the Fund incurred $36.1 million in sales of securities held associated with the transition of assets from The Hartford Equity Growth Allocation Fund, which merged into the Growth Allocation Fund on May 25, 2012. These sales are excluded from the portfolio turnover calculation.
(16)  Excluding the expenses not subject to cap, the ratios would have been 1.12%, 1.87%, 0.87%, 1.42%, 1.12%, 0.93% and 0.83% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(17)  Commenced operations on April 30, 2014.

 

The accompanying notes are an integral part of these financial statements.

 

 

  149  

 


Multi-Strategy Funds

Notes to Financial Statements

April 30, 2017 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of forty-four series, as of April 30, 2017. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Balanced Fund (the “Balanced Fund”)

The Hartford Balanced Income Fund (the “Balanced Income Fund”)

The Hartford Checks and Balances Fund (the “Checks and Balances Fund”)

The Hartford Conservative Allocation Fund (the “Conservative Allocation Fund”)

The Hartford Global All-Asset Fund (the “Global All-Asset Fund”)

The Hartford Growth Allocation Fund (the “Growth Allocation Fund”)

Hartford Moderate Allocation Fund (the “Moderate Allocation Fund”)

Hartford Multi-Asset Income Fund (the “Multi-Asset Income Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund offers Class A, Class T, Class C, Class I, Class R3, Class R4, Class R5 and Class F shares. As of April 30, 2017, Class T shares have not commenced operations. Balanced Income Fund offers Class R6 shares. In addition, each Fund, except Multi-Asset Income Fund and Global All-Asset Fund, offers Class B shares. Also, each Fund, except Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, offers Class Y shares. Each Fund’s Class A shares are sold with a front-end sales charge of up to 5.50%, except Multi-Asset Income Fund for which Class A shares are sold with a front-end sales charge of up to 4.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class B shares were sold with a contingent deferred sales charge which is assessed on the lesser of the per share net asset value (“NAV”) of the shares at the time of redemption or the original purchase price, and declines from 5.00% to zero, depending on the period of time the shares are held (see note below regarding the closing of Class B shares). Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, Y and F shares are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance, and that Class B shares automatically convert to Class A shares after 8 years. No new or additional investments are allowed in Class B shares (including investments through any systematic investment plan). It is anticipated that all Class B shares will convert to Class A shares on or before September 30, 2017.

Existing shareholders of Class B shares may continue to hold their Class B shares, exchange their Class B shares for Class B shares of another Hartford Fund (as permitted by existing exchange privileges), or redeem their Class B shares as described in the prospectus. Reinstatement privileges with respect to Class B shares are set forth in the prospectus. For investors electing to reinvest gains and dividends, any such gains or dividends on Class B shares will continue to be reinvested in Class B shares of the applicable Fund. All Class B share attributes, including the 12b-1 fee, contingent deferred sales charge schedule, and conversion to Class A shares, remain unchanged.

Each of Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, as a “fund of funds,” invests the majority of its assets in shares of other Hartford Funds (“Affiliated Investment Companies”) and may also invest in one or more unaffiliated money market funds (together with the Affiliated Investment Companies, the “Underlying Funds”), certain exchange traded funds (“ETFs”) and/or exchange traded notes (“ETNs”). The Checks and Balances Fund, as a “fund of funds”, invests in shares of the following Affiliated Investment Companies: The Hartford Capital Appreciation Fund, The Hartford Dividend and Growth Fund and The Hartford Total Return Bond Fund (each an “Underlying Fund”).

 

2. Significant Accounting Policies:

The significant accounting policies of the Underlying Funds are outlined in the shareholder reports for such funds, available (1) without charge, upon request, by calling 888-843-7824, (2) on our website www.hartfordfunds.com and (3) on the SEC’s website at

 

 

  150  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

www.sec.gov. The reports may be reviewed and copied at the Commission’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330. The significant accounting policies of the Underlying Funds are not covered by this report.

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The NAV of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b) Investment Valuation and Fair Value MeasurementsFor purposes of calculating the 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. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available.

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 of the Company 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 interests), 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 Company’s 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 options privately negotiated in the OTC market (“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.

 

 

  151  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

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 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.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund as determined as of the NYSE Close on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

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.

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 Company’s Board of Directors.

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 of the Company 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 of the Company. 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 of the Company then must consider for ratification all of the fair value determinations made during the previous quarter.

 

 

  152  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

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.

Following is quantitative information about Level 3 fair value measurements:

Multi-Asset Income Fund

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2017
 

Equity Linked Note

              

Broker Quote

    

Offered Quote

       $17.62 to $150.42        $     7,155,853  
              

 

 

 

Total

               $ 7,155,853  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable. Income and capital gain distributions from the Underlying Funds are accrued on the ex-dividend date.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. The amount of foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

 

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Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of Balanced Fund, Balanced Income Fund and Checks and Balances Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year. The policy of Conservative Allocation Fund, Global All-Asset Fund, Growth Allocation Fund and Moderate Allocation Fund is to pay dividends from net investment income and realized gains, if any; at least once a year. Normally, dividends from net investment income of Multi-Asset Income Fund are declared and paid monthly and dividends from realized gains, if any, are paid at least once a year.

Long-term capital gains distributions received from Underlying Funds, if applicable, are distributed at least annually, when required. Unless shareholders specify otherwise, all dividends and distributions from a Fund will be automatically reinvested in additional full or fractional shares of the Fund.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

  h) Basis for Consolidation – The Global All-Asset Fund may invest up to 25% of its total assets in a wholly-owned subsidiary of the Global All-Asset Fund (the “Subsidiary”). The Subsidiary is organized under the laws of the Cayman Islands and is consolidated in the Global All-Asset Fund’s financial statements. All intercompany balances, revenues, and expenses have been eliminated in consolidation. The Subsidiary acts as an investment vehicle in order to enter into certain investments (primarily commodities) for the Global All-Asset Fund consistent with the investment objectives and policies specified in the Prospectus and Statement of Additional Information.

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2017.

 

  b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2017.

 

 

  154  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of April 30, 2017.

 

  c) Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of April 30, 2017.

 

  d) Inflation Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of April 30, 2017.

 

  e) Mortgage Related and Other Asset Backed Securities – A Fund may invest in mortgage related and other asset backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage backed securities, stripped mortgage backed securities, asset backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage related securities is guaranteed by the full faith and credit of the United States Government. Mortgage related and other asset backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage related and other asset backed securities as of April 30, 2017.

 

 

  155  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  f) Equity Linked Securities – Certain Funds may invest in hybrid equity securities, which usually convert into common stock at a date predetermined by the issuer. These securities generally offer a higher dividend yield than that of the common stock to which the security is linked. These instruments are issued by a company other than the one to which the security is linked and carry the credit of the issuer, not that of the underlying common stock. The securities’ appreciation is limited based on a predetermined final cap price at the date of the conversion. Risks of investing in these securities include, but are not limited to, a set time to capture the yield advantage, limited appreciation potential, decline in value of the underlying stock, and failure of the issuer to pay dividends or to deliver common stock at maturity. See each Fund’s Schedule of Investments, if applicable, for equity linked securities as of April 30, 2017.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2017, Balanced Income Fund, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Foreign Currency Contracts.

 

  b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund uses futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2017, Balanced Fund, Balanced Income Fund, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Futures Contracts.

 

  c)

Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written

 

 

  156  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

  call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. A Fund may trade in options to manage risk for investment purposes. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended April 30, 2017, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Options Contracts.

Transactions involving written option contracts during the six-month period ended April, 30 2017, are summarized below:

Global All-Asset Fund (consolidated)

Options Activity During the Six-Month Period Ended April 30, 2017

 

Call Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

         $  

Written

     3,500       208,076  

Expired

     (352     (8,734

Closed

     (3,103     (185,169

Exercised

            
  

 

 

   

 

 

 

End of Period

     45     $ 14,173  
  

 

 

   

 

 

 

Put Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     4,530     $ 46,999  

Written

     39,142,781       907,652  

Expired

     (56     (13,157

Closed

     (39,144,820     (783,763

Exercised

            
  

 

 

   

 

 

 

End of Period

     2,435     $ 157,731  
  

 

 

   

 

 

 

 

 

  157  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Multi-Asset Income Fund

Options Activity During the Six-Month Period Ended April 30, 2017

 

Call Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     4,135,000     $ 60,732  

Written

     29,236,724       373,796  

Expired

     (12,415,000     (140,254

Closed

            

Exercised

     (20,935,000     (288,320
  

 

 

   

 

 

 

End of Period

     21,724     $ 5,954  
  

 

 

   

 

 

 

Put Options Written During the Period

   Number of
Contracts
    Premium
Amounts
 

Beginning of period

     4,135,000     $     48,021  

Written

     32,259,869       503,145  

Expired

     (21,419,034     (266,973

Closed

     (2,539,111     (152,119

Exercised

     (12,415,000     (103,651
  

 

 

   

 

 

 

End of Period

     21,724     $ 28,423  
  

 

 

   

 

 

 

 

  d) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or

 

 

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Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2017, Balanced Income Fund, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

 

 

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Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

During the six-month period ended April 30, 2017, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Interest Rate Swap Contracts.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Fund’s investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the six-month period ended April 30, 2017, Global All-Asset Fund and Multi-Asset Income Fund had engaged in Total Return Swap Contracts.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

During the six-month period ended April 30, 2017, Multi-Asset Income Fund had engaged in Cross Currency Swaps.

 

  e) Additional Derivative Instrument Information:

Balanced Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as  of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $ 43,881      $      $      $      $      $      $ 43,881  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     43,881      $     —      $     —      $     —      $     —      $     —      $     43,881  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 73,754      $      $      $      $      $      $ 73,754  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 73,754      $      $      $      $      $      $ 73,754  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  160  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Balanced Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period  ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

        

Net realized gain (loss) on futures contracts

   $ (894,629   $      $      $      $      $      $ (894,629
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (894,629   $      $      $      $      $      $ (894,629
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of futures contracts

   $ 197,788     $      $      $      $      $      $ 197,788  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     197,788     $     —      $     —      $     —      $     —      $     —      $     197,788  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts

or Face Amount
 

Futures Contracts Long

     25  

Futures Contracts Short

     (44

Balanced Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $ 5,199,763      $      $      $      $      $      $ 5,199,763  

Unrealized appreciation on foreign currency contracts

            70,334                                    70,334  

Unrealized appreciation on swap contracts(2)

                   943,492                             943,492  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     5,199,763      $ 70,334      $     943,492      $      $      $      $ 6,213,589  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 10,381,390      $      $      $      $      $      $ 10,381,390  

Unrealized depreciation on foreign currency contracts

            1,593,840                                    1,593,840  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 10,381,390      $     1,593,840      $      $     —      $     —      $     —      $     11,975,230  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  161  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Balanced Income Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

        

Net realized gain (loss) on futures contracts

   $ 12,649,706     $     $      $      $      $      $ 12,649,706  

Net realized gain (loss) on swap contracts

                 1,810,568                             1,810,568  

Net realized gain (loss) on foreign currency contracts

           3,314,432                                   3,314,432  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     12,649,706     $     3,314,432     $     1,810,568      $     —      $     —      $     —      $     17,774,706  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of futures contracts

   $ (9,480,088   $     $      $      $      $      $ (9,480,088

Net change in unrealized appreciation (depreciation) of swap contracts

                 137,335                             137,335  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (2,671,505                                 (2,671,505
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (9,480,088   $ (2,671,505   $ 137,335      $      $      $      $ (12,014,258
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts

or Face Amount
 

Futures Contracts Long

     6,111  

Futures Contracts Short

     (5,983

Swap Contracts

   $ 37,941,317  

Foreign Currency Contracts Purchased

   $     5,339,016  

Foreign Currency Contracts Sold

   $ 61,293,595  

Global All-Asset Fund (consolidated)

Fair Value of Derivative Instruments on the (consolidated) Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $      $      $      $ 88,602      $      $      $ 88,602  

Unrealized appreciation on futures contracts(1)

     457,486                      204,351                      661,837  

Unrealized appreciation on foreign currency contracts

            821,559                                    821,559  

Unrealized appreciation on swap contracts(2)

     125,636               248,427        52,222                      426,285  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     583,122      $     821,559      $     248,427      $     345,175      $      $     —      $     1,998,283  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 4,622      $      $      $ 73,302      $ 246,426      $      $ 324,350  

Unrealized depreciation on foreign currency contracts

            969,031                                    969,031  

Written options, market value

                          46,953                      46,953  

Unrealized depreciation on swap contracts(2)

                   53,680        62,908                      116,588  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 4,622      $ 969,031      $ 53,680      $ 183,163      $     246,426      $      $ 1,456,922  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  162  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Global All-Asset Fund (consolidated) – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on purchased options contracts

   $ (214,570   $     (237,968   $     $ (30,799   $     $      $ (483,337

Net realized gain (loss) on futures contracts

     (2,547,294                 740,119       19,922              (1,787,253

Net realized gain (loss) on written options contracts

     (3,165                 268,706                    265,541  

Net realized gain (loss) on swap contracts

     (2,446,417           (27,904     56,180                    (2,418,141

Net realized gain (loss) on foreign currency contracts

           1,004,112                                1,004,112  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     (5,211,446   $ 766,144     $     (27,904   $     1,034,206     $ 19,922     $     —      $     (3,419,078
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ 181,506     $ 203,482     $     $ 2,734     $     $      $ 387,722  

Net change in unrealized appreciation (depreciation) of futures contracts

     1,519,606                   237,735       (243,090            1,514,251  

Net change in unrealized appreciation (depreciation) of written options contracts

                       (14,744                  (14,744

Net change in unrealized appreciation (depreciation) of swap contracts

     4,541             183,817       20,490                    208,848  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           21,180                                21,180  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ 1,705,653     $ 224,662     $ 183,817     $ 246,215     $     (243,090   $      $ 2,117,257  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts

     348,327,136  

Futures Contracts Long

     694  

Futures Contracts Short

     (444

Written Options Contracts

     (347

Swap Contracts

   $ 151,882,204  

Foreign Currency Contracts Purchased

   $ 54,969,207  

Foreign Currency Contracts Sold

   $     119,310,695  

 

 

  163  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Multi-Asset Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as  of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $      $ 6,988      $      $ 328,271      $      $ 259,380      $ 594,639  

Unrealized appreciation on futures contracts(1)

     56,066                                           56,066  

Unrealized appreciation on foreign currency contracts

            88,926                                    88,926  

Unrealized appreciation on swap contracts(2)

     51,008               170,241        23,658                      244,907  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     107,074      $     95,914      $     170,241      $     351,929      $     —      $     259,380      $     984,538  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 55,197      $      $      $ 292,539      $      $      $ 347,736  

Unrealized depreciation on foreign currency contracts

            108,759                                    108,759  

Written options, market value

     41,378                      80,451                      121,829  

Unrealized depreciation on swap contracts(2)

            29        350,252        1                      350,282  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 96,575      $ 108,788      $ 350,252      $ 372,991      $      $      $ 928,606  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period  ended April 30, 2017

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
     Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

        

Net realized gain (loss) on purchased options contracts

   $     $ (1,538   $     $ (57,321   $      $ (141,411   $ (200,270

Net realized gain (loss) on futures contracts

     (366,022                 (944,676                  (1,310,698

Net realized gain (loss) on written options contracts

           7,483             217,597                    225,080  

Net realized gain (loss) on swap contracts

     (578,393     (2,496     151,416       586,734                    157,261  

Net realized gain (loss) on foreign currency contracts

           153,093                                153,093  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $          (944,415)     $          156,542     $ 151,416     $ (197,666   $     —      $ (141,411   $ (975,534
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

      

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $     $ 3,692     $     $ 424,955     $      $     $ 428,647  

Net change in unrealized appreciation (depreciation) of futures contracts

     126,521                   (327,516                  (200,995

Net change in unrealized appreciation (depreciation) of written options contracts

     (42,517           50,505       3,064                    11,052  

Net change in unrealized appreciation (depreciation) of swap contracts

     17,977       (962     (86,840     29,068                    (40,757

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           14,407                                14,407  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ 101,981     $ 17,137     $     (36,335)     $ 129,571     $      $     $ 212,354  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

 

 

  164  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Multi-Asset Income Fund – (continued)

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts

     332,705  

Futures Contracts Long

     281  

Futures Contracts Short

     (364

Written Options Contracts

     (917,352

Swap Contracts

   $     49,413,892  

Foreign Currency Contracts Purchased

   $ 3,561,164  

Foreign Currency Contracts Sold

   $ 8,706,396  

 

  (1) Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.
  (2) Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, is disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

 

  f) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2017:

Balanced Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $     43,881     $     (73,754
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     43,881       (73,754
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (43,881     73,754  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

Balanced Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 70,334     $ (1,593,840

Futures contracts

         5,199,764           (10,381,391

Swap contracts

     943,492        

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     6,213,590       (11,975,231
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (5,274,276     10,381,391  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 939,314     $ (1,593,840
  

 

 

   

 

 

 

 

 

  165  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Balanced Income Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Banc of America Securities LLC

   $     477,593      $     $     —      $     —      $     477,593  

Barclays

     55,363                            55,363  

BNP Paribas Securities Services

     290,503                            290,503  

Goldman Sachs & Co.

     56,327        (1,437                   54,890  

HSBC Bank USA

     5,385        (5,385                    

JP Morgan Chase & Co.

     19,636        (6,777                   12,859  

Standard Chartered Bank

     10,108                            10,108  

State Street Global Markets LLC

     16,408                            16,408  

UBS AG

     7,991        (263                   7,728  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ 939,314      $     (13,862   $      $      $ 925,452  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Canadian Imperial Bank of Commerce

   $ (12,084   $      $      $      $ (12,084

Citibank NA

         (1,510,516                          (1,510,516

Credit Suisse First Boston Corp.

     (31,775                          (31,775

Goldman Sachs & Co.

     (1,437     1,437                       

HSBC Bank USA

     (19,792     5,385                      (14,407

JP Morgan Chase & Co.

     (6,777     6,777                       

RBC Dominion Securities, Inc.

     (11,196                          (11,196

UBS AG

     (263     263                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (1,593,840   $     13,862      $     —      $     —      $     (1,579,978
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Global All-Asset Fund (consolidated)

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 821,559     $ (969,031

Futures contracts

     661,837       (324,350

Purchased options

     88,602        

Swap contracts

     426,285       (116,588

Written options

           (46,953
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the  Statement of Assets and Liabilities

     1,998,283       (1,456,922
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (967,567     401,120  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or  similar agreements

   $ 1,030,716     $ (1,055,802
  

 

 

   

 

 

 

 

 

  166  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Global All-Asset Fund (consolidated) – (continued)

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 126,066     $ (126,066   $      $     $  

Barclays

     258       (258                   

BNP Paribas Securities Services

     72       (72                   

Citibank NA

     47,219       (47,219                   

Commonwealth Bank of Australia

     4,098       (4,098                   

Credit Suisse International

     3,634                          3,634  

Deutsche Bank Securities, Inc.

     138,730       (50,552            (70,000     18,178  

Goldman Sachs & Co.

     247,502       (70,975                  176,527  

HSBC Bank USA

     177,278       (58,147                  119,131  

JP Morgan Chase & Co.

     17,195       (11,345                  5,850  

Morgan Stanley

     33,806       (21,452                  12,354  

Nomura International

     84,749                          84,749  

Standard Chartered Bank

     41,236       (32,167                  9,069  

State Street Global Markets LLC

     10,097                          10,097  

Toronto-Dominion Bank

     950       (212                  738  

UBS AG

     30,841       (30,841                   

Westpac International

     66,985                          66,985  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ 1,030,716     $ (453,404   $      $ (70,000   $ 507,312  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
    Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (158,841   $ 126,066     $      $     $ (32,775

Banc of America Securities LLC

     (466                        (466

Barclays

     (23,515     258              23,257        

BNP Paribas Securities Services

     (1,061     72                    (989

Citibank NA

     (401,198     47,219                    (353,979

Commonwealth Bank of Australia

     (30,111     4,098                    (26,013

Credit Suisse First Boston Corp.

     (2,777                        (2,777

Deutsche Bank Securities, Inc.

     (50,552     50,552                     

Goldman Sachs & Co.

     (70,975     70,975                     

HSBC Bank USA

     (58,147     58,147                     

JP Morgan Chase & Co.

     (11,345     11,345                     

Morgan Stanley

     (21,452     21,452                     

Standard Chartered Bank

     (32,167     32,167                     

Toronto-Dominion Bank

     (212     212                     

UBS AG

     (192,983     30,841                    (162,142
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (1,055,802   $ 453,404     $      $ 23,257     $ (579,141
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  167  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Multi-Asset Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 88,926     $ (108,759

Futures contracts

     56,066       (347,736

Purchased options

     594,639        

Swap contracts

     244,907       (350,282

Written options

           (121,829
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     984,538       (928,606
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (107,501     517,166  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 877,037     $ (411,440
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral

Received*
     Net Amount
of Assets
 

Banc of America Securities LLC

   $ 25,904      $ (1,923   $      $      $ 23,981  

Barclays

     51,548        (45,081                   6,467  

BNP Paribas Securities Services

     7,328                            7,328  

Citibank NA

     285,742        (50,813                   234,929  

Credit Agricole

     7,671        (1,103                   6,568  

Credit Suisse International

     54,498        (20,758                   33,740  

Deutsche Bank Securities, Inc.

     2,646        (2,646                    

Goldman Sachs & Co.

     373,562        (129,838                   243,724  

HSBC Bank USA

     20,051        (4,713                   15,338  

JP Morgan Chase & Co.

     12,822        (12,822                    

Merrill Lynch International

     8,832        (8,832                    

Morgan Stanley

     18,485        (18,485                    

Nomura International

     2,053                            2,053  

Standard Chartered Bank

     5,754        (5,754                    

UBS AG

     141        (141                    
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     877,037      $ (302,909   $     —      $      $     574,128  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  168  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Multi-Asset Income Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (1,923   $ 1,923      $      $      $  

Barclays

     (45,081     45,081                       

Citibank NA

     (50,813     50,813                       

Credit Agricole

     (1,103     1,103                       

Credit Suisse First Boston Corp.

     (475                          (475

Credit Suisse International

     (20,758     20,758                       

Deutsche Bank Securities, Inc.

     (9,120     2,646                      (6,474

Goldman Sachs & Co.

     (129,838     129,838                       

HSBC Bank USA

     (4,713     4,713                       

JP Morgan Chase & Co.

     (22,326     12,822                      (9,504

Merrill Lynch International

     (19,220     8,832                      (10,388

Morgan Stanley

     (52,673     18,485               34,188         

MSI: not found.

     (30,131                          (30,131

RBC Dominion Securities, Inc.

     (5,387                          (5,387

Standard Chartered Bank

     (7,764     5,754                      (2,010

State Street Global Markets LLC

     (2,643                          (2,643

UBS AG

     (7,472     141                      (7,331
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (411,440   $     302,909      $     —      $     34,188      $ (74,343
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s schedule of investments.

Certain Funds are exposed to the risks of the Underlying Funds and/or ETFs/ETNs in direct proportion to the amount of assets those Funds allocate to each Underlying Fund and/or ETF/ETN. The market values of the Underlying Funds and/or ETFs/ETNs may decline due to general market conditions which are not specifically related to a particular company in which the Underlying Fund and/or ETF/ETN invested, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities in which the Underlying Funds and/or ETFs/ETNs invest may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more

 

 

  169  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2016 (tax year end), the capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

     Year of
Expiration
     Unlimited
Short-Term
Capital Loss
Carryforward
     Unlimited
Long-Term
Capital Loss
Carryforward
 

Fund

   2017        

Balanced Fund

   $     64,904,010      $      $  

Conservative Allocation Fund

            496,969            13,054,938  

Global All-Asset Fund (consolidated)

            3,584,680         

Growth Allocation Fund

     6,775,989        576,117        99,696,589  

Moderate Allocation Fund

            982,398        20,587,842  

Multi-Asset Income Fund

                9,941,670        4,232,853  

 

 

  170  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Company. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund, except Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund in accordance with the Fund’s investment objective and policies. Each Fund, except Checks and Balances Fund, pays a fee to HFMC under the Investment Management Agreement. With respect to Balanced Fund, Balanced Income Fund, Global All-Asset Fund, and Multi-Asset Income Fund, HFMC pays a sub-advisory fee to Wellington Management out of its advisory fee. HFMC is responsible for the day-to-day management of Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2017; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Balanced Fund

  

0.6900% on first $500 million and;

  

0.6250% on next $500 million and;

  

0.5750% on next $4 billion and;

  

0.5725% on next $5 billion and;

  

0.5700% over $10 billion

Balanced Income Fund

  

0.7000% on first $250 million and;

  

0.6300% on next $250 million and;

  

0.6000% on next $500 million and;

  

0.5700% on next $1.5 billion and;

  

0.5500% on next $2.5 billion and;

  

0.5300% on next $5 billion and;

  

0.5250% over $10 billion

Checks and Balances Fund

  

N/A

Conservative Allocation Fund

  

0.1000% on first $500 million and;

  

0.0950% on next $500 million and;

  

0.0900% on next $1.5 billion and;

  

0.0800% on next $2.5 billion and;

  

0.0700% on next $2.5 billion and;

  

0.0600% on next $2.5 billion and;

  

0.0500% over $10 billion

Global All-Asset Fund

  

0.8000% on first $250 million and;

  

0.7500% on next $250 million and;

  

0.7000% on next $500 million and;

  

0.6800% on next $1.5 billion and;

  

0.6600% on next $2.5 billion and;

  

0.6500% over $5 billion

Growth Allocation Fund

  

0.1000% on first $500 million and;

  

0.0950% on next $500 million and;

  

0.0900% on next $1.5 billion and;

  

0.0800% on next $2.5 billion and;

  

0.0700% on next $2.5 billion and;

  

0.0600% on next $2.5 billion and;

  

0.0500% over $10 billion

 

 

  171  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

Moderate Allocation Fund

  

0.1000% on first $500 million and;

  

0.0950% on next $500 million and;

  

0.0900% on next $1.5 billion and;

  

0.0800% on next $2.5 billion and;

  

0.0700% on next $2.5 billion and;

  

0.0600% on next $2.5 billion and;

  

0.0500% over $10 billion

Multi-Asset Income Fund

  

0.7500% on first $250 million and;

  

0.7000% on next $250 million and;

  

0.6800% on next $500 million and;

  

0.6600% on next $1.5 billion and;

  

0.6500% on next $2.5 billion and;

  

0.6400% on next $5 billion and;

  

0.6350% over $10 billion

Prior to November 1, 2016, the Global All-Asset Fund paid the following rates to HFMC for management fees rendered:

 

Global All-Asset Fund

  

0.9500% on first $250 million and;

  

0.9000% on next $250 million and;

  

0.8000% on next $500 million and;

  

0.7300% on next $1.5 billion and;

  

0.7000% on next $2.5 billion and;

  

0.6600% on next $5 billion and;

  

0.6500% over $10 billion

The Global All-Asset Fund’s Cayman Subsidiary pays HFMC a management fee at the annual rate of 0.655% of average daily net assets attributable to the Cayman Subsidiary. HFMC has contractually agreed to waive the management fee it receives from the Global All Asset Fund in an amount equal to the management fee paid to it by the Subsidiary. This waiver will remain in effect for as long as the Investment Manager’s agreement with the Subsidiary is in place.

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Balanced Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Balanced Income Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Checks and Balances Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Conservative Allocation Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Global All-Asset Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

 

 

  172  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fund

  

Accounting Services Fee Rates

Growth Allocation Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Moderate Allocation Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Multi-Asset Income Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Prior to November 1, 2016, the Funds paid the following rates to HFMC for accounting services fees rendered:

 

Fund

  

Accounting Services Fee Rates

Balanced Fund

  

0.018% on first $5 billion and;

  

0.014% on next $5 billion and;

  

0.010% over $10 billion

Balanced Income Fund

  

0.020% on first $5 billion and;

  

0.015% on next $5 billion and;

  

0.010% over $10 billion

Checks and Balances Fund

  

0.012% on first $5 billion and;

  

0.010% over $5 billion

Conservative Allocation Fund

  

0.012% on first $5 billion and;

  

0.010% over $5 billion

Global All-Asset Fund

  

0.025% on first $5 billion and;

  

0.020% on next $5 billion and;

  

0.015% over $10 billion

Growth Allocation Fund

  

0.012% on first $5 billion and;

  

0.010% over $5 billion

Moderate Allocation Fund

  

0.012% on first $5 billion and;

  

0.010% over $5 billion

Multi-Asset Income Fund

  

0.020% on first $5 billion and;

  

0.015% on next $5 billion and;

  

0.010% over $10 billion

Effective February 28, 2015, HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

 

  173  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and class, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2017, HFMC contractually limited the total operating expenses of each Fund through February 28, 2018 as follows:

 

    Expense Limit as a Percentage of Average Daily Net Assets  

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Balanced Fund(1)

    1.18     N/A       N/A       0.93     1.40     1.10     0.80     N/A       N/A       0.78

Balanced Income Fund(1)

    0.99     1.74 %*      1.74     0.74     1.24     0.94     0.69     0.64     0.64     0.64

Checks and Balances Fund(2)

    1.25     2.00     2.00     1.00     1.40     1.10     0.80     N/A       N/A       0.90

Conservative Allocation Fund(2)

    1.19     1.94     1.94     0.93     1.44     1.14     0.84     N/A       N/A       0.84

Global All-Asset Fund(3)

    1.19     N/A       1.94     0.94     1.49     1.19     0.89     N/A       0.84     0.84

Growth Allocation Fund(2)

    1.50     2.25     2.25     1.25     1.70     1.40     1.10     N/A       N/A       1.15

Moderate Allocation Fund(2)

    1.40     2.15     2.15     1.15     1.65     1.35     1.05     N/A       N/A       1.05

Multi-Asset Income Fund(1)

    1.12     N/A       1.87     0.87     1.42     1.12     0.93     N/A       0.83     0.78

 

  (1)  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.

 

  (2)  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.

 

  (3)  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, dividend and interest expenses on short sales and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses, as provided.

 

  * The reduction in amounts charged in connection with the Balanced Income Fund’s Class B Distribution and Service Plan (12b-1) fees that took effect June 30, 2012, in order to comply with applicable Financial Industry Regulatory Authority rules, caused the effective limit on net operating expenses attributable to the Balanced Income Fund’s Class B shares to be 0.99%.

Prior to November 1, 2016, HFMC contractually limited the total operating expenses of the Global All-Asset Fund, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, dividend and interest expenses on short sales and extraordinary expenses, as follows: 1.25% (Class A), 2.00% (Class C), 1.00% (Class I), 1.50% (Class R3), 1.20% (Class R4), 0.95% (Class R5) and 0.90% (Class Y).

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2017, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Balanced Fund

    1.11     2.02     1.82     0.87     1.40     1.10     0.80           0.73     0.72

Balanced Income Fund

    0.92     0.99     1.66     0.68     1.24     0.94     0.69     0.59     0.59     0.59

Checks and Balances Fund

    0.39     1.27     1.14     0.16     0.75     0.45     0.15                 0.04

Conservative Allocation Fund

    0.55     1.30     1.30     0.26     0.80     0.50     0.20                 0.20

Global All-Asset Fund (consolidated)

    1.19           1.94     0.93     1.49     1.19     0.89           0.84     0.84

Growth Allocation Fund

    0.54     1.45     1.28     0.22     0.86     0.56     0.26                 0.15

Moderate Allocation Fund

    0.52     1.46     1.26     0.22     0.87     0.57     0.26                 0.16

Multi-Asset Income Fund

    1.04           1.69     0.87     1.28     1.10     0.93           0.83     0.78

 

 

  174  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, B, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2017, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Balanced Fund

   $ 546,462      $ 18,988  

Balanced Income Fund

     9,229,684        314,954  

Checks and Balances Fund

     1,359,935        17,438  

Conservative Allocation Fund

     92,527        1,440  

Global All-Asset Fund (consolidated)

     33,634       

Growth Allocation Fund

     373,875        9,321  

Moderate Allocation Fund

     167,116        4,208  

Multi-Asset Income Fund

     17,671       

 

  * Total CDSC includes Underwriter Adjustment credits which may cause negative dollar amounts.

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, T, B, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class B, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2017, Class T shares have not commenced operations. Pursuant to the Class B Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class B shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class B Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class B shares. Effective June 30, 2012, there was a reduction in the amount charged in connection with the Balanced Income Fund’s Class B shares’ Rule 12b-1 fee from 1.00% to 0.25% in accordance with FINRA rules, although it is possible that such fees may be increased in the future. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

 

  f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2017, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Balanced Fund

   $ 1,374  

Balanced Income Fund

         16,031  

Checks and Balances Fund

     2,898  

Conservative Allocation Fund

     222  

Global All-Asset Fund

     540  

Growth Allocation Fund

     1,139  

Moderate Allocation Fund

     815  

Multi-Asset Income Fund

     111  

 

 

  175  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets per fiscal year for each class. HASCO has contractually agreed to reimburse all transfer agency fees for Class F shares until February 28, 2018. HASCO has also contractually agreed to reimburse all transfer agency fees for Class R6 of Balanced Income Fund until February 28, 2018. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. At a special meeting of the Board of Directors held on January 11, 2017, the Board of Directors approved the removal of the cap on the transfer agency fees for Class Y shares to be effective May 1, 2017. Effective December 1, 2014, pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Funds. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2017, the rate of compensation paid to HASCO for transfer agency services as a percentage of each Fund’s average daily net assets is as follows:

 

Fund

   Percent of
Average Daily
Net Assets
 

Balanced Fund

     0.13

Balanced Income Fund

     0.08

Checks and Balances Fund

     0.10

Conservative Allocation Fund

     0.10

Global All-Asset Fund (consolidated)

     0.09

Growth Allocation Fund

     0.13

Moderate Allocation Fund

     0.10

Multi-Asset Income Fund

     0.03

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

8. Affiliate Holdings:

As of April 30, 2017, affiliates of The Hartford had ownership of shares in the Funds as follows:

Percentage of a Class:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Balanced Fund

                                        7                 100

Balanced Income Fund

                                                          %* 

Checks and Balances Fund

                                        %*                  100

Conservative Allocation Fund

                                                          100

Global All-Asset Fund (consolidated)

                                        100                 %* 

Growth Allocation Fund

                                                          100

Moderate Allocation Fund

                                                          100

Multi-Asset Income Fund

    62           39     16     100     100     100                 100

 

 

  176  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Percentage of Fund by Class:

 

Fund

  Class A     Class B     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Balanced Fund

                                        %*                  %* 

Balanced Income Fund

                                                          %* 

Checks and Balances Fund

                                        %*                  %* 

Conservative Allocation Fund

                                                          %* 

Global All-Asset Fund (consolidated)

                                        %*                  %* 

Growth Allocation Fund

                                                          %* 

Moderate Allocation Fund

                                                          %* 

Multi-Asset Income Fund

    10           3     3     3     3     3                 %* 

 

  * Percentage rounds to zero.

As of April 30, 2017, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of its shares from these affiliated funds of funds. Affiliated funds of funds owned shares in each Fund as follows:

 

Fund

   Percentage of
Fund(1)
 

Balanced Income Fund

     %* 

Global All-Asset Fund (consolidated)

     20

 

  (1)  As of April 30, 2017, the affiliated funds of funds were invested in Class F shares.
  * Percentage rounds to zero.

 

9. Affiliate Fund Transactions:

A summary of affiliate fund transactions for the Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund for the six-month period ended April 30, 2017 follows:

Checks and Balances Fund

 

Affiliated Investment
Companies

  Beginning
Value as of
October 31,
2016
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2017
    Shares as
of
April 30,
2017
    Dividend
Income
    Capital Gain
Distributions
 

The Hartford Capital Appreciation Fund, Class Y

  $ 601,316,720     $ 4,342,848     $ 665,963,819     $ 71,102,659     $ (10,798,408   $           $ 4,342,847     $  

The Hartford Capital Appreciation Fund, Class F

          582,788,199       6,686,454       86,800       11,445,460       587,634,005       15,059,816              

The Hartford Dividend and Growth Fund, Class Y

    601,910,084       24,448,836       673,243,894       132,880,106       (85,995,132                 5,875,701       18,573,136  

The Hartford Dividend and Growth Fund, Class F

          584,816,593       2,373,298       7,626       3,927,674       586,378,595       23,103,964              

The Hartford Total Return Bond Fund, Class Y

    604,642,581       7,301,629       601,394,657       (19,038,634     8,489,081                   7,691,058        

The Hartford Total Return Bond Fund, Class F

          584,584,486       8,739,420       51,085       3,903,084       579,799,235       55,857,344       1,027,624        
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     1,807,869,385     $     1,788,282,591     $     1,958,401,542     $     185,089,642     $     (69,028,241)     $     1,753,811,835       94,021,124     $     18,937,230     $     18,573,136  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  177  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Conservative Allocation Fund

 

Affiliated Investment
Companies

  Beginning
Value as of
October 31,
2016
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2017
    Shares as
of
April 30,
2017
    Dividend
Income
    Capital Gain
Distributions
 

Hartford Core Equity Fund, Class Y

  $ 11,360,771     $ 177,727     $ 12,453,088     $ 1,170,001     $ (255,411   $           $ 92,547     $ 85,179  

Hartford Core Equity Fund, Class F

          10,945,751       185,935       1,553       191,889       10,953,258       414,739              

Hartford Real Total Return Fund, Class Y

    5,702,928             5,796,460       (772,676     866,208                          

Hartford Real Total Return Fund, Class F

          5,508,065       33,413       8       (35,101     5,439,559       610,500              

Hartford Schroders International Multi-Cap Value Fund, Class Y

          3,245,388       3,451,850       206,462                         23,833        

Hartford Schroders International Multi-Cap Value Fund, Class F

          2,721,796       40,312       652       66,799       2,748,935       290,278              

Hartford Small Cap Core Fund, Class Y

    4,174,942       69,113       4,771,084       734,961       (207,932                 47,545        

Hartford Small Cap Core Fund, Class F

          4,113,895       141,496       2,291       110,106       4,084,796       304,155              

The Hartford Equity Income Fund, Class Y

    11,480,286       461,435       12,680,237       1,412,351       (673,835                 118,486       342,949  

The Hartford Equity Income Fund, Class F

          10,960,277       64,358       91       76,994       10,973,004       572,107              

The Hartford Global All-Asset Fund, Class Y

    7,133,955       140,089       7,577,827       729,267       (425,484                 140,089        

The Hartford Global All-Asset Fund, Class F

          6,832,165       57,410       146       104,697       6,879,598       613,155              

The Hartford Global Real Asset Fund, Class Y

          2,847,474       2,872,737       25,263                         11,207        

The Hartford Global Real Asset Fund, Class F

          2,766,015       16,704       20       (41,708     2,707,623       307,335              

The Hartford Growth Opportunities Fund, Class Y

    4,182,623       140,386       4,415,629       167,060       (74,440                       140,387  

The Hartford Growth Opportunities Fund, Class F

          2,745,880       74,419       920       72,840       2,745,221       65,565              

The Hartford Inflation Plus Fund, Class Y

    2,872,620       2,808,313       5,672,863       58,177       (66,247                 81,054        

The Hartford Inflation Plus Fund, Class F

          5,465,023       36,020       45       14,177       5,443,225       489,059              

The Hartford International Opportunities Fund, Class Y

    7,092,301       80,611       7,520,539       281,218       66,409                   80,611        

The Hartford International Opportunities Fund, Class F

          5,464,159       149,371       3,851       158,355       5,476,994       349,744              

The Hartford International Small Company Fund, Class Y

    4,226,720       14,911       4,291,326       (248,380     298,075                   14,911        

The Hartford International Small Company Fund, Class F

          1,357,317       47,691       1,441       64,853       1,375,920       89,230              

The Hartford MidCap Fund, Class Y

    8,484,002       233,170       9,493,837       1,165,564       (388,899                       211,367  

The Hartford MidCap Fund, Class F

          8,173,175       208,704       3,704       257,557       8,225,732       295,465              

The Hartford Quality Bond Fund, Class Y

    18,684,423       623,299       18,562,125       (315,386     (430,211                 172,293       281,492  

The Hartford Quality Bond Fund, Class F

          19,173,298       163,575       557       71,463       19,081,743       1,913,916       26,555        

 

 

  178  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Conservative Allocation Fund – (continued)  

Affiliated Investment
Companies

  Beginning
Value as of
October 31,
2016
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2017
    Shares as
of
April 30,
2017
    Dividend
Income
    Capital Gain
Distributions
 

The Hartford Short Duration Fund, Class Y

  $ 11,501,688     $ 106,032     $ 11,561,111     $ 127,321     $ (173,930   $           $ 112,302     $  

The Hartford Short Duration Fund, Class F

          10,949,950       78,565       31       10,440       10,881,856       1,101,402       14,947        

The Hartford Strategic Income Fund, Class Y

    14,291,059       309,131       14,591,768       696,422       (704,844                 309,131        

The Hartford Strategic Income Fund, Class F

          12,295,632       149,268       665       107,780       12,254,809       1,378,494       43,013        

The Hartford Total Return Bond Fund, Class Y

    11,506,542       3,211,462       14,533,958       (421,706     237,660                   179,165        

The Hartford Total Return Bond Fund, Class F

          15,035,400       121,684       357       97,288       15,011,361       1,446,181       26,125        

The Hartford World Bond Fund, Class Y

    20,090,500             19,964,176       (538,076     411,752                          

The Hartford World Bond Fund, Class F

          12,306,743       92,988       7       11,525       12,225,287       1,181,187              
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     142,785,360     $     151,283,082     $     161,872,528     $     4,494,182     $     (181,175)     $     136,508,921       11,422,512     $     1,493,814     $     1,061,374  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Growth Allocation Fund

 

Affiliated Investment
Companies

  Beginning
Value as of
October 31,
2016
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2017
    Shares as
of
April 30,
2017
    Dividend
Income
    Capital Gain
Distributions
 

Hartford Core Equity Fund, Class Y

  $ 113,525,941     $ 1,846,490     $ 124,681,670     $ 11,833,845     $ (2,524,606   $           $ 954,126     $ 892,362  

Hartford Core Equity Fund, Class F

          110,413,126       1,149,062       1,704       1,936,888       111,202,656       4,210,627              

Hartford Real Total Return Fund, Class Y

    21,170,356             21,524,797       (3,105,194     3,459,635                          

Hartford Real Total Return Fund, Class F

          20,778,641       261,445       135       (137,242     20,380,089       2,287,328              

Hartford Schroders International Multi-Cap Value Fund, Class Y

          28,405,747       30,516,331       2,110,584                         254,109        

Hartford Schroders International Multi-Cap Value Fund, Class F

          30,516,331       56,483       24       758,201       31,218,073       3,296,523              

Hartford Small Cap Core Fund, Class Y

    69,702,247       752,189       79,545,276       11,506,952       (2,416,112                 752,189        

Hartford Small Cap Core Fund, Class F

          61,838,082       1,385,443       23,866       1,665,765       62,142,270       4,627,124              

The Hartford Equity Income Fund, Class Y

    78,113,607       3,319,830       86,554,653       9,141,033       (4,019,817                 843,242       2,476,588  

The Hartford Equity Income Fund, Class F

          75,921,567       325,231       (604     515,876       76,111,608       3,968,280              

The Hartford Global All-Asset Fund, Class Y

    28,378,106       569,437       30,190,576       2,931,230       (1,688,197                 569,437        

The Hartford Global All-Asset Fund, Class F

          27,600,667       244,991       (286     420,853       27,776,243       2,475,601              

The Hartford Global Real Asset Fund, Class Y

          27,704,163       28,214,582       510,419                         167,134        

The Hartford Global Real Asset Fund, Class F

          27,581,583       169,690       610       (428,799     26,983,704       3,062,849              

 

 

  179  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Growth Allocation Fund – (continued)  

Affiliated Investment
Companies

  Beginning
Value as of
October 31,
2016
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2017
    Shares as
of
April 30,
2017
    Dividend
Income
    Capital Gain
Distributions
 

The Hartford Growth Opportunities Fund, Class Y

  $ 62,840,626     $ 2,130,424     $ 68,066,829     $ 4,214,953     $ (1,119,174   $           $     $ 2,130,424  

The Hartford Growth Opportunities Fund, Class F

          62,104,057       1,028,873       11,256       1,648,151       62,734,591       1,498,318              

The Hartford International Opportunities Fund, Class Y

    78,061,726       934,269       82,974,072       4,931,257       (953,180                 934,269        

The Hartford International Opportunities Fund, Class F

          62,057,953       1,558,519       37,086       1,791,021       62,327,541       3,980,047              

The Hartford International Small Company Fund, Class Y

    63,374,299       360,392       65,976,867       (98,722     2,340,898                   360,392        

The Hartford International Small Company Fund, Class F

          34,346,294       1,091,631       27,615       1,653,918       34,936,196       2,265,642              

The Hartford MidCap Fund, Class Y

    92,266,737       2,404,975       103,138,355       7,683,012       783,631                         2,404,974  

The Hartford MidCap Fund, Class F

          88,753,079       1,094,074       21,166       2,828,392       90,508,563       3,251,026              

The Hartford Quality Bond Fund, Class Y

    28,449,420       664,909       27,994,154       (604,915     (515,260                 258,277       422,810  

The Hartford Quality Bond Fund, Class F

          27,379,545       286,149       1,350       108,988       27,203,734       2,728,559       38,557        

The Hartford Short Duration Fund, Class Y

    14,229,168       132,794       14,305,529       182,340       (238,773                 140,944        

The Hartford Short Duration Fund, Class F

          13,788,444       156,644       148       13,792       13,645,740       1,381,148       19,028        

The Hartford Strategic Income Fund, Class Y

    28,372,450       622,372       28,976,335       1,519,446       (1,537,933                 622,372        

The Hartford Strategic Income Fund, Class F

          20,735,184       365,846       2,277       184,412       20,556,027       2,312,264       72,150        

The Hartford World Bond Fund, Class Y

    28,404,948             28,249,457       (784,941     629,450                          

The Hartford World Bond Fund, Class F

          19,501,349       33,890             18,828       19,486,287       1,882,733              
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     706,889,631     $     753,163,893     $     830,117,454     $     52,097,646     $     5,179,606     $     687,213,322       43,228,069     $     5,986,226     $     8,327,158  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Moderate Allocation Fund

 

Affiliated Investment
Companies

  Beginning
Value as of
October 31,
2016
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2017
    Shares as
of
April 30,
2017
    Dividend
Income
    Capital Gain
Distributions
 

Hartford Core Equity Fund, Class Y

  $ 72,144,958     $ 1,161,444     $ 79,249,244     $ 7,547,164     $ (1,604,322   $           $ 603,651     $ 557,793  

Hartford Core Equity Fund, Class F

          70,208,986       666,618       3,215       1,232,794       70,778,377       2,679,984              

Hartford Real Total Return Fund, Class Y

    20,657,465             21,005,351       (3,032,852     3,380,738                          

Hartford Real Total Return Fund, Class F

          20,133,538       175,534       (379     (133,497     19,824,128       2,224,930              

 

 

  180  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Moderate Allocation Fund – (continued)  

Affiliated Investment
Companies

  Beginning
Value as of
October 31,
2016
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2017
    Shares as
of
April 30,
2017
    Dividend
Income
    Capital Gain
Distributions
 

Hartford Schroders International Multi-Cap Value Fund, Class Y

  $     $ 10,203,969     $ 10,962,137     $ 758,168     $     $           $ 91,282     $  

Hartford Schroders International Multi-Cap Value Fund, Class F

          10,962,137       16,923       5       272,446       11,217,665       1,184,547              

Hartford Small Cap Core Fund, Class Y

    35,245,832       415,438       40,144,890       5,744,797       (1,261,177                 415,438        

Hartford Small Cap Core Fund, Class F

          35,002,966       648,845       6,521       946,429       35,307,071       2,628,970              

The Hartford Equity Income Fund, Class Y

    46,568,551       1,948,515       51,563,186       5,840,123       (2,794,003                 500,986       1,447,529  

The Hartford Equity Income Fund, Class F

          45,141,803       109,473       14       307,306       45,339,650       2,363,903              

The Hartford Global All-Asset Fund, Class Y

    25,841,048       520,788       27,500,029       2,675,480       (1,537,287                 520,788        

The Hartford Global All-Asset Fund, Class F

          25,072,241       187,542       274       382,846       25,267,819       2,252,034              

The Hartford Global Real Asset Fund, Class Y

          14,919,400       15,141,432       222,032                         80,046        

The Hartford Global Real Asset Fund, Class F

          15,032,967       79,066       286       (233,920     14,720,267       1,670,859              

The Hartford Growth Opportunities Fund, Class Y

    25,296,338       857,597       27,405,250       1,607,145       (355,830                       857,597  

The Hartford Growth Opportunities Fund, Class F

          25,073,298       321,107       2,834       667,906       25,422,931       607,187              

The Hartford Inflation Plus Fund, Class Y

          10,230,406       10,342,559       112,153                         148,835        

The Hartford Inflation Plus Fund, Class F

          9,983,690       59,570       115       26,823       9,951,058       894,075              

The Hartford International Opportunities Fund, Class Y

    46,461,302       606,403       49,645,841       (833,390     3,411,526                   606,403        

The Hartford International Opportunities Fund, Class F

          40,092,772       821,827       18,476       1,162,408       40,451,829       2,583,131              

The Hartford International Small Company Fund, Class Y

    35,717,527       170,327       36,612,434       186,556       538,024                   170,327        

The Hartford International Small Company Fund, Class F

          14,975,917       420,783       11,273       723,858       15,290,265       991,587              

The Hartford MidCap Fund, Class Y

    46,294,108       1,188,584       51,746,812       6,380,236       (2,116,116                       1,188,584  

The Hartford MidCap Fund, Class F

          44,717,226       446,304       7,223       1,428,327       45,706,472       1,641,755              

The Hartford Quality Bond Fund, Class Y

    46,641,259       1,097,854       45,889,235       (787,814     (1,062,064                 426,390       698,153  

The Hartford Quality Bond Fund, Class F

          45,092,921       639,003       3,980       178,830       44,636,728       4,477,104       63,373        

The Hartford Short Duration Fund, Class Y

    10,367,970       97,389       10,423,964       145,386       (186,781                 103,313        

The Hartford Short Duration Fund, Class F

          10,020,275       81,722       126       10,055       9,948,734       1,006,957       13,865        

 

 

  181  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Moderate Allocation Fund – (continued)  

Affiliated Investment
Companies

  Beginning
Value as of
October 31,
2016
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2017
    Shares as
of
April 30,
2017
    Dividend
Income
    Capital Gain
Distributions
 

The Hartford Strategic Income Fund, Class Y

  $ 46,515,338     $ 983,323     $ 47,454,573     $ 731,985     $ (776,073   $           $ 983,323     $  

The Hartford Strategic Income Fund, Class F

          35,160,320       508,130       3,398       313,717       34,969,305       3,933,555       122,739        

The Hartford Total Return Bond Fund, Class Y

          5,426,268       5,464,050       37,782                         57,986        

The Hartford Total Return Bond Fund, Class F

          5,824,659       16,923       4       37,722       5,845,462       563,147       9,788        

The Hartford World Bond Fund, Class Y

    56,917,118             56,566,934       (1,639,201     1,289,017                          

The Hartford World Bond Fund, Class F

          35,071,398       297,988       199       33,631       34,807,240       3,363,018              
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     514,668,814     $     537,394,819     $     592,615,279     $     25,753,314     $     4,283,333     $     489,485,001       35,066,743     $     4,918,533     $     4,749,656  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

10. Investment Transactions:

For the six-month period ended April 30, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Balanced Fund

   $ 122,863,593      $ 126,568,896  

Balanced Income Fund

         2,803,712,504            1,440,667,155  

Checks and Balances Fund

     37,562,787        207,681,738  

Conservative Allocation Fund

     19,005,622        29,595,067  

Global All-Asset Fund (consolidated)

     101,997,215        131,168,905  

Growth Allocation Fund

     70,002,051        146,955,611  

Moderate Allocation Fund

     50,420,903        105,641,363  

Multi-Asset Income Fund

     25,985,581        25,499,231  

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Balanced Fund

   $     33,398,305      $ 30,447,630  

Balanced Income Fund

     15,404,969        13,401,978  

Checks and Balances Fund

             

Conservative Allocation Fund

             

Global All-Asset Fund (consolidated)

     3,203,277        10,957,330  

Growth Allocation Fund

             

Moderate Allocation Fund

             

Multi-Asset Income Fund

     537,331        2,610,291  

 

 

  182  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Balanced Fund

   $ 156,261,898      $ 157,016,526  

Balanced Income Fund

         2,819,117,473            1,454,069,133  

Checks and Balances Fund

     37,562,787        207,681,738  

Conservative Allocation Fund

     19,005,622        29,595,067  

Global All-Asset Fund (consolidated)

     105,200,492        142,126,235  

Growth Allocation Fund

     70,002,051        146,955,611  

Moderate Allocation Fund

     50,420,903        105,641,363  

Multi-Asset Income Fund

     26,522,912        28,109,522  

 

11. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2017, and the year ended October 31, 2016:

 

Balanced Fund  
     For the Six-Month
Period Ended

April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,417,141     $       30,662,808       4,436,572     $         91,535,711  

Shares Issued for Reinvested Dividends

     182,428       3,979,536       566,609       11,715,790  

Shares Redeemed

     (3,100,574     (66,977,284     (5,221,032     (107,666,519

Shares converted (from) Class B into Class A

     24,279       528,543       68,128       1,399,633  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,476,726     (31,806,397     (149,723     (3,015,385
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     520     $ 11,209       12,433     $ 254,092  

Shares Issued for Reinvested Dividends

     42       922       1,993       40,877  

Shares Redeemed

     (38,201     (828,244     (90,719     (1,864,327

Shares converted (from) Class B into Class A

     (24,371     (528,543     (68,477     (1,399,633
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (62,010     (1,344,656     (144,770     (2,968,991
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     651,346     $ 14,030,581       1,773,119     $ 36,703,461  

Shares Issued for Reinvested Dividends

     22,656       496,293       90,511       1,869,219  

Shares Redeemed

     (1,025,503     (22,236,530     (1,453,060     (29,988,357
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (351,501     (7,709,656     410,570       8,584,323  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     2,620,364     $ 56,811,638       1,911,279     $ 40,115,152  

Shares Issued for Reinvested Dividends

     21,316       466,637       11,793       245,389  

Shares Redeemed

     (374,759     (8,115,726     (773,411     (16,078,335
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,266,921       49,162,549       1,149,661       24,282,206  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     25,106     $ 541,510       97,011     $ 2,029,837  

Shares Issued for Reinvested Dividends

     727       15,989       1,526       31,963  

Shares Redeemed

     (63,008     (1,390,680     (11,713     (247,535
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (37,175     (833,181     86,824       1,814,265  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  183  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Balanced Fund – (continued)  
     For the Six-Month
Period Ended

April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Sold

     40,803     $ 908,909       9,695     $ 197,903  

Shares Issued for Reinvested Dividends

     260       5,759       526       11,012  

Shares Redeemed

     (2,426     (53,212     (5,838     (122,009
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     38,637       861,456       4,383       86,906  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     2,182     $ 48,631       4,090     $ 86,716  

Shares Issued for Reinvested Dividends

     71       1,550       186       3,904  

Shares Redeemed

     (7,495     (168,922     (525     (11,094
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (5,242     (118,741     3,751       79,526  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     76,460     $ 1,673,058       661,935     $ 13,530,349  

Shares Issued for Reinvested Dividends

     3,018       66,708       13,385       280,214  

Shares Redeemed

     (49,765     (1,096,840     (699,954     (15,103,864
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     29,713       642,926       (24,634     (1,293,301
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     450     $ 10,000           $  

Shares Issued for Reinvested Dividends

     2       49              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     452       10,049              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     403,069     $       8,864,349       1,336,062     $         27,569,549  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

Balanced Income Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     31,585,091     $ 441,149,498       65,249,034     $ 879,754,533  

Shares Issued for Reinvested Dividends

     5,166,538       71,876,903       8,358,906       110,645,355  

Shares Redeemed

     (39,285,048     (548,691,480     (47,290,887     (638,104,152

Shares converted (from) Class B into Class A

     32,334       454,872       50,470       674,002  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,501,085     (35,210,207     26,367,523       352,969,738  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     15,591     $ 217,532       82,824     $ 1,108,595  

Shares Issued for Reinvested Dividends

     8,336       115,573       31,378       411,538  

Shares Redeemed

     (234,415     (3,274,003     (547,208     (7,336,801

Shares converted (from) Class B into Class A

     (32,398     (454,872     (50,587     (674,002
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (242,886     (3,395,770     (483,593     (6,490,670
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  184  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Balanced Income Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     36,584,151     $ 504,330,317       78,992,141     $ 1,051,406,805  

Shares Issued for Reinvested Dividends

     4,470,754       61,311,110       6,230,416       81,208,571  

Shares Redeemed

     (25,595,544     (352,918,168     (34,602,657     (458,426,436
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     15,459,361       212,723,259       50,619,900       674,188,940  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     111,889,443     $ 1,563,577,583       108,186,392     $ 1,469,307,833  

Shares Issued for Reinvested Dividends

     4,456,460       62,071,495       4,236,413       56,334,701  

Shares Redeemed

     (27,332,825     (381,921,452     (41,476,177     (551,325,870
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     89,013,078       1,243,727,626       70,946,628       974,316,664  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     2,863,374     $ 40,238,567       4,406,089     $ 59,145,422  

Shares Issued for Reinvested Dividends

     290,777       4,057,191       418,914       5,561,495  

Shares Redeemed

     (1,101,818     (15,425,797     (1,716,566     (23,094,272
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,052,333       28,869,961       3,108,437       41,612,645  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     1,936,068     $ 27,128,298       3,965,348     $ 54,329,992  

Shares Issued for Reinvested Dividends

     169,206       2,362,378       225,411       3,004,248  

Shares Redeemed

     (2,552,680     (35,647,567     (1,442,552     (19,708,165
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (447,406     (6,156,891     2,748,207       37,626,075  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     881,411     $ 12,361,215       986,174     $ 13,228,497  

Shares Issued for Reinvested Dividends

     64,301       899,640       84,719       1,130,482  

Shares Redeemed

     (290,706     (4,079,494     (485,109     (6,560,020
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     655,006       9,181,361       585,784       7,798,959  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     1,202,556     $ 17,013,237       373,289     $ 5,174,575  

Shares Issued for Reinvested Dividends

     22,692       319,541       20,969       280,393  

Shares Redeemed

     (366,671     (5,182,714     (151,162     (2,064,366
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     858,577       12,150,064       243,096       3,390,602  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     2,948,809     $ 41,600,871       4,706,627     $ 65,194,453  

Shares Issued for Reinvested Dividends

     162,984       2,290,615       142,798       1,926,812  

Shares Redeemed

     (4,013,608     (56,791,361     (1,087,242     (14,888,348
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (901,815     (12,899,875     3,762,183       52,232,917  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     1,776,655     $ 25,034,109           $  

Shares Issued for Reinvested Dividends

     5       71              

Shares Redeemed

     (8,939     (126,829            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,767,721       24,907,351              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     105,712,884     $ 1,473,896,879       157,898,165     $ 2,137,645,870  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  185  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Checks and Balances Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     6,361,808     $ 62,168,335       17,992,878     $ 174,817,823  

Shares Issued for Reinvested Dividends

     10,861,570       103,282,238       16,916,849       161,724,599  

Shares Redeemed

     (22,115,079     (216,455,376     (28,273,266     (276,456,615

Shares converted (from) Class B into Class A

     265,692       2,591,128       676,941       6,608,714  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,626,009     (48,413,675     7,313,402       66,694,521  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     3,899     $ 37,556       34,687     $ 338,305  

Shares Issued for Reinvested Dividends

     209,508       1,977,631       887,718       8,413,065  

Shares Redeemed

     (1,726,163     (16,784,915     (5,069,233     (49,066,239

Shares converted (from) Class B into Class A

     (266,929     (2,591,128     (680,807     (6,608,714
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,779,685     (17,360,856     (4,827,635     (46,923,583
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     1,178,084     $ 11,435,742       3,529,405     $ 33,995,678  

Shares Issued for Reinvested Dividends

     2,402,085       22,636,587       3,810,070       36,124,146  

Shares Redeemed

     (4,382,671     (42,586,052     (7,155,628     (69,099,663
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (802,502     (8,513,723     183,847       1,020,161  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,369,764     $        13,430,565       1,592,637     $        15,637,440  

Shares Issued for Reinvested Dividends

     318,810       3,038,755       418,313       4,008,434  

Shares Redeemed

     (866,873     (8,488,608     (1,393,957     (13,504,847
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     821,701       7,980,712       616,993       6,141,027  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     184,341     $ 1,789,355       396,101     $ 3,763,982  

Shares Issued for Reinvested Dividends

     117,998       1,117,058       153,479       1,460,884  

Shares Redeemed

     (141,743     (1,384,927     (294,965     (2,880,014
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     160,596       1,521,486       254,615       2,344,852  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     56,864     $ 550,275       184,981     $ 1,724,888  

Shares Issued for Reinvested Dividends

     35,549       337,010       53,356       508,937  

Shares Redeemed

     (36,950     (362,611     (215,744     (2,043,268
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     55,463       524,674       22,593       190,557  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     17,449     $ 171,697       96,271     $ 951,741  

Shares Issued for Reinvested Dividends

     38,918       370,228       63,221       605,152  

Shares Redeemed

     (332,243     (3,152,819     (139,004     (1,351,724
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (275,876     (2,610,894     20,488       205,169  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     1,014     $ 10,000           $  

Shares Issued for Reinvested Dividends

     4       37              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,018       10,037              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (6,445,294   $ (66,862,239     3,584,303     $ 29,672,704  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  186  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Conservative Allocation Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     752,432     $        7,477,721       1,257,696     $        12,080,817  

Shares Issued for Reinvested Dividends

     120,782       1,180,038       179,431       1,707,553  

Shares Redeemed

     (1,829,716     (18,146,719     (2,758,816     (26,578,728

Shares converted (from) Class B into Class A

     12,524       124,608       40,053       386,748  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (943,978     (9,364,352     (1,281,636     (12,403,610
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     175     $ 1,713       7,856     $ 72,886  

Shares Issued for Reinvested Dividends

                 4,746       44,585  

Shares Redeemed

     (74,568     (734,066     (171,210     (1,628,743

Shares converted (from) Class B into Class A

     (12,633     (124,608     (40,652     (386,748
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (87,026     (856,961     (199,260     (1,898,020
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     438,647     $ 4,337,514       382,324     $ 3,589,709  

Shares Issued for Reinvested Dividends

     15,994       154,501       53,711       504,093  

Shares Redeemed

     (541,036     (5,295,987     (1,081,953     (10,251,324
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (86,395     (803,972     (645,918     (6,157,522
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     50,295     $ 499,534       99,116     $ 972,769  

Shares Issued for Reinvested Dividends

     1,991       19,448       1,662       15,846  

Shares Redeemed

     (19,296     (193,342     (98,049     (960,498
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     32,990       325,640       2,729       28,117  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     59,249     $ 588,218       267,501     $ 2,576,798  

Shares Issued for Reinvested Dividends

     10,047       98,160       13,283       126,392  

Shares Redeemed

     (119,545     (1,193,784     (243,837     (2,346,460
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (50,249     (507,406     36,947       356,730  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     70,401     $ 704,501       64,691     $ 620,143  

Shares Issued for Reinvested Dividends

     3,075       30,074       4,187       39,885  

Shares Redeemed

     (57,845     (575,260     (80,007     (768,503
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     15,631       159,315       (11,129     (108,475
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     21,215     $ 214,229       25,743     $ 249,126  

Shares Issued for Reinvested Dividends

     3,966       38,830       4,394       41,951  

Shares Redeemed

     (12,628     (125,613     (57,144     (548,883
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     12,553       127,446       (27,007     (257,806
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     997     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     997       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,105,477   $ (10,910,290     (2,125,274   $ (20,440,586
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  187  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Global All-Asset Fund (consolidated)  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     168,894     $        1,813,316       670,209     $        6,748,511  

Shares Issued for Reinvested Dividends

     174,055       1,811,915       1,007,454       10,004,019  

Shares Redeemed

     (2,066,471     (22,111,835     (5,115,865     (52,291,306
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,723,522     (18,486,604     (3,438,202     (35,538,776
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     115,798     $ 1,218,767       292,043     $ 2,915,090  

Shares Issued for Reinvested Dividends

     43,669       449,793       523,116       5,137,001  

Shares Redeemed

     (1,382,847     (14,575,764     (3,146,278     (31,635,565
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,223,380     (12,907,204     (2,331,119     (23,583,474
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     689,344     $ 7,403,989       1,326,890     $ 13,568,916  

Shares Issued for Reinvested Dividends

     53,789       561,556       273,425       2,726,048  

Shares Redeemed

     (1,103,027     (11,860,676     (3,522,842     (36,158,943
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (359,894     (3,895,131     (1,922,527     (19,863,979
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     11,802     $ 127,293       34,754     $ 351,468  

Shares Issued for Reinvested Dividends

     2,469       25,727       14,719       146,310  

Shares Redeemed

     (17,752     (189,943     (87,966     (901,597
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,481     (36,923     (38,493     (403,819
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     7,371     $ 79,045       42,493     $ 439,358  

Shares Issued for Reinvested Dividends

     773       8,147       3,653       36,710  

Shares Redeemed

     (7,722     (84,943     (67,264     (716,854
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     422       2,249       (21,118     (240,786
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     21       228       4,054       40,375  

Shares Redeemed

                 (59,903     (596,039
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     21       228       (55,849     (555,664
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     69,801     $ 752,437       6,968,596     $ 69,428,594  

Shares Issued for Reinvested Dividends

     163,400       1,707,526       160,427       1,599,457  

Shares Redeemed

     (6,202,792     (68,447,616     (1,344,783     (13,741,334
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (5,969,591     (65,987,653     5,784,240       57,286,717  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     5,567,346     $ 61,518,571           $  

Shares Redeemed

     (44,531     (492,202            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,522,815       61,026,369              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (3,756,610   $ (40,284,669     (2,023,068   $ (22,899,781
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  188  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Growth Allocation Fund  
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,424,025     $        15,554,375       3,948,534     $        40,309,533  

Shares Issued for Reinvested Dividends

     199,705       2,134,844       3,637,332       37,234,854  

Shares Redeemed

     (6,920,236     (75,502,192     (10,780,005     (110,944,319

Shares converted (from) Class B into Class A

     181,572       1,993,934       420,004       4,242,604  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (5,114,934     (55,819,039     (2,774,135     (29,157,328
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     1,804     $ 19,205       15,078     $ 151,684  

Shares Issued for Reinvested Dividends

                 103,732       1,046,079  

Shares Redeemed

     (284,033     (3,085,334     (888,059     (9,003,504

Shares converted (from) Class B into Class A

     (183,184     (1,993,934     (422,495     (4,242,604
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (465,413     (5,060,063     (1,191,744     (12,048,345
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     356,985     $ 3,834,593       1,034,490     $ 10,325,633  

Shares Issued for Reinvested Dividends

                 1,004,280       10,095,228  

Shares Redeemed

     (2,394,413     (25,689,674     (3,375,001     (34,112,433
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,037,428     (21,855,081     (1,336,231     (13,691,572
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     295,486     $ 3,218,859       444,241     $ 4,526,796  

Shares Issued for Reinvested Dividends

     4,420       46,943       47,306       482,397  

Shares Redeemed

     (269,240     (2,928,111     (506,312     (5,162,078
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     30,666       337,691       (14,765     (152,885
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     48,088     $ 509,905       164,628     $ 1,625,677  

Shares Issued for Reinvested Dividends

     1,262       13,195       90,937       907,640  

Shares Redeemed

     (194,782     (2,087,614     (351,967     (3,525,003
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (145,432     (1,564,514     (96,402     (991,686
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     41,055     $ 445,181       165,082     $ 1,648,529  

Shares Issued for Reinvested Dividends

     4,931       52,419       87,588       892,049  

Shares Redeemed

     (247,239     (2,731,389     (361,866     (3,696,527
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (201,253     (2,233,789     (109,196     (1,155,949
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     34,019     $ 373,941       62,067     $ 638,518  

Shares Issued for Reinvested Dividends

     3,619       38,688       38,261       392,556  

Shares Redeemed

     (31,568     (347,081     (118,679     (1,176,188
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     6,070       65,548       (18,351     (145,114
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     903     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     903       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (7,926,821   $ (86,119,247     (5,540,824   $ (57,342,879
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  189  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Moderate Allocation Fund                         
     For the Six-Month
Period Ended

April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     926,346     $ 10,454,882       2,203,920     $ 23,641,178  

Shares Issued for Reinvested Dividends

     289,047       3,199,746       2,547,557       27,074,933  

Shares Redeemed

     (4,775,104     (53,847,200     (7,738,163     (83,631,320

Shares converted (from) Class B into Class A

     44,208       502,642       158,056       1,681,715  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,515,503     (39,689,930     (2,828,630     (31,233,494
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B

        

Shares Sold

     11,355     $ 123,479       12,039     $ 128,694  

Shares Issued for Reinvested Dividends

                 74,188       775,594  

Shares Redeemed

     (228,251     (2,535,188     (624,688     (6,579,239

Shares converted (from) Class B into Class A

     (45,001     (502,642     (160,794     (1,681,715
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (261,897     (2,914,351     (699,255     (7,356,666
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     184,487     $ 2,044,925       669,210     $ 7,078,379  

Shares Issued for Reinvested Dividends

     14,919       162,620       805,430       8,420,700  

Shares Redeemed

     (1,550,319     (17,161,195     (2,853,669     (30,141,942
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,350,913     (14,953,650     (1,379,029     (14,642,863
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     190,176     $ 2,153,519       279,536     $ 3,051,866  

Shares Issued for Reinvested Dividends

     7,762       86,081       55,100       587,276  

Shares Redeemed

     (218,406     (2,460,626     (383,787     (4,154,194
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (20,468     (221,026     (49,151     (515,052
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     174,519     $ 1,972,827       263,313     $ 2,799,352  

Shares Issued for Reinvested Dividends

     12,756       139,292       154,880       1,624,152  

Shares Redeemed

     (282,346     (3,129,411     (495,407     (5,316,058
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (95,071     (1,017,292     (77,214     (892,554
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     66,453     $ 751,390       176,453     $ 1,874,405  

Shares Issued for Reinvested Dividends

     6,163       68,158       57,050       606,241  

Shares Redeemed

     (117,288     (1,316,056     (296,619     (3,158,989
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (44,672     (496,508     (63,116     (678,343
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     36,655     $ 416,404       84,307     $ 915,694  

Shares Issued for Reinvested Dividends

     7,340       81,472       51,001       544,028  

Shares Redeemed

     (42,634     (482,595     (230,674     (2,473,550
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,361       15,281       (95,366     (1,013,828
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     871     $ 10,000           $  

Net Increase (Decrease)

     871       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (5,286,292   $ (59,267,476     (5,191,761   $ (56,332,800
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  190  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

Multi-Asset Income Fund                         
     For the Six-Month
Period Ended
April 30, 2017
    For the Year Ended
October 31, 2016
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     124,842     $ 1,136,339       1,223,586     $ 10,612,812  

Shares Issued for Reinvested Dividends

     21,895       198,965       90,299       794,927  

Shares Redeemed

     (520,343     (4,642,372     (1,156,397     (10,174,601
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (373,606     (3,307,068     157,488       1,233,138  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     116,826     $ 1,063,596       94,044     $ 832,682  

Shares Issued for Reinvested Dividends

     8,837       80,297       20,733       183,060  

Shares Redeemed

     (67,447     (621,355     (83,772     (742,075
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     58,216       522,538       31,005       273,667  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     80,725     $ 736,392       1,086,496     $ 9,597,284  

Shares Issued for Reinvested Dividends

     29,991       272,552       41,034       366,692  

Shares Redeemed

     (96,324     (880,488     (58,166     (524,319
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     14,392       128,456       1,069,364       9,439,657  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

         $       529     $ 4,800  

Shares Issued for Reinvested Dividends

     4,273       38,835       10,867       96,033  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,273       38,835       11,396       100,833  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Issued for Reinvested Dividends

     4,634       42,111       11,617       102,684  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,634       42,111       11,617       102,684  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     4,881       44,356       12,102       106,959  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,881       44,356       12,102       106,959  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

         $       2,821,404     $ 24,756,079  

Shares Issued for Reinvested Dividends

     81,165       736,653       253,260       2,245,484  

Shares Redeemed

     (817,062     (7,560,266     (10,980,863     (96,292,208
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (735,897     (6,823,613     (7,906,199     (69,290,645
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     1,086     $ 10,000           $  

Shares Issued for Reinvested Dividends

     8       73              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,094       10,073              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,022,013   $ (9,344,312     (6,613,227   $ (58,033,707
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

12. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate,

 

 

  191  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2017, none of the Funds had borrowings under this facility.

 

13. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

 

14. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

15. Recent Accounting Pronouncement:

In August 2016, Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2016-15, “Statement of Cash Flows (Topic 230), a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-15”). The guidance is intended to reduce diversity in practice in how certain transactions are classified in the statement of cash flows. The issues addressed in ASU 2016-15 are: debt prepayment or debt extinguishment costs, settlement of zero-coupon debt instruments, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, distributions received from equity method investments, beneficial interests in securitization transactions; and, separately identifiable cash flows and application of the predominance principle. The guidance is effective

 

 

  192  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

In November 2016, FASB issued Accounting Standards Update No. 2016-18, “Statement of Cash Flows (Topic 230), Restricted Cash, a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-18”). The guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. Therefore, amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The amendments in ASU 2016-18 do not provide a definition of restricted cash or restricted cash equivalents. The guidance is required to be presented for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

 

16. Subsequent Events:

The Multi-Asset Income Fund filed a supplement to its prospectus, dated June 26, 2017, with the U.S. Securities and Exchange Commission that announced modifications effective July 1, 2017 to the Fund’s management fee rate and to certain expense reimbursement arrangements.

 

 

  193  

 


Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  194  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Customer Privacy Notice

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and

protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

 


Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2017


 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Hartford Balanced Fund, The Hartford Balanced Income Fund, The Hartford Global All-Asset Fund and Hartford Multi-Asset Income Fund are sub-advised by Wellington Management Company LLP (Wellington). HFD and HFMC are not affiliated with Wellington.

MFSAR-MS17 6/17    201779    Printed in U.S.A.

 

LOGO


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing with Hartford Funds. We are pleased to present you with the Semi-Annual Report, which covers the period from February 28, 2017, the date on which the Hartford Global Impact Fund commenced operations, through April 30, 2017.

 

Market Review

With the exception of a brief dip ahead of the US presidential election in November, US stocks, as measured by the S&P 500 Index,1 kept an upward trajectory during the six months ended April 30, 2017. That positive momentum helped push the Index to a nearly 12% gain for 2016, and started 2017 off with just under a 7% return through April 30.

The primary driver of market progress during the period was the outcome of the presidential election. Markets viewed the incoming Trump administration as a positive for businesses and investors, and that optimism carried through past the inauguration. Positive job reports and a growing domestic economy reflected this optimism and have served as the basis of the US Federal Reserve’s continued interest-rate hike cycle that began in December 2015. At the time of this writing, consensus expectations were for a continued gradual rate-hike pace by the Federal Reserve, which should help markets better digest and account for such changes.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. Uncertainty surrounding potential policy changes by the Trump administration, other European elections, and Britain’s “Brexit” undertaking to leave the European Union could all influence markets or cause an uptick in volatility.

For this reason, we encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets with confidence. Regardless of the political environment, your advisor can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing with Hartford Funds. For the most up-to-date information on our mutual funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.


Table of Contents

 

Hartford Global Impact Fund  

Fund Performance and Summary

    2  

Expense Example

    5  

Financial Statements:

 

Schedule of Investments

    6  

Statement of Assets and Liabilities

    7  

Statement of Operations

    9  

Statement of Changes in Net Assets

    10  

Financial Highlights

    11  

Notes to Financial Statements

    12  

Approval of the New Investment Management Agreement

    20  
Global Impact Master Portfolio  

Financial Statements:

 

Schedule of Investments

    24  

Statement of Assets and Liabilities

    27  

Statement of Operations

    28  

Statement of Changes in Net Assets

    29  

Financial Highlights

    30  

Notes to Financial Statements

    31  

Approval of the New Investment Management Agreement and Sub-Advisory Agreement

    40  
Additional Information regarding the Hartford Global Impact Fund and Global Impact Master Portfolio     43  

How to Obtain a Copy of the Fund’s and Master Portfolio’s Proxy Voting Policies and Voting Records

    43  

Quarterly Portfolio Holdings Information

    43  


Hartford Global Impact Fund inception 02/28/2017

 

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”))   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Cumulative Total Returns (as of 4/30/17)

 

      Since
Inception1
 

Global Impact Fund A2

     2.70%  

Global Impact Fund A3

     -2.95%  

Global Impact Fund C2

     2.50%  

Global Impact Fund C3

     1.50%  

Global Impact Fund I2

     2.70%  

Global Impact Fund R32

     2.70%  

Global Impact Fund R42

     2.70%  

Global Impact Fund R52

     2.70%  

Global Impact Fund R62

     2.70%  

Global Impact Fund Y2

     2.70%  

Global Impact Fund F2

     2.70%  

MSCI All Country World Index (Net)

     2.80%  

 

1  Inception: 2/28/2017. Cumulative returns not annualized.
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/17, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization index that measures equity market performance in the global developed and emerging markets, consisting of 47 developed and emerging market country indices.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from HFMC, the investment manager, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  2  

 


Hartford Global Impact Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  
Global Impact Class A      1.25%        1.74%  
Global Impact Class C      2.00%        2.49%  
Global Impact Class I      1.00%        1.39%  
Global Impact Class R3      1.55%        1.96%  
Global Impact Class R4      1.25%        1.66%  
Global Impact Class R5      0.95%        1.36%  
Global Impact Class R6      0.85%        1.25%  
Global Impact Class Y      0.90%        1.30%  
Global Impact Class F      0.85%        1.25%  

 

* Expenses as shown in the Fund’s most recent prospectus and are based on estimated amounts. Net expenses reflect contractual expense reimbursements, if any. Contractual reimbursements on operating expenses and transfer agency fees remain in effect until February 28, 2018 and automatically renew for one-year terms unless terminated. However, the contractual reimbursements for the entire transfer agency fee for Class R6 and F remain in effect until February 28, 2018. Expenses shown reflect the expenses of both the Fund and the Master Portfolio in which the Fund invests. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended April 30, 2017.
 

 

 

  3  

 


Hartford Global Impact Fund

Fund Summary

April 30, 2017 (Unaudited)

 

 

 

A Word about Risk

All investments are subject to risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. The Fund’s share price may fluctuate due to market risk and/or security selections that may underperform the market or relevant benchmarks. Foreign investments can be riskier and more volatile than U.S. investments due to the adverse effects of currency exchange rates, differences in market structure and liquidity, as well as political and economic developments in foreign countries and regions (e.g., “Brexit”). These risks are generally greater for investments in emerging markets. Small-cap securities can have greater risk and volatility than large-cap securities. Investing in companies that seek to address major social and environmental challenges may cause the Fund to forego certain investment opportunities and underperform funds that do not have a similar focus. By investing in cash and money market investments, the Fund may lose the benefit of market upswings. Because it invests in a master portfolio, the Fund is also subject to the risks related to a master-feeder structure.

The Fund invests all of its assets in the Global Impact Master Portfolio, the investment breakdown of which is shown below.

Composition by Sector in the Global Impact Master Portfolio

as of April 30, 2017

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     12.9

Consumer Staples

     3.6  

Financials

     2.4  

Health Care

     16.3  

Industrials

     19.1  

Information Technology

     19.1  

Real Estate

     3.3  

Telecommunication Services

     8.6  

Utilities

     13.7  
  

 

 

 

Total

     99.0
  

 

 

 

Short-Term Investments

     1.1  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

Composition by Country in the Global Impact Master Portfolio

as of April 30, 2017

 

Country    Percentage of
Net Assets
 

Australia

     2.1

Austria

     1.0  

Bangladesh

     3.1  

Botswana

     2.4  

Brazil

     5.4  

China

     4.1  

Denmark

     1.8  

France

     2.4  

Germany

     1.6  

Japan

     1.3  

Kenya

     2.7  

Luxembourg

     2.8  

South Africa

     2.3  

Spain

     0.9  

Taiwan

     2.1  

Thailand

     3.3  

United Kingdom

     5.4  

United States

     54.3  

Short-Term Investments

     1.1  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  4  

 


Hartford Global Impact Fund

Expense Example (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of the Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of February 28, 2017 (commencement of operations) through April 30, 2017, except as indicated below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use the information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses are equal to the Fund’s annualized expense ratios multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

Hartford Global Impact Fund(1) (2)

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
February 28,
2017
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
February 28, 2017
through
April 30, 2017(3)
    Beginning
Account
Value
November 1,
2016
    Ending
Account
Value
April 30,
2017
    Expenses paid
during the period
November 1, 2016
through
April 30,  2017
   
Annualized
expense
ratio(4)
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,027.00     $     2.12     $     1,000.00     $     1,018.60     $     6.26       1.25     181       365  

Class C

  $ 1,000.00     $ 1,025.00     $ 3.38     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class I

  $ 1,000.00     $ 1,027.00     $ 1.47     $ 1,000.00     $ 1,020.48     $ 4.36       0.87     181       365  

Class R3

  $ 1,000.00     $ 1,027.00     $ 2.22     $ 1,000.00     $ 1,018.30     $ 6.56       1.31     181       365  

Class R4

  $ 1,000.00     $ 1,027.00     $ 1.88     $ 1,000.00     $ 1,019.29     $ 5.56       1.11     181       365  

Class R5

  $ 1,000.00     $ 1,027.00     $ 1.61     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class R6

  $ 1,000.00     $ 1,027.00     $ 1.44     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class Y

  $ 1,000.00     $ 1,027.00     $ 1.47     $ 1,000.00     $ 1,020.48     $ 4.36       0.87     181       365  

Class F

  $ 1,000.00     $ 1,027.00     $ 1.44     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

 

* Please note that while the Fund commenced operations on February 28, 2017, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2016 to April 30, 2017.
(1)  Commenced operations on February 28, 2017.
(2)  Includes the Fund’s share of the Global Impact Master Portfolio’s allocated expenses.
(3)  Expenses paid during the period February 28, 2017 through April 30, 2017.
(4)  Ratios do not include acquired fund fees and expenses.

 

 

  5  

 


Hartford Global Impact Fund

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

 

 

Market Value

 
AFFILIATED INVESTMENT COMPANIES - 100.1%  
      Domestic Equity Funds - 100.1%  
 

Global Impact Master Portfolio

  $ 2,534,274  
   

 

 

 
 

Total Domestic Equity Funds
(cost $2,506,977)

    2,534,274  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $2,506,977)

  $ 2,534,274  
   

 

 

 
 

Total investments
(cost $2,506,977)

    100.1    $ 2,534,274  
 

Other assets and liabilities

    (0.1 )%       (1,386
   

 

 

    

 

 

 
 

Total net assets

    100.0    $ 2,532,888  
   

 

 

    

 

 

 

Summary of the Master Portfolio’s Investments as of April 30, 2017, based on their valuation inputs, is located within this report (See Investment Valuation Note).

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  6  

 


Hartford Global Impact Fund

Statement of Assets and Liabilities

April 30, 2017 (Unaudited)

 

 

 

     Hartford Global
Impact Fund
 

Assets:

  

Investments in Global Impact Master Portfolio (the “Master Portfolio”), at market value

   $ 2,534,274  

Receivables:

  

Other assets

     7,138  
  

 

 

 

Total assets

     2,541,412  
  

 

 

 

Liabilities:

  

Payables:

  

Transfer agent fees

     28  

Fund administration fees

     3,342  

Board of Directors’ fees

      

Distribution fees

     8  

Accrued expenses

     5,146  
  

 

 

 

Total liabilities

     8,524  
  

 

 

 

Net assets

   $ 2,532,888  
  

 

 

 

Summary of Net Assets:

  

Capital stock and paid-in-capital

   $ 2,470,250  

Undistributed (distributions in excess of) net investment income

     7,733  

Accumulated net realized gain (loss) from the Master Portfolio

     27,608  

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency from the Master Portfolio

     27,297  
  

 

 

 

Net assets

   $ 2,532,888  
  

 

 

 

Shares authorized

         225,000,000  
  

 

 

 

Par value

   $ 0.0010  
  

 

 

 

Class A:     Net asset value per share

   $ 10.27  
  

 

 

 

                 Maximum offering price per share

   $ 10.87  
  

 

 

 

                 Shares outstanding

     1,000  
  

 

 

 

                 Net Assets

   $ 10,267  
  

 

 

 

Class C:     Net asset value per share

   $ 10.25  
  

 

 

 

                 Shares outstanding

     1,000  
  

 

 

 

                 Net Assets

   $ 10,254  
  

 

 

 

Class I:      Net asset value per share

   $ 10.27  
  

 

 

 

                 Shares outstanding

     63,492  
  

 

 

 

                 Net Assets

   $ 652,279  
  

 

 

 

Class R3:   Net asset value per share

   $ 10.27  
  

 

 

 

                 Shares outstanding

     1,000  
  

 

 

 

                 Net Assets

   $ 10,266  
  

 

 

 

Class R4:   Net asset value per share

   $ 10.27  
  

 

 

 

                 Shares outstanding

     1,000  
  

 

 

 

                 Net Assets

   $ 10,269  
  

 

 

 

Class R5:   Net asset value per share

   $ 10.27  
  

 

 

 

                 Shares outstanding

     1,000  
  

 

 

 

                 Net Assets

   $ 10,272  
  

 

 

 

Class R6:   Net asset value per share

   $ 10.27  
  

 

 

 

                 Shares outstanding

     1,000  
  

 

 

 

                 Net Assets

   $ 10,274  
  

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  7  

 


Hartford Global Impact Fund

Statement of Assets and Liabilities – (continued)

April 30, 2017 (Unaudited)

 

 

 

     Hartford Global
Impact Fund
 

Class Y:     Net asset value per share

   $ 10.27  
  

 

 

 

                 Shares outstanding

     30,557  
  

 

 

 

                 Net Assets

   $ 313,909  
  

 

 

 

Class F:     Net asset value per share

   $ 10.27  
  

 

 

 

                 Shares outstanding

     146,500  
  

 

 

 

                 Net Assets

   $ 1,505,098  
  

 

 

 

Cost of investments in the Master Portfolio

   $     2,506,977  

 

The accompanying notes are an integral part of these financial statements.

 

 

  8  

 


Hartford Global Impact Fund

Statement of Operations

For the Period Ended April 30, 2017 (Unaudited)

 

 

 

     Hartford Global
Impact Fund(1)
 

Investment Income:

  

Dividends allocated from the Master Portfolio

   $ 11,949  

Interest allocated from the Master Portfolio

     125  

Less: Foreign tax withheld allocated from the Master Portfolio

     (1,115

Expenses allocated from the Master Portfolio

     (12,264
  

 

 

 

Total investment income allocated from the Master Portfolio

     (1,305
  

 

 

 

Expenses:

  

Administrative services fees

  

Class R3

     3  

Class R4

     2  

Class R5

     2  

Transfer agent fees

  

Class A

     36  

Class C

     6  

Class I

     12  

Class R3

      

Class R4

      

Class R5

      

Class R6

      

Class Y

      

Class F

      

Distribution fees

  

Class A

     4  

Class C

     17  

Class R3

     8  

Class R4

     4  

Registration and filing fees

     25,887  

Accounting services fees

     2,006  

Fund administration fees

     3,342  

Board of Directors’ fees

      

Audit fees

     10,208  

Other expenses

     4,337  
  

 

 

 

Total expenses (before waivers and fees paid indirectly)

     45,874  

Expense waivers

         (54,872

Transfer agent fee waivers

     (32

Distribution fees reimbursements

     (8
  

 

 

 

Total waivers and fees paid indirectly

     (54,912
  

 

 

 

Total expenses, net

     (9,038
  

 

 

 

Net Investment Income (Loss)

     7,733  
  

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:

  

Net realized gain (loss) on investments allocated from the Master Portfolio

     28,410  

Net realized gain (loss) on other foreign currency transactions allocated from the Master Portfolio

     (802
  

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

     27,608  
  

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:

  

Net unrealized appreciation (depreciation) of investments allocated from the Master Portfolio

     30,007  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies allocated from the Master Portfolio

     (2,710
  

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions

     27,297  
  

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     54,905  
  

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 62,638  
  

 

 

 

 

(1)  Commenced operations on February 28, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  9  

 


Hartford Global Impact Fund

Statement of Changes in Net Assets

 

 

 

     For the
Period Ended
April 30, 2017(1)
(Unaudited)
 

Operations:

  

Net investment income (loss)

   $ 7,733  

Net realized gain (loss) on investments and foreign currency transactions

     27,608  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     27,297  
  

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     62,638  
  

 

 

 

Capital Share Transactions:

  

Sold

     2,470,330  

Redeemed

     (80
  

 

 

 

Net increase from capital share transactions

     2,470,250  
  

 

 

 

Net Increase (Decrease) in Net Assets

     2,532,888  
  

 

 

 

Net Assets:

  

Beginning of period

      
  

 

 

 

End of period

   $     2,532,888  
  

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 7,733  
  

 

 

 

 

(1)  Commenced operations on February 28, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  10  

 


Hartford Global Impact Fund

Financial Highlights

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Net
Asset
Value
at End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses to
Average Net
Assets Before
Adjustments(3)(4)
    Ratio of
Expenses to
Average Net
Assets After
Adjustments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets(3)
    Portfolio
Turnover
of the
Master
Portfolio
 
Hartford Global Impact Fund                

For the Period Ended April 30, 2017 (Unaudited)(5)

 

             

A

  $     10.00     $     0.03     $     0.24     $     0.27     $     10.27       2.70 %(6)    $ 10       18.01 %(7)      1.25 %(7)      1.72 %(7)      11

C

    10.00       0.02       0.23       0.25       10.25       2.50 (6)      10       16.98 (7)      2.00 (7)      0.89 (7)      11  

I

    10.00       0.03       0.24       0.27       10.27       2.70 (6)      652       15.63 (7)      0.87 (7)      2.02 (7)      11  

R3

    10.00       0.03       0.24       0.27       10.27       2.70 (6)      10       16.32 (7)      1.31 (7)      1.55 (7)      11  

R4

    10.00       0.03       0.24       0.27       10.27       2.70 (6)      10       16.02 (7)      1.11 (7)      1.84 (7)      11  

R5

    10.00       0.03       0.24       0.27       10.27       2.70 (6)      10       15.72 (7)      0.95 (7)      1.96 (7)      11  

R6

    10.00       0.04       0.23       0.27       10.27       2.70 (6)      10       15.62 (7)      0.85 (7)      2.14 (7)      11  

Y

    10.00       0.07       0.20       0.27       10.27       2.70 (6)      314       15.14 (7)      0.87 (7)      4.03 (7)      11  

F

    10.00       0.03       0.24       0.27       10.27       2.70 (6)          1,505       15.62 (7)      0.85 (7)      2.04 (7)      11  

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Includes the Fund’s share of the Master Portfolio’s allocated expenses.
(4)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(5)  Commenced operations on February 28, 2017.
(6)  Not annualized.
(7)  Annualized.

 

The accompanying notes are an integral part of these financial statements.

 

 

  11  

 


Hartford Global Impact Fund

Notes to Financial Statements

April 30, 2017 (Unaudited)

 

 

 

1. Organization:

Hartford Global Impact Fund (the “Fund”) is a series of The Hartford Mutual Funds, Inc. (the “Company”). The Company is an open-end registered management investment company comprised of forty-four series as of April 30, 2017.

The Fund operates as a “feeder fund,” which means it invests all of its investable assets in the Global Impact Master Portfolio (the “Master Portfolio”). As of April 30, 2017, the Fund owned approximately 96.1% of the Master Portfolio. The Master Portfolio is a series of Hartford Funds Master Fund. The Fund has the same investment objective and limitations as the Master Portfolio in which it invests. The Fund does not buy investment securities directly. The Master Portfolio, on the other hand, invests directly in portfolio securities. The performance of the Fund is directly affected by the performance of the Master Portfolio. The financial statements of the Master Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund’s financial statements.

The assets of the Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). The Fund is a diversified open-end management investment company. The Fund applies specialized accounting and reporting under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

The Fund offers Class A, Class T, Class C, Class I, Class R3, Class R4, Class R5, Class R6, Class Y and Class F shares. As of April 30, 2017, Class T shares have not commenced operations. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge. All classes of shares have identical voting, redemption, dividend, liquidation and other rights and the same terms and conditions, with the exceptions that each class may have different expenses, which may affect performance.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of the Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Investment Valuation Investment in the Master Portfolio is valued daily based on the Fund’s proportionate share of the Master Portfolio’s net assets, which is also valued daily. Valuation of the securities held by the Master Portfolio is discussed in the notes to the Master Portfolio’s financial statements included elsewhere in this report.

Disclosure about the classification of fair value measurements is included in a table following the Master Portfolio’s Investment portfolio.

 

  b) Determination of Net Asset Value – The per share net asset value (“NAV”) of each class of the Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  c) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for the Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of the Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of the Fund by dividing the net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by the Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of the Fund.

 

 

  12  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Orders for the purchase of the Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Fund is not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The Fund declares and pays dividends annually from net investment income. Net realized gains, if any, are distributed at least annually. Distributions from net realized gains for book purposes may include short-term capital gains, which are included as ordinary income for tax purposes.

 

3. Principal Risks:

Because the Fund invests in the Master Portfolio, the Fund is also subject to risks related to the master-feeder structure. Other “feeder” funds may also invest in the Master Portfolio. As shareholders of the Master Portfolio, feeder funds, including the Fund, vote on matters pertaining to the Master Portfolio. Feeder funds with a greater pro rata ownership of the Master Portfolio could have effective voting control of the operations of the Master Portfolio. Also, a large-scale redemption by another feeder fund may increase the proportionate share of the costs of the Master Portfolio borne by the remaining feeder fund shareholders, including the Fund.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of the Master Portfolio’s exposure to market risk is the market value of the investments held as shown in the Master Portfolio’s schedule of investments.

Certain investments held by the Master Portfolio expose the Master Portfolio to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. The Master Portfolio may be exposed to counterparty risk, or the risk that an institution or other entity with which the Master Portfolio has unsettled or open transactions will default.

 

 

  13  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

A non-accredited investor may not directly purchase an interest in the Master Portfolio, but instead may purchase shares in one or more investment companies that invest all of their assets in the Master Portfolio (each, a “feeder fund”). Therefore, the Master Portfolio is also subject to risks related to the master-feeder structure. As shareholders of the Master Portfolio, feeder funds vote on matters pertaining to the Master Portfolio. Feeder funds with a greater pro rata ownership in the Master Portfolio could have effective voting control of the operations of the Master Portfolio. Also, a large-scale redemption by one feeder fund may increase the proportionate share of the costs of the Master Portfolio borne by the remaining feeder funds.

 

4. Federal Income Taxes:

 

  a) The Fund intends to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders. The Fund intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2017. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

 

5. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as the Fund’s investment manager. The Company, on behalf of the Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for the Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of the fund. Wellington Management Company LLP (“Wellington Management”) serves as the Master Portfolio’s sub-adviser and performs daily investment of the assets for the Master Portfolio.

The Fund has a management fee rate of 0% so long as the Fund invests all (or substantially all) of its assets in the Master Portfolio under a master-feeder structure, pursuant to the investment advisory agreement. If, or to the extent, that the Fund were to no longer invest all (or substantially all) of its assets in the Master Portfolio, the Fund management fee rate would be as follows:

 

Management Fee Rate

0.7500% on first $500 million and;

0.7000% on next $500 million and;

0.6800% on next $1.5 billion and;

0.6750% on next $2.5 billion and;

0.6700% over $5 billion

The Master Portfolio pays a monthly management fee to HFMC as set forth below:

 

Management Fee Rate

0.7500% on first $500 million and;

0.7000% on next $500 million and;

0.6800% on next $1.5 billion and;

0.6750% on next $2.5 billion and;

0.6700% over $5 billion

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of the Fund, HFMC provides accounting services to the Fund and receives a flat fee of $52,000 per year.

 

 

  14  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2017, HFMC contractually limited the total operating expenses of the Fund (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 28, 2018 as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Hartford Global Impact Fund

     1.25     2.00     1.00     1.55     1.25     0.95     0.85     0.90     0.85

 

  d) Fees Paid Indirectly – The Fund has entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of the Fund’s expenses. In addition, the Fund’s custodian bank has agreed to reduce its fees when the Fund maintains cash on deposit in a non-interest-bearing custody account. For the period ended April 30, 2017, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Hartford Global Impact Fund

     1.25     2.00     0.87     1.31     1.11     0.95     0.85     0.87     0.85

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of the Fund. For the period ended April 30, 2017, HFD did not receive front-end sales charges or contingent deferred sales charges for the Fund.

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, the Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2017, Class T shares have not commenced operations. Pursuant to the Class C Plan, the Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, the Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, the Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. The Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

 

  f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the period ended April 30, 2017, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to the Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Hartford Global Impact Fund

   $ 4  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to the Fund. HASCO has contractually agreed to reimburse any portion of the transfer agency fees over 0.30% of average daily net assets

 

 

  15  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

per fiscal year for each class. HASCO has contractually agreed to reimburse all transfer agency fees for Class R6 and F shares until February 28, 2018. Any transfer agency fee reimbursement is determined before considering the contractual operating expense limitation. For providing such services, HASCO is compensated on a per account basis that varies by account type, except with respect to Class Y, for which it is compensated based on average daily net assets, subject to a cap. At a special meeting of the Board held on January 11, 2017, the Board approved the removal of the cap on the transfer agency fees for Class Y shares to be effective May 1, 2017. Pursuant to a sub-transfer agency agreement between HASCO and Boston Financial Data Services, Inc. (“BFDS”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to BFDS. The costs and expenses of such delegation are borne by HASCO, not by the Fund. The amount paid to HASCO can be found in the Statements of Operations. These fees are accrued daily and paid monthly.

For the period ended April 30, 2017, the rate of compensation paid to HASCO for transfer agency services as a percentage of the Fund’s average daily net assets as follows:

 

Fund

   Percent of
Average Daily
Net Assets
 

Hartford Global Impact Fund

     0.01

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

6. Affiliate Holdings:

As of April 30, 2017, affiliates of The Hartford had ownership of shares in the Fund as follows:

Percentage of a Class:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Hartford Global Impact Fund

     100     100     73     100     100     100     100     3     32

Percentage of Fund by Class:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Percentage of Fund:

                  

Hartford Global Impact Fund

     %*      %*      19     %*      %*      %*      %*      %*      19

 

  * Percentage rounds to zero.

 

7. Security Transactions and Income Recognition:

Securities transactions are recorded on a trade date basis in the Master Portfolio. Realized gains or losses in the Master Portfolio are recorded on the basis of identified cost.

Interest income is accrued daily based on the effective interest method by the Master Portfolio. To the extent debt obligations are placed on non-accrual status, any related interest income may be reduced by writing off interest receivables when the collection of all or a portion of interest has become doubtful based on consistently applied procedures. If the issuer subsequently resumes interest payments or when the collectability of interest is reasonably assured, the debt obligation is removed from non-accrual status.

Dividend income in the Master Portfolio is recognized on the ex-dividend date, except for certain dividends from foreign securities which are recorded as soon as the custodian verifies the ex-dividend date.

Income from foreign securities in the Master Portfolio is recorded net of foreign taxes withheld where recovery of such taxes is not assured.

The Fund records daily its proportionate share of the Master Portfolio’s interest and dividend income, expenses and realized and unrealized gains or losses.

 

 

  16  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

8. Capital Share Transactions:

The following information is for the period ended April 30, 2017:

 

Hartford Global Impact Fund             
     For the Period Ended
April 30, 2017(1)
 
     Shares     Amount  

Class A

    

Shares Sold

     1,001     $ 10,010  

Shares Redeemed

     (1     (10
  

 

 

   

 

 

 

Net Increase (Decrease)

     1,000       10,000  
  

 

 

   

 

 

 

Class C

    

Shares Sold

     1,001     $ 10,010  

Shares Redeemed

     (1     (10
  

 

 

   

 

 

 

Net Increase (Decrease)

     1,000       10,000  
  

 

 

   

 

 

 

Class I

    

Shares Sold

     63,493     $ 635,260  

Shares Redeemed

     (1     (10
  

 

 

   

 

 

 

Net Increase (Decrease)

     63,492           635,250  
  

 

 

   

 

 

 

Class R3

    

Shares Sold

     1,001     $ 10,010  

Shares Redeemed

     (1     (10
  

 

 

   

 

 

 

Net Increase (Decrease)

     1,000       10,000  
  

 

 

   

 

 

 

Class R4

    

Shares Sold

     1,001     $ 10,010  

Shares Redeemed

     (1     (10
  

 

 

   

 

 

 

Net Increase (Decrease)

     1,000       10,000  
  

 

 

   

 

 

 

Class R5

    

Shares Sold

     1,001     $ 10,010  

Shares Redeemed

     (1     (10
  

 

 

   

 

 

 

Net Increase (Decrease)

     1,000       10,000  
  

 

 

   

 

 

 

Class R6

    

Shares Sold

     1,001     $ 10,010  

Shares Redeemed

     (1     (10
  

 

 

   

 

 

 

Net Increase (Decrease)

     1,000       10,000  
  

 

 

   

 

 

 

Class Y

    

Shares Sold

     30,558     $ 310,010  

Shares Redeemed

     (1     (10
  

 

 

   

 

 

 

Net Increase (Decrease)

     30,557       310,000  
  

 

 

   

 

 

 

Class F

    

Shares Sold

     146,500     $ 1,465,000  
  

 

 

   

 

 

 

Net Increase (Decrease)

     146,500       1,465,000  
  

 

 

   

 

 

 

Total Net Increase (Decrease)

     246,549     $     2,470,250  
  

 

 

   

 

 

 

 

  (1)  Commenced operations on February 28, 2017.

 

 

  17  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

9. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Fund because the Fund is not party to the suit.

 

10. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

11. Recent Accounting Pronouncement:

In August 2016, Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2016-15, “Statement of Cash Flows (Topic 230), a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-15”). The guidance is intended to reduce diversity in practice in how certain transactions are classified in the statement of cash flows. The issues addressed in ASU 2016-15 are: debt prepayment or debt extinguishment costs, settlement of zero-coupon debt instruments, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, distributions received from equity method investments, beneficial interests in securitization transactions, and, separately identifiable cash flows and application of the predominance principle. The guidance is effective for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Fund’s financial statements.

In November 2016, FASB issued Accounting Standards Update No. 2016-18, “Statement of Cash Flows (Topic 230), Restricted Cash, a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-18”). The guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash

 

 

  18  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

equivalents. Therefore, amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The amendments in ASU 2016-18 do not provide a definition of restricted cash or restricted cash equivalents. The guidance is required to be presented for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Fund’s financial statements.

 

12. Subsequent Events:

Management has evaluated all subsequent transactions and events through the date on which this statement was issued and has determined that no additional items require adjustment to or disclosure in this financial statement.

 

 

  19  

 


Hartford Global Impact Fund

Approval of Investment Management Agreement

 

 

 

The Hartford Mutual Funds, Inc.

Hartford Global Impact Fund

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of directors, including a majority of those directors who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Directors”), initially approve, and annually review and consider the continuation of, the mutual fund’s investment advisory agreement. At its meeting held on November 2-3, 2016, the Board of Directors (the “Board”) of The Hartford Mutual Funds, Inc., including each of the Independent Directors, unanimously voted to approve for an initial two-year period an investment management agreement (the “Agreement”) for Hartford Global Impact Fund (the “Fund”) with Hartford Funds Management Company, LLC (“HFMC” or the “Adviser”).

Prior to approving the Agreement, the Board requested, received and reviewed written responses from the Adviser to questions posed to them on behalf of the Independent Directors and supporting materials relating to those questions and responses (the “Adviser Materials”). The information provided and presentations made to the Board included both the Fund and the Global Impact Master Portfolio (the “Master Portfolio”), a series of Hartford Funds Master Fund. In addition, the Board and its Investment Committee received presentations from representatives of the Adviser regarding the Fund and its investment strategy at meetings held on August 2-3, 2016 and November 2-3, 2016. In evaluating the Agreement, the Board noted that the Fund would operate under a “master-feeder” structure whereby, as a feeder fund that would invest all of its assets in the Master Portfolio, the Fund would have the same investment objective and policies as the Master Portfolio. The Board considered that HFMC would serve as investment adviser to each of the Fund and Master Portfolio and that Wellington Management Company LLP would serve as the investment sub-adviser to the Master Portfolio.

In determining whether to approve the Agreement for the Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the Agreement was based on a comprehensive consideration of all information provided to the Board with respect to the approval of the Agreement. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreement and, throughout the evaluation process, the Board was assisted by counsel for the Fund. The Independent Directors were also separately assisted by independent legal counsel. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreement is provided below.

Nature, Extent and Quality of Services to be Provided by the Adviser

The Board requested and considered information concerning the nature, extent and quality of the services to be provided to the Fund by the Adviser. The Board considered, among other things, the terms of the Agreement and the range of services to be provided by the Adviser. The Board considered that, because of the master-feeder structure, the portfolio management services to be provided by the Adviser to the Fund are limited to selecting the Master Portfolio, investing the Fund’s assets in the Master Portfolio, and monitoring the Master Portfolio’s performance as an investment for the Fund. The Board considered the Adviser’s organizational structure, systems and personnel. The Board also considered the Adviser’s reputation and overall financial strength and the Board’s past experience with the Adviser with respect to the services it provides to other Hartford Funds. The Board also considered the possibility that, at some point in the future, the Adviser may recommend the withdrawal of the Fund from the master-feeder structure and the management of the Fund’s assets directly or through a sub-adviser.

With respect to HFMC, the Board noted that, under the Agreement, HFMC would be responsible for the management of the Fund, including oversight of fund operations and service providers. The Board also noted that HFMC would provide administrative services to the Fund. The Board considered the proposed services to be provided by HFMC and, in its consideration of these services, the Board noted HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each of the Hartford Fund’s portfolio management team, and oversight of the portfolio managers to the Hartford Funds. The Board considered that HFMC would oversee the approach to risk management with respect to the Fund and the service providers to the Fund. The Board also considered that HFMC would oversee compliance with the Fund’s objective and policies as well as with applicable laws and regulations. In addition, the Board considered that HFMC or its affiliates would be responsible for providing the Fund’s officers.

The Board also considered information previously provided by the Adviser regarding its compliance policies and procedures and compliance history, and received a representation from HFMC that the written compliance policies and procedures of HFMC are reasonably designed to prevent violations of the federal securities laws. In addition, the Board considered HFMC’s representation that it did not anticipate making any material changes to HFMC’s and the Hartford Funds’ compliance program as a result of the addition of the Fund, other than certain changes designed to address the master-feeder structure.

 

 

  20  

 


Hartford Global Impact Fund

Approval of Investment Management Agreement – (continued)

 

 

 

In considering this information, the Board evaluated not only the information presented to the Board and the Investment Committee in connection with its consideration of the Agreement, but also the Board’s experience through past interactions with HFMC. Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services to be provided to the Fund by HFMC.

Performance of the Fund

The Board considered that the Fund is newly formed and did not have a prior performance record but noted that the performance of the Fund would be based on the performance of the Master Portfolio. To that end, the Board considered the investment performance of the Master Portfolio’s sub-adviser and its portfolio management team, including, for purposes of considering the investment skill and experience of the Master Portfolio’s portfolio managers, composite performance data showing the portfolio management team’s capabilities in managing the sub-adviser’s Global Impact strategy, noting that the sub-adviser did not currently manage a registered investment company that uses an investment strategy substantially similar to that proposed for the Master Portfolio but does manage other accounts that have a substantially similar principal investment strategy. The Board also considered information comparing the composite performance data to the Fund’s and Master Portfolio’s proposed benchmark and an appropriate group of peer funds.

Based on these considerations, the Board concluded that the Fund has the capability of providing satisfactory investment performance.

Costs of the Services and Profitability of the Adviser

In considering the proposed advisory fee schedule for the Fund, the Board reviewed information regarding HFMC’s estimated costs to provide investment management and related services to the Fund and the estimated profitability to HFMC and its affiliates from all services to be provided to the Fund and the Master Portfolio and all aspects of their relationships with the Fund and the Master Portfolio. In connection with these considerations, the Board took account of the fact that the Fund would not directly pay a management fee with respect to any period in which the only investment security held by the Fund is that of the Master Portfolio, and that, as a result, as long as the Fund continues to invest solely in the Master Portfolio under a master-feeder structure, investors in the Fund would incur a single fee for management services provided by HFMC to the Fund and the Master Portfolio (such management fee structure is hereinafter referred to as the “Single Management Fee Structure”). The Board noted that to the extent the Fund were to no longer invest all of its assets in the Master Portfolio, the Fund would pay HFMC a management fee in accordance with the advisory fee schedule presented at the meeting. In evaluating HFMC’s estimated profitability, the Board also considered HFMC’s representation that the level of estimated profitability of the Fund, taking into consideration the revenue and expenses of the Fund and the Fund’s share of the expenses of the Master Portfolio, was fair and reasonable based on the nature and quality of the services to be provided to shareholders. The Board also noted that the actual profitability of the Fund to HFMC as a result of the Fund’s investment in the Master Portfolio would depend on the growth of assets under management.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Adviser and its affiliates from their relationships with the Fund would not be excessive.

Comparison of Fees and Services to be Provided by the Adviser

The Board considered comparative information with respect to the management fees to be paid by the Fund to HFMC and the expected total expense ratios of the Fund. The Board noted that the Fund bears its share of the fees and expenses of the Master Portfolio, including the Master Portfolio’s management fees. The Board also noted that the advisory fee schedule for the Master Portfolio is identical to that of the Fund, except that the Fund would not directly pay a management fee to HFMC for any period in which the Fund only holds securities of the Master Portfolio. The Board requested and reviewed information from HFMC relating to the proposed management fees under the Single Management Fee Structure and total operating expenses for the Fund. The Board also reviewed information comparing the Fund’s proposed management fees under the Single Management Fee Structure and total expenses relative to a peer group of funds (“Peer Group”) derived from information provided by Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, in conjunction with input from an independent financial services consultant engaged by the Board. The Board considered the inherent limitations of such comparisons in light of uncertainty as to how the fees of such similar mutual funds are set and potentially material differences between the Fund and its comparable mutual funds. The Board also considered that HFMC had contractually agreed to limit the expenses for the Fund’s Class A, Class C, Class I, Class R3, Class R4, Class R5, Class R6, and Class Y shares to 1.25%, 2.00%, 1.00%, 1.55%, 1.25%, 0.95%, 0.85%, and 0.90%, respectively, each through February 28, 2018, with each such arrangement automatically renewing on an annual basis unless HFMC provides written notice of termination prior to the start of the next term or upon approval of the Board.

In considering the reasonableness of the Fund’s management fees and total expense ratios, the Board considered that, according to the information provided by Broadridge, the Fund’s proposed weighted management fees under the Single Management Fee Structure were below

 

 

  21  

 


Hartford Global Impact Fund

Approval of Investment Management Agreement – (continued)

 

 

 

the Broadridge Peer Group average and median for all asset levels. The Board further considered that the Fund’s proposed weighted management fees under the Single Management Fee Structure fell within the 1st or 2nd quintile for all asset levels. The Board also considered that the Fund’s estimated total expenses, less Rule 12b-1 fees, were below the Broadridge Peer Group average and median and fell within the 2nd quintile.

Based on these considerations, the Board concluded that the Fund’s proposed fees and estimated total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services to be provided.

Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as the Fund grows and whether the Fund’s corresponding fee levels reflect these economies of scale for the benefit of the Fund’s future shareholders. The Board reviewed the breakpoints in the proposed management fee schedule for the Fund, which would, during any period in which the Fund directly paid a management fee to HFMC, reduce fee rates as Fund assets grow over time. The Board also considered that the Fund would invest all of its assets in the Master Portfolio. The Board considered the potential conflicts that may arise if an additional feeder fund invests in the same Master Portfolio, including the competition for assets from investors. The Board noted that growth in the other feeder fund assets and corresponding improvement in the Master Portfolio’s economies of scale may reduce the fees and expenses of the Fund. The Board also considered the Single Management Fee Structure and reviewed the breakpoints in the proposed management fee schedule for the Master Portfolio, which would reduce certain expenses of the Fund as the Master Portfolio’s assets grow over time. The Board considered HFMC’s representation that the Fund could be expected to achieve some economies of scale as assets in the Fund grow. The Board recognized that a fund with assets beyond the highest breakpoint level would continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board also considered that expense limitations that reduce the Fund’s expenses at all asset levels can have the same effect as breakpoints in sharing economies of scale with shareholders and provide protection from an increase in expenses if Fund assets decline. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. The Board also considered that HFMC has been active in managing expenses for the Hartford Funds. In addition, the Board considered that initially setting competitive fee rates and pricing the Fund to scale at inception are other means of sharing potential economies of scale with shareholders.

The Board also considered how any benefits from economies of scale would be realized by the various parties. The Board reviewed relevant information included in the Adviser Materials regarding comparative breakpoint information for other funds in the Fund’s Broadridge Peer Group. Based on these considerations, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of the Fund’s future shareholders. The Board noted, however, that it would review future growth in the Fund’s assets and the appropriateness of the breakpoints as part of its future annual review of the Agreement.

Other Benefits

The Board considered other benefits to the Adviser and its affiliates from their relationships with the Fund.

The Board noted that HFMC would receive fees for fund accounting and related services from the Fund. The Board also considered that Hartford Administrative Services Company, the Fund’s transfer agent and an affiliate of HFMC, would receive transfer agency compensation from the Fund.

The Board also considered that Hartford Funds Distributors, LLC (“HFD”), an affiliate of HFMC, would serve as principal underwriter of the Fund. As principal underwriter, HFD would receive distribution and service fees from the Fund and would receive all or a portion of the sales charges on sales or redemptions of certain classes of shares.

The Board considered the benefits to the Fund’s future shareholders of being part of the Hartford Funds family of funds, including the right to exchange investments between the same class of funds without a sales charge (except for Class T Shares, which do not have exchange privileges), the ability to reinvest Fund dividends into other funds in the family with respect to certain classes, and the ability to combine holdings in certain shares classes of the Fund with holdings in certain share classes of the other funds to obtain a reduced sales charge for Class A Shares. The Board considered HFMC’s efforts to provide investors in the fund family with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in initiating new funds to expand these opportunities for shareholders.

* * * *

 

 

  22  

 


Hartford Global Impact Fund

Approval of Investment Management Agreement – (continued)

 

 

 

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of the Fund and its shareholders for the Board to approve the Agreement. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Directors met separately in executive session with independent legal counsel to review the relevant materials and consider their responsibilities under relevant laws and regulations.

 

 

  23  

 


Global Impact Master Portfolio

Schedule of Investments

April 30, 2017 (Unaudited)

 

 

 

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.0%  
      Australia - 2.1%  
  4,360    

Seek Ltd.

  $          55,539  
   

 

 

 
      Austria - 1.0%  
  1,225    

Zumtobel Group AG

    25,509  
   

 

 

 
      Bangladesh - 3.1%  
  20,285    

GrameenPhone Ltd.

    81,819  
   

 

 

 
      Botswana - 2.4%  
  291,055    

Letshego Holdings Ltd.

    63,540  
   

 

 

 
      Brazil - 5.4%  
  17,325    

Kroton Educacional S.A.

    81,602  
  12,305    

MRV Engenharia e Participacoes S.A.

    61,795  
   

 

 

 
      143,397  
   

 

 

 
      China - 4.1%  
  219,995    

CT Environmental Group Ltd.

    40,985  
  153,185    

Huaneng Renewables Corp. Ltd. Class H

    53,473  
  24,680    

Luye Pharma Group Ltd.

    14,906  
   

 

 

 
      109,364  
   

 

 

 
      Denmark - 1.8%  
  550    

Vestas Wind Systems A/S

    47,326  
   

 

 

 
      France - 2.4%  
  3,320    

Veolia Environnement S.A.

    63,181  
   

 

 

 
      Germany - 1.6%  
  1,180    

Innogy SE(1)

    43,381  
   

 

 

 
      Japan - 1.3%      
  375    

Eisai Co., Ltd.

    19,717  
  700    

Ono Pharmaceutical Co., Ltd.

    14,439  
   

 

 

 
      34,156  
   

 

 

 
      Kenya - 2.7%  
  376,115    

Safaricom Ltd.

    70,157  
   

 

 

 
      Luxembourg - 2.8%  
  1,345    

Millicom International Cellular S.A.

    73,696  
   

 

 

 
      South Africa - 2.3%  
  5,540    

Net 1 UEPS Technologies, Inc.*

    59,998  
   

 

 

 
      Spain - 0.9%  
  275    

Acciona S.A.

    22,688  
   

 

 

 
      Taiwan - 2.1%  
  7,920    

Tung Thih Electronic Co., Ltd.

    54,265  
   

 

 

 
      Thailand - 3.3%      
  176,335    

LPN Development PCL

    59,573  
  40,410    

Supalai PCL

    28,739  
   

 

 

 
      88,312  
   

 

 

 
      United Kingdom - 5.4%  
  3,060    

Genus plc

    67,971  
  995    

Hikma Pharmaceuticals plc

    24,966  
  11,335    

PureCircle Ltd.*

    48,447  
   

 

 

 
      141,384  
   

 

 

 
      United States - 54.3%  
  245    

Acuity Brands, Inc.

    43,145  
  795    

Aduro Biotech, Inc.*

    7,672  
  2,328    

Advanced Drainage Systems, Inc.

    53,660  
  175    

Agios Pharmaceuticals, Inc.*

    8,699  
  495    

Aimmune Therapeutics, Inc.*

    9,623  
  445    

Alder Biopharmaceuticals, Inc.*

    8,922  
  180    

Alkermes plc*

    10,485  

Shares or Principal Amount

 

Market Value

 
COMMON STOCKS - 99.0% - (continued)  
      United States - 54.3% - (continued)  
  50    

Alnylam Pharmaceuticals, Inc.*

  $ 2,680  
  220    

athenahealth, Inc.*

    21,562  
  1,945    

Avangrid, Inc.

    84,607  
  700    

Blackbaud, Inc.

    56,287  
  1,040    

Bright Horizons Family Solutions, Inc.*

    79,165  
  495    

Clean Harbors, Inc.*

    28,764  
  5,130    

Covanta Holding Corp.

    74,642  
  960    

First Solar, Inc.*

    28,368  
  315    

Five Prime Therapeutics, Inc.*

    10,981  
  270    

Global Blood Therapeutics, Inc.*

    7,817  
  145    

Illumina, Inc.*

    26,805  
  1,299    

Itron, Inc.*

    84,240  
  1,110    

Johnson Controls International plc

    46,143  
  1,820    

Laureate Education, Inc. Class A*

    25,134  
  625    

MyoKardia, Inc.*

    8,156  
  150    

Neurocrine Biosciences, Inc.*

    8,010  
  2,460    

Pattern Energy Group, Inc.

    54,169  
  680    

Proofpoint, Inc.*

    51,252  
  3,270    

Silver Spring Networks, Inc.*

    37,311  
  2,175    

Sprouts Farmers Market, Inc.*

    48,524  
  4,050    

Square, Inc. Class A*

    73,872  
  2,175    

Stratasys Ltd.*

    53,853  
  1,170    

Teladoc, Inc.*

    29,016  
  115    

Tesla, Inc.*

    36,118  
  185    

Thermo Fisher Scientific, Inc.

    30,586  
  2,245    

Trevena, Inc.*

    7,341  
  1,150    

Ubiquiti Networks, Inc.*

    59,248  
  645    

Watts Water Technologies, Inc. Class A

    40,119  
  1,750    

Xylem, Inc.

    89,967  
  1,535    

Zoetis, Inc.

    86,129  
   

 

 

 
      1,433,072  
   

 

 

 
 

Total Common Stocks
(cost $2,578,816)

  $ 2,610,784  
   

 

 

 
 

Total Long-Term Investments
(cost $2,578,816)

  $ 2,610,784  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.1%  
      Other Investment Pools & Funds - 1.1%  
  29,134    

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $ 29,134  
   

 

 

 
 

Total Short-Term Investments
(cost $29,134)

  $ 29,134  
   

 

 

 
 

Total Investments
(cost $2,607,950)^

    100.1    $ 2,639,918  
 

Other Assets and Liabilities

    (0.1 )%       (3,376
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     2,636,542  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  24  

 


Global Impact Master Portfolio

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

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

 

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

 

Unrealized Appreciation

   $ 111,256  

Unrealized Depreciation

     (79,288
  

 

 

 

Net Unrealized Appreciation

   $     31,968  
  

 

 

 

 

* 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, this holding is determined to be liquid. At April 30, 2017, the value of this security was $43,381, which represented 1.6% of total net assets.

 

Foreign Currency Contracts Outstanding at April 30, 2017  

Currency

   Buy/Sell      Delivery
Date
     Counterparty      Contract
Amount
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

EUR

     Buy        05/31/17        CBK      $ 117,414      $ 117,830      $ 416  

EUR

     Sell        05/31/17        DEUT        115,706      $ 117,830        (2,124

JPY

     Buy        05/31/17        DEUT            115,780            113,329        (2,451

JPY

     Sell        05/31/17        CBK        114,882        113,329            1,553  
                 

 

 

 

Total

                  $ (2,606
                 

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

CBK

   Citibank NA

DEUT

   Deutsche Bank Securities, Inc.
Currency Abbreviations:

EUR

   Euro

JPY

   Japanese Yen

 

The accompanying notes are an integral part of these financial statements.

 

 

  25  

 


Global Impact Master Portfolio

Schedule of Investments – (continued)

April 30, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2017 in valuing the Master Portfolio’s investments.

 

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

Assets

         

Common Stocks

         

Automobiles & Components

   $ 90,383     $ 36,118      $ 54,265     $     —  

Capital Goods

     345,869       273,034        72,835        

Commercial & Professional Services

     158,945       103,406        55,539        

Consumer Durables & Apparel

     61,795       61,795               

Consumer Services

     185,901       185,901               

Diversified Financials

     63,540       63,540               

Food & Staples Retailing

     48,524       48,524               

Food, Beverage & Tobacco

     48,447       48,447               

Health Care Equipment & Services

     50,578       50,578               

Pharmaceuticals, Biotechnology & Life Sciences

     375,905       301,877        74,028        

Real Estate

     88,312       36,553        51,759        

Semiconductors & Semiconductor Equipment

     28,368       28,368               

Software & Services

     278,720       278,720               

Technology Hardware & Equipment

     197,341       197,341               

Telecommunication Services

     225,672       151,976        73,696        

Utilities

     362,484       182,157        180,327        

Short-Term Investments

     29,134       29,134               

Foreign Currency Contracts(2)

     1,969              1,969        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     2,641,887     $     2,077,469      $     564,418     $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (4,575   $      $ (4,575   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (4,575   $      $ (4,575   $  
  

 

 

   

 

 

    

 

 

   

 

 

 
(1)  For the period ended April 30, 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 accompanying notes are an integral part of these financial statements.

 

 

  26  

 


Global Impact Master Portfolio

Statement of Assets and Liabilities

April 30, 2017 (Unaudited)

 

 

 

     Global Impact
Master Portfolio
 

Assets:

  

Investments in securities, at market value

   $ 2,639,918  

Unrealized appreciation on foreign currency contracts

     1,969  

Receivables:

  

Investment securities sold

     17,542  

Dividends and interest

     1,069  
  

 

 

 

Total assets

     2,660,498  
  

 

 

 

Liabilities:

  

Unrealized depreciation on foreign currency contracts

     4,575  

Bank overdraft - foreign cash

     13,726  

Payables:

  

Investment management fees

     1,472  

Board of Trustees’ fees

     1  

Foreign taxes

     758  

Accrued expenses

     3,424  
  

 

 

 

Total liabilities

     23,956  
  

 

 

 

Net assets

   $ 2,636,542  
  

 

 

 

Cost of investments

   $ 2,607,950  

Cost of bank overdraft - foreign cash

   $ 13,726  

 

The accompanying notes are an integral part of these financial statements.

 

 

  27  

 


Global Impact Master Portfolio

Statement of Operations

For the Period Ended April 30, 2017 (Unaudited)

 

 

 

     Global Impact
Master Portfolio(1)
 

Investment Income:

  

Dividends

   $ 12,478  

Interest

     130  

Less: Foreign tax withheld

     (1,162
  

 

 

 

Total investment income, net

     11,446  
  

 

 

 

Expenses:

  

Investment management fees

     2,880  

Custodian fees

     782  

Accounting services fees

     69  

Trustees expenses

     10  

Audit fees

     747  

Other expenses

     8,356  
  

 

 

 

Total expenses (before waivers)

     12,844  
  

 

 

 

Total expenses, net

     12,844  
  

 

 

 

Net Investment Income (Loss)

     (1,398
  

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:

  

Net realized gain (loss) on investments

     29,714  

Net realized gain (loss) on other foreign currency transactions

     (839
  

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

     28,875  
  

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:

  

Net unrealized appreciation (depreciation) of investments

     31,210  

Net unrealized appreciation (depreciation) of foreign currency contracts

     (2,606

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (213
  

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions

     28,391  
  

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     57,266  
  

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     55,868  
  

 

 

 

 

(1)  Commenced operations on February 28, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  28  

 


Global Impact Master Portfolio

Statement of Changes in Net Assets

 

 

 

     For the
Period Ended
April 30, 2017
(Unaudited)(1)
 

Operations:

  

Net investment income (loss)

   $ (1,398

Net realized gain (loss) on investments and foreign currency transactions

     28,875  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     28,391  
  

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     55,868  
  

 

 

 

Capital Transactions:

  

Contributions

     2,580,674  
  

 

 

 

Net increase from capital share transactions

     2,580,674  
  

 

 

 

Net Increase (Decrease) in Net Assets

     2,636,542  
  

 

 

 

Net Assets:

  

Beginning of period

      
  

 

 

 

End of period

   $     2,636,542  
  

 

 

 

 

(1)  Commenced operations on February 28, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  29  

 


Global Impact Master Portfolio

Financial Highlights

 

 

 

           — Ratios and Supplemental Data —        
     Total
Return(1)
    Net
Assets at
End of
Period
(000s)
     Ratio of
Expenses to
Average Net
Assets Before
Adjustments(2)
    Ratio of
Expenses to
Average Net
Assets After
Adjustments(2)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Global Impact Master Portfolio  

For the Period Ended April 30, 2017 (Unaudited)(3)

 

     2.16 %(4)    $     2,637        3.37 %(5)      3.37 %(5)      (0.37 )%(5)      11

 

(1)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(2)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(3)  Commenced operations on February 28, 2017.
(4)  Not annualized.
(5)  Annualized.

 

The accompanying notes are an integral part of these financial statements.

 

 

  30  

 


Global Impact Master Portfolio

Notes to Financial Statements

April 30, 2017 (Unaudited)

 

 

 

1. Organization:

Global Impact Master Portfolio (the “Master Portfolio”), a series of the Hartford Funds Master Fund (the “Trust”), was organized under the laws of the State of Delaware as a statutory trust on October 25, 2016. The offering of the Master Portfolio’s shares are registered under the Investment Company Act of 1940, as amended (the “1940 Act”). Beneficial interests in the Master Portfolio are not registered under the Securities Act of 1933, as amended (the “1933 Act”), because such interests are issued solely in private placement transactions that do not involve any “public offering” within the meaning of Section 4(2) of the 1933 Act. Investments in the Master Portfolio may only be made by “accredited investors” within the meaning of Regulation D under the 1933 Act.

The Master Portfolio is a diversified open-end management investment company and applies the specialized accounting and reporting requirements under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”. The Master Portfolio operates as a “Master Fund” in a master/feeder structure which enables the feeder funds to pool their assets with other investors in the Master Portfolio, if any.

As of April 30, 2017, the Master Portfolio has an affiliated fund, Hartford Global Impact Fund (the “Feeder Fund”), with a significant ownership percentage of the Master Portfolio’s net assets. In addition to the Feeder Fund, as of April 30, 2017, seed capital was invested in the Master Portfolio by Hartford Funds Management Company, LLC (“HFMC”). Investment activities of the Feeder Fund could have a material impact on the Master Portfolio. As of April 30, 2017, the Feeder Fund and HFMC owned approximately 96.1% and 3.9%, respectively, of the Master Portfolio.

The Master Portfolio commenced operations on February 28, 2017.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of the Master Portfolio used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The NAV of the Master Portfolio’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Master Portfolio after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of the Master Portfolio, portfolio securities and other assets held in the Master Portfolio’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, the Master Portfolio 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 Trustees of the Trust. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of the Master Portfolio’s portfolio holdings or assets.

In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchange 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 Trustees of the Trust 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 Master Portfolio. The value of the foreign securities or other instruments in which the Master Portfolio invests may change on days when a shareholder will not be able to purchase or redeem shares of the Master Portfolio. Fair value pricing is subjective in nature and the use of fair value pricing by the Master Portfolio 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.

 

 

  31  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

There can be no assurance that the Master Portfolio could obtain the fair value assigned to an investment if the Master Portfolio were to sell the investment at approximately the time at which the Master Portfolio determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange traded derivatives and centrally cleared swaps held by the Master Portfolio are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Trust’s Board of Trustees. 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, the Master Portfolio may use fair valuation in regard to fixed income positions when the Master Portfolio 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 options privately negotiated in the over-the-counter market (“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 the Master Portfolio’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 NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of the Master Portfolio.

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 as determined as of the NYSE Close on 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 Trust’s Board of Trustees.

U.S. GAAP defines fair value as the price that the Master Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of the Master Portfolio’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.

 

 

  32  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

    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 Trustees of the Trust generally reviews and approves the “Procedures for Valuation of Master 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 Trust’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 the Master Portfolio’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 Trustees of the Trust. 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 Trustees of the Trust 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 follow the Master Portfolio’s Schedule of Investments.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, the Master Portfolio will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis.

The Master Portfolio makes a daily allocation of its net investment income and realized and unrealized gains and losses from securities, futures and foreign currency transactions to its investors in proportion to their investment in the Master Portfolio.

 

  d) Taxes – The Master Portfolio may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Master Portfolio invests. The amount of foreign tax expense is included on the accompanying Statement of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

The Master Portfolio does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

 

 

  33  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – The Master Portfolio may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g) Master Portfolio Share Valuation – Orders for the Master Portfolio’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of the Master Portfolio’s shares is determined as of the close of business on each business day of the Exchange (See Note 2(a)). The NAV is determined by dividing the Master Portfolio’s net assets by the number of shares outstanding.

Orders for the purchase of the Master Portfolio’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Master Portfolio is not open for business, are priced at the next determined NAV.

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – The Master Portfolio is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine the Master Portfolio’s NAV. The Master Portfolio may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on the Master Portfolio’s NAV. The Master Portfolio may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Trust’s Board of Trustees. See the Master Portfolio’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2017.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why the Master Portfolio uses derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect the Master Portfolio’s financial position and results of operations. The location and fair value amounts of these instruments on the Statement of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statement of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statement of Operations.

 

  a) Foreign Currency Contracts – The Master Portfolio may enter into foreign currency contracts that obligate the Master Portfolio to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of the Master Portfolio’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by the Master Portfolio as an unrealized gain or loss. The Master Portfolio will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statement of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, the Master Portfolio may be required to post margin equal to its outstanding exposure thereunder.

 

 

  34  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

  b) Additional Derivative Instrument Information:

Global Impact Master Portfolio

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2017:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                   

Unrealized appreciation on foreign currency contracts

   $      $ 1,969     $      $      $      $      $ 1,969  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 1,969     $      $      $      $      $ 1,969  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                   

Unrealized depreciation on foreign currency contracts

   $      $ 4,575     $      $      $      $      $ 4,575  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     4,575     $     —      $     —      $     —      $     —      $     4,575  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (2,606   $      $      $      $      $ (2,606
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $ (2,606   $      $      $      $      $ (2,606
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2017, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased

   $     233,195  

Foreign Currency Contracts Sold

   $ 230,588  

 

  c) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and the Master Portfolio’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of the Master Portfolio, or liabilities or payment obligations of the clearing brokers to the Master Portfolio, against any liabilities or payment obligations of the Master Portfolio to the clearing brokers. The Master Portfolio is required to deposit financial collateral (including cash collateral) at the Master Portfolio’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Master Portfolio’s derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statement of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Master Portfolio as of April 30, 2017:

Global Impact Master Portfolio

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $     1,969      $     (4,575
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,969        (4,575
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 1,969      $ (4,575
  

 

 

    

 

 

 

 

 

  35  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Global Impact Master Portfolio

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Citibank NA

   $     1,969      $     —      $     —      $     —      $     1,969  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Deutsche Bank Securities, Inc.

   $     (4,575   $     —      $     —      $     —      $     (4,575
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

5. Principal Risks:

The Master Portfolio’s investments expose it to various types of risks associated with financial instruments and the markets. The Master Portfolio may be exposed to the risks described below. The Master Portfolio’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of the Master Portfolio’s exposure to market risk is the market value of the investments held as shown in the Master Portfolio’s schedule of investments.

Certain investments held by the Master Portfolio expose the Master Portfolio to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

 

 

  36  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. The Master Portfolio may be exposed to counterparty risk, or the risk that an institution or other entity with which the Master Portfolio has unsettled or open transactions will default.

A non-accredited investor may not directly purchase an interest in the Master Portfolio, but instead may purchase shares in one or more investment companies that invest all of their assets in the Master Portfolio (each, a “feeder fund”). Therefore, the Master Portfolio is also subject to risks related to the master-feeder structure. As shareholders of the Master Portfolio, feeder funds vote on matters pertaining to the Master Portfolio. Feeder funds with a greater pro rata ownership in the Master Portfolio could have effective voting control of the operations of the Master Portfolio. Also, a large-scale redemption by one feeder fund may increase the proportionate share of the costs of the Master Portfolio borne by the remaining feeder funds.

 

6. Federal Income Taxes:

The Master Portfolio is considered a partnership under the Internal Revenue Code, as amended. Therefore, no federal income tax provision is necessary.

Any income, realized and unrealized gain or loss is deemed to pass down to the feeder funds and other investors in the Master Portfolio, if any, daily.

 

7. Expenses:

 

  a) Investment Management Agreement – HFMC serves as the Master Portfolio’s investment manager. The Trust, on behalf of the Master Portfolio, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC is responsible for the management of the Master Portfolio and supervises the activities of the Master Portfolio’s sub-adviser. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of the Master Portfolio. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of the Master Portfolio in accordance with the Master Portfolio’s investment objective and policies. The Master Portfolio pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2017; the rates are accrued daily and paid monthly based on the Master Portfolio’s average daily net assets, at the following annual rates:

 

Management Fee Rates

0.7500% on first $500 million and;

0.7000% on next $500 million and;

0.6800% on next $1.5 billion and;

0.6750% on next $2.5 billion and;

0.6700% over $5 billion

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Trust, on behalf of the Master Portfolio, HFMC provides accounting services to the Master Portfolio and receives a tax services fee of $50,000 per year plus an accounting services fees calculated at the following annual rate based on its average daily net assets shown below.

 

Average Daily

   Net Assets Annual Fee  

First $3.5 billion

     0.018

Next $3.5 billion

     0.014

Over $7.0 billion

     0.010

 

 

  37  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

8. Commitments and Contingencies

In the normal course of business, the Master Portfolio enters into contracts that contain a variety of representations and warranties which provide general indemnifications. The Master Portfolio’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made again the Master Portfolio that have not yet occurred. However, based on experience and knowledge of management, the Master Portfolio expects the risk of loss to be remote.

 

9. Investment Transactions:

For the period ended April 30, 2017, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

     Cost of
Purchases
     Sales
Proceeds
 

Global Impact Master Portfolio

   $     2,804,774      $     255,672  

 

10. Line of Credit:

The Master Portfolio participates in a committed line of credit pursuant to a credit agreement. The Master Portfolio may borrow under the line of credit for temporary or emergency purposes. The Master Portfolio (together with certain other Hartford Funds) may borrow up to $375 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the period ended April 30, 2017, the Master Portfolio did not have borrowings under this facility.

 

11. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Master Portfolio because the Master Portfolio is not party to the suit.

 

 

  38  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2017 (Unaudited)

 

 

 

 

12. Indemnifications:

Under the Trust’s organizational documents, the Trust shall indemnify its officers and trustees to the full extent required or permitted under Deleware Law and federal securities laws. In addition, the Trust, on behalf of the Master Portfolio, may enter into contracts that contain a variety of indemnifications. The Trust’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Trust has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

13. Recent Accounting Pronouncement:

In August 2016, Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2016-15, “Statement of Cash Flows (Topic 230), a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-15”). The guidance is intended to reduce diversity in practice in how certain transactions are classified in the statement of cash flows. The issues addressed in ASU 2016-15 are: debt prepayment or debt extinguishment costs, settlement of zero-coupon debt instruments, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, distributions received from equity method investments, beneficial interests in securitization transactions, and, separately identifiable cash flows and application of the predominance principle. The guidance is effective for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Master Portfolio’s financial statements.

In November 2016, FASB issued Accounting Standards Update No. 2016-18, “Statement of Cash Flows (Topic 230), Restricted Cash, a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-18”). The guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. Therefore, amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The amendments in ASU 2016-18 do not provide a definition of restricted cash or restricted cash equivalents. The guidance is required to be presented for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Master Portfolio’s financial statements.

 

14. Subsequent Events:

Management has evaluated all subsequent transactions and events through the date on which this statement was issued and has determined that no additional items require adjustment to or disclosure in this financial statement.

 

 

  39  

 


Global Impact Master Portfolio

Approval of Investment Management and Investment Sub-Advisory Agreements

 

 

 

Hartford Funds Master Fund

Global Impact Master Portfolio

Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each mutual fund’s board of trustees, including a majority of those trustees who are not “interested persons” of the mutual fund, as defined in the 1940 Act (the “Independent Trustees”), initially approve, and annually review and consider the continuation of, the mutual fund’s investment advisory and sub-advisory agreements. At its meeting held on November 2-3, 2016, the Board of Trustees (the “Board”) of the Hartford Funds Master Fund, including each of the Independent Trustees, unanimously voted to approve for an initial two-year period an investment management agreement for Global Impact Master Portfolio (the “Master Portfolio”) with Hartford Funds Management Company, LLC (“HFMC”) and a separate investment sub-advisory agreement between HFMC and the Master Portfolio’s sub-adviser, Wellington Management Company LLP (the “Sub-adviser,” and together with HFMC, the “Advisers”) (collectively, the “Agreements”).

Prior to approving the Agreements, the Board requested, received and reviewed written responses from the Advisers to questions posed to them on behalf of the Independent Trustees and supporting materials relating to those questions and responses (the “Adviser Materials”). In addition, the Board received presentations from representatives of the Advisers regarding the Master Portfolio and its investment strategy. In evaluating the Agreements, the Board noted that the Master Portfolio would be a “master fund” in a “master-feeder” structure, whereby each feeder fund would have the same investment objective and policies as the Master Portfolio and would invest all of its assets in the Master Portfolio. The information provided and presentations made to the Board encompassed the Master Portfolio and included a discussion regarding feeder funds (“Feeder Funds”), including the Hartford Global Impact Fund, a series of The Hartford Mutual Funds, Inc. (the “Mutual Fund Feeder”). The Board also noted that HFMC would serve as investment adviser to the Master Portfolio and each Feeder Fund but would receive a management fee only from the Master Portfolio, provided that the Feeder Funds continue to be solely invested in the Master Portfolio.

In determining whether to approve the Agreements for the Master Portfolio, the members of the Board reviewed and evaluated information and factors they believed to be relevant in light of the information that the Board deemed necessary and appropriate through the exercise of its reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the Agreements was based on a comprehensive consideration of all information provided to the Board with respect to the approval of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements and, throughout the evaluation process, the Board was assisted by counsel for the Master Portfolio. The Independent Trustees were also separately assisted by independent legal counsel. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.

Nature, Extent and Quality of Services to be Provided by the Advisers

The Board requested and considered information concerning the nature, extent and quality of the services to be provided to the Master Portfolio by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services to be provided by the Advisers. The Board considered the Advisers’ organizational structure, systems and personnel. The Board also considered each Adviser’s reputation and overall financial strength and the Board’s past experience with the Advisers with respect to the services they provide to other Hartford Funds.

With respect to HFMC, the Board noted that, under the Agreements, HFMC would be responsible for the management of the Master Portfolio, including oversight of fund operations and service providers. The Board also noted that HFMC would provide administrative services to the Master Portfolio as well as investment advisory services in connection with selecting, monitoring and supervising the Master Portfolio’s sub-adviser, and that HFMC had recommended to the Board that the Sub-adviser be appointed as the sub-adviser to the Master Portfolio. The Board considered the proposed services to be provided by HFMC and, in its consideration of these services, the Board noted HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford Funds, semi-annual meetings with the leaders of each of the Hartford Fund’s portfolio management team, and oversight of the portfolio managers to the Hartford Funds. The Board considered that HFMC would oversee the Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser and approach to risk management with respect to the Master Portfolio and the service providers to the Master Portfolio. The Board also considered that HFMC would oversee compliance with the Master Portfolio’s objective and policies as well as with applicable laws and regulations. Moreover, the Board considered that HFMC would oversee potential conflicts of interest between the Master Portfolio’s investments and those of other funds or accounts managed by the Master Portfolio’s portfolio management personnel. In addition, the Board considered that HFMC or its affiliates would be responsible for providing the Master Portfolio’s officers.

With respect to the Sub-adviser, which would be responsible for the daily investment of the assets of the Master Portfolio, subject to oversight by HFMC, among the other services set forth in the sub-advisory agreement, the Board considered the Sub-adviser’s investment philosophy

 

 

  40  

 


Global Impact Master Portfolio

Approval of Investment Management and Investment Sub-Advisory Agreements – (continued)

 

 

 

and process, investment research capabilities and resources, performance record, trade execution capabilities and experience, including with respect to environmental-, social-, and governance-related investments.

The Board also considered information previously provided by the Advisers regarding their compliance policies and procedures and compliance history, and received a representation from HFMC that the written compliance policies and procedures of HFMC and the Sub-adviser are reasonably designed to prevent violations of the federal securities laws. In addition, the Board considered HFMC’s representation that it did not anticipate making any material changes to HFMC’s and the Hartford Funds’ compliance program as a result of the addition of the Master Portfolio and the Hartford Funds Master Fund, other than certain changes designed to address the master-feeder structure.

In considering this information, the Board evaluated not only the information presented to the Board in connection with its consideration of the Agreements, but also the Board members’ experience through past interactions with HFMC and the Sub-adviser in connection with the Board members’ service on the boards of other registrants in the Hartford Funds fund complex. Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services to be provided to the Master Portfolio by HFMC and the Sub-adviser.

Performance of the Sub-adviser

The Board considered the investment performance of the Sub-adviser and its portfolio management team, including, for purposes of considering the investment skill and experience of the Master Portfolio’s portfolio managers, composite performance data showing the portfolio management team’s capabilities in managing the Sub-adviser’s Global Impact strategy, noting that the Sub-adviser did not currently manage a registered investment company that uses an investment strategy substantially similar to that proposed for the Master Portfolio but does manage other accounts that have a substantially similar principal investment strategy. The Board also considered information comparing the composite performance data to the Master Portfolio’s proposed benchmark and an appropriate group of peer funds. HFMC also provided additional information about the broad range of the portfolio management team’s investment experience and their investment philosophy and process. The Board also considered that the Master Portfolio’s strategy to pursue investments that involve socially-impactful and environmentally-responsible investment criteria may influence the Master Portfolio’s performance relative to its benchmark or peers. The Board noted that the Sub-adviser would develop, monitor and report on key performance indicators to measure the social impact of each portfolio company.

Based on these considerations, the Board concluded that it was satisfied that HFMC and the Sub-adviser have the capability of providing satisfactory investment performance for the Master Portfolio.

Costs of the Services and Profitability of the Advisers

In considering the proposed advisory and sub-advisory fee schedules for the Master Portfolio, the Board reviewed information regarding HFMC’s estimated costs to provide investment management and related services to the Master Portfolio and the estimated profitability to HFMC and its affiliates from all services to be provided to the Master Portfolio and all aspects of their relationships with the Master Portfolio. In connection with these considerations, the Board took account of the fact that the Feeder Funds would not directly pay a management fee with respect to any period in which the only investment security held by the Feeder Funds is that of the Master Portfolio, and that, as a result, as long as the Feeder Funds continue to invest solely in the Master Portfolio under a master-feeder structure, investors in the Feeder Funds would incur a single fee for management services provided by HFMC to the Feeder Funds and the Master Portfolio. In evaluating HFMC’s estimated profitability, the Board considered HFMC’s representation that the level of estimated profitability was fair and reasonable based on the nature and quality of the services to be provided to shareholders. The Board also noted that the actual profitability of the Master Portfolio to HFMC would depend on the growth of assets under management. The Board also requested and received information relating to the operations and profitability of the Sub-adviser.

Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with the Master Portfolio would not be excessive.

Comparison of Fees and Services to be Provided by the Advisers

As to the costs of the services to be provided by HFMC, the Board considered a comparison of the Mutual Fund Feeder’s proposed advisory fee and estimated overall expenses relative to a peer group of funds (the “Peer Group”) derived from information provided by Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, in conjunction with input from an independent financial services consultant engaged by the Board, noting that the number of peer funds directly comparable to the Master Portfolio was limited. The Board considered the inherent limitations of such comparisons in light of uncertainty as to how the fees of such similar mutual funds are set and potentially material differences by and among the Master Portfolio, the Mutual Fund Feeder and the Peer Group. Given that the Peer Group consisted of funds directly investing in individual securities (consistent with the approach taken by the Master Portfolio), the Board considered it

 

 

  41  

 


Global Impact Master Portfolio

Approval of Investment Management and Investment Sub-Advisory Agreements – (continued)

 

 

 

appropriate to use the Peer Group as a point of comparison for the Master Portfolio. The Board also considered the proposed sub-advisory fees to be paid by HFMC to the Sub-adviser with respect to the Master Portfolio. In this regard, the Board requested and reviewed information from HFMC and the Sub-adviser relating to the proposed management and sub-advisory fees and total operating expenses for the Master Portfolio. With respect to the Master Portfolio’s sub-advisory fee schedule, the Board considered representations from HFMC and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length. The Board also considered that the Master Portfolio would not be subject to an expense limitation or reimbursement arrangement.

In considering the reasonableness of the Master Portfolio’s management and sub-advisory fees and total expense ratio, the Board considered that, according to the information provided by Broadridge, the Master Portfolio’s proposed weighted management fees and total expense ratio were below the Peer Group average and median for all asset levels. The Board further considered that the Master Portfolio’s proposed weighted management fees fell within the 1st or 2nd quintile for all asset levels. The Board also considered that the Master Portfolio’s estimated total expenses were below the Peer Group average and median.

Based on these considerations, the Board concluded that the Master Portfolio’s proposed fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters discussed, were reasonable in light of the services to be provided.

Economies of Scale

The Board considered information regarding the extent to which economies of scale may be realized as the Master Portfolio grows and whether the Master Portfolio’s corresponding fee levels reflect these economies of scale for the benefit of the Master Portfolio’s future shareholders. The Board considered that, because of the master-feeder structure, the extent to which economies of scale may be realized by the Master Portfolio is dependent on the growth of the Feeder Funds’ assets. The Board reviewed the breakpoints in the proposed management fee schedule for the Master Portfolio, which would reduce fee rates as Master Portfolio assets grow over time. The Board considered HFMC’s representation that the Master Portfolio could be expected to achieve some economies of scale as assets in the Master Portfolio grow. The Board recognized that a fund with assets beyond the highest breakpoint level would continue to benefit from economies of scale because additional assets are charged the lowest breakpoint fee resulting in lower overall effective management fee rates. The Board recognized that a fee schedule that reaches a lower breakpoint quickly provides shareholders with the benefit of anticipated or potential economies of scale. In addition, the Board considered that initially setting competitive fee rates and pricing the Master Portfolio to scale at inception are other means of sharing potential economies of scale with shareholders, including the Feeder Funds and their shareholders. The Board also considered that HFMC has been active in managing expenses for the Hartford Funds.

The Board also considered how any benefits from economies of scale would be realized by the various parties. The Board reviewed relevant information included in the Adviser Materials regarding comparative breakpoint information for other funds in the Peer Group. Based on these considerations, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of the Master Portfolio’s future shareholders. The Board noted, however, that it would review future growth in the Master Portfolio’s assets and the appropriateness of the breakpoints as part of its future annual review of the Agreements.

Other Benefits

The Board considered other benefits to the Advisers and their affiliates from their relationships with the Master Portfolio.

The Board noted that HFMC would receive fees for fund accounting and related services from the Master Portfolio. The Board also considered that Hartford Administrative Services Company, the Master Portfolio’s transfer agent and an affiliate of HFMC, would receive transfer agency compensation from the Master Portfolio. The Board considered HFMC’s efforts to provide investors in the Hartford Funds family of funds with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring new funds to expand these opportunities for shareholders.

* * * *

Based upon its review of these various factors, among others, the Board concluded that it is in the best interests of the Master Portfolio and its shareholders for the Board to approve the Agreements. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves. In connection with their deliberations, the Independent Trustees met separately in executive session with independent legal counsel to review the relevant materials and consider their responsibilities under relevant laws and regulations.

 

 

  42  

 


Additional Information regarding the Hartford Global Impact Fund and Global Impact Master Portfolio

 

 

 

HOW TO OBTAIN A COPY OF THE FUND’S AND MASTER PORTFOLIO’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that the Fund and the Master Portfolio use to determine how to vote proxies relating to portfolio securities and information about how the Fund and the Master Portfolio voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

The Fund and the Master Portfolio file a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The Fund’s and the Master Portfolio’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  43  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

Customer Privacy Notice

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and

protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your proper written authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

 


Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates, to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Archway 60 R, LLC; Business Management Group, Inc.; DMS R, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC (Delaware); FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford HLS Series Fund II, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life Private Placement, LLC; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Series Fund, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; HDC R, LLC .; Heritage Holdings, Inc.; HIMCO Distribution Services Company; HIMCO Variable Insurance Trust; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex Class B, LLC; ; Lanidex R, LLC (Delaware); Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2017


 

 

This report is submitted for the general information of the shareholders of the Hartford Global Impact Fund (the “Fund”). It is not authorized for distribution to persons who are not shareholders of the Fund unless preceded or accompanied by a current prospectus. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of the Fund. This and other important information is contained in the Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Fund is distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Fund’s investment manager.

MFSAR-GI17 6/17    201785    Printed in U.S.A.

 

LOGO


Item 2. Code of Ethics.

Not applicable to this semi-annual filing.

Item 3. Audit Committee Financial Expert.

Not applicable to this semi-annual filing.

Item 4. Principal Accountant Fees and Services.

Not applicable to this semi-annual filing.

Item 5. Audit Committee of Listed Registrants.

Not applicable

Item 6. Investments.

 

  (a) The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form.
  (b) Not applicable.

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

Not applicable.

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

Not applicable.

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

Not applicable.

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

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since registrant last provided disclosure in response to this requirement.


Item 11. Controls and Procedures.

 

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

 

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

Item 12. Exhibits.

 

  (a)(1)    Not applicable
  (a)(2)    Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.
  (a)(3)    Not applicable
  (b)    Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

  THE HARTFORD MUTUAL FUNDS, INC.
Date: July 10, 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: July 10, 2017   By:   /s/ James E. Davey
    James E. Davey, President and
    Chief Executive Officer
Date: July 10, 2017   By:   /s/ Michael Flook
    Michael Flook, Vice President,
    Treasurer and Controller