N-Q 1 d437499dnq.htm THE HARTFORD MUTUAL FUNDS INC. The Hartford Mutual Funds Inc.

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-07589

THE HARTFORD MUTUAL FUNDS, INC.

(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, PA 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas R. Phillips, Esq.

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, PA 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: July 31, 2017

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

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


Item 1. Schedule of Investments.


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount

 

Market Value

Common Stocks - 64.0%    
      

Banks - 7.2%

   
                 485,340       

Bank of America Corp.

  $             11,706,401
    193,380       

Citigroup, Inc.

    13,236,861
    176,980       

JP Morgan Chase & Co.

    16,246,764
    75,160       

PNC Financial Services Group, Inc.

    9,680,608
    275,210       

Wells Fargo & Co.

    14,844,827
          

 

           65,715,461
          

 

      

Capital Goods - 4.8%

    40,790       

3M Co.

    8,205,724
    46,060       

Caterpillar, Inc.

    5,248,537
    108,831       

Eaton Corp. plc

    8,516,026
    111,850       

Fortune Brands Home & Security, Inc.

    7,345,190
    77,680       

Ingersoll-Rand plc

    6,826,518
    67,870       

United Technologies Corp.

    8,047,346
          

 

           44,189,341
          

 

      

Commercial & Professional Services - 0.7%

    147,420       

Nielsen Holdings plc

    6,340,534
          

 

      

Consumer Durables & Apparel - 1.4%

    109,140       

NIKE, Inc. Class B

    6,444,717
    242,320       

PulteGroup, Inc.

    5,917,455
          

 

           12,362,172
          

 

      

Consumer Services - 1.5%

    117,703       

Hilton Worldwide Holdings, Inc.

    7,359,969
    110,220       

Norwegian Cruise Line Holdings Ltd.*

    6,069,815
          

 

           13,429,784
          

 

      

Diversified Financials - 2.2%

    13,070       

BlackRock, Inc.

    5,574,747
    231,900       

Invesco Ltd.

    8,063,163
    131,530       

Thomson Reuters Corp.

    6,035,912
          

 

           19,673,822
          

 

      

Energy - 4.0%

    60,280       

Anadarko Petroleum Corp.

    2,752,988
    95,560       

Chevron Corp.

    10,434,196
    61,950       

EOG Resources, Inc.

    5,893,923
    65,970       

Exxon Mobil Corp.

    5,280,239
    124,600       

Halliburton Co.

    5,288,024
    208,040       

Marathon Oil Corp.

    2,544,329
    139,100       

Suncor Energy, Inc.

    4,537,442
          

 

           36,731,141
          

 

      

Food, Beverage & Tobacco - 3.2%

    149,372       

British American Tobacco plc

    9,291,795
    67,680       

Kraft Heinz Co.

    5,919,293
    129,347       

Mondelez International, Inc. Class A

    5,693,855
    73,450       

Philip Morris International, Inc.

    8,572,350
          

 

           29,477,293
          

 

      

Health Care Equipment & Services - 2.4%

    111,432       

Medtronic plc

    9,356,945
    64,610       

UnitedHealth Group, Inc.

    12,392,844
          

 

           21,749,789
          

 

      

Household & Personal Products - 0.7%

    114,360       

Unilever N.V.

    6,652,321
          

 

      

Insurance - 2.6%

    143,780       

American International Group, Inc.

    9,410,401
    129,210       

Marsh & McLennan Cos., Inc.

    10,074,504
    84,463       

Unum Group

    4,234,130
          

 

           23,719,035
          

 


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Materials - 1.9%

                             158,710       

Dow Chemical Co.

  $             10,195,530
    133,660       

International Paper Co.

    7,348,627
          

 

           17,544,157
          

 

      

Media - 1.9%

    217,820       

Comcast Corp. Class A

    8,810,819
    239,160       

Viacom, Inc. Class B

    8,351,467
          

 

           17,162,286
          

 

      

Pharmaceuticals, Biotechnology & Life Sciences - 7.4%

    50,610       

Allergan plc

    12,770,421
    51,260       

Amgen, Inc.

    8,945,382
    191,110       

AstraZeneca plc ADR

    5,767,700
    181,710       

Bristol-Myers Squibb Co.

    10,339,299
    62,870       

Eisai Co., Ltd.

    3,369,299
    164,750       

Merck & Co., Inc.

    10,524,230
    28,394       

Roche Holding AG

    7,188,489
    56,958       

UCB S.A.

    4,147,791
    30,990       

Vertex Pharmaceuticals, Inc.*

    4,704,902
          

 

           67,757,513
          

 

      

Real Estate - 0.8%

    255,123       

Park Hotels & Resorts, Inc. REIT

    6,870,462
          

 

      

Retailing - 2.3%

    2,006,600       

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

    40,132
    69,430       

Home Depot, Inc.

    10,386,728
    209,070       

Liberty Interactive Corp. QVC Group Class A*

    5,005,136
    2,280       

Priceline Group, Inc.*

    4,624,980
    13,296       

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

    588,613
          

 

           20,645,589
          

 

      

Semiconductors & Semiconductor Equipment - 3.8%

    84,240       

Analog Devices, Inc.

    6,655,803
    323,720       

Intel Corp.

    11,482,349
    107,310       

Maxim Integrated Products, Inc.

    4,876,166
    210,580       

QUALCOMM, Inc.

    11,200,750
          

 

           34,215,068
          

 

      

Software & Services - 8.0%

    23,807       

Alphabet, Inc. Class C*

    22,152,413
    108,750       

Cognizant Technology Solutions Corp. Class A

    7,538,550
    296,360       

eBay, Inc.*

    10,588,943
    67,250       

Facebook, Inc. Class A*

    11,382,063
    288,930       

Microsoft Corp.

    21,005,211
          

 

           72,667,180
          

 

      

Technology Hardware & Equipment - 4.7%

    165,470       

Apple, Inc.

    24,610,353
    411,100       

Cisco Systems, Inc.

    12,929,095
    130,800       

NetApp, Inc.

    5,679,336
          

 

           43,218,784
          

 

      

Transportation - 0.9%

    78,340       

Union Pacific Corp.

    8,065,886
          

 

      

Utilities - 1.6%

    99,360       

NextEra Energy, Inc.

    14,515,503
          

 

      

Total Common Stocks
(cost $441,091,804)

  $     582,703,121
          

 

 

Asset & Commercial Mortgage Backed Securities - 3.7%

   
      

Asset-Backed - Automobile - 0.9%

      

AmeriCredit Automobile Receivables Trust

          $       165,000       

1.51%, 05/18/2020

  $     164,906
    205,000       

1.65%, 09/18/2020

    204,992
    56,968       

2.72%, 09/09/2019

    57,073
      

ARI Fleet Lease Trust

   
    125,000       

1.91%, 04/15/2026(3)

    124,921


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Chesapeake Funding LLC

   
          $               628,802       

2.23%, 06/15/2028(3)(4)

  $     631,144
      

Chesapeake Funding LLC

   
    370,000       

1.68%, 05/15/2029(3)(4)

    370,065
      

Chrysler Capital Auto Receivables Trust

   
    558,738       

1.76%, 12/16/2019(3)

    558,823
    140,470       

1.78%, 06/17/2019(3)

    140,504
    159,830       

1.83%, 03/15/2019(3)

    159,867
      

Enterprise Fleet Financing LLC

   
    325,000       

1.97%, 01/20/2023(3)

    324,809
      

Exeter Automobile Receivables Trust

   
    11,300       

1.54%, 11/15/2019(3)

    11,297
      

First Investors Auto Owner Trust

   
    147,549       

1.67%, 11/16/2020(3)

    147,563
    121,285       

1.69%, 04/15/2021(3)

    121,202
    180,000       

1.86%, 10/15/2021(3)

    180,057
    294,000       

2.26%, 01/15/2020(3)

    294,437
    115,000       

2.39%, 11/16/2020(3)

    115,443
      

Hyundai Auto Receivables Trust

   
    100,000       

2.48%, 03/15/2019

    100,339
      

Mercedes-Benz Master Owner Trust

   
    515,000       

1.53%, 05/16/2021(3)(4)

    515,150
      

Prestige Auto Receivables Trust

   
    120,000       

1.91%, 04/15/2020(3)

    120,077
      

Santander Drive Auto Receivables Trust

   
    108,826       

1.97%, 11/15/2019

    108,879
    206,470       

2.25%, 06/17/2019

    206,734
    53,432       

2.33%, 11/15/2019

    53,579
    250,166       

2.36%, 04/15/2020

    250,632
    140,000       

2.57%, 03/15/2019

    140,272
      

Securitized Term Auto Receivables Trust

   
    540,000       

1.52%, 03/25/2020(3)

    538,037
    415,000       

1.89%, 08/25/2020(3)

    414,942
      

United Auto Credit Securitization Trust

   
    650,189       

1.89%, 05/10/2019(3)

    650,022
    580,000       

2.40%, 11/12/2019(3)

    579,547
      

Westlake Automobile Receivables Trust

   
    106,663       

1.57%, 06/17/2019(3)

    106,660
    310,000       

1.78%, 04/15/2020(3)

    309,897
    45,269       

1.83%, 01/15/2021(3)

    45,271
      

Wheels SPV LLC

   
    280,000       

1.88%, 04/20/2026(3)

    279,997
          

 

                   8,027,138
          

 

      

Asset-Backed - Credit Card - 0.3%

   
      

CARDS Trust

   
    800,000       

1.93%, 07/15/2021(3)(4)

    803,365
      

Evergreen Credit Card Trust

   
    950,000       

1.95%, 04/15/2020(3)(4)

    953,727
      

Trillium Credit Card Trust

   
    1,285,000       

1.95%, 05/26/2021(3)(4)

    1,289,770
          

 

           3,046,862
          

 

      

Asset-Backed - Finance & Insurance - 1.6%

   
      

Ally Master Owner Trust

   
    900,000       

1.54%, 09/15/2019

    900,002
    975,000       

1.60%, 10/15/2019

    975,193
      

Atlas Senior Loan Fund Ltd.

   
    1,345,000       

2.61%, 01/16/2030(3)(4)

    1,345,000
      

Bayview Opportunity Master Fund Trust

   
    304,276       

3.50%, 01/28/2055(3)(4)

    312,964
    408,242       

3.50%, 06/28/2057(3)(4)

    420,788
    275,560       

4.00%, 11/28/2053(3)(4)

    287,003
    337,033       

4.00%, 10/28/2064(3)(4)

    351,309
      

BlueMountain CLO Ltd.

   
    650,000       

2.90%, 10/15/2026(3)(4)

    649,345


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

CIFC Funding Ltd.

   
          $               640,000       

2.90%, 04/18/2025(3)(4)

  $     639,355
      

CNH Equipment Trust

   
    355,000       

1.75%, 04/15/2021

    355,185
      

Ford Credit Floorplan Master Owner Trust

   
    990,000       

1.75%, 07/15/2021

    984,036
    100,000       

2.09%, 03/15/2022(3)

    100,501
      

GreatAmerica Leasing Receivables Funding LLC

   
    330,000       

2.36%, 01/20/2023(3)

    330,663
      

Madison Park Funding Ltd.

   
    1,300,000       

2.43%, 07/20/2026(3)(4)

    1,303,303
      

MMAF Equipment Finance LLC

   
    253,365       

1.39%, 12/17/2018(3)

    253,343
    220,000       

1.73%, 05/18/2020(3)

    220,170
    295,000       

2.21%, 12/15/2032(3)

    294,017
      

Nationstar HECM Loan Trust

   
    204,003       

1.97%, 05/25/2027(3)

    203,853
      

Oaktree EIF Ltd.

   
    1,295,000       

2.33%, 11/15/2025(3)(4)

    1,294,347
      

Octagon Loan Funding Ltd.

   
    885,000       

2.32%, 11/18/2026(3)(4)

    884,553
      

OneMain Financial Issuance Trust

   
    120,000       

3.66%, 02/20/2029(3)

    122,761
    240,000       

4.10%, 03/20/2028(3)

    244,866
      

SBA Tower Trust

   
    310,000       

2.90%, 10/15/2044(3)(5)

    311,763
      

Springleaf Funding Trust

   
    385,000       

3.16%, 11/15/2024(3)

    388,252
    170,000       

3.48%, 05/15/2028(3)

    173,182
      

SPS Servicer Advance Receivables Trust

   
    600,000       

2.53%, 11/16/2048(3)

    595,102
      

Towd Point Mortgage Trust

   
    474,424       

2.75%, 10/25/2056(3)(4)

    474,939
    172,163       

2.75%, 04/25/2057(3)(4)

    173,822
      

Volvo Financial Equipment LLC

   
    190,000       

1.92%, 03/15/2021(3)

    190,288
          

 

                   14,779,905
          

 

      

Commercial Mortgage - Backed Securities - 0.7%

   
      

Citigroup Commercial Mortgage Trust

   
    400,000       

3.46%, 12/10/2049

    413,200
    95,000       

3.82%, 11/10/2048

    99,810
      

Commercial Mortgage Trust

   
    525,000       

3.18%, 02/10/2048

    534,233
      

CSAIL Commercial Mortgage Trust

   
    950,000       

3.50%, 06/15/2057

    980,577
    1,000,000       

3.51%, 04/15/2050

    1,035,714
      

CSMC Trust

   
    785,000       

2.76%, 04/05/2033(3)

    795,948
      

JP Morgan Chase Commercial Mortgage Securities Trust

   
    210,000       

3.91%, 01/15/2049

    224,816
      

LB-UBS Commercial Mortgage Trust

   
    135,873       

6.12%, 04/15/2041(4)

    138,057
      

Morgan Stanley Bank of America Merrill Lynch Trust

   
    900,000       

3.31%, 04/15/2048

    921,215
      

SFAVE Commercial Mortgage Securities Trust

   
    540,000       

4.14%, 01/05/2043(3)(4)

    552,877
      

SG Commercial Mortgage Securities Trust

   
    530,000       

3.06%, 10/10/2048

    523,700
          

 

           6,220,147
          

 

      

Whole Loan Collateral CMO - 0.2%

   
      

Deephaven Residential Mortgage Trust

   
    364,668       

2.45%, 06/25/2047(3)(4)

    363,790
    156,519       

2.73%, 12/26/2046(3)(4)

    156,622
      

Mill City Mortgage Loan Trust

   
    149,284       

2.50%, 04/25/2057(3)(4)

    149,811


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

New Residential Mortgage Loan Trust

   
          $               515,634       

4.00%, 04/25/2057(3)(4)

  $     537,549
      

Towd Point Mortgage Trust

   
    341,362       

2.25%, 04/25/2056(3)(4)

    340,658
      

Wells Fargo Commercial Mortgage Trust

   
    90,000       

3.84%, 09/15/2058

    95,329
          

 

           1,643,759
          

 

      

Total Asset & Commercial Mortgage Backed Securities
(cost $33,789,534)

  $             33,717,811
          

 

 

Corporate Bonds - 17.4%

   
      

Advertising - 0.0%

   
      

Omnicom Group, Inc.

   
    310,000       

3.60%, 04/15/2026

  $     314,532
          

 

      

Aerospace/Defense - 0.2%

   
      

BAE Systems Holdings, Inc.

   
    600,000       

3.85%, 12/15/2025(3)

    626,903
      

Lockheed Martin Corp.

   
    115,000       

2.50%, 11/23/2020

    117,024
    400,000       

4.07%, 12/15/2042

    412,319
    140,000       

4.50%, 05/15/2036

    153,607
    135,000       

4.85%, 09/15/2041

    151,910
      

United Technologies Corp.

   
    65,000       

3.10%, 06/01/2022

    67,498
          

 

           1,529,261
          

 

      

Agriculture - 0.4%

   
      

Altria Group, Inc.

   
    140,000       

4.50%, 05/02/2043

    147,758
    420,000       

4.75%, 05/05/2021

    459,120
      

BAT International Finance plc

   
    160,000       

2.75%, 06/15/2020(3)

    162,724
    565,000       

3.25%, 06/07/2022(3)

    579,535
    65,000       

3.50%, 06/15/2022(3)

    67,417
      

Cargill, Inc.

   
    375,000       

4.76%, 11/23/2045(3)

    431,191
      

Imperial Brands Finance plc

   
    1,250,000       

3.75%, 07/21/2022(3)

    1,310,975
      

Philip Morris International, Inc.

   
    300,000       

2.63%, 03/06/2023

    300,851
    80,000       

4.88%, 11/15/2043

    90,434
          

 

           3,550,005
          

 

      

Airlines - 0.1%

   
      

Continental Airlines, Inc.

   
    556,166       

5.98%, 10/19/2023

    609,002
      

Southwest Airlines Co.

   
    445,737       

6.15%, 02/01/2024

    490,310
          

 

           1,099,312
          

 

      

Auto Manufacturers - 0.6%

   
      

Daimler Finance North America LLC

   
    600,000       

2.20%, 05/05/2020(3)

    601,845
      

Ford Motor Co.

   
    205,000       

4.35%, 12/08/2026

    211,998
      

Ford Motor Credit Co. LLC

   
    1,675,000       

3.10%, 05/04/2023

    1,661,700
      

General Motors Financial Co., Inc.

   
    1,375,000       

3.70%, 05/09/2023

    1,403,473
    470,000       

3.95%, 04/13/2024

    478,027
      

Nissan Motor Acceptance Corp.

   
    700,000       

1.80%, 03/15/2018(3)

    700,573
          

 

           5,057,616
          

 

      

Beverages - 0.2%

   
      

Anheuser-Busch InBev Finance, Inc.

   
    370,000       

3.65%, 02/01/2026

    382,698


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $           105,000       

4.70%, 02/01/2036

  $               116,083
    270,000       

4.90%, 02/01/2046

    303,229
      

Anheuser-Busch InBev Worldwide, Inc.

   
    115,000       

3.75%, 07/15/2042

    110,745
      

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

   
    222,000       

2.38%, 11/26/2018

    223,644
    250,000       

3.88%, 11/26/2023

    264,955
      

Constellation Brands, Inc.

   
    85,000       

2.70%, 05/09/2022

    85,511
      

Heineken N.V.

   
    140,000       

2.75%, 04/01/2023(3)

    141,384
    10,000       

4.00%, 10/01/2042(3)

    9,826
      

Molson Coors Brewing Co.

   
    180,000       

3.50%, 05/01/2022

    187,449
    40,000       

5.00%, 05/01/2042

    44,156
          

 

          

 

1,869,680

          

 

      

Biotechnology - 0.3%

   
      

Amgen, Inc.

   
    1,425,000       

2.65%, 05/11/2022

   

1,441,226

    80,000       

4.56%, 06/15/2048

   

85,488

      

Biogen, Inc.

   
    320,000       

2.90%, 09/15/2020

   

328,423

      

Celgene Corp.

   
    55,000       

2.25%, 05/15/2019

   

55,451

    180,000       

3.55%, 08/15/2022

   

188,775

    375,000       

3.63%, 05/15/2024

   

391,906

      

Gilead Sciences, Inc.

   
    120,000       

2.55%, 09/01/2020

   

122,465

    195,000       

3.70%, 04/01/2024

   

206,104

          

 

          

 

2,819,838

          

 

      

Chemicals - 0.2%

   
      

Agrium, Inc.

   
    800,000       

3.15%, 10/01/2022

   

818,935

      

CNAC HK Synbridge Co., Ltd.

   
    370,000       

5.00%, 05/05/2020

   

373,700

      

LYB International Finance B.V.

   
    425,000       

3.50%, 03/02/2027

   

425,669

          

 

          

 

1,618,304

          

 

      

Commercial Banks - 4.7%

   
      

American Express Centurion Bank

   
    1,200,000       

6.00%, 09/13/2017

   

1,205,830

      

Bank of America Corp.

   
    740,000       

2.63%, 10/19/2020

   

750,700

    450,000       

3.59%, 07/21/2028(4)

   

451,154

    1,175,000       

4.00%, 04/01/2024

   

1,241,069

    750,000       

4.20%, 08/26/2024

   

784,470

    560,000       

5.00%, 05/13/2021

   

612,443

    300,000       

6.40%, 08/28/2017

   

301,022

      

Bank of New York Mellon Corp.

   
    440,000       

2.15%, 02/24/2020

   

443,742

    200,000       

3.00%, 02/24/2025

   

200,359

      

Banque Federative du Credit Mutuel S.A.

   
    700,000       

2.75%, 10/15/2020(3)

   

711,360

      

Barclays Bank plc

   
    150,000       

6.05%, 12/04/2017(3)

   

152,133

      

Barclays plc

   
    815,000       

3.20%, 08/10/2021

   

830,044

      

BNP Paribas S.A.

   
    425,000       

2.40%, 12/12/2018

   

428,772

    390,000       

2.95%, 05/23/2022(3)

   

395,277

      

BPCE S.A.

   
    375,000       

2.50%, 12/10/2018

   

378,589

    250,000       

3.00%, 05/22/2022(3)

   

252,713

    725,000       

5.15%, 07/21/2024(3)

   

781,019


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Capital One Financial Corp.

    
          $           615,000       

3.75%, 04/24/2024

  $                633,489
    165,000       

4.20%, 10/29/2025

     168,174
      

Citigroup, Inc.

    
    255,000       

2.50%, 07/29/2019

     257,658
    1,000,000       

2.88%, 07/24/2023(4)

     1,001,176
    925,000       

4.45%, 09/29/2027

     973,438
    108,000       

5.30%, 05/06/2044

     123,141
    59,000       

8.13%, 07/15/2039

     90,944
      

Citizens Bank NA

    
    500,000       

2.55%, 05/13/2021

     501,785
      

Compass Bank

    
    675,000       

2.75%, 09/29/2019

     680,182
      

Credit Agricole S.A.

    
    500,000       

4.38%, 03/17/2025(3)

     519,088
      

Credit Suisse AG

    
    250,000       

2.30%, 05/28/2019

     252,257
    335,000       

3.63%, 09/09/2024

     348,084
      

Credit Suisse Group AG

    
    850,000       

3.57%, 01/09/2023(3)

     872,195
      

Credit Suisse Group Funding Guernsey Ltd.

    
    950,000       

3.80%, 09/15/2022

     993,966
      

Deutsche Bank AG

    
    700,000       

2.70%, 07/13/2020

     703,743
    670,000       

4.25%, 10/14/2021

     704,648
      

Discover Bank

    
    250,000       

3.10%, 06/04/2020

     256,088
      

Fifth Third Bancorp

    
    450,000       

2.88%, 10/01/2021

     458,962
      

Goldman Sachs Group, Inc.

    
    905,000       

2.38%, 01/22/2018

     908,490
    1,325,000       

4.25%, 10/21/2025

     1,378,876
    470,000       

6.25%, 02/01/2041

     614,271
      

HSBC Holdings plc

    
    290,000       

3.40%, 03/08/2021

     299,876
    1,755,000       

3.60%, 05/25/2023

     1,821,769
    200,000       

4.04%, 03/13/2028(4)

     209,473
      

Huntington National Bank

    
    535,000       

2.20%, 11/06/2018

     537,643
    580,000       

2.40%, 04/01/2020

     585,535
      

ING Groep N.V.

    
    720,000       

3.95%, 03/29/2027

     754,207
      

JP Morgan Chase & Co.

    
    650,000       

3.25%, 09/23/2022

     671,178
    180,000       

3.38%, 05/01/2023

     183,804
    230,000       

5.40%, 01/06/2042

     278,326
      

JPMorgan Chase & Co.

    
    100,000       

6.30%, 04/23/2019

     107,524
      

Korea Development Bank

    
    550,000       

2.50%, 03/11/2020

     552,942
      

Macquarie Bank Ltd.

    
    100,000       

2.40%, 01/21/2020(3)

     100,535
      

Morgan Stanley

    
    425,000       

2.50%, 01/24/2019

     428,961
    320,000       

3.13%, 07/27/2026

     313,412
    550,000       

3.63%, 01/20/2027

     556,317
    875,000       

3.70%, 10/23/2024

     905,544
    575,000       

4.10%, 05/22/2023

     603,130
    550,000       

5.75%, 01/25/2021

     610,119
      

National City Corp.

    
    125,000       

6.88%, 05/15/2019

     135,736
      

NBK SPC Ltd.

    
    1,795,000       

2.75%, 05/30/2022(3)

     1,768,254
      

Santander Bank NA

    
    1,000,000       

8.75%, 05/30/2018

     1,053,623


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Santander Holdings USA, Inc.

    
          $           1,095,000       

3.70%, 03/28/2022(3)

  $    1,111,956
      

Santander UK plc

    
    640,000       

2.50%, 03/14/2019

     646,241
    625,000       

5.00%, 11/07/2023(3)

     676,161
      

Skandinaviska Enskilda Banken AB

    
    575,000       

2.45%, 05/27/2020(3)

     580,368
      

Societe Generale S.A.

    
    615,000       

3.25%, 01/12/2022(3)

     629,093
      

SunTrust Bank

    
    200,000       

3.30%, 05/15/2026

     197,694
      

U.S. Bancorp

    
    165,000       

3.70%, 01/30/2024

     174,547
      

UBS AG

    
    540,000       

2.20%, 06/08/2020(3)

     542,893
      

UBS Group Funding Switzerland AG

    
    785,000       

2.95%, 09/24/2020(3)

     801,954
    550,000       

3.00%, 04/15/2021(3)

     560,481
      

Wells Fargo & Co.

    
    1,794,000       

4.48%, 01/16/2024

     1,932,637
           

 

           

 

42,693,284

           

 

      

Commercial Services - 0.3%

    
      

Catholic Health Initiatives

    
    155,000       

2.60%, 08/01/2018

     155,846
    597,000       

2.95%, 11/01/2022

     584,676
    70,000       

4.35%, 11/01/2042

     64,762
      

ERAC USA Finance LLC

    
    140,000       

2.35%, 10/15/2019(3)

     140,884
    510,000       

4.50%, 08/16/2021(3)

     547,588
    375,000       

5.63%, 03/15/2042(3)

     428,090
      

Total System Services, Inc.

    
    730,000       

3.80%, 04/01/2021

     761,253
           

 

           

 

2,683,099

           

 

      

Diversified Financial Services - 0.5%

    
      

Capital One Bank USA NA

    
    345,000       

2.15%, 11/21/2018

     345,596
    700,000       

3.38%, 02/15/2023

     710,424
      

CDP Financial, Inc.

    
    575,000       

4.40%, 11/25/2019(3)

     607,044
      

GE Capital International Funding Co.

    
    648,000       

2.34%, 11/15/2020

     654,959
    625,000       

4.42%, 11/15/2035

     676,659
      

General Electric Co.

    
    115,000       

3.10%, 01/09/2023

     119,730
    230,000       

4.63%, 01/07/2021

     249,919
      

LeasePlan Corp. N.V.

    
    655,000       

2.88%, 01/22/2019(3)

     657,889
      

Synchrony Financial

    
    130,000       

2.60%, 01/15/2019

     130,985
    490,000       

2.70%, 02/03/2020

     494,203
    400,000       

3.00%, 08/15/2019

     406,441
           

 

            5,053,849
           

 

      

Electric - 1.9%

    
      

Berkshire Hathaway Energy Co.

    
    335,000       

4.50%, 02/01/2045

     367,912
      

Dominion Energy, Inc.

    
    559,000       

3.63%, 12/01/2024

     576,917
    510,000       

4.10%, 04/01/2021(5)

     534,648
      

Dominion Energy, Inc.

    
    320,000       

2.96%, 07/01/2019(5)

     325,728
      

Duke Energy Carolinas LLC

    
    275,000       

6.10%, 06/01/2037

     357,901
      

Duke Energy Corp.

    
    105,000       

2.65%, 09/01/2026

     101,594


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               550,000       

3.05%, 08/15/2022

    $    

        564,207

    250,000       

4.80%, 12/15/2045

   

278,450

      

Electricite de France S.A.

    85,000       

4.88%, 01/22/2044(3)

    90,962
    525,000       

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

    542,062
      

Emera U.S. Finance L.P.

   
    110,000       

2.70%, 06/15/2021

    110,696
      

Entergy Corp.

   
    390,000       

2.95%, 09/01/2026

    378,822
      

Eversource Energy

   
    60,000       

3.15%, 01/15/2025

    60,368
      

FirstEnergy Corp.

   
    1,055,000       

3.90%, 07/15/2027

    1,063,372
      

Fortis, Inc.

   
    505,000       

3.06%, 10/04/2026

    490,394
      

Georgia Power Co.

   
    325,000       

5.95%, 02/01/2039

    405,821
      

Indianapolis Power and Light Co.

   
    425,000       

6.60%, 06/01/2037(3)

    529,197
      

NextEra Energy Capital Holdings, Inc.

    1,130,000       

2.06%, 09/01/2017

    1,130,427
    555,000       

3.55%, 05/01/2027

    574,002
      

NiSource Finance Corp.

   
    70,000       

4.80%, 02/15/2044

    76,895
      

Oglethorpe Power Corp.

   
    550,000       

5.25%, 09/01/2050

    600,043
      

Oncor Electric Delivery Co. LLC

    115,000       

2.95%, 04/01/2025

    115,021
    340,000       

4.10%, 06/01/2022

    362,891
      

Pacific Gas & Electric Co.

    135,000       

3.85%, 11/15/2023

    143,397
    285,000       

5.13%, 11/15/2043

    340,308
      

SCANA Corp.

    631,000       

4.13%, 02/01/2022

    656,181
    1,085,000       

4.75%, 05/15/2021

    1,142,127
    1,110,000       

6.25%, 04/01/2020

    1,202,916
      

South Carolina Electric & Gas Co.

    50,000       

4.35%, 02/01/2042

    51,505
    95,000       

4.60%, 06/15/2043

    100,483
    370,000       

6.05%, 01/15/2038

    449,917
      

Southern California Edison Co.

   
    750,000       

5.55%, 01/15/2037

    926,625
      

Southern Co.

    575,000       

2.75%, 06/15/2020

    583,823
    605,000       

2.95%, 07/01/2023

    607,944
      

State Grid Overseas Investment Ltd.

    380,000       

2.75%, 05/07/2019(3)

   

383,964

    520,000       

2.75%, 05/04/2022(3)

   

520,185

    520,000       

3.50%, 05/04/2027(3)

   

519,546

          

 

           17,267,251
          

 

      

Engineering & Construction - 0.0%

      

SBA Tower Trust

    353,559
          

 

    355,000       

2.88%, 07/10/2046(3)

   
      

Food - 0.4%

      

Kraft Heinz Foods Co.

    840,000       

3.00%, 06/01/2026

   

809,003

    485,000       

3.50%, 07/15/2022

   

503,420

    520,000       

4.38%, 06/01/2046

   

505,259

      

Kroger Co.

    125,000       

3.30%, 01/15/2021

   

128,668

    525,000       

3.85%, 08/01/2023

   

551,228

    230,000       

4.00%, 02/01/2024

   

241,050

    25,000       

4.45%, 02/01/2047

   

24,137


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Sigma Alimentos S.A. de C.V.

   
  $       510,000       

4.13%, 05/02/2026(3)

  $                 518,160
          

 

           3,280,925
          

 

      

Forest Products & Paper - 0.1%

   
      

International Paper Co.

   
    750,000       

3.65%, 06/15/2024

    775,670
    530,000       

4.35%, 08/15/2048

    529,460
          

 

           1,305,130
          

 

      

Gas - 0.2%

   
      

Boston Gas Co.

   
    125,000       

3.15%, 08/01/2027(3)

    124,883
      

CenterPoint Energy Resources Corp.

   
    359,000       

4.50%, 01/15/2021

    379,386
      

KeySpan Gas East Corp.

   
    560,000       

2.74%, 08/15/2026(3)

    541,266
      

Sempra Energy

   
    710,000       

3.25%, 06/15/2027

    706,864
          

 

           1,752,399
          

 

      

Healthcare-Products - 0.1%

   
      

Medtronic, Inc.

   
    110,000       

2.50%, 03/15/2020

   

111,898

    405,000       

3.15%, 03/15/2022

   

422,272

    245,000       

3.50%, 03/15/2025

   

256,838

    65,000       

3.63%, 03/15/2024

   

68,599

    43,000       

4.38%, 03/15/2035

   

47,627

          

 

           907,234
          

 

      

Healthcare-Services - 0.4%

   
      

Aetna, Inc.

   
    495,000       

2.80%, 06/15/2023

    500,455
      

Anthem, Inc.

   
    631,000       

3.30%, 01/15/2023

   

652,540

    225,000       

4.65%, 08/15/2044

   

244,896

      

Ascension Health

   
    40,000       

4.85%, 11/15/2053

    45,389
      

Catholic Health Initiatives

   
    290,000       

4.20%, 08/01/2023

    297,061
      

Dignity Health

   
    35,000       

2.64%, 11/01/2019

   

35,462

    80,000       

3.81%, 11/01/2024

   

82,116

      

Kaiser Foundation Hospitals

   
    120,000       

3.50%, 04/01/2022

   

125,724

    120,000       

4.88%, 04/01/2042

   

137,664

      

Memorial Sloan-Kettering Cancer Center

   
    120,000       

4.20%, 07/01/2055

    122,503
      

SSM Health Care Corp.

   
    1,120,000       

3.82%, 06/01/2027

    1,157,967
      

UnitedHealth Group, Inc.

   
    220,000       

3.35%, 07/15/2022

   

230,567

    340,000       

3.75%, 07/15/2025

   

361,461

          

 

           3,993,805
          

 

      

Household Products - 0.1%

   
      

Procter & Gamble Co.

   
    894,648       

9.36%, 01/01/2021

    1,023,358
          

 

      

Insurance - 0.4%

   
      

Berkshire Hathaway, Inc.

   
    415,000       

2.75%, 03/15/2023

    423,437
      

Chubb INA Holdings, Inc.

   
    120,000       

2.30%, 11/03/2020

   

121,375

    185,000       

3.35%, 05/15/2024

   

191,904

      

Five Corners Funding Trust

   
    115,000       

4.42%, 11/15/2023(3)

    125,034


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Jackson National Life Global Funding

   
  $     515,000       

3.25%, 01/30/2024(3)

  $               525,560
      

Liberty Mutual Group, Inc.

   
    100,000       

4.25%, 06/15/2023(3)

    107,330
      

Loews Corp.

   
    165,000       

2.63%, 05/15/2023

    164,601
      

MetLife, Inc.

   
    60,000       

1.90%, 12/15/2017

   

60,078

    485,000       

3.60%, 04/10/2024

   

509,251

    160,000       

4.88%, 11/13/2043

    182,206
      

Prudential Financial, Inc.

   
    200,000       

3.50%, 05/15/2024

   

209,248

    300,000       

4.50%, 11/15/2020

   

322,482

      

Teachers Insurance & Annuity Association of America

   
    100,000       

4.90%, 09/15/2044(3)

    111,391
      

Trinity Acquisition plc

   
    645,000       

4.40%, 03/15/2026

    678,997
          

 

           3,732,894
          

 

      

Internet - 0.1%

   
      

Alibaba Group Holding Ltd.

   
    280,000       

3.60%, 11/28/2024

    289,528
      

Amazon.com, Inc.

   
    285,000       

2.50%, 11/29/2022

   

288,674

    530,000       

4.80%, 12/05/2034

   

605,957

    100,000       

4.95%, 12/05/2044

   

117,302

          

 

           1,301,461
          

 

      

IT Services - 0.1%

   
      

Apple, Inc.

   
    25,000       

2.45%, 08/04/2026

   

24,051

    300,000       

2.85%, 05/06/2021

   

309,135

    225,000       

3.00%, 02/09/2024

   

230,058

    170,000       

3.25%, 02/23/2026

   

173,552

    270,000       

3.45%, 05/06/2024

   

283,150

    35,000       

4.45%, 05/06/2044

   

38,471

          

 

           1,058,417
          

 

      

Lodging - 0.1%

   
      

Marriott International, Inc.

   
    670,000       

2.30%, 01/15/2022

   

663,994

    450,000       

2.88%, 03/01/2021

   

457,493

          

 

           1,121,487
          

 

      

Machinery-Construction & Mining - 0.1%

   
      

Caterpillar Financial Services Corp.

   
    400,000       

3.30%, 06/09/2024

    413,803
      

Caterpillar, Inc.

   
    170,000       

3.40%, 05/15/2024

   

177,195

    30,000       

4.30%, 05/15/2044

   

32,256

          

 

           623,254
          

 

      

Media - 0.6%

   
      

21st Century Fox America, Inc.

   
    180,000       

4.00%, 10/01/2023

   

190,747

    220,000       

4.50%, 02/15/2021

   

236,085

    300,000       

4.75%, 09/15/2044

   

318,557

      

Charter Communications Operating LLC / Charter Communications

   
      

Operating Capital

   
    280,000       

6.48%, 10/23/2045

    330,065
      

Comcast Corp.

   
    450,000       

3.13%, 07/15/2022

   

466,564

    450,000       

4.40%, 08/15/2035

   

487,815

    150,000       

6.40%, 05/15/2038

   

201,692

      

Cox Communications, Inc.

   
    35,000       

4.60%, 08/15/2047(3)(7)

   

34,998

    920,000       

4.80%, 02/01/2035(3)

   

908,992


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Grupo Televisa S.A.B.

   
          $               430,000       

6.13%, 01/31/2046

 

$

 

491,531

      

Sky plc

   
    200,000       

2.63%, 09/16/2019(3)

   

201,652

    920,000       

3.75%, 09/16/2024(3)

   

949,388

      

Time Warner Cable LLC

   
    80,000       

6.55%, 05/01/2037

   

95,802

    60,000       

7.30%, 07/01/2038

   

76,481

    106,000       

8.25%, 04/01/2019

   

116,616

    5,000       

8.75%, 02/14/2019

   

5,501

      

Time Warner Entertainment Co., L.P.

   
    30,000       

8.38%, 03/15/2023

   

37,583

      

Viacom, Inc.

   
    145,000       

3.88%, 12/15/2021

   

150,828

          

 

          

        5,300,897

          

 

      

Mining - 0.1%

   
      

Glencore Finance Canada Ltd.

   
    725,000       

4.25%, 10/25/2022(3)

   

764,418

          

 

      

Miscellaneous Manufacturing - 0.1%

   
      

Parker-Hannifin Corp.

   
    90,000       

4.45%, 11/21/2044

   

97,981

      

Pentair Finance S.A.

   
    280,000       

2.90%, 09/15/2018

   

282,668

      

Siemens Financieringsmaatschappij N.V.

   
    850,000       

3.13%, 03/16/2024(3)

   

871,468

          

 

          

1,252,117

          

 

      

Oil & Gas - 1.1%

   
      

Anadarko Petroleum Corp.

   
    495,000       

4.85%, 03/15/2021

   

528,272

      

BG Energy Capital plc

   
    450,000       

4.00%, 10/15/2021(3)

   

478,157

      

BP Capital Markets plc

   
    130,000       

3.25%, 05/06/2022

   

134,544

    570,000       

3.81%, 02/10/2024

   

600,711

    25,000       

3.99%, 09/26/2023

   

26,762

    575,000       

4.75%, 03/10/2019

   

602,622

      

ConocoPhillips Co.

   
    46,000       

2.88%, 11/15/2021

   

46,917

    260,000       

3.35%, 05/15/2025

   

265,867

    85,000       

4.20%, 03/15/2021

   

90,906

    65,000       

4.30%, 11/15/2044

   

66,635

    40,000       

4.95%, 03/15/2026

   

45,055

    16,000       

5.75%, 02/01/2019

   

16,932

      

Devon Energy Corp.

   
    1,052,000       

3.25%, 05/15/2022

   

1,062,447

      

Marathon Oil Corp.

   
    265,000       

2.70%, 06/01/2020

   

264,036

      

Noble Energy, Inc.

   
    360,000       

4.15%, 12/15/2021

   

380,762

      

Petroleos Mexicanos

   
    80,000       

5.38%, 03/13/2022(3)

   

85,240

    1,300,000       

5.50%, 01/21/2021

   

1,393,600

    875,000       

6.75%, 09/21/2047

   

920,500

      

Phillips 66

   
    175,000       

4.88%, 11/15/2044

   

189,644

      

Pioneer Natural Resources Co.

   
    755,000       

7.50%, 01/15/2020

   

847,917

      

Shell International Finance B.V.

   
    190,000       

3.25%, 05/11/2025

   

195,256

    200,000       

4.38%, 03/25/2020

   

213,239

      

Sinopec Group Overseas Development Ltd.

   
    890,000       

2.50%, 04/28/2020(3)

   

894,893

      

Statoil ASA

   
    70,000       

2.25%, 11/08/2019

   

70,696


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               30,000       

2.45%, 01/17/2023

  $   29,908
    30,000       

2.65%, 01/15/2024

    29,766
    95,000       

2.75%, 11/10/2021

    96,632
    355,000       

2.90%, 11/08/2020

    364,266
    35,000       

3.25%, 11/10/2024

    35,767
    5,000       

3.70%, 03/01/2024

    5,293
      

Total Capital International S.A.

   
    325,000       

2.70%, 01/25/2023

    329,582
          

 

           10,312,824
          

 

      

Oil & Gas Services - 0.1%

   
      

Schlumberger Holdings Corp.

   
    250,000       

3.00%, 12/21/2020(3)

    255,198
      

Schlumberger Investment S.A.

   
    330,000       

3.65%, 12/01/2023

    348,999
          

 

           604,197
          

 

      

Pharmaceuticals - 1.2%

   
      

AbbVie, Inc.

   
    775,000       

1.80%, 05/14/2018

    776,133
    60,000       

3.20%, 11/06/2022

    61,807
      

Allergan Funding SCS

   
    300,000       

3.00%, 03/12/2020

    307,018
    450,000       

3.45%, 03/15/2022

    468,191
    475,000       

4.55%, 03/15/2035

    509,109
    125,000       

4.85%, 06/15/2044

    137,784
      

Bayer US Finance LLC

   
    700,000       

3.00%, 10/08/2021(3)

    717,366
      

Cardinal Health, Inc.

   
    195,000       

2.40%, 11/15/2019

    196,238
    230,000       

3.08%, 06/15/2024

    233,284
    730,000       

3.50%, 11/15/2024

    746,060
    200,000       

4.50%, 11/15/2044

    208,245
      

EMD Finance LLC

   
    705,000       

2.95%, 03/19/2022(3)

    719,963
    670,000       

3.25%, 03/19/2025(3)

    676,368
      

Express Scripts Holding Co.

   
    315,000       

2.25%, 06/15/2019

    316,799
      

Forest Laboratories LLC

   
    121,000       

4.88%, 02/15/2021(3)

    130,607
    225,000       

5.00%, 12/15/2021(3)

    246,777
      

McKesson Corp.

   
    25,000       

2.85%, 03/15/2023

    25,092
    535,000       

3.80%, 03/15/2024

    563,058
      

Merck & Co., Inc.

   
    430,000       

2.75%, 02/10/2025

    431,766
    315,000       

2.80%, 05/18/2023

    323,768
    125,000       

4.15%, 05/18/2043

    133,975
      

Mylan N.V.

   
    510,000       

3.00%, 12/15/2018

    517,181
      

Teva Pharmaceutical Finance Co. B.V.

   
    225,000       

3.65%, 11/10/2021

    233,541
      

Teva Pharmaceutical Finance Netherlands B.V.

   
    1,865,000       

2.80%, 07/21/2023

    1,830,432
    255,000       

4.10%, 10/01/2046

    231,904
          

 

                   10,742,466
          

 

      

Pipelines - 0.7%

   
      

Columbia Pipeline Group, Inc.

   
    225,000       

2.45%, 06/01/2018

    226,043
    400,000       

4.50%, 06/01/2025

    429,095
      

Energy Transfer L.P.

   
    285,000       

3.60%, 02/01/2023

    288,270
    300,000       

5.15%, 03/15/2045

    291,993
    214,000       

7.60%, 02/01/2024

    253,194
      

Enterprise Products Operating LLC

   
    250,000       

3.95%, 02/15/2027

    262,091


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Kinder Morgan Energy Partners L.P.

   
          $               419,000       

4.25%, 09/01/2024

  $   433,748
    275,000       

4.30%, 05/01/2024

    285,372
    525,000       

6.95%, 01/15/2038

    634,379
      

Phillips 66 Partners L.P.

   
    835,000       

3.61%, 02/15/2025

    835,655
      

Regency Energy Partners L.P. / Regency Energy Finance Corp.

   
    340,000       

4.50%, 11/01/2023

    356,811
      

Sunoco Logistics Partners Operations L.P.

   
    155,000       

3.45%, 01/15/2023

    155,825
    435,000       

4.40%, 04/01/2021

    458,499
      

TransCanada PipeLines Ltd.

   
    285,000       

4.88%, 01/15/2026

    320,447
      

Transcanada Trust

   
    465,000       

5.30%, 03/15/2077(4)

    481,275
      

Western Gas Partners L.P.

   
    780,000       

4.00%, 07/01/2022

    804,676
          

 

           6,517,373
          

 

      

Real Estate - 0.1%

   
      

WEA Finance LLC / Westfield UK & Europe Finance plc

   
    650,000       

2.70%, 09/17/2019(3)

    656,467
          

 

      

Real Estate Investment Trusts - 0.3%

   
      

American Tower Corp.

   
    450,000       

3.45%, 09/15/2021

    467,147
    240,000       

5.00%, 02/15/2024

    265,721
      

AvalonBay Communities, Inc.

   
    150,000       

3.63%, 10/01/2020

    156,329
      

DDR Corp.

   
    425,000       

4.63%, 07/15/2022

    446,519
      

HCP, Inc.

   
    670,000       

4.00%, 06/01/2025

    694,670
      

Scentre Group Trust

   
    345,000       

2.38%, 11/05/2019(3)

    345,957
          

 

                   2,376,343
          

 

      

Retail - 0.4%

   
      

Alimentation Couche - Tard, Inc.

   
    205,000       

3.55%, 07/26/2027(3)

    206,516
      

AutoZone, Inc.

   
    200,000       

3.13%, 07/15/2023

    202,584
    355,000       

3.70%, 04/15/2022

    370,371
    425,000       

3.75%, 06/01/2027

    430,912
      

CVS Health Corp.

   
    695,000       

4.00%, 12/05/2023

    743,719
    160,000       

4.88%, 07/20/2035

    177,813
    375,000       

5.13%, 07/20/2045

    430,339
      

Home Depot, Inc.

   
    75,000       

4.40%, 03/15/2045

    81,343
      

Lowe’s Cos., Inc.

   
    600,000       

4.63%, 04/15/2020

    638,302
      

O’Reilly Automotive, Inc.

   
    335,000       

3.80%, 09/01/2022

    351,012
          

 

           3,632,911
          

 

      

Savings & Loans - 0.1%

   
      

Nationwide Building Society

   
    595,000       

2.35%, 01/21/2020(3)

    598,884
          

 

      

Semiconductors - 0.1%

   
      

Broadcom Corp. / Broadcom Cayman Finance Ltd.

   
    450,000       

3.63%, 01/15/2024(3)

    463,077
      

QUALCOMM, Inc.

   
    490,000       

2.90%, 05/20/2024

    494,014
          

 

           957,091
          

 

      

Software - 0.2%

   
      

Microsoft Corp.

   


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

          $               475,000       

2.40%, 08/08/2026

  $   458,302
    610,000       

2.88%, 02/06/2024

    623,964
    365,000       

3.70%, 08/08/2046

    360,539
          

 

           1,442,805
          

 

      

Telecommunications - 0.6%

   
      

America Movil S.A.B. de C.V.

   
    775,000       

3.13%, 07/16/2022

    796,980
      

AT&T, Inc.

   
    65,000       

3.95%, 01/15/2025

    66,512
    460,000       

4.45%, 04/01/2024

    489,093
    231,000       

4.50%, 03/09/2048

    213,065
    215,000       

4.75%, 05/15/2046

    206,458
    3,000       

5.35%, 09/01/2040

    3,154
      

GTP Acquisition Partners I LLC

   
    165,000       

2.35%, 06/15/2045(3)

    163,366
      

Orange S.A.

   
    650,000       

4.13%, 09/14/2021

    695,577
    200,000       

9.00%, 03/01/2031

    304,360
      

Verizon Communications, Inc.

   
    450,000       

2.95%, 03/15/2022

    454,607
    45,000       

3.45%, 03/15/2021

    46,647
    880,000       

4.50%, 09/15/2020

    940,903
    916,000       

4.52%, 09/15/2048

    850,948
    130,000       

4.75%, 11/01/2041

    127,470
    93,000       

4.81%, 03/15/2039

    93,146
          

 

           5,452,286
          

 

      

Transportation - 0.2%

   
      

FedEx Corp.

   
    80,000       

2.70%, 04/15/2023

    80,498
    280,000       

4.90%, 01/15/2034

    314,232
    300,000       

5.10%, 01/15/2044

    341,670
      

Kansas City Southern

   
    309,000       

4.95%, 08/15/2045

    339,377
      

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

   
    405,000       

3.20%, 07/15/2020(3)

    417,239
    400,000       

3.38%, 02/01/2022(3)

    413,485
          

 

           1,906,501
          

 

      

Total Corporate Bonds
(cost $153,587,834)

  $           158,527,534
          

 

  Foreign Government Obligations - 0.5%    
      

Japan - 0.1%

   
      

Japan Bank for International Cooperation

   
    510,000       

2.13%, 06/01/2020

  $   511,704
    776,000       

2.13%, 07/21/2020

    778,716
          

 

           1,290,420
          

 

      

Mexico - 0.1%

   
      

Mexico Government International Bond

   
    372,000       

3.50%, 01/21/2021

    390,414
          

 

      

Qatar - 0.2%

   
      

Qatar Government International Bond

   
    1,495,000       

2.38%, 06/02/2021(3)

    1,475,266
    660,000       

5.25%, 01/20/2020(3)

    702,769
          

 

           2,178,035
          

 

      

Saudi Arabia - 0.0%

   
      

Saudi Government International Bond

   
    265,000       

2.38%, 10/26/2021(3)

    260,929
          

 

      

South Korea - 0.1%

   
      

Export - Import Bank of Korea

   
    680,000       

1.75%, 05/26/2019

    675,830
          

 

      

Total Foreign Government Obligations
(cost $4,747,176)

  $   4,795,628
          

 


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

 

Municipal Bonds - 1.5%

      

General - 0.4%

    
      

Chicago, IL, Transit Auth

    
          $       425,000       

6.30%, 12/01/2021

  $      457,559
    600,000       

6.90%, 12/01/2040

     773,274
      

City of Sacramento CA

    
    140,000       

6.42%, 08/01/2023

     162,848
      

Kansas, Development FA

    
    370,000       

4.93%, 04/15/2045

     414,241
      

New Jersey State Econ DA

    
    570,000       

3.80%, 06/15/2018

     574,520
    125,000       

3.88%, 06/15/2019

     126,829
      

New York City, Transitional FA Building Aid Rev

    
    130,000       

6.83%, 07/15/2040

     178,186
      

New York State Urban Development Corp.

    
    1,245,000       

2.10%, 03/15/2022

     1,244,801
           

 

            3,932,258
           

 

      

General Obligation - 0.5%

    
      

California State, GO Taxable

    
    525,000       

7.35%, 11/01/2039

     778,591
    250,000       

7.55%, 04/01/2039

     385,610
      

Chicago, IL, Metropolitan Water Reclamation GO

    
    130,000       

5.72%, 12/01/2038

     161,739
      

Illinois State, GO

    
    1,800,000       

5.10%, 06/01/2033

     1,804,806
    30,000       

5.16%, 02/01/2018

     30,354
    185,000       

5.20%, 03/01/2018

     187,819
    845,000       

5.67%, 03/01/2018

     859,137
      

Los Angeles, CA, USD GO

    
    665,000       

5.75%, 07/01/2034

     849,637
           

 

            5,057,693
           

 

      

Higher Education - 0.1%

    
      

University of California, Build America Bonds Rev

    
    370,000       

5.77%, 05/15/2043

     472,005
           

 

      

Medical - 0.1%

    
      

University of California, Regents MedCenter Pooled Rev

    
    150,000       

6.55%, 05/15/2048

     202,680
    375,000       

6.58%, 05/15/2049

     507,877
           

 

            710,557
           

 

      

Power - 0.0%

    
      

New York, Utility Debt Securitization Auth

    
    100,000       

3.44%, 12/15/2025

     103,752
           

 

      

Transportation - 0.3%

    
      

Illinois State Toll Highway Auth, Taxable Rev

    
    350,000       

6.18%, 01/01/2034

     450,097
      

Maryland State Transportation Auth

    
    255,000       

5.89%, 07/01/2043

     332,163
      

New York and New Jersey PA, Taxable Rev

    
    200,000       

4.81%, 10/15/2065

     228,924
    185,000       

5.86%, 12/01/2024

     224,103
    115,000       

6.04%, 12/01/2029

     148,439
      

North Texas Tollway Auth Rev

    
    730,000       

6.72%, 01/01/2049

           1,054,733
           

 

            2,438,459
           

 

      

Utility - Electric - 0.1%

    
      

Municipal Electric Auth Georgia

    
    365,000       

6.64%, 04/01/2057

     469,076
           

 

      

Total Municipal Bonds
(cost $11,774,415)

  $      13,183,800
           

 

 

U.S. Government Agencies - 0.2%

      

FHLMC - 0.0%

    
  $       37,924       

4.00%, 03/01/2041

  $      40,095
           

 


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

FNMA - 0.0%

    
    16,898       

4.50%, 04/01/2041

     18,289
           

 

      

GNMA - 0.2%

    
    842       

6.00%, 11/20/2023

     936
    1,272       

6.00%, 12/20/2023

     1,424
    257       

6.00%, 01/20/2024

     285
    1,593       

6.00%, 02/20/2024

     1,771
    5,254       

6.00%, 06/20/2024

     5,840
    254       

6.00%, 02/20/2026

     282
    777       

6.00%, 02/20/2027

     865
    253       

6.00%, 01/20/2028

     281
    6,143       

6.00%, 02/20/2028

     6,839
    9,729       

6.00%, 04/20/2028

     11,023
    3,376       

6.00%, 06/15/2028

     3,838
    26,933       

6.00%, 07/20/2028

     30,561
    24,900       

6.00%, 08/20/2028

     28,264
    5,791       

6.00%, 10/15/2028

     6,527
    37,687       

6.00%, 11/15/2028

     42,804
    26,155       

6.00%, 03/20/2029

     29,715
    24,391       

6.00%, 09/20/2029

     27,627
    74,703       

6.00%, 04/20/2030

     83,115
    20,432       

6.00%, 06/20/2030

     22,731
    2,865       

6.00%, 08/15/2034

     3,258
    50       

6.50%, 04/15/2026

     55
    35,772       

6.50%, 03/15/2028

     39,233
    4,654       

6.50%, 05/15/2028

     5,097
    20,622       

6.50%, 07/15/2028

     22,584
    16,361       

6.50%, 10/15/2028

     17,955
    1,084       

6.50%, 12/15/2028

     1,200
    34,307       

6.50%, 01/15/2029

     37,572
    12,048       

6.50%, 02/15/2029

     13,379
    93,426       

6.50%, 03/15/2029

     102,317
    15,053       

6.50%, 04/15/2029

     16,620
    11,772       

6.50%, 05/15/2029

     12,974
    10,014       

6.50%, 06/15/2029

     11,055
    18,036       

6.50%, 02/15/2035

     20,908
    42,805       

7.00%, 11/15/2031

     48,886
    26,863       

7.00%, 03/15/2032

     30,754
    200,992       

7.00%, 11/15/2032

     240,831
    5,709       

7.00%, 01/15/2033

     6,735
    20,014       

7.00%, 05/15/2033

     23,561
    38,433       

7.00%, 07/15/2033

     44,801
    56,438       

7.00%, 11/15/2033

     66,487
    2,234       

8.00%, 12/15/2029

     2,284
    3,381       

8.00%, 04/15/2030

     3,670
    7,527       

8.00%, 05/15/2030

     7,659
    647       

8.00%, 07/15/2030

     702
    9,658       

8.00%, 08/15/2030

     10,018
    13,957       

8.00%, 11/15/2030

     14,951
    78,677       

8.00%, 02/15/2031

     85,008
           

 

                  1,195,282
           

 

      

Total U.S. Government Agencies
(cost $1,109,479)

  $      1,253,666
           

 

 

U.S. Government Securities - 9.9%

      

Other Direct Federal Obligations - 0.6%

    
      

Financing Corp.

    
    5,000,000       

9.80%, 04/06/2018

     5,291,375
           

 

      

U.S. Treasury Securities - 9.3%

    
      

U.S. Treasury Bonds - 3.0%

    
          $       5,720,000       

2.50%, 02/15/2045

  $      5,283,404
    590,000       

2.50%, 02/15/2046

     543,284
    745,000       

2.50%, 05/15/2046

     685,487
    865,000       

2.75%, 11/15/2042

     846,146
    4,275,000       

2.88%, 05/15/2043

     4,273,666


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

    625,000       

2.88%, 08/15/2045

       622,070
    5,600,000       

2.88%, 11/15/2046

       5,566,747
    500,000       

3.00%, 11/15/2044

       510,684
    525,000       

3.00%, 02/15/2047

       535,090
    1,600,000       

3.00%, 05/15/2047

       1,632,187
    2,167,500       

3.13%, 02/15/2043

       2,267,916
    2,685,000       

3.13%, 08/15/2044(8)

       2,807,817
    1,430,000       

3.38%, 05/15/2044

       1,563,951
             

 

              27,138,449
             

 

      

U.S. Treasury Notes - 6.3%

    13,170,430       

0.38%, 01/15/2027(9)

       12,997,160
    1,350,000       

0.63%, 11/30/2017

       1,347,794
    75,000       

0.75%, 10/31/2017

       74,935
    2,500,000       

1.00%, 12/15/2017

       2,498,785
    405,000       

1.25%, 11/30/2018

       404,778
    1,780,000       

1.25%, 03/31/2021

       1,754,621
    3,125,000       

1.38%, 09/30/2018

       3,127,806
    6,860,000       

1.38%, 08/31/2020

       6,827,840
    2,220,000       

1.38%, 01/31/2021

       2,201,530
    1,790,000       

1.50%, 04/15/2020

       1,791,819
    6,285,000       

1.50%, 03/31/2023

       6,134,996
    7,755,000       

1.63%, 07/31/2019

       7,794,985
    7,925,000       

1.75%, 09/30/2019

       7,987,845
    2,950,000       

1.88%, 03/31/2022

       2,958,758
    135,000       

2.38%, 05/15/2027

       135,965
             

 

              58,039,617
             

 

              85,178,066
             

 

      

Total U.S. Government Securities
(cost $89,536,391)

    $      90,469,441
             

 

      

Total Long-Term Investments
(cost $735,636,633)

    $            884,651,001
             

 

Short-Term Investments - 2.5%

      

Other Investment Pools & Funds - 1.8%

    16,596,305       

Morgan Stanley Institutional Liquidity Funds, Institutional Class

    $      16,596,305
             

 

      

 

U.S. Treasury - 0.7%

    1,645,900       

0.92%, 10/12/2017(10)

             1,642,328
    4,800,000       

0.96%, 10/12/2017(10)

       4,789,584
             

 

              6,431,912
             

 

      

Total Short-Term Investments
(cost $23,030,008)

    $      23,028,217
             

 

      

Total Investments
(cost $758,666,641)^

    99.7%   $      907,679,218
      

Other Assets and Liabilities

      0.3%      3,140,650
        

 

    

 

      

Total Net Assets

  100.0%   $      910,819,868
        

 

    

 

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.


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

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

 

Unrealized Appreciation

   $        160,800,987  

Unrealized Depreciation

        (11,788,410
     

 

 

 

Net Unrealized Appreciation

   $            149,012,577  
     

 

 

 

 

* 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.    $        872,909   
    11/2013                 13,296      Tory Burch LLC         1,042,090   
            

 

 

 
          $              1,914,999   
            

 

 

 

At July 31, 2017, the aggregate value of these securities was $628,745, which represents 0.1% 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 July 31, 2017, the aggregate fair value of these securities was $628,745, 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.
(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 July 31, 2017, the aggregate value of these securities was $60,979,970, which represented 6.7% of total net assets.
(4) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(5) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(6) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(7) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $34,785 at July 31, 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.
(10) The rate shown represents current yield to maturity.

 

Futures Contracts Outstanding at July 31, 2017  

Description

 

  

Number of
Contracts

 

    

Expiration
Date

 

    

Notional
Amount

 

    

Market
Value †

 

    

Unrealized
Appreciation/
(Depreciation)

 

 

 

Long position contracts:

 

U.S. Ultra Bond Future

     15        09/20/2017      $         2,452,605      $         2,467,500      $ 14,895   
              

 

 

 

 

Short position contracts:

 

U.S. Treasury 10-Year Note Future

     34        09/20/2017      $ 4,289,621      $ 4,280,281      $ 9,340   
              

 

 

 
              
              

 

 

 

Total futures contracts

 

   $ 24,235   
              

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 

Other Abbreviations:

 

ADR    American Depositary Receipt
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


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Municipal Abbreviations:

 

DA    Development Authority
FA    Finance Authority
GO    General Obligation
PA    Port Authority
Rev    Revenue
USD    United School District


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

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

Assets

 

Common Stocks

 

Banks

   $             65,715,461       $         65,715,461       $ —       $ —   

Capital Goods

     44,189,341         44,189,341         —         —   

Commercial & Professional Services

     6,340,534         6,340,534         —         —   

Consumer Durables & Apparel

     12,362,172         12,362,172         —         —   

Consumer Services

     13,429,784         13,429,784         —         —   

Diversified Financials

     19,673,822         19,673,822         —         —   

Energy

     36,731,141         36,731,141         —         —   

Food, Beverage & Tobacco

     29,477,293         20,185,498         9,291,795         —   

Health Care Equipment & Services

     21,749,789         21,749,789         —         —   

Household & Personal Products

     6,652,321         6,652,321         —         —   

Insurance

     23,719,035         23,719,035         —         —   

Materials

     17,544,157         17,544,157         —         —   

Media

     17,162,286         17,162,286         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     67,757,513         53,051,934         14,705,579         —   

Real Estate

     6,870,462         6,870,462         —         —   

Retailing

     20,645,589         20,016,844         —         628,745   

Semiconductors & Semiconductor Equipment

     34,215,068         34,215,068         —         —   

Software & Services

     72,667,180         72,667,180         —         —   

Technology Hardware & Equipment

     43,218,784         43,218,784         —         —   

Transportation

     8,065,886         8,065,886         —         —   

Utilities

     14,515,503         14,515,503         —         —   

Asset & Commercial Mortgage Backed Securities

     33,717,811         —         33,717,811         —   

Corporate Bonds

     158,527,534         —         158,527,534         —   

Foreign Government Obligations

     4,795,628         —         4,795,628         —   

Municipal Bonds

     13,183,800         —         13,183,800         —   

U.S. Government Agencies

     1,253,666         —         1,253,666         —   

U.S. Government Securities

     90,469,441         —         90,469,441         —   

Short-Term Investments

     23,028,217         16,596,305         6,431,912         —   

Futures Contracts(2)

     24,235         24,235         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 907,703,453       $ 574,697,542       $         332,377,166       $         628,745   
  

 

 

    

 

 

    

 

 

    

 

 

 

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

 

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

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

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


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount

 

Market Value

Common Stocks - 45.4%

   
      

Banks - 5.8%

   
    1,487,456       

BB&T Corp.

  $   70,386,418
    2,562,236       

JP Morgan Chase & Co.

    235,213,265
                     143,833       

MGIC Investment Corp.*

    1,678,531
    643,998       

National Bank of Canada

    29,003,800
    424,099       

PNC Financial Services Group, Inc.

    54,623,951
    1,082,943       

US Bancorp

    57,157,732
    3,869,043       

Wells Fargo & Co.

    208,696,179
          

 

                 656,759,876
          

 

      

Capital Goods - 3.0%

   
    280,910       

3M Co.

    56,510,665
    574,790       

Caterpillar, Inc.

    65,497,320
    1,239,935       

Eaton Corp. plc

    97,024,914
    3,354,156       

General Electric Co.

    85,899,935
    134,039       

Lockheed Martin Corp.

    39,156,813
          

 

           344,089,647
          

 

      

Consumer Durables & Apparel - 0.6%

   
    1,103,696       

VF Corp.

    68,638,854
          

 

      

Consumer Services - 0.2%

   
    163,692       

McDonald’s Corp.

    25,395,177
          

 

      

Diversified Financials - 1.9%

   
    265,200       

BlackRock, Inc.

    113,115,756
    1,464,485       

Invesco Ltd.

    50,920,143
    1,102,719       

Thomson Reuters Corp.

    50,603,775
          

 

           214,639,674
          

 

      

Energy - 6.2%

   
    1,910,679       

Canadian Natural Resources Ltd.

    58,466,777
    1,133,042       

Chevron Corp.

    123,716,856
    376,949       

Enbridge, Inc.

    15,628,306
    996,493       

Exxon Mobil Corp.

    79,759,300
    2,552,891       

Kinder Morgan, Inc.

    52,155,563
    1,013,614       

Marathon Petroleum Corp.

    56,752,248
    1,085,630       

Occidental Petroleum Corp.

    67,233,066
    752,970       

Phillips 66

    63,061,238
    3,365,189       

Suncor Energy, Inc.

    109,772,465
    1,615,639       

TransCanada Corp.

    82,547,587
          

 

           709,093,406
          

 

      

Food, Beverage & Tobacco - 4.3%

   
    578,681       

Altria Group, Inc.

    37,596,905
    1,307,105       

British American Tobacco plc

    81,309,429
    807,743       

Coca-Cola Co.

    37,026,939
    312,751       

Diageo plc ADR

    40,835,898
    748,534       

Kraft Heinz Co.

    65,466,784
    410,239       

PepsiCo, Inc.

    47,837,970
    1,572,238       

Philip Morris International, Inc.

    183,495,897
          

 

           493,569,822
          

 

      

Household & Personal Products - 1.3%

   
    233,411       

Procter & Gamble Co.

    21,198,387
    2,129,971       

Unilever N.V.

    123,900,413
          

 

           145,098,800
          

 

      

Insurance - 1.5%

   
    1,795,238       

MetLife, Inc.

    98,738,090
    1,122,263       

Principal Financial Group, Inc.

    74,911,055
          

 

           173,649,145
          

 

      

Materials - 2.3%

   
    490,473       

Agrium, Inc.

    49,096,347
    1,744,718       

Dow Chemical Co.

    112,080,685
    1,069,134       

International Paper Co.

    58,780,987


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

    394,256       

LyondellBasell Industries N.V. Class A

  $   35,518,523
          

 

           255,476,542
          

 

      

Pharmaceuticals, Biotechnology & Life Sciences - 6.0%

   
             1,004,563       

Bristol-Myers Squibb Co.

    57,159,635
    747,564       

Eli Lilly & Co.

    61,793,640
    1,330,653       

Johnson & Johnson

    176,604,266
    1,719,025       

Merck & Co., Inc.

    109,811,317
    855,034       

Novartis AG

    72,829,841
    4,353,439       

Pfizer, Inc.

    144,360,038
    240,312       

Roche Holding AG

    60,839,617
          

 

           683,398,354
          

 

      

Retailing - 0.8%

   
    352,175       

Home Depot, Inc.

    52,685,380
    808,379       

L Brands, Inc.

    37,500,702
          

 

           90,186,082
          

 

      

Semiconductors & Semiconductor Equipment - 2.6%

   
    1,147,715       

Analog Devices, Inc.

    90,680,962
    3,204,740       

Intel Corp.

    113,672,128
    976,104       

Maxim Integrated Products, Inc.

    44,354,166
    872,942       

QUALCOMM, Inc.

    46,431,785
          

 

           295,139,041
          

 

      

Software & Services - 1.6%

   
    2,425,326       

Microsoft Corp.

    176,321,200
          

 

      

Technology Hardware & Equipment - 1.4%

   
    5,061,564       

Cisco Systems, Inc.

    159,186,188
          

 

      

Telecommunication Services - 1.4%

   
    1,423,945       

BCE, Inc.

    66,837,186
    1,853,500       

Verizon Communications, Inc.

    89,709,400
          

 

           156,546,586
          

 

      

Transportation - 1.1%

   
    863,349       

Union Pacific Corp.

    88,890,413
    312,356       

United Parcel Service, Inc. Class B

    34,449,743
          

 

           123,340,156
          

 

      

Utilities - 3.4%

   
    1,343,727       

Dominion Energy, Inc.

    103,708,850
    576,611       

Duke Energy Corp.

    49,081,128
    1,045,289       

Eversource Energy

    63,543,118
    704,442       

National Grid plc

    8,716,677
    420,579       

NextEra Energy, Inc.

    61,442,386
    439,438       

Sempra Energy

    49,660,889
    3,799,308       

TCEH Corp.*(1)(2)

    4
    93,317       

Vistra Energy Corp.

    1,533,198
    993,420       

Xcel Energy, Inc.

    46,998,700
          

 

           384,684,950
          

 

      

Total Common Stocks
(cost $4,338,356,653)

  $   5,155,213,500
          

 

  Preferred Stocks - 0.0%    
      

Diversified Financials - 0.0%

   
    20,975       

GMAC Capital Trust Series 2 6.97%(3)

    556,886
          

 

      

Total Preferred Stocks
(cost $550,936)

  $   556,886
          

 

  Asset & Commercial Mortgage Backed Securities - 0.7%    
      

Asset-Backed - Finance & Insurance - 0.0%

   
      

Lehman XS Trust

   
  $ 815,998       

    1.75%, 11/25/2035(3)

  $   541,959
          

 

      

Asset-Backed - Home Equity - 0.2%

   
      

GSAA Home Equity Trust

   
    981,481       

1.28%, 12/25/2046(3)

    719,788
    816,705       

1.30%, 12/25/2046(3)

    464,461
            1,741,264       

1.31%, 02/25/2037(3)

    971,716


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $           1,095,289       

1.32%, 12/25/2036(3)

  $    524,677
    5,599,151       

1.33%, 03/25/2037(3)

     3,103,161
    2,233,225       

1.39%, 06/25/2036(3)

     1,059,665
    2,161,638       

1.41%, 11/25/2036(3)

     1,084,586
    657,597       

1.46%, 04/25/2047(3)

     449,580
    4,681,837       

1.47%, 11/25/2036(3)

     2,799,838
    279,325       

1.53%, 03/25/2036(3)

     203,644
    941,376       

1.55%, 04/25/2047(3)

     648,934
    1,306,781       

5.99%, 06/25/2036(3)

     700,995
    4,230,029       

6.00%, 11/25/2036(4)

     2,704,529
    548,417       

6.30%, 06/25/2036(4)

     294,045
      

Morgan Stanley Asset Backed Securities Capital I, Inc. Trust

    
    3,420,000       

2.48%, 07/25/2037(3)

     2,759,217
      

Morgan Stanley Mortgage Loan Trust

    
    1,379,941       

1.40%, 11/25/2036(3)

     578,883
      

Renaissance Home Equity Loan Trust

    
    1,258,545       

6.12%, 11/25/2036(4)

     781,759
      

Soundview Home Loan Trust

    
    1,995,000       

1.48%, 11/25/2036(3)

     1,588,296
           

 

                  21,437,774
           

 

      

Commercial Mortgage - Backed Securities - 0.1%

    
      

Commercial Mortgage Pass-Through Certificates

    
    270,000       

4.75%, 10/15/2045(3)(5)

     172,163
    1,130,000       

4.77%, 10/15/2045(3)(5)

     984,778
      

Commercial Mortgage Trust

    
    815,000       

4.26%, 07/10/2045(3)(5)

     702,419
    380,000       

4.33%, 12/10/2045(3)(5)

     342,677
    2,070,000       

4.57%, 10/15/2045(3)(5)

     1,389,593
      

GS Mortgage Securities Corp. Trust

    
    7,730,000       

1.92%, 07/15/2032(3)(5)(6)

     7,730,000
      

GS Mortgage Securities Trust

    
    855,000       

4.83%, 11/10/2045(3)(5)

     813,349
    1,000,000       

4.86%, 04/10/2047(3)(5)

     802,085
      

JP Morgan Chase Commercial Mortgage Securities Trust

    
    500,000       

2.73%, 10/15/2045(3)(5)

     211,215
    850,000       

5.41%, 08/15/2046(3)(5)

     865,322
      

Morgan Stanley Bank of America Merrill Lynch Trust

    
    960,000       

4.50%, 08/15/2045(5)

     679,540
      

WF-RBS Commercial Mortgage Trust

    
    1,085,599       

3.02%, 11/15/2047(5)

     459,010
           

 

            15,152,151
           

 

      

Whole Loan Collateral CMO - 0.4%

    
      

Alternative Loan Trust

    
    2,987,105       

1.50%, 01/25/2036(3)

     2,790,256
    178,999       

1.55%, 11/25/2035(3)

     153,849
    1,731,469       

1.68%, 04/25/2035(3)

     1,535,298
    5,205,038       

2.13%, 08/25/2035(3)

     4,621,043
    808,578       

5.75%, 05/25/2036

     623,901
    180,258       

6.00%, 05/25/2036

     151,242
    861,982       

6.00%, 12/25/2036

     597,258
      

Banc of America Funding Trust

    
    760,764       

5.77%, 05/25/2037(3)

     765,827
      

Bear Stearns Adjustable Rate Mortgage Trust

    
    705,532       

2.83%, 10/25/2035(3)

     692,507
    323,922       

3.65%, 06/25/2047(3)

     308,811
      

Bear Stearns Alt-A Trust

    
    1,506,161       

1.55%, 08/25/2036(3)

     1,407,196
    1,152,046       

1.71%, 02/25/2036(3)

     1,053,647
      

Bear Stearns Mortgage Funding Trust

    
    1,600,672       

1.41%, 10/25/2036(3)

     1,420,233
      

Chase Mortgage Finance Trust

    
    585,000       

5.50%, 11/25/2035

     559,053
      

CHL Mortgage Pass-Through Trust

    
    1,580,380       

1.91%, 03/25/2035(3)

     1,418,157
    2,756,713       

3.01%, 11/20/2035(3)

     2,514,529


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $     486,806       

3.18%, 09/25/2047(3)

  $    452,836
      640,908       

3.26%, 03/20/2036(3)

     586,938
        

Credit Suisse First Boston Mortgage Securities Corp.

    
      370,199       

5.50%, 06/25/2035

     354,823
        

GreenPoint Mortgage Funding Trust

    
      2,149,390       

2.13%, 10/25/2045(3)

     1,672,580
        

GSR Mortgage Loan Trust

    
      1,591,701       

3.38%, 01/25/2036(3)

     1,544,353
        

HarborView Mortgage Loan Trust

    
      384,043       

1.93%, 01/19/2035(3)

     268,876
      3,821,497       

2.23%, 10/25/2037(3)

     2,947,903
        

IndyMac IMSC Mortgage Loan Trust

    
      2,934,350       

1.38%, 03/25/2047(3)

     2,265,118
        

IndyMac Index Mortgage Loan Trust

    
      770,195       

1.63%, 07/25/2046(3)

     547,092
        

JP Morgan Mortgage Trust

    
      2,695,407       

3.37%, 05/25/2036(3)

     2,492,031
      222,646       

3.46%, 04/25/2037(3)

     200,211
        

Residential Funding Mortgage Securities, Inc.

    
      720,629       

6.00%, 07/25/2037

     669,982
        

Structured Asset Mortgage Investments Trust

    
      2,031,391       

1.46%, 02/25/2036(3)

     1,806,710
        

Structured Asset Securities Corp.

    
      719,781       

5.75%, 06/25/2035

     671,310
        

Wells Fargo Alternative Loan Trust

    
      776,903       

3.29%, 12/28/2037(3)

     760,174
        

Wells Fargo Mortgage Backed Securities Trust

    
      4,362,522       

3.25%, 04/25/2036(3)

     4,384,347
      578,879       

3.26%, 09/25/2036(3)

     571,538
             

 

                    42,809,629
             

 

         Whole Loan Collateral PAC - 0.0%     
        

Alternative Loan Trust

    
      453,260       

1.73%, 12/25/2035(3)

     329,201
             

 

        

Total Asset & Commercial Mortgage Backed Securities

    
        

(cost $79,950,165)

  $    80,270,714
             

 

 

Corporate Bonds - 44.9%

         Aerospace/Defense - 0.7%     
        

BAE Systems Holdings, Inc.

    
          $         4,085,000       

3.80%, 10/07/2024(5)

  $    4,289,344
        

BAE Systems plc

    
      4,220,000       

4.75%, 10/11/2021(5)

     4,580,253
        

DAE Funding LLC

    
      670,000       

4.50%, 08/01/2022(5)(6)

     681,725
      690,000       

5.00%, 08/01/2024(5)(6)

     704,663
        

Embraer Netherlands Finance B.V.

    
      5,220,000       

5.40%, 02/01/2027

     5,496,660
        

Lockheed Martin Corp.

    
            

2.50%, 11/23/2020

    
      16,120,000       

3.55%, 01/15/2026

     16,771,715
      5,800,000       

3.60%, 03/01/2035

     5,710,964
      1,025,000       

3.80%, 03/01/2045

     1,003,682
      1,025,000       

4.50%, 05/15/2036

     1,124,619
      2,710,000       

4.70%, 05/15/2046

     3,043,395
      480,000       

4.85%, 09/15/2041

     540,124
        

Northrop Grumman Corp.

    
      15,590,000       

3.20%, 02/01/2027

     15,859,504
        

Raytheon Co.

    
      2,435,000       

4.70%, 12/15/2041

     2,772,316
        

United Technologies Corp.

    
      13,900,000       

2.80%, 05/04/2024

     14,009,796
      3,465,000       

4.05%, 05/04/2047

     3,569,910
      1,925,000       

4.50%, 06/01/2042

     2,097,892
      950,000       

6.13%, 07/15/2038

     1,248,997
             

 

              83,505,559
             

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Agriculture - 0.6%

    
      

Altria Group, Inc.

    
          $       5,685,000       

2.63%, 09/16/2026

  $        5,513,313  
    8,490,000       

2.85%, 08/09/2022

       8,662,423  
    445,000       

3.88%, 09/16/2046

       424,337  
    1,560,000       

4.25%, 08/09/2042

       1,588,111  
    1,640,000       

5.38%, 01/31/2044

       1,936,381  
      

Imperial Brands Finance plc

    
    5,525,000       

2.05%, 02/11/2018(5)

       5,529,873  
    2,350,000       

2.95%, 07/21/2020(5)

       2,400,067  
    9,400,000       

3.50%, 02/11/2023(5)

       9,684,087  
    6,090,000       

3.75%, 07/21/2022(5)

       6,387,070  
      

Philip Morris International, Inc.

    
    1,230,000       

4.13%, 03/04/2043

       1,227,873  
    7,065,000       

4.25%, 11/10/2044

       7,246,295  
    4,680,000       

4.50%, 03/20/2042

       4,936,764  
      

Reynolds American, Inc.

    
    4,170,000       

5.70%, 08/15/2035

       4,967,917  
    8,500,000       

5.85%, 08/15/2045

       10,327,781  
    1,535,000       

6.15%, 09/15/2043

       1,912,734  
           

 

 

 
                    72,745,026  
           

 

 

 
      

Airlines - 0.2%

    
      

Continental Airlines, Inc.

    
    4,053       

6.90%, 10/19/2023

       4,256  
      

Delta Air Lines, Inc.

    
            22,495,000       

3.63%, 03/15/2022

       23,173,681  
           

 

 

 
              23,177,937  
           

 

 

 
      

Apparel - 0.1%

    
      

NIKE, Inc.

    
    5,000,000       

3.38%, 11/01/2046

       4,658,890  
    1,940,000       

3.63%, 05/01/2043

       1,883,659  
           

 

 

 
              6,542,549  
           

 

 

 
      

Auto Manufacturers - 0.8%

    
      

Daimler Finance North America LLC

    
    14,500,000       

2.30%, 01/06/2020(5)

       14,583,534  
      

Ford Motor Co.

    
    5,110,000       

4.75%, 01/15/2043

       4,950,358  
    11,825,000       

5.29%, 12/08/2046

       12,192,296  
      

Ford Motor Credit Co. LLC

    
    2,830,000       

3.81%, 01/09/2024

       2,880,394  
    1,799,000       

4.13%, 08/04/2025

       1,846,019  
      

General Motors Co.

    
    6,640,000       

5.20%, 04/01/2045

       6,633,466  
    5,215,000       

6.25%, 10/02/2043

       5,907,177  
    3,030,000       

6.75%, 04/01/2046

       3,622,235  
      

General Motors Financial Co., Inc.

    
    8,550,000       

3.20%, 07/06/2021

       8,680,576  
    8,245,000       

3.70%, 05/09/2023

       8,415,737  
    6,620,000       

4.00%, 10/06/2026

       6,603,152  
    8,790,000       

4.35%, 01/17/2027

       8,957,775  
           

 

 

 
              85,272,719  
           

 

 

 
      

Auto Parts & Equipment - 0.0%

    
      

Goodyear Tire & Rubber Co.

    
    1,795,000       

4.88%, 03/15/2027

       1,818,559  
           

 

 

 
      

Beverages - 1.2%

    
      

Anheuser-Busch InBev Finance, Inc.

    
    34,235,000       

3.30%, 02/01/2023

       35,522,921  
    24,655,000       

3.65%, 02/01/2026

       25,501,160  
    11,065,000       

4.70%, 02/01/2036

       12,232,999  
    21,005,000       

4.90%, 02/01/2046

       23,590,064  
      

Anheuser-Busch InBev Worldwide, Inc.

    
    2,280,000       

2.50%, 07/15/2022

       2,290,602  
    1,475,000       

3.75%, 01/15/2022

       1,565,482  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $       4,960,000       

3.75%, 07/15/2042

  $        4,776,475  
    6,000,000       

4.44%, 10/06/2048(5)

       6,330,702  
    800,000       

4.95%, 01/15/2042

       897,309  
      

Central American Bottling Corp.

    
    336,000       

5.75%, 01/31/2027(5)

       356,792  
      

Constellation Brands, Inc.

    
    2,165,000       

2.70%, 05/09/2022

       2,178,029  
    2,705,000       

3.50%, 05/09/2027

       2,741,282  
    835,000       

4.50%, 05/09/2047

       871,476  
      

Heineken N.V.

    
    15,480,000       

3.50%, 01/29/2028(5)

       15,880,777  
      

Molson Coors Brewing Co.

    
    605,000       

5.00%, 05/01/2042

       667,858  
      

PepsiCo, Inc.

    
    1,060,000       

3.45%, 10/06/2046

       1,002,584  
           

 

 

 
                    136,406,512  
           

 

 

 
      

Biotechnology - 0.4%

    
      

Amgen, Inc.

    
            16,270,000       

2.20%, 05/11/2020

       16,415,616  
    5,035,000       

3.63%, 05/22/2024

       5,293,396  
    2,000,000       

4.56%, 06/15/2048

       2,137,204  
    4,855,000       

4.66%, 06/15/2051

       5,272,297  
      

Celgene Corp.

    
    2,945,000       

3.63%, 05/15/2024

       3,077,769  
    3,365,000       

4.63%, 05/15/2044

       3,622,746  
      

Gilead Sciences, Inc.

    
    3,095,000       

2.50%, 09/01/2023

       3,079,092  
    5,845,000       

4.15%, 03/01/2047

       5,893,245  
    1,375,000       

4.60%, 09/01/2035

       1,497,485  
      

Sterigenics-Nordion Topco LLC (cash)

    
    645,000       

8.13%, 11/01/2021(5)(7)

       661,125  
           

 

 

 
              46,949,975  
           

 

 

 
      

Chemicals - 0.5%

    
      

Agrium, Inc.

    
    1,650,000       

3.15%, 10/01/2022

       1,689,052  
      

Air Liquide Finance S.A.

    
    5,250,000       

1.75%, 09/27/2021(5)

       5,133,886  
    1,140,000       

2.50%, 09/27/2026(5)

       1,088,664  
      

Chemours Co.

    
    3,345,000       

6.63%, 05/15/2023

       3,592,062  
    440,000       

7.00%, 05/15/2025

       490,600  
      

Hexion, Inc.

    
    2,375,000       

10.38%, 02/01/2022(5)

       2,404,687  
      

Methanex Corp.

    
    14,885,000       

4.25%, 12/01/2024

       14,760,948  
    2,625,000       

5.65%, 12/01/2044

       2,542,242  
      

Monsanto Co.

    
    2,900,000       

4.20%, 07/15/2034

       2,946,084  
      

OCP S.A.

    
    2,990,000       

4.50%, 10/22/2025(8)

       3,017,221  
    345,000       

5.63%, 04/25/2024(8)

       372,255  
    514,000       

6.88%, 04/25/2044(8)

       571,455  
      

Platform Specialty Products Corp.

    
    3,790,000       

6.50%, 02/01/2022(5)

       3,932,125  
      

Sherwin-Williams Co.

    
    6,500,000       

2.75%, 06/01/2022

       6,570,583  
    3,790,000       

3.13%, 06/01/2024

       3,845,216  
    950,000       

4.55%, 08/01/2045

       996,271  
           

 

 

 
              53,953,351  
           

 

 

 
      

Coal - 0.1%

    
      

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.

    
    1,230,000       

12.00%, 11/01/2021

       1,273,050  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Foresight Energy LLC / Foresight Energy Finance Corp.

     
          $               4,380,000       

11.50%, 04/01/2023(5)

   $              4,128,150  
      

Peabody Energy Corp.

     
    345,000       

6.00%, 03/31/2022(5)

        351,900  
    370,000       

6.38%, 03/31/2025(5)

        373,700  
            

 

 

 
               6,126,800  
            

 

 

 
      

Commercial Banks - 11.3%

     
      

Banco Bilbao Vizcaya Argentaria S.A.

     
  EUR       400,000       

6.75%, 02/18/2020(3)(8)(9)

        506,051  
    1,600,000       

8.88%, 04/14/2021(3)(8)(9)

        2,230,280  
      

Banco de Sabadell S.A.

     
    2,600,000       

6.50%, 05/18/2022(3)(8)

        3,145,779  
      

Bank of America Corp.

     
  $       8,775,000       

2.15%, 11/09/2020

        8,768,506  
    9,905,000       

2.31%, 04/24/2023(3)

        9,954,822  
    23,260,000       

2.50%, 10/21/2022

        23,031,540  
    5,810,000       

2.63%, 04/19/2021

        5,861,732  
    13,165,000       

2.82%, 07/21/2023(3)

        13,176,098  
    7,500,000       

3.12%, 01/20/2023(3)

        7,631,812  
    7,000,000       

3.25%, 10/21/2027

        6,816,670  
    9,280,000       

3.71%, 04/24/2028(3)

        9,386,210  
    5,450,000       

3.82%, 01/20/2028(3)

        5,563,807  
    1,505,000       

3.88%, 08/01/2025

        1,568,359  
    12,380,000       

4.00%, 01/22/2025

        12,755,126  
    4,260,000       

4.10%, 07/24/2023

        4,534,220  
    3,180,000       

4.18%, 11/25/2027

        3,283,983  
    2,635,000       

4.20%, 08/26/2024

        2,756,105  
    4,000,000       

4.44%, 01/20/2048(3)

        4,252,640  
    1,760,000       

5.00%, 01/21/2044

        2,011,254  
    3,675,000       

5.63%, 07/01/2020

        4,028,204  
    4,960,000       

6.00%, 09/01/2017

        4,977,658  
    4,515,000       

6.88%, 04/25/2018

        4,680,813  
    3,970,000       

7.63%, 06/01/2019

        4,367,361  
    9,525,000       

7.75%, 05/14/2038

        13,925,883  
      

Bank of New York Mellon Corp.

     
    15,645,000       

2.20%, 08/16/2023

        15,292,675  
    8,855,000       

2.36%, 10/30/2023(3)

        9,046,844  
    12,525,000       

2.66%, 05/16/2023(3)

        12,610,759  
      

Barclays plc

     
    5,000,000       

2.75%, 11/08/2019

        5,060,555  
    535,000       

3.65%, 03/16/2025

        536,077  
    10,000,000       

3.68%, 01/10/2023

        10,269,840  
    5,190,000       

4.84%, 05/09/2028

        5,391,933  
    2,025,000       

7.88%, 03/15/2022(3)(8)(9)

        2,214,439  
  EUR       375,000       

8.00%, 12/15/2020(3)(9)

        497,751  
  $       1,090,000       

8.25%, 12/15/2018(3)(9)

        1,158,343  
      

BBVA Bancomer S.A.

     
    1,325,000       

6.75%, 09/30/2022(8)

        1,503,875  
      

BNP Paribas S.A.

     
    8,145,000       

2.95%, 05/23/2022(5)

        8,255,202  
    10,260,000       

3.80%, 01/10/2024(5)

        10,648,762  
    1,555,000       

7.63%, 03/30/2021(3)(5)(9)

        1,722,163  
      

BPCE S.A.

     
    3,755,000       

3.00%, 05/22/2022(5)

        3,795,749  
      

Capital One Financial Corp.

     
    5,385,000       

3.05%, 03/09/2022

        5,476,572  
    24,175,000       

3.75%, 07/28/2026

        23,735,208  
    5,150,000       

4.20%, 10/29/2025

        5,249,065  
      

Capital One NA

     
    10,305,000       

2.35%, 01/31/2020

        10,352,918  
      

Citigroup, Inc.

     
    7,565,000       

2.05%, 06/07/2019

        7,578,678  
    14,050,000       

2.28%, 05/17/2024(3)

        14,080,882  
    9,875,000       

2.40%, 02/18/2020

        9,956,795  
    18,765,000       

2.45%, 01/10/2020

        18,939,590  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               6,275,000       

2.50%, 09/26/2018

   $              6,326,267  
    10,150,000       

2.65%, 10/26/2020

        10,270,450  
    5,130,000       

2.70%, 03/30/2021

        5,182,418  
    5,290,000       

2.90%, 12/08/2021

        5,365,181  
    8,945,000       

3.20%, 10/21/2026

        8,734,703  
    10,375,000       

3.67%, 07/24/2028(3)

        10,422,798  
    7,245,000       

3.89%, 01/10/2028(3)

        7,420,735  
    8,780,000       

4.13%, 07/25/2028

        9,012,494  
    7,450,000       

4.30%, 11/20/2026

        7,741,697  
    8,145,000       

4.45%, 09/29/2027

        8,571,513  
    3,090,000       

4.60%, 03/09/2026

        3,276,970  
    4,894,000       

4.65%, 07/30/2045

        5,319,470  
    4,795,000       

5.50%, 09/13/2025

        5,395,502  
      

Citizens Bank NA

     
    4,500,000       

2.55%, 05/13/2021

        4,516,069  
      

Cooperatieve Rabobank UA

     
    6,375,000       

3.75%, 07/21/2026

        6,465,098  
      

Credit Agricole S.A.

 

    1,940,000       

4.13%, 01/10/2027(5)

        2,023,948  
    890,000       

7.88%, 01/23/2024(3)(5)(9)

        1,003,938  
    1,030,000       

8.13%, 12/23/2025(3)(5)(9)

        1,229,563  
      

Credit Suisse AG

     
    3,685,000       

5.40%, 01/14/2020

        3,959,706  
      

Credit Suisse Group AG

 

    14,435,000       

4.28%, 01/09/2028(5)

        15,111,049  
    2,775,000       

6.25%, 12/18/2024(3)(8)(9)

        2,978,813  
      

Credit Suisse Group Funding Guernsey Ltd.

 

    6,120,000       

3.13%, 12/10/2020

        6,262,382  
    10,410,000       

3.80%, 09/15/2022

        10,891,775  
      

Deutsche Bank AG

     
    16,180,000       

2.70%, 07/13/2020

        16,266,514  
      

Discover Bank

     
    6,520,000       

4.20%, 08/08/2023

        6,937,163  
      

Fifth Third Bancorp

     
    2,780,000       

4.30%, 01/16/2024

        2,955,084  
      

Goldman Sachs Group, Inc.

     
    8,175,000       

2.30%, 12/13/2019

        8,222,039  
    18,720,000       

2.35%, 11/15/2021

        18,555,077  
    3,940,000       

2.60%, 04/23/2020

        3,993,659  
    14,755,000       

2.60%, 12/27/2020

        14,881,185  
    6,190,000       

2.75%, 09/15/2020

        6,278,808  
    6,425,000       

2.80%, 11/29/2023(3)

        6,627,387  
    2,620,000       

2.91%, 07/24/2023(3)

        2,623,951  
    2,655,000       

3.00%, 04/26/2022

        2,690,102  
    6,345,000       

3.50%, 01/23/2025

        6,444,191  
    9,820,000       

3.50%, 11/16/2026

        9,796,648  
    18,405,000       

3.69%, 06/05/2028(3)

        18,522,277  
    6,800,000       

3.85%, 01/26/2027

        6,938,380  
    3,315,000       

4.00%, 03/03/2024

        3,483,704  
    3,400,000       

4.75%, 10/21/2045

        3,762,233  
    2,625,000       

4.80%, 07/08/2044

        2,910,684  
    1,835,000       

5.15%, 05/22/2045

        2,073,411  
    4,200,000       

5.38%, 03/15/2020

        4,542,976  
    4,550,000       

6.15%, 04/01/2018

        4,681,554  
    3,149,000       

6.25%, 02/01/2041

        4,115,617  
    7,545,000       

6.75%, 10/01/2037

        9,904,261  
    2,921,000       

7.50%, 02/15/2019

        3,165,891  
      

HSBC Holdings plc

 

    5,300,000       

2.65%, 01/05/2022

        5,330,401  
    6,235,000       

3.26%, 03/13/2023(3)

        6,385,513  
    15,055,000       

3.60%, 05/25/2023

        15,627,767  
    4,550,000       

3.90%, 05/25/2026

        4,742,033  
    7,655,000       

4.25%, 03/14/2024

        7,998,526  
    6,360,000       

4.25%, 08/18/2025

        6,609,585  
    4,755,000       

4.30%, 03/08/2026

        5,101,131  
    5,770,000       

4.38%, 11/23/2026

        6,061,812  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               3,665,000       

5.10%, 04/05/2021

   $              4,004,408  
    1,000,000       

6.50%, 09/15/2037

        1,299,724  
    4,440,000       

6.80%, 06/01/2038

        6,009,775  
      

Intesa Sanpaolo S.p.A.

 

    13,270,000       

3.13%, 07/14/2022(5)

        13,358,882  
    780,000       

7.70%, 09/17/2025(3)(5)(9)

        829,725  
      

JP Morgan Chase & Co.

 

    8,000,000       

2.54%, 10/24/2023(3)

        8,155,016  
    18,005,000       

2.70%, 05/18/2023

        17,954,244  
    33,440,000       

3.22%, 03/01/2025(3)

        33,819,745  
    2,270,000       

3.25%, 09/23/2022

        2,343,961  
    19,950,000       

3.30%, 04/01/2026

        19,964,903  
    5,275,000       

4.25%, 10/01/2027

        5,571,429  
    1,970,000       

5.63%, 08/16/2043

        2,410,813  
      

JPMorgan Chase & Co.

 

    3,705,000       

2.95%, 10/01/2026

        3,619,196  
    22,475,000       

2.97%, 01/15/2023

        22,784,458  
    7,850,000       

3.78%, 02/01/2028(3)

        8,059,093  
    14,055,000       

4.26%, 02/22/2048(3)

        14,659,365  
      

KeyCorp

 

    5,000,000       

2.30%, 12/13/2018

        5,033,765  
    8,680,000       

2.90%, 09/15/2020

        8,866,924  
      

Morgan Stanley

 

    3,490,000       

1.98%, 02/14/2020(3)

        3,504,588  
    4,670,000       

2.50%, 01/24/2019

        4,713,529  
    10,505,000       

2.50%, 04/21/2021

        10,537,881  
    13,795,000       

2.63%, 11/17/2021

        13,844,441  
    8,000,000       

2.65%, 01/27/2020

        8,105,128  
    7,125,000       

2.71%, 10/24/2023(3)

        7,265,213  
    16,430,000       

2.75%, 05/19/2022

        16,458,818  
    8,790,000       

3.13%, 07/27/2026

        8,609,031  
    17,110,000       

3.59%, 07/22/2028(3)

        17,137,034  
    8,040,000       

3.63%, 01/20/2027

        8,132,339  
    9,230,000       

3.70%, 10/23/2024

        9,552,192  
    6,320,000       

3.95%, 04/23/2027

        6,434,967  
    9,690,000       

4.00%, 07/23/2025

        10,166,709  
    2,590,000       

4.35%, 09/08/2026

        2,717,754  
    15,480,000       

4.38%, 01/22/2047

        16,217,761  
    2,600,000       

7.30%, 05/13/2019

        2,838,888  
      

PNC Bank NA

     
    7,465,000       

2.70%, 11/01/2022

        7,486,395  
      

PNC Financial Services Group, Inc.

     
    4,310,000       

3.90%, 04/29/2024

        4,543,361  
      

Royal Bank of Scotland Group plc

 

    1,260,000       

6.99%, 10/05/2017(3)(5)(9)

        1,434,825  
    1,400,000       

7.64%, 09/30/2017(3)(9)

        1,342,250  
    645,000       

8.63%, 08/15/2021(3)(9)

        712,325  
      

Santander Holdings USA, Inc.

 

    4,900,000       

2.65%, 04/17/2020

        4,918,448  
    4,905,000       

2.70%, 05/24/2019

        4,948,659  
    14,615,000       

3.70%, 03/28/2022(5)

        14,841,313  
    5,120,000       

4.50%, 07/17/2025

        5,319,992  
      

Santander UK Group Holdings plc

     
    8,700,000       

3.57%, 01/10/2023

        8,912,315  
      

Societe Generale S.A.

     
    1,055,000       

8.25%, 11/29/2018(3)(8)(9)

        1,119,397  
      

State Street Corp.

 

    1,445,000       

3.10%, 05/15/2023

        1,477,329  
    3,340,000       

3.70%, 11/20/2023

        3,561,065  
      

SunTrust Banks, Inc.

     
    11,800,000       

2.70%, 01/27/2022

        11,883,662  
      

UBS Group Funding Switzerland AG

     
    26,500,000       

2.65%, 02/01/2022(5)

        26,489,983  
      

VTB Bank OJSC Via VTB Capital S.A.

     
    1,800,000       

6.95%, 10/17/2022(8)

        1,946,333  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Wachovia Corp.

     
          $               2,850,000       

5.50%, 08/01/2035

   $              3,313,544  
      

Wells Fargo & Co.

 

    17,500,000       

2.10%, 07/26/2021

        17,311,052  
    7,100,000       

2.54%, 10/31/2023(3)

        7,244,407  
    14,455,000       

2.63%, 07/22/2022

        14,482,840  
    5,855,000       

3.00%, 04/22/2026

        5,762,491  
    12,285,000       

3.00%, 10/23/2026

        12,045,381  
    11,735,000       

3.07%, 01/24/2023

        11,946,171  
    9,965,000       

3.45%, 02/13/2023

        10,262,445  
    14,360,000       

3.58%, 05/22/2028(3)

        14,588,195  
    4,080,000       

4.13%, 08/15/2023

        4,343,001  
    5,000,000       

4.40%, 06/14/2046

        5,135,825  
    3,690,000       

4.65%, 11/04/2044

        3,898,865  
    9,105,000       

4.75%, 12/07/2046

        9,861,334  
    2,986,000       

4.90%, 11/17/2045

        3,276,813  
    1,475,000       

5.38%, 11/02/2043

        1,715,167  
    7,023,000       

5.61%, 01/15/2044

        8,386,775  
      

Wells Fargo Bank NA

     
    5,480,000       

2.15%, 12/06/2019

        5,520,015  
            

 

 

 
               1,283,315,363  
            

 

 

 
      

Commercial Services - 0.5%

 

      

APX Group, Inc.

 

    2,135,000       

7.63%, 09/01/2023(5)(6)

        2,172,362  
    3,595,000       

7.88%, 12/01/2022

        3,909,562  
      

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

 

    2,875,000       

5.25%, 03/15/2025(5)

        2,799,531  
    815,000       

5.50%, 04/01/2023

        821,113  
      

Brand Energy & Infrastructure Services, Inc.

     
    3,565,000       

8.50%, 07/15/2025(5)

        3,796,725  
      

ERAC USA Finance LLC

 

    1,370,000       

3.30%, 10/15/2022(5)

        1,409,390  
    6,280,000       

3.85%, 11/15/2024(5)

        6,498,029  
    2,735,000       

5.63%, 03/15/2042(5)

        3,122,202  
      

GW Honos Security Corp.

     
    4,160,000       

8.75%, 05/15/2025(5)

        4,430,400  
      

Herc Rentals, Inc.

 

    1,503,000       

7.50%, 06/01/2022(5)

        1,626,998  
    1,376,000       

7.75%, 06/01/2024(5)

        1,492,960  
      

Hertz Corp.

 

    1,465,000       

5.50%, 10/15/2024(5)

        1,193,975  
    1,290,000       

5.88%, 10/15/2020

        1,208,569  
    1,830,000       

6.25%, 10/15/2022

        1,596,675  
      

Moody’s Corp.

 

    16,195,000       

2.63%, 01/15/2023(5)

        16,156,780  
    6,230,000       

2.75%, 12/15/2021

        6,298,854  
      

Service Corp. International

     
    2,065,000       

5.38%, 01/15/2022

        2,116,625  
            

 

 

 
               60,650,750  
            

 

 

 
      

Construction Materials - 0.1%

 

      

Cemex Finance LLC

     
    2,070,000       

6.00%, 04/01/2024(5)

        2,196,788  
      

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

 

    2,115,000       

5.70%, 01/11/2025(5)

        2,252,475  
    460,000       

6.13%, 05/05/2025(5)

        497,375  
    800,000       

7.75%, 04/16/2026(5)

        918,000  
      

Ply Gem Industries, Inc.

     
    2,200,000       

6.50%, 02/01/2022

        2,304,500  
      

Standard Industries, Inc.

 

    190,000       

5.13%, 02/15/2021(5)

        197,125  
    3,755,000       

5.38%, 11/15/2024(5)

        3,952,137  
            

 

 

 
               12,318,400  
            

 

 

 
      

Diversified Financial Services - 1.5%

 

      

AIG Global Funding

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $       9,020,000       

2.15%, 07/02/2020(5)

   $ 9,039,555  
    9,535,000       

2.70%, 12/15/2021(5)

     9,597,559  
      

American Express Co.

 

    6,705,000       

2.50%, 08/01/2022

     6,705,436  
    5,127,000       

2.65%, 12/02/2022

     5,156,937  
      

American Express Credit Corp.

 

    4,125,000       

2.20%, 03/03/2020

     4,158,676  
    8,010,000       

2.70%, 03/03/2022

     8,120,490  
      

BlackRock, Inc.

  
    6,700,000       

3.20%, 03/15/2027

     6,816,788  
      

Capital One Bank USA NA

  
    3,235,000       

2.30%, 06/05/2019

     3,246,426  
      

CBOE Holdings, Inc.

  
    3,560,000       

3.65%, 01/12/2027

     3,623,354  
      

FBM Finance, Inc.

  
    1,115,000       

8.25%, 08/15/2021(5)

     1,195,837  
      

FMR LLC

  
    2,230,000       

4.95%, 02/01/2033(5)

     2,466,735  
      

GE Capital International Funding Co.

  
    13,589,000       

4.42%, 11/15/2035

           14,712,199  
      

General Electric Co.

 

    1,210,000       

5.88%, 01/14/2038

     1,559,397  
    1,297,000       

6.75%, 03/15/2032

     1,799,182  
    1,469,000       

6.88%, 01/10/2039

     2,123,059  
      

Hexion, Inc.

  
    1,245,000       

13.75%, 02/01/2022(5)

     1,139,175  
      

MassMutual Global Funding II

  
    399,000       

2.10%, 08/02/2018(5)

     401,273  
      

Nasdaq, Inc.

 

            13,555,000       

3.85%, 06/30/2026

     13,914,113  
    10,455,000       

4.25%, 06/01/2024

     11,123,806  
      

National Rural Utilities Cooperative Finance Corp.

  
    6,625,000       

3.25%, 11/01/2025

     6,756,526  
      

Nationstar Mortgage LLC / Nationstar Capital Corp.

 

    1,765,000       

6.50%, 08/01/2018

     1,762,794  
    3,660,000       

6.50%, 07/01/2021

     3,751,500  
      

Navient Corp.

 

    1,732,000       

5.50%, 01/25/2023

     1,768,666  
    365,000       

5.63%, 08/01/2033

     310,250  
    2,351,000       

5.88%, 10/25/2024

     2,395,081  
    4,125,000       

6.13%, 03/25/2024

     4,279,687  
    1,385,000       

6.50%, 06/15/2022

     1,475,025  
    912,000       

7.25%, 09/25/2023

     997,774  
      

OneMain Financial Holdings LLC

  
    420,000       

6.75%, 12/15/2019(5)

     439,740  
      

Springleaf Finance Corp.

 

    830,000       

5.25%, 12/15/2019

     864,237  
    140,000       

6.13%, 05/15/2022

     147,000  
    1,080,000       

7.75%, 10/01/2021

     1,210,950  
    2,815,000       

8.25%, 12/15/2020

     3,159,837  
      

Synchrony Financial

 

    8,675,000       

3.70%, 08/04/2026

     8,516,239  
    5,410,000       

3.75%, 08/15/2021

     5,585,284  
    8,660,000       

4.50%, 07/23/2025

     9,013,900  
      

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.

  
    305,000       

6.75%, 06/01/2025(5)

     316,261  
      

Visa, Inc.

 

    3,905,000       

3.15%, 12/14/2025

     3,995,830  
    2,000,000       

4.15%, 12/14/2035

     2,172,658  
    3,635,000       

4.30%, 12/14/2045

     3,987,057  
         

 

 

 
            169,806,293  
         

 

 

 
      

Electric - 2.7%

 

      

Abu Dhabi National Energy Co. PJSC

 

    785,000       

3.63%, 01/12/2023(8)

     790,238  
    700,000       

4.38%, 06/22/2026(8)

     723,639  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               527,000       

5.88%, 12/13/2021(8)

   $          584,664
      

AEP Transmission Co. LLC

     
    2,565,000       

3.10%, 12/01/2026

      2,581,254
      

Alabama Power Co.

     
    13,090,000       

2.45%, 03/30/2022

      13,174,509
      

Baltimore Gas & Electric Co.

     
    5,210,000       

3.50%, 11/15/2021

      5,462,128
      

Berkshire Hathaway Energy Co.

     
    500,000       

5.95%, 05/15/2037

      634,852
      

Centrais Electricas Brasileiras S.A.

    1,355,000       

5.75%, 10/27/2021(8)

      1,404,457
    150,000       

6.88%, 07/30/2019(8)

      159,563
      

Cleco Corporate Holdings LLC

     
    4,840,000       

3.74%, 05/01/2026

      4,910,470
      

Commonwealth Edison Co.

    605,000       

3.65%, 06/15/2046

      594,651
    620,000       

4.35%, 11/15/2045

      669,920
      

Consolidated Edison Co. of New York, Inc.

    1,400,000       

4.20%, 03/15/2042

      1,469,679
    3,930,000       

4.30%, 12/01/2056

      4,159,119
    1,195,000       

4.50%, 12/01/2045

      1,329,918
    7,135,000       

4.63%, 12/01/2054

      8,013,868
      

Dominion Energy, Inc.

    10,400,000       

2.50%, 12/01/2019

      10,502,055
    3,140,000       

2.85%, 08/15/2026

      3,031,676
    11,710,000       

3.90%, 10/01/2025

      12,251,962
    3,545,000       

4.70%, 12/01/2044

      3,845,988
    7,096,000       

6.40%, 06/15/2018

      7,383,572
    3,390,000       

7.00%, 06/15/2038

      4,561,092
      

DTE Energy Co.

     
    4,150,000       

3.80%, 03/15/2027

      4,285,406
      

Duke Energy Carolinas LLC

    3,225,000       

2.50%, 03/15/2023

      3,251,484
    9,845,000       

2.95%, 12/01/2026

      9,847,067
    3,270,000       

3.75%, 06/01/2045

      3,277,822
    3,305,000       

3.88%, 03/15/2046

      3,359,837
    3,000,000       

5.30%, 02/15/2040

      3,704,244
      

Duke Energy Corp.

    2,940,000       

2.65%, 09/01/2026

      2,844,632
    2,935,000       

3.75%, 04/15/2024

      3,094,297
    705,000       

3.75%, 09/01/2046

      684,188
    3,000,000       

3.95%, 10/15/2023

      3,190,473
      

Duke Energy Progress LLC

    2,060,000       

4.10%, 05/15/2042

      2,155,209
    1,940,000       

4.15%, 12/01/2044

      2,040,777
    4,345,000       

4.20%, 08/15/2045

      4,634,433
    2,730,000       

4.38%, 03/30/2044

      2,958,651
      

Dynegy, Inc.

    510,000       

7.63%, 11/01/2024

      502,988
    2,975,000       

8.00%, 01/15/2025(5)

      2,945,250
      

Emera U.S. Finance L.P.

    5,380,000       

2.70%, 06/15/2021

      5,414,023
    3,460,000       

4.75%, 06/15/2046

      3,706,131
      

Entergy Corp.

     
    3,935,000       

2.95%, 09/01/2026

      3,822,215
      

Eversource Energy

     
    2,775,000       

2.80%, 05/01/2023

      2,793,368
      

Exelon Corp.

    1,190,000       

2.45%, 04/15/2021

      1,188,597
    2,105,000       

3.40%, 04/15/2026

      2,131,275
      

FirstEnergy Corp.

    10,990,000       

3.90%, 07/15/2027

      11,077,217
    9,580,000       

7.38%, 11/15/2031

      12,733,564
      

FirstEnergy Transmission LLC

     
    2,630,000       

5.45%, 07/15/2044(5)

      3,059,069
      

Fortis, Inc.


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $           4,960,000       

2.10%, 10/04/2021

  $   4,893,675
    7,060,000       

3.06%, 10/04/2026

    6,855,804
      

Georgia Power Co.

    4,570,000       

2.40%, 04/01/2021

    4,580,410
    5,415,000       

3.25%, 03/30/2027

    5,423,085
    4,505,000       

4.30%, 03/15/2042

    4,741,287
      

ITC Holdings Corp.

   
    6,355,000       

3.25%, 06/30/2026

    6,321,624
      

MidAmerican Energy Co.

    4,910,000       

3.50%, 10/15/2024

    5,155,186
    2,598,000       

4.40%, 10/15/2044

    2,859,681
      

NiSource Finance Corp.

   
    3,450,000       

4.80%, 02/15/2044

    3,789,801
      

Oncor Electric Delivery Co. LLC

    5,666,000       

2.95%, 04/01/2025

    5,667,048
    3,915,000       

4.10%, 06/01/2022

    4,178,577
    115,000       

4.55%, 12/01/2041

    126,627
    591,000       

5.25%, 09/30/2040

    709,411
      

Pacific Gas & Electric Co.

    6,000,000       

3.50%, 06/15/2025

    6,209,856
    2,525,000       

4.30%, 03/15/2045

    2,732,429
    2,400,000       

6.05%, 03/01/2034

    3,116,138
      

PacifiCorp

   
    3,500,000       

4.10%, 02/01/2042

    3,649,208
      

Potomac Electric Power Co.

   
    2,700,000       

4.15%, 03/15/2043

    2,869,852
      

Progress Energy, Inc.

    1,750,000       

7.00%, 10/30/2031

    2,365,641
    3,051,000       

7.05%, 03/15/2019

    3,293,899
    540,000       

7.75%, 03/01/2031

    766,731
      

Public Service Co. of Colorado

   
    1,930,000       

3.60%, 09/15/2042

    1,882,790
      

San Diego Gas & Electric Co.

   
    4,770,000       

3.60%, 09/01/2023

    5,033,099
      

SCANA Corp.

   
    5,000,000       

4.13%, 02/01/2022

    5,199,535
      

South Carolina Electric & Gas Co.

   
    5,745,000       

4.10%, 06/15/2046

    5,696,133
      

Southern California Edison Co.

   
    1,010,000       

6.05%, 03/15/2039

    1,331,248
      

Southern Co.

    5,000,000       

1.85%, 07/01/2019

    4,994,935
    4,055,000       

2.95%, 07/01/2023

    4,074,732
    5,005,000       

4.40%, 07/01/2046

    5,218,628
      

Southern Power Co.

   
    1,615,000       

5.25%, 07/15/2043

    1,734,013
      

Texas Competitive Electric Holdings Co. LLC

   
    1,750,000       

11.50%, 10/01/2020(1)(2)(10)

   
          

 

                 302,412,574
          

 

      

Electrical Components & Equipment - 0.0%

      

General Cable Corp.

   
    1,650,000       

5.75%, 10/01/2022

    1,691,250
          

 

      

Electronics - 0.1%

      

Fortive Corp.

   
    7,690,000       

2.35%, 06/15/2021

    7,664,485
          

 

      

Engineering & Construction - 0.1%

      

SBA Tower Trust

   
    11,750,000       

3.17%, 04/09/2047(5)

    11,825,724
          

 

      

Entertainment - 0.1%

      

Eldorado Resorts, Inc.

   
    690,000       

6.00%, 04/01/2025

    738,300
      

Jacobs Entertainment, Inc.

   
    2,430,000       

7.88%, 02/01/2024(5)

    2,636,550


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Penn National Gaming, Inc.

   
          $           2,775,000       

5.63%, 01/15/2027(5)

  $   2,858,250
      

Pinnacle Entertainment, Inc.

   
    3,015,000       

5.63%, 05/01/2024(5)

    3,128,062
      

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.

   
    910,000       

6.13%, 08/15/2021(5)

    928,200
      

Scientific Games International, Inc.

    2,000,000       

6.63%, 05/15/2021

    2,065,000
    1,360,000       

10.00%, 12/01/2022

    1,516,400
          

 

                 13,870,762
          

 

      

Environmental Control - 0.2%

      

CD&R Waterworks Merger Sub LLC

   
    385,000       

6.13%, 08/15/2025(5)(6)

    392,700
      

Clean Harbors, Inc.

    1,975,000       

5.13%, 06/01/2021

    2,014,500
    150,000       

5.25%, 08/01/2020

    152,063
      

Republic Services, Inc.

    6,550,000       

3.55%, 06/01/2022

    6,851,686
    8,000,000       

5.00%, 03/01/2020

    8,587,936
      

Tervita Escrow Corp.

   
    730,000       

7.63%, 12/01/2021(5)

    740,950
      

Waste Management, Inc.

   
    6,000,000       

3.50%, 05/15/2024

    6,234,528
          

 

           24,974,363
          

 

      

Food - 0.6%

      

Danone S.A.

    5,785,000       

1.69%, 10/30/2019(5)

    5,762,207
    6,705,000       

2.59%, 11/02/2023(5)

    6,623,923
      

JM Smucker Co.

   
    1,605,000       

3.50%, 03/15/2025

    1,654,509
      

Kraft Heinz Foods Co.

    5,765,000       

3.00%, 06/01/2026

    5,552,266
    9,060,000       

3.50%, 07/15/2022

    9,404,099
    4,115,000       

3.95%, 07/15/2025

    4,252,667
    8,460,000       

4.38%, 06/01/2046

    8,220,176
    1,870,000       

5.00%, 07/15/2035

    2,024,052
    2,190,000       

5.20%, 07/15/2045

    2,374,435
      

Minerva Luxembourg S.A.

   
    530,000       

6.50%, 09/20/2026(5)

    530,000
      

Mondelez International Holdings Netherlands B.V.

   
    11,000,000       

1.63%, 10/28/2019(5)

    10,918,380
      

Post Holdings, Inc.

    3,910,000       

5.00%, 08/15/2026(5)

    4,012,637
    665,000       

6.00%, 12/15/2022(5)

    703,238
      

Sysco Corp.

    3,140,000       

3.30%, 07/15/2026

    3,157,641
    960,000       

4.50%, 04/01/2046

    1,024,010
      

TreeHouse Foods, Inc.

    3,520,000       

4.88%, 03/15/2022

    3,643,200
    605,000       

6.00%, 02/15/2024(5)

    648,863
          

 

           70,506,303
          

 

      

Forest Products & Paper - 0.2%

      

Fibria Overseas Finance Ltd.

   
    1,870,000       

5.50%, 01/17/2027

    1,944,800
      

International Paper Co.

    9,650,000       

3.65%, 06/15/2024

    9,980,291
    7,261,000       

4.40%, 08/15/2047

    7,299,875
    1,869,000       

5.00%, 09/15/2035

    2,064,363
    745,000       

7.30%, 11/15/2039

    1,017,900
          

 

           22,307,229
          

 

      

Gas - 0.2%

      

Boston Gas Co.

   
    2,515,000       

3.15%, 08/01/2027(5)

    2,512,636


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

CenterPoint Energy Resources Corp.

   
          $               5,805,000       

4.50%, 01/15/2021

  $     6,134,637
      

Sempra Energy

    8,760,000       

1.63%, 10/07/2019

    8,717,803
    2,940,000       

2.85%, 11/15/2020

    2,993,843
    5,640,000       

2.88%, 10/01/2022

    5,688,476
      

Southern Co. Gas Capital Corp.

   
    1,195,000       

2.45%, 10/01/2023

    1,161,526
          

 

                   27,208,921
          

 

      

Healthcare-Products - 0.8%

      

Abbott Laboratories

   
    4,330,000       

2.80%, 09/15/2020

    4,414,006
      

Alere, Inc.

    4,578,000       

6.38%, 07/01/2023(5)

    4,921,350
    2,815,000       

6.50%, 06/15/2020

    2,860,744
      

Becton Dickinson and Co.

    23,920,000       

2.89%, 06/06/2022

    24,080,096
    18,325,000       

3.36%, 06/06/2024

    18,575,319
      

Boston Scientific Corp.

   
    7,000,000       

3.38%, 05/15/2022

    7,242,403
      

Medtronic, Inc.

   
    8,023,000       

4.38%, 03/15/2035

    8,886,307
      

Sterigenics-Nordion Holdings LLC

   
    3,090,000       

6.50%, 05/15/2023(5)

    3,198,150
      

Stryker Corp.

    1,495,000       

3.50%, 03/15/2026

    1,547,703
    4,690,000       

4.63%, 03/15/2046

    5,183,773
      

Thermo Fisher Scientific, Inc.

    4,485,000       

2.95%, 09/19/2026

    4,399,386
    4,055,000       

3.00%, 04/15/2023

    4,125,456
          

 

           89,434,693
          

 

      

Healthcare-Services - 1.1%

      

Aetna, Inc.

   
    8,555,000       

2.80%, 06/15/2023

    8,649,276
      

Anthem, Inc.

    4,760,000       

3.13%, 05/15/2022

    4,895,174
    3,100,000       

3.30%, 01/15/2023

    3,205,825
    3,175,000       

3.50%, 08/15/2024

    3,285,503
    3,315,000       

4.63%, 05/15/2042

    3,570,666
    1,210,000       

5.85%, 01/15/2036

    1,475,919
    2,330,000       

6.38%, 06/15/2037

    2,977,971
      

Cigna Corp.

   
    4,305,000       

3.25%, 04/15/2025

    4,349,729
      

Community Health Systems, Inc.

    1,125,000       

5.13%, 08/01/2021

    1,132,031
    570,000       

6.25%, 03/31/2023

    584,250
    3,955,000       

6.88%, 02/01/2022

    3,391,412
    705,000       

7.13%, 07/15/2020

    679,444
      

Coventry Health Care, Inc.

   
    2,060,000       

5.45%, 06/15/2021

    2,275,523
      

Envision Healthcare Corp.

    1,305,000       

5.13%, 07/01/2022(5)

    1,347,412
    2,760,000       

5.63%, 07/15/2022

    2,863,500
      

HCA Healthcare, Inc.

   
    3,335,000       

6.25%, 02/15/2021

    3,622,644
      

HCA, Inc.

    4,605,000       

5.38%, 02/01/2025

    4,904,325
    2,125,000       

5.88%, 05/01/2023

    2,324,219
    1,075,000       

5.88%, 02/15/2026

    1,171,750
    1,627,000       

7.50%, 11/15/2095

    1,673,776
      

Humana, Inc.

    3,555,000       

3.85%, 10/01/2024

    3,737,595
    14,570,000       

3.95%, 03/15/2027

    15,291,186
      

Laboratory Corp. of America Holdings

   
    1,435,000       

4.70%, 02/01/2045

    1,490,136


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

MPH Acquisition Holdings LLC

   
          $               540,000       

7.13%, 06/01/2024(5)

  $   584,550
      

Providence St Joseph Health Obligated Group

   
    6,610,000       

2.75%, 10/01/2026

    6,337,880
    

Tenet Healthcare Corp.

   
    345,000       

4.75%, 06/01/2020

    357,506
    480,000       

6.75%, 06/15/2023

    474,000
    3,055,000       

8.13%, 04/01/2022

    3,287,180
    

UnitedHealth Group, Inc.

   
    9,320,000       

3.38%, 04/15/2027

    9,601,259
    5,055,000       

4.25%, 04/15/2047

    5,424,430
    9,750,000       

4.63%, 07/15/2035

    11,045,122
    1,223,000       

4.75%, 07/15/2045

    1,412,457
    1,981,000       

6.88%, 02/15/2038

    2,846,743
          

 

                 120,270,393
          

 

    

Home Builders - 0.2%

   
      

AV Homes, Inc.

   
    2,970,000       

6.63%, 05/15/2022(5)

    3,073,950
    

Beazer Homes USA, Inc.

   
    865,000       

6.75%, 03/15/2025

    911,494
    1,950,000       

8.75%, 03/15/2022

    2,176,336
    

KB Home

   
    1,450,000       

7.00%, 12/15/2021

    1,622,188
    1,095,000       

7.50%, 09/15/2022

    1,245,563
    1,586,000       

8.00%, 03/15/2020

    1,778,302
      

Lennar Corp.

   
    2,720,000       

4.75%, 12/15/2017

    2,722,448
    

M/I Homes, Inc.

   
    660,000       

5.63%, 08/01/2025(5)

    660,000
    3,170,000       

6.75%, 01/15/2021

    3,320,575
          

 

         17,510,856
          

 

    

Household Products - 0.0%

   
      

Revlon Consumer Products Corp.

   
    4,195,000       

6.25%, 08/01/2024

    3,188,200
          

 

    

Household Products/Wares - 0.1%

   
      

Diamond BC B.V.

   
  EUR       2,380,000       

5.63%, 08/15/2025(5)(6)

    2,858,298
    

S.C. Johnson & Son, Inc.

   
          $       2,520,000       

4.00%, 05/15/2043(5)

    2,539,071
    1,840,000       

4.75%, 10/15/2046(5)

    2,092,746
          

 

         7,490,115
          

 

    

Housewares - 0.0%

   
      

American Greetings Corp.

   
    3,535,000       

7.88%, 02/15/2025(5)

    3,844,312
          

 

    

Insurance - 1.0%

   
      

ACE Capital Trust II

   
    1,905,000       

9.70%, 04/01/2030

    2,881,312
    

American International Group, Inc.

   
    4,725,000       

3.88%, 01/15/2035

    4,630,150
    5,000,000       

3.90%, 04/01/2026

    5,190,000
    6,050,000       

4.38%, 01/15/2055

    5,933,489
    2,005,000       

4.50%, 07/16/2044

    2,074,273
    2,680,000       

4.70%, 07/10/2035

    2,887,298
    

Aon plc

   
    4,775,000       

3.50%, 06/14/2024

    4,904,885
    5,480,000       

3.88%, 12/15/2025

    5,761,513
    2,300,000       

4.25%, 12/12/2042

    2,260,044
      

Berkshire Hathaway Finance Corp.

   
    3,460,000       

4.40%, 05/15/2042

    3,753,218
      

Berkshire Hathaway, Inc.

   
    3,715,000       

3.13%, 03/15/2026

    3,785,771
    

Genworth Holdings, Inc.

   
    205,000       

4.80%, 02/15/2024

    168,613


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               1,370,000       

4.90%, 08/15/2023

  $     1,143,950
    770,000       

7.20%, 02/15/2021

    729,575
    430,000       

7.63%, 09/24/2021

    409,093
    255,000       

7.70%, 06/15/2020

    250,538
      

Marsh & McLennan Cos., Inc.

    7,485,000       

2.75%, 01/30/2022

    7,581,729
    1,635,000       

3.75%, 03/14/2026

    1,694,535
    3,900,000       

4.05%, 10/15/2023

    4,143,446
    1,535,000       

4.35%, 01/30/2047

    1,628,833
      

Massachusetts Mutual Life Insurance Co.

   
    1,008,000       

8.88%, 06/01/2039(5)

    1,637,684
      

MassMutual Global Funding II

   
    13,334,000       

2.50%, 04/13/2022(5)

    13,355,454
      

MetLife, Inc.

   
    2,010,000       

4.60%, 05/13/2046

    2,223,084
      

Metropolitan Life Global Funding I

   
    13,040,000       

1.75%, 12/19/2018(5)

    13,035,932
      

MGIC Investment Corp.

   
    700,000       

5.75%, 08/15/2023

    763,000
      

Nationwide Mutual Insurance Co.

   
    4,940,000       

9.38%, 08/15/2039(5)

    8,281,376
      

Teachers Insurance & Annuity Association of America

   
    254,000       

6.85%, 12/16/2039(5)

    347,238
      

USIS Merger Sub, Inc.

   
    2,310,000       

6.88%, 05/01/2025(5)

    2,390,850
      

Willis North America, Inc.

   
    10,435,000       

3.60%, 05/15/2024

    10,663,840
          

 

                   114,510,723
          

 

      

Internet - 0.2%

      

Amazon.com, Inc.

    2,940,000       

4.80%, 12/05/2034

    3,361,343
    5,535,000       

4.95%, 12/05/2044

    6,492,683
      

Baidu, Inc.

   
    1,815,000       

2.88%, 07/06/2022

    1,823,456
      

Netflix, Inc.

   
    4,990,000       

5.88%, 02/15/2025

    5,588,800
      

Zayo Group LLC / Zayo Capital, Inc.

    1,955,000       

6.00%, 04/01/2023

    2,060,081
    2,500,000       

6.38%, 05/15/2025

    2,709,375
          

 

           22,035,738
          

 

      

Iron/Steel - 0.4%

      

AK Steel Corp.

    1,375,000       

7.63%, 10/01/2021

    1,435,156
    1,095,000       

8.38%, 04/01/2022

    1,142,906
      

ArcelorMittal

   
    6,505,000       

7.25%, 03/01/2041

    7,513,275
      

Signode Industrial Group U.S., Inc.

   
    965,000       

6.38%, 05/01/2022(5)

    1,008,425
      

Steel Dynamics, Inc.

    665,000       

5.13%, 10/01/2021

    684,950
    1,770,000       

5.50%, 10/01/2024

    1,893,900
      

United States Steel Corp.

    287,000       

6.88%, 04/01/2021

    297,404
    1,060,000       

7.38%, 04/01/2020

    1,151,425
    465,000       

7.50%, 03/15/2022

    483,600
    2,540,000       

8.38%, 07/01/2021(5)

    2,809,875
      

Vale Overseas Ltd.

    10,704,000       

6.25%, 08/10/2026

    11,897,496
    3,670,000       

6.88%, 11/21/2036

    4,082,875
    3,590,000       

6.88%, 11/10/2039

    3,998,399
      

Vale S.A.

   
    1,620,000       

5.63%, 09/11/2042

    1,599,750
          

 

           39,999,436
          

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

IT Services - 0.7%

    
      

Apple, Inc.

    
          $               5,000,000       

2.85%, 02/23/2023

  $              5,126,880  
    3,850,000       

3.00%, 02/09/2024

       3,936,548  
    6,660,000       

3.00%, 06/20/2027

       6,636,896  
    2,805,000       

3.20%, 05/11/2027

       2,845,395  
    12,060,000       

3.35%, 02/09/2027

       12,392,205  
    4,230,000       

3.85%, 08/04/2046

       4,217,513  
    2,895,000       

4.25%, 02/09/2047

       3,063,825  
    3,990,000       

4.38%, 05/13/2045

       4,336,771  
    1,500,000       

4.45%, 05/06/2044

       1,648,738  
    4,085,000       

4.65%, 02/23/2046

       4,590,298  
      

Conduent Finance, Inc. / Xerox Business Services LLC

    
    2,710,000       

10.50%, 12/15/2024(5)

       3,170,700  
      

Dell International LLC / EMC Corp.

 

    4,465,000       

4.42%, 06/15/2021(5)

       4,712,272  
    10,705,000       

6.02%, 06/15/2026(5)

       11,923,550  
      

DXC Technology Co.

    
    3,325,000       

2.88%, 03/27/2020(5)

       3,366,626  
      

Hewlett Packard Enterprise Co.

 

          

2.45%, 10/05/2017

        
    2,950,000       

4.90%, 10/15/2025

       3,122,870  
    5,635,000       

6.35%, 10/15/2045

       6,033,913  
           

 

 

 
              81,125,000  
           

 

 

 
      

Lodging - 0.1%

 

      

Boyd Gaming Corp.

    
    3,650,000       

6.38%, 04/01/2026

       3,978,500  
      

FelCor Lodging L.P.

    
    1,745,000       

6.00%, 06/01/2025

       1,875,875  
      

Jack Ohio Finance LLC / Jack Ohio Finance Corp.

    
    2,995,000       

6.75%, 11/15/2021(5)

       3,122,287  
      

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.

    
    1,910,000       

5.88%, 05/15/2025(5)

       1,910,000  
           

 

 

 
              10,886,662  
           

 

 

 
      

Machinery-Construction & Mining - 0.0%

 

      

BlueLine Rental Finance Corp. / BlueLine Rental LLC

    
    2,735,000       

9.25%, 03/15/2024(5)

       2,967,475  
      

Caterpillar, Inc.

    
    1,500,000       

3.80%, 08/15/2042

       1,507,104  
           

 

 

 
              4,474,579  
           

 

 

 
      

Machinery-Diversified - 0.0%

 

      

Cloud Crane LLC

    
    3,270,000       

10.13%, 08/01/2024(5)

       3,678,750  
           

 

 

 
      

Media - 2.8%

 

      

21st Century Fox America, Inc.

 

    8,140,000       

3.38%, 11/15/2026

       8,192,291  
    7,290,000       

4.95%, 10/15/2045

       7,987,755  
    850,000       

6.15%, 02/15/2041

       1,076,436  
    1,865,000       

6.40%, 12/15/2035

       2,366,396  
    2,450,000       

6.90%, 03/01/2019

       2,638,072  
      

CBS Corp.

 

    2,100,000       

2.90%, 01/15/2027

       2,005,733  
    2,260,000       

4.90%, 08/15/2044

       2,394,597  
      

CBS Radio, Inc.

    
    1,130,000       

7.25%, 11/01/2024(5)

       1,190,738  
       CCO Holdings LLC / CCO Holdings Capital Corp.  
    1,695,000       

5.13%, 05/01/2023(5)

       1,779,750  
    1,600,000       

5.25%, 09/30/2022

       1,650,000  
    3,870,000       

5.75%, 09/01/2023

       4,019,962  
    205,000       

5.75%, 01/15/2024

       215,763  
    860,000       

5.75%, 02/15/2026(5)

       924,500  
      

Cequel Communications Holdings I LLC / Cequel Capital Corp.

    
    7,490,000       

5.13%, 12/15/2021(5)

       7,656,128  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Charter Communications Operating LLC / Charter Communications Operating Capital

    
          $               5,455,000       

3.58%, 07/23/2020

  $        5,641,626  
    6,075,000       

4.46%, 07/23/2022

       6,500,943  
    2,135,000       

4.91%, 07/23/2025

       2,294,280  
    7,610,000       

5.38%, 05/01/2047(5)

       7,889,538  
    10,513,000       

6.48%, 10/23/2045

             12,392,766  
      

Clear Channel Worldwide Holdings, Inc.

    
    960,000       

7.63%, 03/15/2020

       967,200  
      

Comcast Corp.

 

    4,370,000       

2.35%, 01/15/2027

       4,116,151  
    5,965,000       

3.20%, 07/15/2036

       5,614,210  
    4,145,000       

4.25%, 01/15/2033

       4,435,946  
    10,150,000       

4.60%, 08/15/2045

       11,080,755  
    2,725,000       

4.75%, 03/01/2044

       3,032,846  
    975,000       

5.65%, 06/15/2035

       1,189,183  
    1,980,000       

6.45%, 03/15/2037

       2,653,826  
    4,200,000       

6.95%, 08/15/2037

       5,931,698  
    510,000       

7.05%, 03/15/2033

       702,186  
      

Cox Communications, Inc.

 

    1,485,000       

2.95%, 06/30/2023(5)

       1,462,094  
    8,300,000       

3.15%, 08/15/2024(5)(6)

       8,309,769  
    11,094,000       

4.50%, 06/30/2043(5)

       10,484,451  
    5,786,000       

4.70%, 12/15/2042(5)

       5,602,781  
    7,875,000       

4.80%, 02/01/2035(5)

       7,780,776  
    2,604,000       

6.45%, 12/01/2036(5)

       2,955,842  
    1,275,000       

8.38%, 03/01/2039(5)

       1,746,290  
      

CSC Holdings LLC

 

    1,065,000       

5.25%, 06/01/2024

       1,106,003  
    2,860,000       

10.13%, 01/15/2023(5)

       3,328,325  
    882,000       

10.88%, 10/15/2025(5)

       1,100,295  
      

Discovery Communications LLC

 

    6,046,000       

3.45%, 03/15/2025

       5,910,521  
    10,001,000       

3.80%, 03/13/2024

       10,140,414  
    5,150,000       

4.90%, 03/11/2026

       5,500,952  
      

DISH DBS Corp.

 

    2,840,000       

5.00%, 03/15/2023

       2,945,620  
    1,825,000       

5.88%, 07/15/2022

       1,986,403  
    455,000       

5.88%, 11/15/2024

       493,561  
    3,620,000       

6.75%, 06/01/2021

       4,000,100  
    1,260,000       

7.88%, 09/01/2019

       1,390,410  
      

Gray Television, Inc.

 

    2,160,000       

5.13%, 10/15/2024(5)

       2,211,300  
    630,000       

5.88%, 07/15/2026(5)

       652,050  
      

Liberty Interactive LLC

    
    3,740,000       

8.25%, 02/01/2030

       4,076,600  
      

NBCUniversal Media LLC

 

    580,000       

4.45%, 01/15/2043

       620,899  
    1,350,000       

5.95%, 04/01/2041

       1,729,277  
      

Quebecor Media, Inc.

    
    335,000       

5.75%, 01/15/2023

       360,963  
      

SFR Group S.A.

    
    3,485,000       

7.38%, 05/01/2026(5)

       3,772,512  
      

Sinclair Television Group, Inc.

 

    570,000       

5.13%, 02/15/2027(5)

       564,300  
    675,000       

5.88%, 03/15/2026(5)

       703,688  
    2,205,000       

6.13%, 10/01/2022

       2,282,175  
      

Sky plc

    
    16,875,000       

3.13%, 11/26/2022(5)

       17,183,694  
      

TEGNA, Inc.

 

    2,305,000       

4.88%, 09/15/2021(5)

       2,371,269  
    1,285,000       

5.50%, 09/15/2024(5)

       1,338,006  
    2,610,000       

6.38%, 10/15/2023

       2,763,337  
      

Time Warner Cable LLC

 

    540,000       

4.00%, 09/01/2021

       566,566  
    1,875,000       

4.50%, 09/15/2042

       1,766,872  
    1,300,000       

5.50%, 09/01/2041

       1,398,457  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $           10,340,000       

5.88%, 11/15/2040

  $          11,497,087
    14,780,000       

6.75%, 07/01/2018

     15,427,970
    2,825,000       

6.75%, 06/15/2039

     3,458,806
    2,450,000       

8.25%, 04/01/2019

     2,695,367
    535,000       

8.75%, 02/14/2019

     588,643
      

Time Warner Entertainment Co. L.P.

    
    1,565,000       

8.38%, 07/15/2033

     2,176,945
      

Time Warner Entertainment Co., L.P.

    
    5,000,000       

8.38%, 03/15/2023

     6,263,825
      

Time Warner, Inc.

    4,015,000       

2.95%, 07/15/2026

     3,828,001
    6,920,000       

3.60%, 07/15/2025

     6,992,591
    965,000       

3.80%, 02/15/2027

     975,629
    5,880,000       

3.88%, 01/15/2026

     5,989,997
    6,545,000       

5.35%, 12/15/2043

     7,201,732
      

Tribune Media Co.

    
    2,735,000       

5.88%, 07/15/2022

     2,864,912
      

Viacom, Inc.

    90,000       

3.45%, 10/04/2026

     87,310
    380,000       

4.38%, 03/15/2043

     335,610
    2,505,000       

4.50%, 02/27/2042

     2,268,846
    9,845,000       

4.85%, 12/15/2034

     9,548,803
      

Videotron Ltd.

    
    1,320,000       

5.00%, 07/15/2022

     1,412,400
           

 

            322,762,321
           

 

      

Metal Fabricate/Hardware - 0.0%

      

Novelis Corp.

    1,045,000       

5.88%, 09/30/2026(5)

     1,099,862
    1,880,000       

6.25%, 08/15/2024(5)

     2,011,976
           

 

            3,111,838
           

 

      

Mining - 0.3%

      

Anglo American Capital plc

    320,000       

3.63%, 05/14/2020(5)

     328,000
    580,000       

4.13%, 04/15/2021(5)

     601,025
    535,000       

4.13%, 09/27/2022(5)

     555,062
    480,000       

4.88%, 05/14/2025(5)

     512,400
    871,000       

9.38%, 04/08/2019(5)

     973,072
      

Barrick North America Finance LLC

    
    565,000       

5.75%, 05/01/2043

     689,229
      

BHP Billiton Finance USA Ltd.

    
    1,825,000       

5.00%, 09/30/2043

     2,150,208
      

Constellium N.V.

    
    2,520,000       

7.88%, 04/01/2021(5)

     2,690,100
      

Corp. Nacional del Cobre de Chile

    
    3,580,000       

3.63%, 08/01/2027(5)

     3,550,465
      

Glencore Finance Canada Ltd.

    330,000       

5.55%, 10/25/2042(5)

     357,077
    5,030,000       

6.00%, 11/15/2041(5)

     5,815,802
      

Goldcorp, Inc.

    
    7,000,000       

3.63%, 06/09/2021

     7,265,874
      

Kaiser Aluminum Corp.

    
    1,940,000       

5.88%, 05/15/2024

     2,061,250
      

New Gold, Inc.

    155,000       

6.25%, 11/15/2022(5)

     160,425
    1,530,000       

6.38%, 05/15/2025(5)

     1,587,375
      

Newmont Mining Corp.

    
    205,000       

4.88%, 03/15/2042

     222,520
      

Southern Copper Corp.

    
    7,333,000       

5.88%, 04/23/2045

     8,072,638
      

Teck Resources Ltd.

    
    1,480,000       

8.50%, 06/01/2024(5)

     1,716,800
           

 

            39,309,322
           

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Miscellaneous Manufacturing - 0.3%

      

Bombardier, Inc.

    
          $             4,000,000       

6.13%, 01/15/2023(5)

  $            4,080,000
      

General Electric Co.

    4,795,000       

4.13%, 10/09/2042

     5,014,534
    6,205,000       

4.50%, 03/11/2044

     6,877,895
      

Siemens Financieringsmaatschappij N.V.

    5,380,000       

2.35%, 10/15/2026(5)

     5,109,763
    8,600,000       

3.13%, 03/16/2024(5)

     8,817,210
           

 

            29,899,402
           

 

      

Office/Business Equipment - 0.0%

      

CDW LLC / CDW Finance Corp.

    
    1,495,000       

5.00%, 09/01/2023

     1,558,538
           

 

      

Oil & Gas - 3.5%

      

Anadarko Petroleum Corp.

    1,875,000       

3.45%, 07/15/2024

     1,859,767
    1,250,000       

4.50%, 07/15/2044

     1,169,839
    5,860,000       

6.45%, 09/15/2036

     6,984,464
    8,225,000       

6.60%, 03/15/2046

     10,138,357
    2,275,000       

6.95%, 06/15/2019

     2,460,372
    2,110,000       

8.70%, 03/15/2019

     2,326,077
      

Antero Resources Corp.

    340,000       

5.38%, 11/01/2021

     349,245
    875,000       

5.63%, 06/01/2023

     896,875
      

Apache Corp.

    
    1,495,000       

4.25%, 01/15/2044

     1,414,804
      

BG Energy Capital plc

    
    3,865,000       

4.00%, 10/15/2021(5)

     4,106,837
      

Blue Racer Midstream LLC / Blue Racer Finance Corp.

    
    3,380,000       

6.13%, 11/15/2022(5)

     3,456,050
      

BP Capital Markets plc

    4,510,000       

2.11%, 09/16/2021

     4,498,671
    3,115,000       

2.75%, 05/10/2023

     3,135,590
    11,505,000       

3.06%, 03/17/2022

     11,835,055
    9,110,000       

3.22%, 11/28/2023

     9,351,789
    4,915,000       

3.25%, 05/06/2022

     5,086,799
    7,320,000       

3.59%, 04/14/2027

     7,535,911
    2,840,000       

3.81%, 02/10/2024

     2,993,016
    1,730,000       

3.99%, 09/26/2023

     1,851,913
      

California Resources Corp.

    
    4,055,000       

8.00%, 12/15/2022(5)

     2,585,062
      

Canadian Natural Resources Ltd.

    6,860,000       

3.45%, 11/15/2021

     7,096,231
    4,324,000       

3.80%, 04/15/2024

     4,417,641
    4,050,000       

3.85%, 06/01/2027

     4,092,440
    4,626,000       

3.90%, 02/01/2025

     4,721,989
    7,950,000       

6.25%, 03/15/2038

     9,445,999
    990,000       

7.20%, 01/15/2032

     1,224,618
      

Cenovus Energy, Inc.

    4,230,000       

4.25%, 04/15/2027(5)

     4,133,628
    2,210,000       

6.75%, 11/15/2039

     2,386,530
      

Chesapeake Energy Corp.

    
    595,000       

8.00%, 06/15/2027(5)

     595,000
      

Cimarex Energy Co.

    
    7,260,000       

3.90%, 05/15/2027

     7,397,120
      

Concho Resources, Inc.

    1,290,000       

5.50%, 10/01/2022

     1,330,312
    1,415,000       

5.50%, 04/01/2023

     1,460,987
      

ConocoPhillips Co.

    1,435,000       

4.30%, 11/15/2044

     1,471,099
    2,895,000       

5.95%, 03/15/2046

     3,717,339
    135,000       

6.50%, 02/01/2039

     177,967
      

Continental Resources, Inc.

    585,000       

3.80%, 06/01/2024

     541,125
    391,000       

4.50%, 04/15/2023

     381,225


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $             3,565,000       

4.90%, 06/01/2044

  $            3,048,075
    1,489,000       

5.00%, 09/15/2022

     1,475,033
      

Denbury Resources, Inc.

    
    4,010,000       

9.00%, 05/15/2021(5)

     3,819,525
      

Devon Energy Corp.

    10,875,000       

3.25%, 05/15/2022

     10,983,000
    4,005,000       

5.00%, 06/15/2045

     4,078,139
    3,695,000       

5.60%, 07/15/2041

     4,019,118
    444,000       

7.95%, 04/15/2032

     579,922
      

Devon Financing Co. LLC

    
    1,085,000       

7.88%, 09/30/2031

     1,419,194
      

Ecopetrol S.A.

    
    1,695,000       

5.88%, 09/18/2023

     1,866,670
      

EnCana Corp.

    
    2,830,000       

6.50%, 08/15/2034

     3,258,847
      

Encana Corp.

    1,930,000       

6.63%, 08/15/2037

     2,281,901
    575,000       

7.20%, 11/01/2031

     691,405
      

Energen Corp.

    
    2,055,000       

4.63%, 09/01/2021

     2,080,687
      

Ensco plc

    
    2,600,000       

5.75%, 10/01/2044

     1,735,500
      

EOG Resources, Inc.

    3,075,000       

3.90%, 04/01/2035

     3,015,179
    7,175,000       

4.15%, 01/15/2026

     7,624,542
      

Gazprom OAO Via Gaz Capital S.A.

    495,000       

3.85%, 02/06/2020(8)

     502,761
    1,625,000       

9.25%, 04/23/2019(8)

     1,792,502
      

Hess Corp.

    10,235,000       

4.30%, 04/01/2027

     10,162,311
    5,940,000       

5.60%, 02/15/2041

     5,951,393
    5,910,000       

5.80%, 04/01/2047

     6,007,728
    3,835,000       

6.00%, 01/15/2040

     4,010,904
    1,325,000       

7.30%, 08/15/2031

     1,569,266
    700,000       

7.88%, 10/01/2029

     856,955
      

Kerr-McGee Corp.

    
    3,470,000       

6.95%, 07/01/2024

     4,106,689
      

Laredo Petroleum, Inc.

    2,365,000       

5.63%, 01/15/2022

     2,391,606
    1,290,000       

6.25%, 03/15/2023

     1,330,312
    1,540,000       

7.38%, 05/01/2022

     1,595,825
      

Lukoil International Finance B.V.

    
    1,150,000       

4.75%, 11/02/2026(5)

     1,183,085
      

Marathon Oil Corp.

    9,540,000       

2.80%, 11/01/2022

     9,355,172
    12,665,000       

4.40%, 07/15/2027

     12,869,476
    9,392,000       

5.20%, 06/01/2045

     9,334,934
    3,240,000       

5.90%, 03/15/2018

     3,323,278
      

Matador Resources Co.

    
    2,765,000       

6.88%, 04/15/2023

     2,930,900
      

MEG Energy Corp.

    3,320,000       

6.38%, 01/30/2023(5)

     2,780,500
    1,210,000       

6.50%, 01/15/2025(5)

     1,170,675
    1,740,000       

7.00%, 03/31/2024(5)

     1,431,150
      

Noble Energy, Inc.

    5,825,000       

5.25%, 11/15/2043

     6,115,434
    2,020,000       

8.00%, 04/01/2027

     2,583,962
      

Noble Holding International Ltd.

    2,060,000       

6.20%, 08/01/2040

     1,256,600
    2,200,000       

7.75%, 01/15/2024

     1,750,874
      

PDC Energy, Inc.

    
    675,000       

6.13%, 09/15/2024(5)

     692,719
      

Petrobras Global Finance B.V.

    305,000       

5.38%, 01/27/2021

     313,388
    6,680,000       

6.13%, 01/17/2022

     7,020,012
    1,295,000       

6.75%, 01/27/2041

     1,243,200


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               1,395,000       

6.85%, 06/05/2115

   $               1,277,192  
    125,000       

6.88%, 01/20/2040

          121,563  
    795,000       

7.38%, 01/17/2027

          860,588  
    655,000       

8.38%, 05/23/2021

          736,875  
    510,000       

8.75%, 05/23/2026

          599,250  
      

Petroleos de Venezuela S.A.

       
          

5.50%, 04/12/2037(8)

           
      

Petroleos Mexicanos

       
    435,000       

3.32%, 07/18/2018(3)

          440,003  
    571,000       

5.38%, 03/13/2022(5)

          608,401  
    897,000       

5.50%, 01/21/2021

          961,584  
    310,000       

5.63%, 01/23/2046

          284,623  
    4,200,000       

6.50%, 03/13/2027(5)

          4,624,200  
    2,402,000       

6.75%, 09/21/2047

          2,526,904  
    8,303,000       

6.75%, 09/21/2047(5)

          8,734,756  
      

Pioneer Natural Resources Co.

       
    3,580,000       

3.45%, 01/15/2021

          3,693,984  
    4,050,000       

3.95%, 07/15/2022

          4,266,213  
    1,640,000       

6.88%, 05/01/2018

          1,699,334  
    1,001,000       

7.20%, 01/15/2028

          1,253,563  
      

QEP Resources, Inc.

       
    4,015,000       

5.25%, 05/01/2023

          3,903,343  
    205,000       

5.38%, 10/01/2022

          201,413  
    230,000       

6.80%, 03/01/2020

          240,350  
      

Rice Energy, Inc.

       
    1,235,000       

6.25%, 05/01/2022

          1,290,575  
    510,000       

7.25%, 05/01/2023

          547,613  
      

Rowan Cos., Inc.

       
    1,460,000       

5.85%, 01/15/2044

          1,113,075  
      

RSP Permian, Inc.

       
    1,725,000       

6.63%, 10/01/2022

          1,802,625  
      

Shell International Finance B.V.

       
    4,735,000       

4.38%, 05/11/2045

          5,021,311  
    3,250,000       

4.55%, 08/12/2043

          3,519,275  
      

SM Energy Co.

       
    2,590,000       

5.00%, 01/15/2024

          2,408,700  
    25,000       

5.63%, 06/01/2025

          23,375  
    355,000       

6.13%, 11/15/2022

          347,900  
    170,000       

6.50%, 11/15/2021

          169,150  
    395,000       

6.75%, 09/15/2026

          393,025  
      

State Oil Co. of the Azerbaijan Republic

       
    725,000       

4.75%, 03/13/2023(8)

          715,039  
      

Statoil ASA

       
    6,780,000       

2.65%, 01/15/2024

          6,727,109  
    1,095,000       

2.75%, 11/10/2021

          1,113,814  
    1,315,000       

3.95%, 05/15/2043

          1,296,824  
    1,080,000       

4.25%, 11/23/2041

          1,109,233  
    455,000       

5.10%, 08/17/2040

          526,642  
      

Tosco Corp.

       
    500,000       

8.13%, 02/15/2030

          694,865  
      

Total Capital International S.A.

       
    5,065,000       

2.88%, 02/17/2022

          5,192,071  
      

Transocean, Inc.

       
    675,000       

6.80%, 03/15/2038

          502,875  
    200,000       

7.50%, 04/15/2031

          163,500  
    795,000       

9.35%, 12/15/2041

          711,525  
      

Tullow Oil plc

       
    2,140,000       

6.00%, 11/01/2020(5)

          2,073,125  
    3,181,000       

6.25%, 04/15/2022(5)

          2,934,472  
      

Valero Energy Corp.

       
    5,173,000       

3.40%, 09/15/2026

          5,129,066  
    5,411,000       

4.90%, 03/15/2045

          5,728,047  
    1,470,000       

6.63%, 06/15/2037

          1,832,032  
      

WPX Energy, Inc.

       
    3,370,000       

5.25%, 09/15/2024

          3,319,450  
    3,305,000       

6.00%, 01/15/2022

          3,395,887  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               1,240,000       

8.25%, 08/01/2023

   $              1,364,000  
      

YPF S.A.

     
    925,000       

8.50%, 07/28/2025(8)

        1,027,027  
    830,000       

8.75%, 04/04/2024(5)

        931,094  
            

 

 

 
               396,396,551  
            

 

 

 
      

Oil & Gas Services - 0.1%

     
      

Halliburton Co.

     
    2,565,000       

3.80%, 11/15/2025

        2,646,918  
    3,250,000       

5.00%, 11/15/2045

        3,528,584  
      

Weatherford International Ltd.

     
    445,000       

5.95%, 04/15/2042

        373,800  
    1,180,000       

6.50%, 08/01/2036

        1,038,400  
    445,000       

7.00%, 03/15/2038

        402,169  
            

 

 

 
               7,989,871  
            

 

 

 
      

Packaging & Containers - 0.2%

     
      

ARD Finance S.A. (cash)

     
    2,940,000       

7.13%, 09/15/2023(7)

        3,158,030  
      

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

     
    2,975,000       

6.00%, 06/30/2021(5)

        3,064,250  
    725,000       

6.00%, 02/15/2025(5)

        772,125  
    570,000       

7.25%, 05/15/2024(5)

        629,138  
      

Berry Plastics Corp.

     
    3,580,000       

6.00%, 10/15/2022

        3,803,750  
      

Flex Acquisition Co., Inc.

     
    3,305,000       

6.88%, 01/15/2025(5)

        3,470,250  
      

Owens-Brockway Glass Container, Inc.

     
    1,610,000       

5.88%, 08/15/2023(5)

        1,784,081  
      

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

     
    3,240,000       

5.13%, 07/15/2023(5)

        3,410,100  
    1,155,000       

7.00%, 07/15/2024(5)

        1,248,844  
            

 

 

 
               21,340,568  
            

 

 

 
      

Pharmaceuticals - 1.8%

     
      

Abbott Laboratories

     
    4,245,000       

2.55%, 03/15/2022

        4,230,423  
      

Allergan Funding SCS

     
    6,480,000       

3.00%, 03/12/2020

        6,631,587  
    9,235,000       

3.45%, 03/15/2022

        9,608,325  
    4,370,000       

3.80%, 03/15/2025

        4,542,746  
    3,825,000       

3.85%, 06/15/2024

        4,018,870  
    4,680,000       

4.55%, 03/15/2035

        5,016,066  
    1,381,000       

4.75%, 03/15/2045

        1,504,721  
      

AstraZeneca plc

     
    10,360,000       

3.13%, 06/12/2027

        10,328,247  
    5,000,000       

3.38%, 11/16/2025

        5,131,625  
      

Baxalta, Inc.

     
    1,310,000       

3.60%, 06/23/2022

        1,349,388  
      

Bayer US Finance LLC

     
    6,420,000       

3.00%, 10/08/2021(5)

        6,579,267  
      

Cardinal Health, Inc.

     
    11,130,000       

2.62%, 06/15/2022

        11,221,845  
    4,505,000       

3.50%, 11/15/2024

        4,604,110  
    1,495,000       

4.37%, 06/15/2047

        1,552,205  
      

EMD Finance LLC

     
    3,265,000       

2.95%, 03/19/2022(5)

        3,334,296  
    7,025,000       

3.25%, 03/19/2025(5)

        7,091,766  
      

Endo Finance LLC

     
    3,555,000       

6.00%, 07/15/2023(5)

        3,081,741  
    4,905,000       

6.00%, 02/01/2025(5)

        4,150,856  
      

Johnson & Johnson

     
    6,420,000       

3.63%, 03/03/2037

        6,667,651  
      

Merck & Co., Inc.

     
    4,040,000       

3.70%, 02/10/2045

        4,058,414  
      

Mylan N.V.

     
    4,325,000       

3.00%, 12/15/2018

        4,385,900  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $           13,000,000       

3.15%, 06/15/2021

   $          13,275,158
    2,655,000       

3.75%, 12/15/2020

      2,769,290
      

Mylan, Inc.

     
    1,548,000       

2.55%, 03/28/2019

      1,561,499
    5,000,000       

3.13%, 01/15/2023(5)

      5,001,500
      

Pfizer, Inc.

     
    4,525,000       

3.00%, 12/15/2026

      4,580,327
    4,525,000       

4.00%, 12/15/2036

      4,845,288
    1,000,000       

4.30%, 06/15/2043

      1,083,303
    1,450,000       

7.20%, 03/15/2039

      2,210,422
      

PRA Holdings, Inc.

     
    1,869,000       

9.50%, 10/01/2023(5)

      2,062,909
      

Shire Acquisitions Investments Ireland DAC

     
    19,145,000       

2.40%, 09/23/2021

      19,085,191
    4,510,000       

3.20%, 09/23/2026

      4,453,616
      

Teva Pharmaceutical Finance Netherlands B.V.

     
    7,180,000       

1.70%, 07/19/2019

      7,140,912
    9,755,000       

2.20%, 07/21/2021

      9,617,562
    1,575,000       

2.80%, 07/21/2023

      1,545,807
      

Valeant Pharmaceuticals International, Inc.

     
    3,390,000       

5.50%, 03/01/2023(5)

      2,889,975
    10,010,000       

5.88%, 05/15/2023(5)

      8,608,600
    1,970,000       

6.13%, 04/15/2025(5)

      1,676,962
    255,000       

7.00%, 03/15/2024(5)

      271,575
            

 

             201,769,945
            

 

      

Pipelines - 2.1%

     
      

Enbridge, Inc.

     
    3,525,000       

3.70%, 07/15/2027

      3,577,110
      

Energy Transfer Equity L.P.

     
    3,685,000       

5.50%, 06/01/2027

      3,869,250
    425,000       

7.50%, 10/15/2020

      480,250
      

Energy Transfer L.P.

     
    3,655,000       

3.60%, 02/01/2023

      3,696,941
    10,750,000       

4.05%, 03/15/2025

      10,857,306
    2,275,000       

4.90%, 03/15/2035

      2,239,899
    4,650,000       

5.15%, 03/15/2045

      4,525,887
    2,000,000       

5.30%, 04/15/2047

      1,981,054
    940,000       

6.05%, 06/01/2041

      993,080
    1,165,000       

6.63%, 10/15/2036

      1,333,753
    2,000,000       

6.70%, 07/01/2018

      2,085,264
    680,000       

7.50%, 07/01/2038

      840,620
      

Enterprise Products Operating LLC

     
    6,780,000       

3.95%, 02/15/2027

      7,107,908
    730,000       

4.45%, 02/15/2043

      730,987
    1,516,000       

4.85%, 08/15/2042

      1,617,187
    3,310,000       

4.85%, 03/15/2044

      3,539,687
    809,000       

4.90%, 05/15/2046

      875,433
    1,025,000       

5.10%, 02/15/2045

      1,136,127
    1,300,000       

5.95%, 02/01/2041

      1,564,686
    565,000       

6.30%, 09/15/2017

      568,065
      

Kinder Morgan Energy Partners L.P.

     
    3,725,000       

3.50%, 09/01/2023

      3,770,881
    2,228,000       

4.25%, 09/01/2024

      2,306,421
    1,475,000       

4.30%, 05/01/2024

      1,530,630
    960,000       

5.30%, 09/15/2020

      1,034,950
    3,155,000       

5.80%, 03/15/2035

      3,389,372
      

Kinder Morgan, Inc.

     
    1,729,000       

5.00%, 02/15/2021(5)

      1,851,711
    6,090,000       

5.05%, 02/15/2046

      6,161,624
    380,000       

5.30%, 12/01/2034

      393,662
    5,330,000       

5.55%, 06/01/2045

      5,678,966
      

MPLX L.P.

     
    2,555,000       

4.13%, 03/01/2027

      2,593,026
      

ONEOK, Inc.

     
    9,955,000       

4.00%, 07/13/2027

      10,114,330


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Phillips 66 Partners L.P.

     
          $           7,020,000       

3.55%, 10/01/2026

   $          6,915,563
      

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

     
    2,190,000       

2.60%, 12/15/2019

      2,199,807
    2,420,000       

3.60%, 11/01/2024

      2,372,534
    4,060,000       

4.50%, 12/15/2026

      4,156,746
    2,325,000       

4.90%, 02/15/2045

      2,174,263
      

Regency Energy Partners L.P. / Regency Energy Finance Corp.

     
    6,405,000       

5.00%, 10/01/2022

      6,875,691
      

Sabine Pass Liquefaction LLC

     
    3,880,000       

4.20%, 03/15/2028

      3,941,036
    2,110,000       

5.63%, 04/15/2023

      2,349,496
    14,220,000       

5.63%, 03/01/2025

      15,815,768
      

Southern Gas Corridor CJSC

     
    1,394,000       

6.88%, 03/24/2026(5)

      1,532,703
      

Spectra Energy Partners L.P.

     
    6,450,000       

3.38%, 10/15/2026

      6,405,450
    705,000       

4.50%, 03/15/2045

      694,313
      

Sunoco Logistics Partners Operations L.P.

     
    1,840,000       

3.90%, 07/15/2026

      1,813,598
    5,035,000       

4.25%, 04/01/2024

      5,179,092
    2,100,000       

5.30%, 04/01/2044

      2,052,177
    845,000       

5.35%, 05/15/2045

      838,567
      

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.

     
    1,590,000       

6.75%, 03/15/2024

      1,721,175
      

TC PipeLines L.P.

     
    15,340,000       

3.90%, 05/25/2027

      15,421,087
      

TransCanada PipeLines Ltd.

     
    1,080,000       

6.20%, 10/15/2037

      1,383,518
      

Valero Energy Partners L.P.

     
    17,950,000       

4.38%, 12/15/2026

      18,580,889
      

Williams Partners L.P.

     
    1,165,000       

3.60%, 03/15/2022

      1,200,160
    18,685,000       

3.75%, 06/15/2027

      18,679,731
    5,435,000       

4.00%, 11/15/2021

      5,685,477
    2,015,000       

4.13%, 11/15/2020

      2,115,861
    1,160,000       

4.30%, 03/04/2024

      1,222,262
    5,155,000       

4.50%, 11/15/2023

      5,510,350
    1,300,000       

5.10%, 09/15/2045

      1,346,277
    970,000       

5.40%, 03/04/2044

      1,032,709
    2,750,000       

6.30%, 04/15/2040

      3,222,315
            

 

             234,884,682
            

 

      

Real Estate Investment Trusts - 0.8%

     
      

American Tower Corp.

     
    20,485,000       

2.25%, 01/15/2022

      20,244,793
    5,881,000       

3.30%, 02/15/2021

      6,054,419
    2,610,000       

5.00%, 02/15/2024

      2,889,719
      

Brandywine Operating Partnership L.P.

     
    3,325,000       

3.95%, 02/15/2023

      3,360,970
      

Crown Castle International Corp.

     
    13,000,000       

3.20%, 09/01/2024

      13,002,392
    625,000       

3.40%, 02/15/2021

      645,427
    605,000       

3.70%, 06/15/2026

      612,904
      

DDR Corp.

     
    6,925,000       

3.50%, 01/15/2021

      7,021,846
    3,385,000       

3.63%, 02/01/2025

      3,241,517
    4,240,000       

4.25%, 02/01/2026

      4,167,937
      

Duke Realty L.P.

     
    5,250,000       

3.88%, 02/15/2021

      5,476,070
      

Equinix, Inc.

     
    1,385,000       

5.88%, 01/15/2026

      1,516,575
      

ERP Operating L.P.

     
    9,015,000       

2.85%, 11/01/2026

      8,762,986


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

HCP, Inc.

     
          $           6,575,000       

4.00%, 12/01/2022

   $          6,915,118
      

Kimco Realty Corp.

     
    2,075,000       

4.25%, 04/01/2045

      1,978,764
      

Ventas Realty L.P. / Ventas Capital Corp.

     
    3,975,000       

3.25%, 08/15/2022

      4,052,290
            

 

             89,943,727
            

 

      

Retail - 1.1%

     
      

AutoNation, Inc.

     
    4,115,000       

3.35%, 01/15/2021

      4,202,575
      

CEC Entertainment, Inc.

     
    2,930,000       

8.00%, 02/15/2022

      3,069,175
      

CVS Health Corp.

     
    5,730,000       

2.75%, 12/01/2022

      5,782,722
    5,575,000       

3.50%, 07/20/2022

      5,827,291
    4,000,000       

4.00%, 12/05/2023

      4,280,400
    10,120,000       

5.13%, 07/20/2045

      11,613,408
      

CVS Pass-Through Trust

     
    13,485       

6.04%, 12/10/2028

      15,286
    29,625       

6.94%, 01/10/2030

      35,418
      

Ferrellgas L.P. / Ferrellgas Finance Corp.

     
    466,000       

6.50%, 05/01/2021

      442,700
    1,140,000       

6.75%, 01/15/2022

      1,077,300
    1,112,000       

6.75%, 06/15/2023

      1,048,060
      

Home Depot, Inc.

     
    4,087,000       

3.50%, 09/15/2056

      3,735,755
    7,230,000       

4.25%, 04/01/2046

      7,709,631
    1,265,000       

4.88%, 02/15/2044

      1,468,680
    2,050,000       

5.88%, 12/16/2036

      2,661,394
      

Lowe’s Cos., Inc.

     
    9,215,000       

2.50%, 04/15/2026

      8,866,249
    8,330,000       

3.10%, 05/03/2027

      8,362,354
    4,715,000       

3.70%, 04/15/2046

      4,526,574
    1,185,000       

4.05%, 05/03/2047

      1,210,070
      

McDonald’s Corp.

     
    5,515,000       

3.70%, 01/30/2026

      5,778,805
    9,030,000       

4.60%, 05/26/2045

      9,782,470
      

Party City Holdings, Inc.

     
    2,240,000       

6.13%, 08/15/2023(5)

      2,352,000
      

United Rentals North America Co.

     
    4,105,000       

4.88%, 01/15/2028(6)

      4,115,263
      

Wal-Mart Stores, Inc.

     
    6,500,000       

4.00%, 04/11/2043

      6,863,974
    6,170,000       

4.30%, 04/22/2044

      6,855,382
    5,945,000       

4.75%, 10/02/2043

      6,985,084
    1,000,000       

5.00%, 10/25/2040

      1,201,185
    1,583,000       

6.20%, 04/15/2038

      2,166,044
      

Walgreens Boots Alliance, Inc.

     
    4,935,000       

3.45%, 06/01/2026

      4,946,163
            

 

             126,981,412
            

 

      

Semiconductors - 0.7%

     
      

Applied Materials, Inc.

     
    3,945,000       

3.30%, 04/01/2027

      4,030,015
    2,825,000       

4.35%, 04/01/2047

      3,035,525
      

Broadcom Corp. / Broadcom Cayman Finance Ltd.

     
    18,455,000       

3.63%, 01/15/2024(5)

      18,991,321
    10,455,000       

3.88%, 01/15/2027(5)

      10,730,751
      

Entegris, Inc.

     
    2,710,000       

6.00%, 04/01/2022(5)

      2,837,749
      

Intel Corp.

     
    6,700,000       

2.88%, 05/11/2024

      6,782,035
    2,150,000       

4.10%, 05/19/2046

      2,225,953
    3,630,000       

4.90%, 07/29/2045

      4,231,077
      

Lam Research Corp.

     
    2,355,000       

2.80%, 06/15/2021

      2,405,797


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

      

Micron Technology, Inc.

   
          $           3,165,000       

5.50%, 02/01/2025

  $       3,357,875  
      

NXP B.V. / NXP Funding LLC

   
    3,375,000       

3.88%, 09/01/2022(5)

      3,510,000  
    1,705,000       

4.13%, 06/15/2020(5)

      1,781,725  
      

QUALCOMM, Inc.

   
    5,735,000       

2.60%, 01/30/2023

      5,769,037  
    3,225,000       

4.30%, 05/20/2047

      3,317,354  
      

Sensata Technologies B.V.

   
    1,440,000       

5.00%, 10/01/2025(5)

      1,515,600  
    1,475,000       

5.63%, 11/01/2024(5)

      1,604,063  
          

 

 

 
             76,125,877  
          

 

 

 
      

Software - 1.0%

   
      

Camelot Finance S.A.

   
    1,876,000       

7.88%, 10/15/2024(5)

      2,040,150  
      

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.

   
    1,675,000       

5.75%, 03/01/2025(5)

      1,731,531  
      

Fidelity National Information Services, Inc.

   
    2,755,000       

2.25%, 08/15/2021

      2,735,798  
    12,215,000       

3.00%, 08/15/2026

      11,968,428  
    5,390,000       

4.50%, 08/15/2046

      5,548,337  
      

First Data Corp.

   
    4,490,000       

5.38%, 08/15/2023(5)

      4,686,438  
    2,910,000       

5.75%, 01/15/2024(5)

      3,073,688  
    2,180,000       

7.00%, 12/01/2023(5)

      2,351,675  
      

Infor Software Parent LLC (cash)

   
    510,000       

7.13%, 05/01/2021(5)(7)

      527,850  
      

Infor U.S., Inc.

   
    155,000       

5.75%, 08/15/2020(5)

      159,650  
    3,650,000       

6.50%, 05/15/2022

      3,800,563  
      

Microsoft Corp.

   
    1,690,000       

2.88%, 02/06/2024

      1,728,689  
    5,575,000       

3.13%, 11/03/2025

      5,729,957  
    10,115,000       

3.30%, 02/06/2027

      10,459,112  
    3,805,000       

3.50%, 02/12/2035

      3,850,203  
    7,750,000       

3.70%, 08/08/2046

      7,655,279  
    1,980,000       

3.75%, 02/12/2045

      1,970,934  
    6,750,000       

3.95%, 08/08/2056

      6,814,658  
    3,065,000       

4.10%, 02/06/2037

      3,302,636  
    5,190,000       

4.25%, 02/06/2047

      5,617,225  
    6,030,000       

4.45%, 11/03/2045

      6,673,286  
    775,000       

4.75%, 11/03/2055

      895,489  
      

Oracle Corp.

   
    8,000,000       

2.65%, 07/15/2026

      7,793,856  
    2,100,000       

3.85%, 07/15/2036

      2,180,686  
        10,105,000       

3.90%, 05/15/2035

      10,493,002  
          

 

 

 
                     113,789,120  
          

 

 

 
      

Telecommunications - 2.4%

   
      

Altice Financing S.A.

   
    1,625,000       

6.50%, 01/15/2022(5)

      1,693,575  
    1,715,000       

6.63%, 02/15/2023(5)

      1,816,828  
    3,280,000       

7.50%, 05/15/2026(5)

      3,636,864  
      

AT&T, Inc.

   
    2,825,000       

3.00%, 06/30/2022

      2,858,835  
    18,120,000       

3.60%, 02/17/2023

      18,743,817  
    15,130,000       

3.61%, 08/14/2024(6)

      15,104,582  
    4,385,000       

3.80%, 03/01/2024

      4,517,177  
    18,155,000       

4.06%, 08/14/2027(6)

      18,123,592  
    4,790,000       

4.30%, 12/15/2042

      4,397,996  
    1,725,000       

4.50%, 05/15/2035

      1,679,915  
    3,740,000       

4.50%, 03/09/2048

      3,449,619  
    1,735,000       

4.55%, 03/09/2049

      1,590,693  
    10,330,000       

4.75%, 05/15/2046

      9,919,579  
    12,920,000       

4.80%, 08/14/2037(6)

      12,897,002  
    7,600,000       

4.80%, 06/15/2044

      7,354,398  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $       6,975,000       

5.15%, 03/15/2042

  $   7,061,804
    16,885,000       

5.32%, 02/14/2050(6)

    16,847,684
      

Cisco Systems, Inc.

   
    2,360,000       

5.50%, 01/15/2040

    2,939,533
      

Deutsche Telekom International Finance B.V.

   
    1,250,000       

8.75%, 06/15/2030

    1,858,424
      

Frontier Communications Corp.

   
    2,160,000       

11.00%, 09/15/2025

    1,979,100
      

Level 3 Financing, Inc.

   
    1,545,000       

5.38%, 08/15/2022

    1,587,487
      

Nokia Oyj

   
    305,000       

3.38%, 06/12/2022

    308,620
    5,175,000       

4.38%, 06/12/2027

    5,330,250
      

Sprint Capital Corp.

   
    1,090,000       

6.88%, 11/15/2028

    1,188,100
      

Sprint Communications, Inc.

   
    2,110,000       

7.00%, 03/01/2020(5)

    2,305,175
      

Sprint Corp.

   
    4,648,000       

7.13%, 06/15/2024

    5,095,370
    3,180,000       

7.25%, 09/15/2021

    3,529,800
    85,000       

7.63%, 02/15/2025

    95,838
    4,212,000       

7.88%, 09/15/2023

    4,780,620
      

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

   
    11,180,000       

3.36%, 03/20/2023(5)

    11,333,166
      

Telefonica Emisiones SAU

   
    12,935,000       

4.10%, 03/08/2027

    13,531,446
    2,875,000       

7.05%, 06/20/2036

    3,820,556
      

Verizon Communications, Inc.

   
        16,520,000       

2.95%, 03/15/2022

    16,689,132
    12,980,000       

3.13%, 03/16/2022

    13,232,124
    4,355,000       

3.45%, 03/15/2021

    4,514,393
    3,397,000       

4.27%, 01/15/2036

    3,259,398
    8,817,000       

4.52%, 09/15/2048

    8,190,843
    5,633,000       

4.67%, 03/15/2055

    5,175,713
    5,670,000       

4.81%, 03/15/2039

    5,678,879
    8,924,000       

4.86%, 08/21/2046

    8,772,997
    6,845,000       

5.01%, 04/15/2049

    6,821,563
    7,550,000       

5.25%, 03/16/2037

    7,996,749
          

 

               271,709,236
          

 

      

Transportation - 1.0%

   
      

Burlington Northern Santa Fe LLC

   
    6,435,000       

4.13%, 06/15/2047

    6,765,785
    8,215,000       

4.55%, 09/01/2044

    9,127,851
      

Canadian Pacific Railway Co.

   
    1,415,000       

4.50%, 01/15/2022

    1,517,401
      

CSX Corp.

   
    11,315,000       

2.60%, 11/01/2026

    10,963,386
    19,250,000       

3.25%, 06/01/2027

    19,384,326
    980,000       

3.80%, 11/01/2046

    939,773
    1,615,000       

4.10%, 03/15/2044

    1,640,446
    1,000,000       

4.75%, 05/30/2042

    1,096,077
      

FedEx Corp.

   
    4,900,000       

3.88%, 08/01/2042

    4,720,998
    895,000       

4.10%, 02/01/2045

    881,396
    6,480,000       

4.40%, 01/15/2047

    6,733,621
    1,640,000       

4.55%, 04/01/2046

    1,739,005
    3,160,000       

4.75%, 11/15/2045

    3,438,175
      

Hertz Corp.

   
    1,310,000       

7.63%, 06/01/2022(5)

    1,296,900
      

Norfolk Southern Corp.

   
    4,355,000       

2.90%, 06/15/2026

    4,299,112
    5,000,000       

4.65%, 01/15/2046

    5,664,645
      

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

   
    3,575,000       

3.05%, 01/09/2020(5)

    3,656,288


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $       11,745,000       

3.40%, 11/15/2026(5)

  $   11,661,528
    9,895,000       

4.88%, 07/11/2022(5)

    10,870,776
      

Russian Railways via RZD Capital plc

   
  EUR       340,000       

4.60%, 03/06/2023(8)

    454,414
  $       2,615,000       

5.70%, 04/05/2022(8)

    2,804,587
      

Sparc EM SPC Panama Metro

   
    305,000       

0.01%, 12/05/2022(5)(6)

    269,605
      

Union Pacific Corp.

   
    2,325,000       

3.80%, 10/01/2051

    2,282,259
    1,970,000       

4.38%, 11/15/2065

    2,118,044
          

 

           114,326,398
          

 

      

Trucking & Leasing - 0.0%

   
      

Park Aerospace Holdings Ltd.

   
    1,660,000       

5.25%, 08/15/2022(5)

    1,689,050
    1,205,000       

5.50%, 02/15/2024(5)

    1,226,841
          

 

           2,915,891
          

 

      

Total Corporate Bonds
(cost $4,959,194,948)

  $       5,098,315,560
          

 

  Foreign Government Obligations - 4.4%    
      

Argentina - 0.4%

   
      

Argentine Republic Government International Bond

   
  EUR       8,585,000       

2.26%, 12/31/2038(4)

  $   6,251,175
  $           11,245,000       

2.50%, 12/31/2038(4)

    7,303,627
    1,000,000       

6.25%, 04/22/2019

    1,054,500
    3,350,000       

6.88%, 04/22/2021

    3,606,275
    6,560,000       

6.88%, 01/26/2027

    6,743,680
    1,190,000       

7.13%, 06/28/2117(5)

    1,080,520
    7,050,000       

7.50%, 04/22/2026

    7,589,325
  EUR       1,183,449       

7.82%, 12/31/2033

    1,457,343
  $       4,409,410       

8.28%, 12/31/2033

    4,667,360
      

City of Buenos Aires Argentina

   
    1,350,000       

7.50%, 06/01/2027(5)

    1,437,750
    310,000       

8.95%, 02/19/2021(8)

    343,154
    2,326,000       

8.95%, 02/19/2021(5)

    2,574,766
      

Provincia de Buenos Aires

   
    1,065,000       

7.88%, 06/15/2027(5)

    1,087,014
    840,000       

9.13%, 03/16/2024(5)

    934,080
    450,000       

9.95%, 06/09/2021(5)

    509,931
      

Provincia de Cordoba

   
    425,000       

7.13%, 06/10/2021(5)

    444,172
      

Provincia del Chubut Argentina

   
    225,000       

7.75%, 07/26/2026(5)

    224,579
          

 

           47,309,251
          

 

      

Azerbaijan - 0.0%

   
      

Republic of Azerbaijan International Bond

   
    2,970,000       

4.75%, 03/18/2024(8)

    3,023,519
      

Southern Gas Corridor CJSC

   
    755,000       

6.88%, 03/24/2026(8)

    830,123
          

 

           3,853,642
          

 

      

Brazil - 0.3%

   
      

Brazil Minas SPE via State of Minas Gerais

   
    335,000       

5.33%, 02/15/2028(5)

    333,325
    1,195,000       

5.33%, 02/15/2028(8)

    1,189,025
      

Brazil Notas do Tesouro Nacional

   
  BRL       4,221,888       

6.00%, 08/15/2050(11)

    1,479,798
      

Brazilian Government International Bond

   
  $       13,306,000       

2.63%, 01/05/2023

    12,527,599
    2,395,000       

4.25%, 01/07/2025

    2,397,395
    4,034,000       

5.00%, 01/27/2045

    3,614,464
    594,000       

5.63%, 02/21/2047

    579,150
    7,335,000       

6.00%, 04/07/2026

    8,050,162
    540,000       

7.13%, 01/20/2037

    627,750
    121,389       

8.00%, 01/15/2018

    124,588


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

          $               3,684,000       

8.25%, 01/20/2034

  $   4,691,574
          

 

    35,614,830
          

 

    

Bulgaria - 0.1%

    

Bulgaria Government International Bond

  EUR       1,535,000       

2.95%, 09/03/2024(8)

    2,021,946
    3,660,000       

3.13%, 03/26/2035(8)

    4,490,680
          

 

    6,512,626
          

 

    

Cayman Islands - 0.0%

      

KSA Sukuk Ltd.

   
  $       2,775,000       

2.89%, 04/20/2022(5)

    2,771,587
          

 

    

Colombia - 0.1%

    

Colombia Government International Bond

    2,750,000       

3.88%, 04/25/2027

    2,780,250
    200,000       

4.00%, 02/26/2024

    207,750
    2,320,000       

5.00%, 06/15/2045

    2,350,160
    2,395,000       

7.38%, 09/18/2037

    3,107,512
  COP       1,450,000,000       

7.75%, 04/14/2021

    518,624
    10,000,000       

9.85%, 06/28/2027

    4,213
  $       85,000       

10.38%, 01/28/2033

    130,688
          

 

    9,099,197
          

 

    

Costa Rica - 0.0%

    

Costa Rica Government International Bond

    400,000       

5.63%, 04/30/2043(8)

    361,000
    200,000       

7.00%, 04/04/2044(8)

    209,500
    785,000       

7.16%, 03/12/2045(8)

    832,100
          

 

    1,402,600
          

 

    

Croatia - 0.2%

    

Croatia Government International Bond

  EUR       6,335,000       

3.00%, 03/11/2025(8)

    7,848,217
    1,455,000       

3.00%, 03/20/2027(8)

    1,767,643
    680,000       

3.88%, 05/30/2022(8)

    895,545
  $       460,000       

6.00%, 01/26/2024(8)

    524,400
    3,295,000       

6.38%, 03/24/2021(8)

    3,669,510
    1,750,000       

6.63%, 07/14/2020(8)

    1,934,625
          

 

    16,639,940
          

 

    

Dominican Republic - 0.1%

    

Dominican Republic International Bond

    1,840,000       

5.50%, 01/27/2025(5)

    1,936,600
    2,780,000       

5.88%, 04/18/2024(8)

    2,988,500
    595,000       

6.60%, 01/28/2024(5)

    663,425
    130,000       

6.60%, 01/28/2024(8)

    144,950
    143,000       

6.85%, 01/27/2045(8)

    156,585
    1,020,000       

6.88%, 01/29/2026(5)

    1,160,250
    2,767,000       

7.45%, 04/30/2044(8)

    3,244,307
    115,000       

7.50%, 05/06/2021(8)

    127,363
          

 

            10,421,980
          

 

    

Ghana - 0.0%

    

Ghana Government International Bond

    1,565,000       

8.13%, 01/18/2026(8)

    1,614,031
    841,000       

9.25%, 09/15/2022(5)

    917,354
    850,000       

10.75%, 10/14/2030(5)

    1,059,449
          

 

    3,590,834
          

 

    

Honduras - 0.0%

      

Honduras Government International Bond

   
    710,000       

6.25%, 01/19/2027(5)

    746,977
          

 

    

Hungary - 0.4%

    

Hungary Government International Bond

    7,746,000       

5.38%, 02/21/2023

    8,683,824
    6,718,000       

5.75%, 11/22/2023

    7,742,495
    4,189,000       

6.25%, 01/29/2020

    4,566,010


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

          $               15,360,000       

6.38%, 03/29/2021

  $   17,307,064
          

 

            38,299,393
          

 

    

Indonesia - 0.3%

    

Indonesia Government International Bond

    1,371,000       

3.70%, 01/08/2022(5)

    1,417,891
  EUR       660,000       

3.75%, 06/14/2028(5)

    863,541
    1,435,000       

3.75%, 06/14/2028(8)

    1,877,547
  $       1,965,000       

3.85%, 07/18/2027(5)

    1,984,344
    1,255,000       

4.35%, 01/08/2027(8)

    1,317,903
    1,700,000       

4.75%, 01/08/2026(8)

    1,834,490
    530,000       

4.75%, 07/18/2047(5)

    548,053
    1,570,000       

5.13%, 01/15/2045(8)

    1,702,511
    600,000       

5.25%, 01/08/2047(5)

    663,146
    1,104,000       

5.88%, 01/15/2024(8)

    1,262,767
    696,000       

6.63%, 02/17/2037(8)

    878,674
    4,100,000       

7.75%, 01/17/2038(8)

    5,796,027
    9,027,000       

8.50%, 10/12/2035(8)

    13,212,991
    

Perusahaan Penerbit SBSN Indonesia III

    1,270,000       

3.40%, 03/29/2022(5)

    1,289,050
    1,270,000       

4.15%, 03/29/2027(5)

    1,293,876
          

 

    35,942,811
          

 

    

Israel - 0.0%

      

Israel Government International Bond

   
    1,200,000       

4.50%, 01/30/2043

    1,277,870
          

 

    

Ivory Coast - 0.1%

    

Ivory Coast Government International Bond

  EUR       400,000       

5.13%, 06/15/2025(5)

    482,754
  $       3,015,000       

5.38%, 07/23/2024(8)

    2,962,238
    3,792,450       

5.75%, 12/31/2032(4)(8)

    3,717,359
    4,445,000       

6.13%, 06/15/2033(5)

    4,352,766
    2,005,000       

6.38%, 03/03/2028(8)

    2,055,125
          

 

    13,570,242
          

 

    

Kuwait - 0.1%

    

Kuwait International Government Bond

    7,000,000       

2.75%, 03/20/2022(5)

    7,051,100
    5,170,000       

3.50%, 03/20/2027(5)

    5,279,863
          

 

    12,330,963
          

 

    

Mexico - 0.3%

    

Mexican Bonos

  MXN       25,066,100       

6.50%, 06/09/2022

    1,393,437
    23,357,200       

8.00%, 12/07/2023

    1,394,478
    

Mexico Government International Bond

  EUR       1,465,000       

3.00%, 03/06/2045

    1,591,191
    1,575,000       

3.38%, 02/23/2031

    1,985,677
    2,000,000       

4.00%, 03/15/2115

    2,149,782
  $       4,133,000       

4.15%, 03/28/2027

    4,312,785
    15,636,000       

4.75%, 03/08/2044

    15,823,632
    5,066,000       

5.75%, 10/12/2110

    5,342,097
    2,138,000       

6.05%, 01/11/2040

    2,537,806
          

 

    36,530,885
          

 

    

Mongolia - 0.0%

    

Mongolia Government International Bond

    425,000       

4.13%, 01/05/2018(8)

    425,552
    200,000       

8.75%, 03/09/2024(5)

    223,396
    1,155,000       

10.88%, 04/06/2021(5)

    1,338,150
          

 

    1,987,098
          

 

    

Morocco - 0.0%

    

Morocco Government International Bond

    1,409,000       

4.25%, 12/11/2022(8)

    1,488,538
    806,000       

5.50%, 12/11/2042(8)

    897,578
          

 

    2,386,116
          

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    

Nigeria - 0.0%

    

Nigeria Government International Bond

          $       926,000       

7.88%, 02/16/2032(5)

  $   1,021,656
    1,425,000       

7.88%, 02/16/2032(8)

    1,572,202
          

 

    2,593,858
          

 

    

Oman - 0.2%

    

Oman Government International Bond

    1,350,000       

3.63%, 06/15/2021(8)

    1,346,625
    990,000       

3.88%, 03/08/2022(5)

    994,344
    10,590,000       

5.38%, 03/08/2027(5)

    10,960,650
    1,535,000       

5.38%, 03/08/2027(8)

    1,588,725
    5,065,000       

6.50%, 03/08/2047(5)

    5,279,868
          

 

            20,170,212
          

 

    

Panama - 0.1%

    

Panama Government International Bond

    553,000       

3.75%, 03/16/2025

    575,120
    575,000       

4.50%, 05/15/2047

    592,250
    1,424,000       

8.88%, 09/30/2027

    2,039,880
    2,430,000       

9.38%, 04/01/2029

    3,620,700
          

 

    6,827,950
          

 

    

Paraguay - 0.0%

      

Paraguay Government International Bond

   
    1,080,000       

4.70%, 03/27/2027(5)

    1,121,850
          

 

    

Peru - 0.1%

    

Peru Government Bond

  PEN               3,325,000       

5.20%, 09/12/2023

    1,051,699
    2,295,000       

6.95%, 08/12/2031

    782,268
    

Peruvian Government International Bond

  $       230,000       

5.63%, 11/18/2050

    283,245
    4,454,000       

8.75%, 11/21/2033

    6,892,565
          

 

    9,009,777
          

 

    

Philippines - 0.0%

    

Philippine Government International Bond

    1,690,000       

3.95%, 01/20/2040

    1,759,550
    280,000       

6.38%, 01/15/2032

    368,261
    275,000       

7.75%, 01/14/2031

    397,711
    275,000       

9.50%, 02/02/2030

    443,275
      

Power Sector Assets & Liabilities Management Corp.

   
    470,000       

7.39%, 12/02/2024(8)

    604,232
          

 

    3,573,029
          

 

    

Qatar - 0.1%

    

Qatar Government International Bond

    5,575,000       

2.38%, 06/02/2021(8)

    5,501,410
    5,000,000       

5.25%, 01/20/2020(5)

    5,324,010
          

 

    10,825,420
          

 

    

Romania - 0.1%

    

Romanian Government International Bond

  EUR       1,650,000       

2.75%, 10/29/2025(8)

    2,080,054
    170,000       

2.75%, 10/29/2025(5)

    214,308
    525,000       

2.88%, 05/26/2028(5)

    641,088
    1,060,000       

3.63%, 04/24/2024(8)

    1,428,748
          

3.88%, 10/29/2035(5)

   
    8,542,000       

3.88%, 10/29/2035(8)

    10,604,984
          

 

    14,969,182
          

 

    

Russia - 0.3%

    

Russian Foreign Bond - Eurobond

  $       2,200,000       

4.25%, 06/23/2027(5)

    2,219,690
    1,000,000       

4.75%, 05/27/2026(8)

    1,047,500
    3,600,000       

4.88%, 09/16/2023(8)

    3,888,288
    15,300,000       

5.00%, 04/29/2020(8)

    16,202,272
    1,400,000       

5.25%, 06/23/2047(5)

    1,412,132


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               3,400,000       

5.63%, 04/04/2042(8)

  $     3,705,293
    1,800,000       

5.88%, 09/16/2043(8)

    2,029,500
          

 

            30,504,675
          

 

    

Saudi Arabia - 0.0%

      

Saudi Government International Bond

   
    1,165,000       

2.38%, 10/26/2021(5)

    1,147,103
          

 

    

Senegal - 0.0%

      

Senegal Government International Bond

   
    1,035,000       

6.25%, 05/23/2033(5)

    1,063,463
          

 

    

South Africa - 0.1%

      

Republic of South Africa Government Bond

   
  ZAR       49,900,000       

6.25%, 03/31/2036

    2,694,666
      

Republic of South Africa Government International Bond

   
  $       660,000       

5.00%, 10/12/2046

    617,892
    

South Africa Government International Bond

    2,355,000       

4.30%, 10/12/2028

    2,232,785
    1,520,000       

5.88%, 09/16/2025

    1,647,224
          

 

    7,192,567
          

 

    

Sri Lanka - 0.0%

    

Sri Lanka Government International Bond

    1,670,000       

6.20%, 05/11/2027(5)

    1,720,105
    761,000       

6.83%, 07/18/2026(5)

    819,988
    515,000       

6.85%, 11/03/2025(8)

    555,521
          

 

    3,095,614
          

 

    

Tunisia - 0.0%

    

Banque Centrale de Tunisie International Bond

  EUR       1,200,000       

5.63%, 02/17/2024(8)

    1,441,869
  $       1,665,000       

5.75%, 01/30/2025(8)

    1,599,132
          

 

    3,041,001
          

 

    

Turkey - 0.6%

    

Turkey Government International Bond

    2,525,000       

3.25%, 03/23/2023

    2,392,892
    2,195,000       

4.88%, 10/09/2026

    2,189,512
    4,180,000       

4.88%, 04/16/2043

    3,765,511
    969,000       

5.63%, 03/30/2021

    1,032,644
    14,980,000       

5.75%, 03/22/2024

    15,990,700
    2,720,000       

5.75%, 05/11/2047

    2,702,527
    7,190,000       

6.00%, 03/25/2027

    7,741,732
    8,605,000       

6.00%, 01/14/2041

    8,894,197
    3,235,000       

6.63%, 02/17/2045

    3,595,314
    2,680,000       

6.75%, 04/03/2018

    2,758,878
    1,233,000       

6.88%, 03/17/2036

    1,399,258
    2,780,000       

7.00%, 03/11/2019

    2,964,147
    3,845,000       

7.00%, 06/05/2020

    4,223,156
    3,372,000       

7.38%, 02/05/2025

    3,937,923
          

 

    63,588,391
          

 

    

Ukraine - 0.2%

    

Ukraine Government International Bond

    1,414,000       

0.00%, 05/31/2040(3)(5)

    619,332
    3,775,000       

7.75%, 09/01/2019(8)

    3,921,998
    1,785,000       

7.75%, 09/01/2020(8)

    1,851,938
    1,502,000       

7.75%, 09/01/2021(5)

    1,550,815
    550,000       

7.75%, 09/01/2022(8)

    563,750
    1,120,000       

7.75%, 09/01/2022(5)

    1,148,000
    1,580,000       

7.75%, 09/01/2023(8)

    1,598,439
    620,000       

7.75%, 09/01/2023(5)

    627,235
    1,395,000       

7.75%, 09/01/2024(5)

    1,393,563
    1,690,000       

7.75%, 09/01/2025(8)

    1,675,635
    620,000       

7.75%, 09/01/2025(5)

    614,730
    510,000       

7.75%, 09/01/2026(8)

    501,738
    620,000       

7.75%, 09/01/2026(5)

    609,956
    5,300,000       

7.75%, 09/01/2027(8)

    5,201,367


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               1,602,000       

7.75%, 09/01/2027(5)

  $     1,572,187
          

 

    23,450,683
          

 

    

Uruguay - 0.0%

    

Uruguay Government International Bond

    32,000       

5.10%, 06/18/2050

    33,040
    812,000       

7.63%, 03/21/2036

    1,110,816
    175,000       

7.88%, 01/15/2033

    241,237
  UYU       10,995,000       

9.88%, 06/20/2022(5)

    413,640
          

 

    1,798,733
          

 

    

Venezuela - 0.2%

    

Venezuela Government International Bond

          $       345,000       

6.00%, 12/09/2020(8)

    138,000
    1,015,000       

7.00%, 12/01/2018(8)

    515,113
    3,170,000       

7.00%, 03/31/2038(8)

    1,204,600
    5,285,000       

7.65%, 04/21/2025(8)

    1,995,088
    4,765,000       

7.75%, 10/13/2019(8)

    2,037,037
    11,205,000       

8.25%, 10/13/2024(8)

    4,257,900
    11,937,200       

9.00%, 05/07/2023(8)

    4,655,508
    12,825,000       

9.25%, 05/07/2028(8)

    4,905,562
          

 

    19,708,808
          

 

    

Total Foreign Government Obligations
(cost $488,284,442)

  $             503,971,158
          

 

 

Municipal Bonds - 0.5%

    

Development - 0.2%

    

California State, GO Taxable

    725,000       

7.30%, 10/01/2039

  $     1,069,020
    13,785,000       

7.60%, 11/01/2040

    21,674,293
    2,775,000       

7.63%, 03/01/2040

    4,280,105
          

 

    27,023,418
          

 

    

General - 0.0%

      

Chicago, IL, Transit Auth

   
    2,280,000       

6.90%, 12/01/2040

    2,938,441
          

 

    

General Obligation - 0.2%

      

California State, GO Taxable

   
    2,795,000       

7.55%, 04/01/2039

    4,311,120
      

Illinois State, GO

   
    13,425,000       

5.67%, 03/01/2018

    13,649,600
          

 

    17,960,720
          

 

    

Transportation - 0.1%

    

Port Auth of New York & New Jersey

    1,850,000       

4.46%, 10/01/2062

    2,060,622
    15,000       

4.93%, 10/01/2051

    17,598
    900,000       

4.96%, 08/01/2046

    1,060,524
    4,165,000       

5.31%, 08/01/2046

    4,554,719
          

 

    7,693,463
          

 

    

Total Municipal Bonds
(cost $52,607,904)

  $     55,616,042
          

 

 

Senior Floating Rate Interests - 0.1%(12)

    

Chemicals - 0.0%

      

Diamond (BC) B.V.

   
    860,000       

0.00%, 07/12/2024(13)

  $     860,714
          

 

    

Environmental Control - 0.0%

      

HD Supply Waterworks Ltd.

   
    220,000       

0.00%, 08/01/2024(13)

    221,307
          

 

    

Healthcare-Products - 0.1%

      

INC Research LLC

   
    2,115,000       

0.00%, 06/27/2024(13)

    2,129,974
          

 

    

Insurance - 0.0%

    

Asurion LLC

    160,000       

0.00%, 11/03/2023(13)

    161,200


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

          $               695,000       

0.00%, 07/11/2025(13)

  $     712,159
    455,000       

8.73%, 03/03/2021

    455,569
          

 

           1,328,928
          

 

      

Internet - 0.0%

      

Lands’ End, Inc.

   
    1,041,469       

4.48%, 04/04/2021

    864,419
          

 

      

Leisure Time - 0.0%

      

Hayward Industries, Inc.

   
    470,000       

0.00%, 07/18/2024(13)

    473,525
          

 

      

Machinery-Diversified - 0.0%

      

Gardner Denver, Inc.

   
    1,596,112       

4.55%, 07/30/2020

    1,603,423
          

 

      

Total Senior Floating Rate Interests
(cost $7,587,730)

  $     7,482,290
          

 

 

Convertible Bonds - 0.1%

      

Commercial Services - 0.0%

      

Cardtronics, Inc.

   
    1,200,000       

1.00%, 12/01/2020

  $     1,144,500
          

 

      

Diversified Financial Services - 0.0%

      

Blackhawk Network Holdings, Inc.

   
    1,360,000       

1.50%, 01/15/2022(5)

    1,525,750
          

 

      

Home Builders - 0.0%

      

M/I Homes, Inc.

   
    180,000       

3.00%, 03/01/2018

    180,225
          

 

      

Internet - 0.0%

      

Priceline Group, Inc.

   
    1,310,000       

0.90%, 09/15/2021

    1,559,719
          

 

      

Media - 0.1%

      

DISH Network Corp.

   
    1,160,000       

3.38%, 08/15/2026(5)

    1,441,300
      

Liberty Media Corp-Liberty Formula One

   
    705,000       

1.00%, 01/30/2023(5)

    796,650
          

 

           2,237,950
          

 

      

Oil & Gas - 0.0%

      

PDC Energy, Inc.

   
    196,000       

1.13%, 09/15/2021

    184,363
      

Cobalt International Energy, Inc.

   
    1,415,000       

2.63%, 12/01/2019

    411,234
          

 

           595,597
          

 

      

Semiconductors - 0.0%

      

Microchip Technology, Inc.

    40,000       

1.63%, 02/15/2025

    62,500
    963,000       

1.63%, 02/15/2027(5)

    1,066,522
    1,004,000       

2.25%, 02/15/2037(5)

    1,096,870
          

 

           2,225,892
          

 

      

Software - 0.0%

      

ServiceNow, Inc.

   
    644,000       

0.00%, 06/01/2022(5)(14)

    671,370
          

 

      

Total Convertible Bonds
(cost $10,692,674)

  $     10,141,003
          

 

      

Total Long-Term Investments
(cost $9,937,225,452)

  $         10,911,567,153
          

 

 

Short-Term Investments - 3.4%

      

Other Investment Pools & Funds - 3.4%

    380,869,527       

Morgan Stanley Institutional Liquidity Funds, Institutional Class

  $     380,869,527
          

 

      

U.S. Treasury Bills - 0.0%

      

U.S. Treasury Bills

   
    2,000,000       

1.01%, 10/12/2017(15)

    1,995,660
          

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Total Short-Term Investments
(cost $382,865,487)

      $       382,865,187  
       

 

 

 

Total Investments
(cost $10,320,090,939)^

     99.5%      $               11,294,432,340  

Other Assets and Liabilities

     0.5%          53,693,201  
  

 

 

      

 

 

 

Total Net Assets

     100.0%      $       11,348,125,541  
  

 

 

      

 

 

 

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

  $               1,057,779,043  

Unrealized Depreciation

      (83,437,642
   

 

 

 

Net Unrealized Appreciation

  $       974,341,401  
   

 

 

 

 

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

 

(3) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(4) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(5) Securities 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 July 31, 2017, the aggregate value of these securities was $890,210,845, which represented 7.8% 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 these securities was $90,041,959 at July 31, 2017.
(7) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(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 July 31, 2017, the aggregate value of these securities was $198,430,840, which represented 1.7% of total net assets.
(9) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

(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 July 31, 2017.
(13) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(14) Security is a zero-coupon bond.
(15) This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

Futures Contracts Outstanding at July 31, 2017

 

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

 

Long position contracts:

 

U.S. Treasury 2-Year Note Future

     792          09/29/2017      $       171,429,084      $       171,344,250      $ (84,834

U.S. Treasury 5-Year Note Future

     4,093          09/29/2017        483,640,677        483,581,557        (59,120

U.S. Treasury Long Bond Future

     339          09/20/2017        52,083,432        51,856,406        (227,026
                

 

 

 

Total

 

   $             (370,980
                

 

 

 

Short position contracts:

 

Euro BUXL 30-Year Bond Future

     74          09/07/2017      $ 14,669,595      $ 14,201,911      $ 467,684  

Euro-BOBL Future

     48          09/07/2017        7,557,885        7,503,969        53,916  

Euro-Bund Future

     118          09/07/2017        22,975,612        22,622,544        353,068  

U.S. Treasury 10-Year Note Future

     6,096          09/20/2017        766,893,450        767,429,250        (535,800
                

 

 

 

Total

 

   $ 338,868  
                

 

 

 

                
                

 

 

 

Total futures contracts

 

   $ (32,112
                

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2017

 

Reference
Entity
  

Counter-

party

  

Notional

Amount (a)

    

(Pay)/Receive

Fixed

Rate/Implied

Credit Spread (b)

    

Expiration

Date

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

   

Market

Value †

   

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on single-name issues:

 

Sell protection:

 

Anadarko Petroleum Corp.

   MSC    USD      7,735,000        1.00%/1.40%        06/20/22      $ —          $ (338,808   $ (132,002     $ 206,806  

Russian Foreign Bond - Eurobond

   BOA    USD      4,155,000        1.00%/1.13%        12/20/20        —            (335,262     (13,153     322,109  

Russian Foreign Bond - Eurobond

   BNP    USD      2,630,000        1.00%/1.13%        12/20/20        —            (221,275     (8,326     212,949  

Russian Foreign Bond - Eurobond

   GSC    USD      915,000        1.00%/1.48%        12/20/20        —            (51,963     (2,874     49,089  

Russian Foreign Bond - Eurobond

   BOA    USD      1,695,000        1.00%/1.48%        12/20/21        —            (83,550     (31,886     51,664  

Russian Foreign Bond - Eurobond

   BOA    USD      1,220,000        1.00%/1.48%        12/20/21        —            (66,755     (22,951     43,804  

Russian Foreign Bond - Eurobond

   BCLY    USD      1,055,000        1.00%/1.48%        12/20/21        —            (52,003     (19,846     32,157  

Russian Foreign Bond - Eurobond

   BNP    USD      655,000        1.00%/1.48%        12/20/21        —            (35,456     (12,322     23,134  

Russian Foreign Bond - Eurobond

   BNP    USD      590,000        1.00%/1.48%        12/20/21        —            (30,807     (11,099     19,708  

Russian Foreign Bond - Eurobond

   HSBC    USD      145,000        1.00%/1.48%        12/20/21        —            (7,147     (2,728     4,419  

Saudi Government International Bond

   BCLY    USD      1,655,000        1.00%/0.94%        06/20/22        —            (8,339     6,316       14,655  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $             —          $ (1,231,365   $         (250,871     $         980,494  
                 

 

 

    

 

 

   

 

 

   

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

                 

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

                  $ —          $ (1,231,365   $         (250,871     $ 980,494  
                 

 

 

    

 

 

   

 

 

   

 

 

 
                        
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

                  $         —          $ (1,231,365   $ (250,871     $ 980,494  
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2017

 

Reference Entity   

Notional

Amount (a)

    

(Pay)/Receive

Fixed Rate

   

Expiration

Date

     Cost Basis     

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

Buy protection:

 

CDX.EM.27

     USD        5,835,000        (1.00%)       06/20/22       $ 264,381      $ 225,666       $ (38,715

CDX.NA.HY.28

     USD        7,140,000        (5.00%)       06/20/22        467,563        570,061        102,498  
             

 

 

    

 

 

    

 

 

 

Total

 

    $     731,944      $         795,727       $         63,783  
             

 

 

    

 

 

    

 

 

 
                   
             

 

 

    

 

 

    

 

 

 

Total

 

    $ 731,944      $ 795,727       $ 63,783  
             

 

 

    

 

 

    

 

 

 

 

(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 July 31, 2017

 

Currency    Buy / Sell    Delivery Date    Counterparty   

Contract

Amount

     Market Value †     

Unrealized

Appreciation/

(Depreciation)

 

BRL

           Sell    09/05/17    BCLY    $ 1,479,015      $ 1,569,631      $ (90,616)   

CNH

           Buy    09/20/17    SCB          2,773,669                    2,802,192        28,523    

COP

           Sell    09/20/17    CBK      518,006        510,947        7,059    

EGP

           Buy    10/30/17    CBK      2,771,071        2,766,573        (4,498)   

EUR

           Buy    09/20/17    MSC      889,662        914,062        24,400    

EUR

           Buy    09/20/17    UBS      616,230        626,785        10,555    

EUR

           Buy    09/20/17    BOA      549,560        550,811        1,251    

EUR

           Sell    08/31/17    UBS      275,636        277,496        (1,860)   

EUR

           Sell    08/31/17    UBS      1,289,650        1,308,027        (18,377)   

EUR

           Sell    08/31/17    BOA      1,236,615        1,257,033        (20,418)   

EUR

           Sell    08/31/17    DEUT      5,555,524        5,656,650        (101,126)   

EUR

           Sell    09/20/17    CBK      565,738        586,424        (20,686)   

EUR

           Sell    09/20/17    MSC      613,059        635,094        (22,035)   

EUR

           Sell    09/20/17    HSBC      449,976        474,837        (24,861)   

EUR

           Sell    09/20/17    BOA      675,659        715,817        (40,158)   

EUR

           Sell    09/20/17    MSC      1,128,300        1,194,215        (65,915)   

EUR

           Sell    09/20/17    BCLY      46,670,205        49,385,448        (2,715,243)   

GBP

           Sell    08/31/17    DEUT      20,889        21,134        (245)   

INR

           Buy    09/20/17    BCLY      1,378,702        1,391,298        12,596    

PEN

           Buy    09/20/17    GSC      1,137,405        1,143,831        6,426    

PEN

           Sell    09/20/17    DEUT      1,592,692        1,614,260        (21,568)   

PLN

           Buy    09/20/17    BOA      1,392,117        1,433,616        41,499    

TRY

           Buy    09/20/17    JPM      1,361,858        1,369,435        7,577    

ZAR

           Sell    09/20/17    BCLY      1,359,489        1,359,513        (24)   
                 

 

 

 

Total

 

   $         (3,007,744)   
                 

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 

Counterparty Abbreviations:

BCLY

  Barclays

BNP

  BNP Paribas Securities Services

BOA

  Banc of America Securities LLC

CBK

  Citibank NA

DEUT

  Deutsche Bank Securities, Inc.

GSC

  Goldman Sachs & Co.

HSBC

  HSBC Bank USA

JPM

  JP Morgan Chase & Co.

MSC

  Morgan Stanley

SCB

  Standard Chartered Bank

UBS

  UBS AG

 

Currency Abbreviations:

BRL

  Brazilian Real

CNH

  Chinese Renminbi

COP

  Colombian Peso

EGP

  Egyptian Pound

EUR

  Euro

GBP

  British Pound

INR

  Indian Rupee

MXN

  Mexican Peso

PEN

  Peruvian Sol

PLN

  Polish Zloty

TRY

  Turkish Lira

UYU

  Uruguayan Peso

ZAR

  South African Rand

 

Index Abbreviations:

CDX.EM

  Credit Derivatives Emerging Markets

CDX.NA.HY

  Credit Derivatives North American High Yield

 

Other Abbreviations:

ADR

  American Depositary Receipt

CJSC

  Closed Joint Stock Company

CMO

  Collateralized Mortgage Obligation

EM

  Emerging Markets

OJSC

  Open Joint Stock Company

OTC

  Over-the-Counter

PAC

  Planned Amortization Class

PJSC

  Private Joint Stock Company

 

Municipal Abbreviations:

GO

  General Obligation


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

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

 

Assets

 

Common Stocks

 

Banks

   $ 656,759,876       $ 656,759,876       $ —       $ —   

Capital Goods

     344,089,647         344,089,647         —         —   

Consumer Durables & Apparel

     68,638,854         68,638,854         —         —   

Consumer Services

     25,395,177         25,395,177         —         —   

Diversified Financials

     214,639,674         214,639,674         —         —   

Energy

     709,093,406         709,093,406         —         —   

Food, Beverage & Tobacco

     493,569,822         412,260,393         81,309,429         —   

Household & Personal Products

     145,098,800         145,098,800         —         —   

Insurance

     173,649,145         173,649,145         —         —   

Materials

     255,476,542         255,476,542         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     683,398,354         549,728,896         133,669,458         —   

Retailing

     90,186,082         90,186,082         —         —   

Semiconductors & Semiconductor Equipment

     295,139,041         295,139,041         —         —   

Software & Services

     176,321,200         176,321,200         —         —   

Technology Hardware & Equipment

     159,186,188         159,186,188         —         —   

Telecommunication Services

     156,546,586         156,546,586         —         —   

Transportation

     123,340,156         123,340,156         —         —   

Utilities

     384,684,950         375,968,269         8,716,677         4  

Preferred Stocks

     556,886         556,886         —         —   

Asset & Commercial Mortgage Backed Securities

     80,270,714         —         80,270,714         —   

Corporate Bonds

     5,098,315,560         —         5,098,315,560         —   

Foreign Government Obligations

     503,971,158         —         503,971,158         —   

Municipal Bonds

     55,616,042         —         55,616,042         —   

Senior Floating Rate Interests

     7,482,290         —         7,482,290         —   

Convertible Bonds

     10,141,003         —         10,141,003         —   

Short-Term Investments

     382,865,187         380,869,527        1,995,660         —   

Foreign Currency Contracts(2)

     139,886         —         139,886         —   

Futures Contracts(2)

     874,668         874,668        —         —   

Swaps - Credit Default(2)

    

 

1,082,992 

 

 

 

    

 

— 

 

 

 

    

 

1,082,992 

 

 

 

    

 

— 

 

 

 

  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $

 

 11,296,529,886 

 

 

 

   $

 

   5,313,819,013

 

 

 

   $

 

   5,982,710,869 

 

 

 

   $

 

                          4 

 

 

 

  

 

 

    

 

 

    

 

 

    

 

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (3,147,630)      $ —       $ (3,147,630)      $ —   

Futures Contracts(2)

     (906,780)        (906,780)        —         —   

Swaps - Credit Default(2)

    

 

(38,715)

 

 

 

    

 

— 

 

 

 

    

 

(38,715)

 

 

 

    

 

— 

 

 

 

  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $

 

(4,093,125)

 

 

 

   $

 

(906,780)

 

 

 

   $

 

(3,186,345)

 

 

 

   $

 

— 

 

 

 

  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

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

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


 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount

    Market Value  

Common Stocks - 94.3%

 
       Automobiles & Components - 1.8%
    502,930       

General Motors Co.

  $   18,095,421  
    1,876,787       

Goodyear Tire & Rubber Co.

    59,137,558  
    390,185       

Magna International, Inc.

    18,608,703  
    1,604,900       

Tata Motors Ltd. ADR

    55,272,756  
          

 

               151,114,438  
          

 

       Banks - 8.8%
    13,574,495       

Banco Santander S.A.

    92,417,436  
    4,569,701       

Bank of America Corp.

    110,221,188  
    2,624,032       

Citigroup, Inc.

    179,614,990  
    5,701,376       

ICICI Bank Ltd.

    26,828,611  
    2,649,890       

ICICI Bank Ltd. ADR

    24,670,476  
    3,921,970       

Itau Unibanco Holding S.A. ADR

    46,710,663  
    643,273       

JP Morgan Chase & Co.

    59,052,461  
    934,611       

PNC Financial Services Group, Inc.

    120,377,897  
    1,077,236       

UniCredit S.p.A.*

    21,171,931  
    1,099,802       

Wells Fargo & Co.

    59,323,320  
          

 

           740,388,973  
          

 

       Capital Goods - 3.5%
    1,174,148       

AerCap Holdings N.V.*

    57,650,667  
    263,964       

Airbus SE

    22,055,930  
    231,169       

AMETEK, Inc.

    14,235,387  
    385,814       

Cie de Saint-Gobain

    21,407,545  
    495,702       

Fastenal Co.

    21,295,358  
    71,387       

General Dynamics Corp.

    14,015,410  
    806,800       

Harry’s, Inc.*(1)(2)(3)

    11,504,968  
    112,345       

Honeywell International, Inc.

    15,292,401  
    3,983,000       

Kawasaki Heavy Industries Ltd.

    12,681,463  
    132,559       

Lockheed Martin Corp.

    38,724,461  
    306,783       

Middleby Corp.*

    40,090,402  
    234,141       

United Technologies Corp.

    27,762,098  
          

 

           296,716,090  
          

 

       Commercial & Professional Services - 1.3%
    162,261       

Equifax, Inc.

    23,599,240  
    467,580       

IHS Markit Ltd.*

    21,812,607  
    4,595       

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

    547,999  
    1,365,231       

TransUnion*

    62,568,536  
          

 

           108,528,382  
          

 

       Consumer Durables & Apparel - 2.7%
    1,015,422       

Crocs, Inc.*

    8,062,451  
    2,433,785       

NIKE, Inc. Class B

    143,715,004  
    1,431,200       

Sony Corp.

    58,799,868  
    1,121,844       

Under Armour, Inc. Class C*

    20,316,595  
          

 

           230,893,918  
          

 

       Consumer Services - 3.2%
    50,483       

Chipotle Mexican Grill, Inc.*

    17,354,541  
    85,701       

Churchill Downs, Inc.

    16,030,372  
    1,405,268       

Hilton Worldwide Holdings, Inc.

    87,871,408  
    469,131       

Las Vegas Sands Corp.

    28,903,161  
    294,110       

McDonald’s Corp.

    45,628,225  
    211,891       

New Oriental Education & Technology Group, Inc. ADR*

    16,879,237  
    431,972       

Wynn Resorts Ltd.

    55,871,259  
          

 

           268,538,203  
          

 

       Diversified Financials - 5.6%
    766,921       

American Express Co.

    65,364,677  
    114,279       

BlackRock, Inc.

    48,743,422  
    2,255,652       

Blackstone Group L.P.

    75,451,559  
    1,459,283       

Deutsche Bank AG

    25,986,405  
    1,474,822       

Deutsche Bank AG

    26,310,825  
    340,364       

Goldman Sachs Group, Inc.

    76,694,220  
    692,900       

Hong Kong Exchanges and Clearing Ltd.

    19,739,480  


 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

    348,664       

Intercontinental Exchange, Inc.

  $      23,259,375 
    421,678       

Ocelot Partners Ltd.*(3)

     4,111,361 
            1,545,957       

Saban Capital Acquisition Corp. UNIT*

     16,696,336 
    1,538,125       

TD Ameritrade Holding Corp.

     70,338,456 
    971,392       

UBS Group AG*

     16,892,958 
           

 

                  469,589,074 
           

 

      

Energy - 1.1%

    
    126,211       

Anadarko Petroleum Corp.

     5,764,056 
    83,283       

Diamondback Energy, Inc.*

     7,985,174 
    1,427,663       

Kinder Morgan, Inc.

     29,167,155 
    739,130       

Newfield Exploration Co.*

     21,235,205 
    1,570,113       

YPF S.A. ADR

     31,716,283 
           

 

            95,867,873 
           

 

      

Food & Staples Retailing - 1.5%

    
    299,342       

Costco Wholesale Corp.

     47,448,700 
    531,430       

Seven & I Holdings Co., Ltd.

     21,419,102 
    370,262       

Wal-Mart Stores, Inc.

     29,617,257 
    392,932       

Walgreens Boots Alliance, Inc.

     31,697,825 
           

 

            130,182,884 
           

 

      

Food, Beverage & Tobacco - 2.3%

    
    300,831       

Altria Group, Inc.

     19,544,990 
    1,027,757       

Coca-Cola Co.

     47,112,381 
    335,650       

General Mills, Inc.

     18,682,279 
    98,790       

JM Smucker Co.

     12,042,501 
    201,162       

Kellogg Co.

     13,679,016 
    1,562,129       

Monster Beverage Corp.*

     82,402,305 
           

 

            193,463,472 
           

 

      

Health Care Equipment & Services - 6.1%

    
    166,701       

Aetna, Inc.

     25,723,631 
    432,507       

Baxter International, Inc.

     26,158,023 
    113,392       

Becton Dickinson and Co.

     22,837,149 
    430,100       

Boston Scientific Corp.*

     11,449,262 
    776,545       

Cardinal Health, Inc.

     59,995,867 
    406,972       

Edwards Lifesciences Corp.*

     46,875,035 
    644,067       

HCA Healthcare, Inc.*

     51,744,343 
    1,576,443       

Hologic, Inc.*

     69,694,545 
    88,426       

Laboratory Corp. of America Holdings*

     14,051,776 
    469,106       

McKesson Corp.

     75,934,188 
    698,159       

Medtronic plc

     58,624,411 
    116,165       

Quest Diagnostics, Inc.

     12,581,831 
    204,181       

UnitedHealth Group, Inc.

     39,163,958 
           

 

            514,834,019 
           

 

      

Household & Personal Products - 1.5%

    
    109,226       

Beiersdorf AG

     11,986,335 
    734,171       

Colgate-Palmolive Co.

     53,007,146 
    1,381,205       

Coty, Inc. Class A

     28,287,079 
    302,780       

Estee Lauder Cos., Inc. Class A

     29,972,192 
           

 

            123,252,752 
           

 

      

Insurance - 3.8%

    
    217,661       

Allstate Corp.

     19,807,151 
    254,662       

American International Group, Inc.

     16,667,628 
    1,052,072       

AXA S.A.

     31,071,342 
    740,887       

Chubb Ltd.

     108,510,310 
    588,560       

Marsh & McLennan Cos., Inc.

     45,890,023 
    862,200       

Sony Financial Holdings, Inc.

     14,905,753 
    511,000       

Tokio Marine Holdings, Inc.

     21,489,211 
    124,139       

Torchmark Corp.

     9,803,257 
    158,833       

Travelers Cos., Inc.

     20,344,919 
    186,516       

Willis Towers Watson plc

     27,768,502 
           

 

            316,258,096 
           

 

      

Materials - 3.7%

    
    616,201       

ArcelorMittal*

     16,119,818 
    2,411,100       

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

     23,411,781 


 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

            17,414,823       

Glencore plc*

  $      76,823,652 
    1,266,108       

International Paper Co.

     69,610,618 
    534,413       

KapStone Paper & Packaging Corp.

     12,216,681 
    225,237       

Packaging Corp. of America

     24,658,947 
    2,438,882       

Platform Specialty Products Corp.*

     34,168,737 
    228,442       

Praxair, Inc.

     29,734,011 
    780,962       

Steel Dynamics, Inc.

     27,653,864 
           

 

            314,398,109 
           

 

      

Media - 1.4%

    
    207,021       

DISH Network Corp. Class A*

     13,255,555 
    176,082       

Omnicom Group, Inc.

     13,864,697 
    1,714,509       

Viacom, Inc. Class B

     59,870,654 
    253,614       

Walt Disney Co.

     27,879,787 
    25,200       

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

     — 
           

 

            114,870,693 
           

 

      

Pharmaceuticals, Biotechnology & Life Sciences - 7.0%

    
    489,141       

Agilent Technologies, Inc.

     29,245,740 
    426,421       

Alkermes plc*

     23,201,567 
    96,883       

Allergan plc

     24,446,487 
    3,714,904       

Bristol-Myers Squibb Co.

     211,378,038 
    144,100       

Celgene Corp.*

     19,512,581 
    163,910       

Incyte Corp.*

     21,847,564 
    787,429       

Ionis Pharmaceuticals, Inc.*

     41,261,280 
    228,489       

Johnson & Johnson

     30,325,060 
    487,226       

Merck & Co., Inc.

     31,123,997 
    43,596       

Mettler-Toledo International, Inc.*

     24,983,996 
    317,985       

Mylan N.V.*

     12,398,235 
    43,881       

Novartis AG

     3,737,683 
    843,509       

Pfizer, Inc.

     27,970,758 
    80,715       

Regeneron Pharmaceuticals, Inc.*

     39,681,108 
    265,808       

TESARO, Inc.*

     33,933,049 
    575,700       

Teva Pharmaceutical Industries Ltd. ADR

     18,520,269 
           

 

            593,567,412 
           

 

      

Real Estate - 2.2%

    
    47,272       

American Tower Corp. REIT

     6,444,592 
    785,402       

LaSalle Hotel Properties REIT

     23,200,775 
    509,392       

Public Storage REIT

     104,715,713 
    1,127,328       

Realogy Holdings Corp.

     37,427,290 
    142,453       

Vonovia SE

     5,772,886 
    153,417       

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

     7,948,535 
           

 

                  185,509,791 
           

 

      

Retailing - 4.7%

    
    207,302       

Advance Auto Parts, Inc.

     23,219,897 
    380,589       

CarMax, Inc.*

     25,214,021 
    308,795       

Ctrip.com International Ltd. ADR*

     18,444,325 
    170,684       

Expedia, Inc.

     26,706,925 
    12,011       

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

     357,688 
    10,615       

JAND, Inc. Class A*(1)(2)(3)

     84,071 
    450,656       

Lowe’s Cos., Inc.

     34,880,774 
    441,636       

Netflix, Inc.*

     80,227,596 
    41,090       

Priceline Group, Inc.*

     83,351,065 
    547,525       

TJX Cos., Inc.

     38,496,483 
    316,327       

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

     14,003,782 
    145,850       

Ulta Salon Cosmetics & Fragrance, Inc.*

     36,638,979 
    210,700       

Wayfair, Inc. Class A*

     16,086,945 
           

 

            397,712,551 
           

 

      

Semiconductors & Semiconductor Equipment - 4.1%

    
    4,942,036       

Advanced Micro Devices, Inc.*

     67,261,110 
    75,978       

Broadcom Ltd.

     18,740,733 
    551,339       

Microchip Technology, Inc.

     44,129,174 
    442,540       

Micron Technology, Inc.*

     12,444,225 
    272,328       

NVIDIA Corp.

     44,256,023 
    1,667,715       

QUALCOMM, Inc.

     88,705,761 
    5,519,490       

Taiwan Semiconductor Manufacturing Co., Ltd.

     39,016,719 


 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

    689,300       

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

  $      24,787,228 
    166,160       

Teradyne, Inc.

     5,747,474 
           

 

                  345,088,447 
           

 

      

Software & Services - 17.9%

    
    608,617       

Accenture plc Class A

     78,402,042 
    349,209       

Activision Blizzard, Inc.

     21,574,132 
    306,783       

Adobe Systems, Inc.*

     44,940,642 
    808,682       

Alibaba Group Holding Ltd. ADR*

     125,305,276 
    157,420       

Alliance Data Systems Corp.

     38,005,911 
    98,401       

Alphabet, Inc. Class C*

     91,562,131 
    292,050       

Autodesk, Inc.*

     32,356,220 
    195,764       

Automatic Data Processing, Inc.

     23,278,297 
    143,626       

Birst, Inc. Escrow*(1)(2)(3)

     27,289 
    143,626       

Birst, Inc. Escrow*(1)(2)(3)

     — 
    722,379       

Cadence Design Systems, Inc.*

     26,655,785 
    202,164       

CoStar Group, Inc.*

     55,706,290 
            1,161,874       

Facebook, Inc. Class A*

     196,647,175 
    183,184       

FleetCor Technologies, Inc.*

     27,854,959 
    928,139       

Genpact Ltd.

     26,916,031 
    844,528       

Global Payments, Inc.

     79,698,107 
    3,517,119       

Just Eat plc*

     28,808,366 
    1,067,739       

Microsoft Corp.

     77,624,625 
    55,426       

NetEase, Inc. ADR

     17,253,005 
    620,069       

Oracle Corp.

     30,960,045 
    812,142       

PayPal Holdings, Inc.*

     47,550,914 
    288,870       

Salesforce.com, Inc.*

     26,229,396 
    832,808       

ServiceNow, Inc.*

     91,983,644 
    39,365       

Trade Desk, Inc. Class A*

     2,098,548 
    151,264       

Ultimate Software Group, Inc.*

     34,141,797 
    58,205       

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

     233,984 
    393,493       

Verint Systems, Inc.*

     15,601,997 
    309,982       

VeriSign, Inc.*

     31,360,879 
    517,319       

Visa, Inc. Class A

     51,504,280 
    1,090,681       

Workday, Inc. Class A*

     111,369,437 
    652,695       

Zillow Group, Inc. Class A*

     29,651,934 
    1,058,846       

Zillow Group, Inc. Class C*

     47,817,485 
           

 

            1,513,120,623 
           

 

      

Technology Hardware & Equipment - 2.4%

    
    124,323       

Apple, Inc.

     18,490,560 
    183,350       

Arista Networks, Inc.*

     27,372,322 
    431,794       

CDW Corp. of Delaware

     27,388,693 
    3,245,200       

Flex Ltd.*

     51,890,748 
    24,173       

Samsung Electronics Co., Ltd.

     51,983,527 
    755,094       

Trimble, Inc.*

     28,263,168 
           

 

            205,389,018 
           

 

      

Telecommunication Services - 0.8%

    
    740,627       

AT&T, Inc.

     28,884,453 
    359,000       

SoftBank Group Corp.

     28,934,517 
    1,538,859       

Sprint Corp.*

     12,280,095 
           

 

            70,099,065 
           

 

      

Transportation - 4.3%

    
    273,373       

Alaska Air Group, Inc.

     23,299,581 
    3,818,400       

Azul S.A. (Preference Shares)*

     33,428,679 
    736,372       

Canadian National Railway Co.

     58,189,187 
    1,289,499       

CSX Corp.

     63,623,881 
    284,347       

Delta Air Lines, Inc.

     14,035,368 
    206,180       

Knight Transportation, Inc.

     7,350,317 
    423,243       

Southwest Airlines Co.

     23,494,219 
    1,060,392       

Swift Transportation Co.*

     27,039,996 
    454,531       

Union Pacific Corp.

     46,798,512 
    620,443       

United Parcel Service, Inc. Class B

     68,428,658 
           

 

            365,688,398 
           

 

      

Utilities - 2.6%

    
    219,998       

Ameren Corp.

     12,341,888 


 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

    283,110       

American Electric Power Co., Inc.

  $      19,970,579 
    136,410       

DTE Energy Co.

     14,604,055 
    303,041       

Duke Energy Corp.

     25,794,850 
    215,293       

Edison International

     16,939,253 
    162,779       

Entergy Corp.

     12,488,405 
    240,509       

Eversource Energy

     14,620,542 
    288,042       

PG&E Corp.

     19,497,563 
    445,666       

PPL Corp.

     17,082,378 
    350,034       

Public Service Enterprise Group, Inc.

     15,741,029 
    148,366       

SCANA Corp.

     9,550,319 
    469,322       

Southern Co.

     22,494,604 
    354,884       

Xcel Energy, Inc.

     16,789,562 
           

 

            217,915,027 
           

 

      

Total Common Stocks
(cost $7,255,186,182)

  $            7,962,987,308 
           

 

  Exchange Traded Funds - 0.4%
      

Other Investment Pools & Funds - 0.4%

    
    140,531       

SPDR S&P 500 ETF Trust

     34,678,835 
           

 

      

Total Exchange Traded Funds
(cost $33,845,177)

  $      34,678,835 
           

 

  Preferred Stocks - 3.0%
      

Capital Goods - 0.0%

    
    372,334       

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

     1,664,333 
           

 

      

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)

     17,116 
           

 

      

Consumer Services - 0.1%

    
    10,074       

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

     1,057,770 
    244,180       

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

     444,408 
    952,691       

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

     2,181,662 
            1,939,742       

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

     5,974,405 
    106,461       

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

     184,178 
           

 

            9,842,423 
           

 

      

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)

     8,400,967 
           

 

      

Real Estate - 0.9%

    
    81,954       

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

     1,783,091 
    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 
           

 

            72,326,447 
           

 

      

Retailing - 0.2%

    
    448,670       

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

     2,234,377 
    278,194       

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

     9,864,759 
    23,702       

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

     225,406 
           

 

            12,324,542 
           

 

      

Software & Services - 1.4%

    
    25,867       

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

     424,887 
    18,389       

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

     306,728 
    566,622       

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

     1,161,575 
    52,337       

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

     568,903 
    12,426       

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

     609,134 
    77,707       

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

     620,102 
    95,031       

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

     939,857 
    2,286,050       

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

     16,411,763 
    47,064       

Sharecare *(1)(2)(3)

     14,119,200 
    2,000,820       

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

     82,953,997 
    306,876       

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

     1,399,355 
           

 

            119,515,501 
           

 


 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

  

Technology Hardware & Equipment - 0.2%

 

  5,362,869     

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

      $        18,524,422  
           

 

 

 
  

Total Preferred Stocks
(cost $153,111,134)

      $        249,355,115  
           

 

 

 
  Convertible Preferred Stocks - 0.0%  
  

Retailing - 0.0%

 

  28,025     

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

           849,157  
           

 

 

 
  

Total Convertible Preferred Stocks
(cost $758,281)

      $        849,157  
           

 

 

 
  Warrants - 0.0%  
  

Diversified Financials - 0.0%

 

  408,983     

Ocelot Partners Ltd. Expires 4/1/20*

           204,492  
           

 

 

 
  

Total Warrants
(cost $4,090)

      $        204,492  
           

 

 

 
  Closed End Funds - 0.1%  
  

Other Investment Pools & Funds - 0.1%

 

  178,600     

Altaba, Inc.*

           10,430,240  
           

 

 

 
  

Total Closed Ended Funds
(cost $10,495,405)

      $        10,430,240  
           

 

 

 
  

Total Long-Term Investments
(cost $7,453,400,269)

      $        8,258,505,147  
           

 

 

 
  Short-Term Investments - 1.8%  
  

Other Investment Pools & Funds - 1.8%

 

                154,528,803     

Fidelity Institutional Government Fund, Institutional Class

      $        154,528,803  
           

 

 

 
  

Total Short-Term Investments
(cost $154,528,803)

      $        154,528,803  
           

 

 

 
  

Total Investments
(cost $7,607,929,072)^

     99.6%      $        8,413,033,950  
  

Other Assets and Liabilities

     0.4%           34,725,588  
     

 

 

       

 

 

 
  

Total Net Assets

     100.0%      $        8,447,759,538  
     

 

 

       

 

 

 

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

   $        954,695,489    

Unrealized Depreciation

        (149,590,611)   
     

 

 

 

Net Unrealized Appreciation

   $        805,104,878    
     

 

 

 

 

* 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 July 31, 2017, the aggregate fair value of these securities was $284,912,588, which represented 3.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.


 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

(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       10,074    

Airbnb, Inc. Series E Preferred

  $        937,833      
  03/2015       143,626    

Birst, Inc. Escrow

       —      
  03/2015       143,626    

Birst, Inc. Escrow

       —      
  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

       121,917      
  04/2015       23,702    

JAND, Inc. Series D Preferred

       272,225      
  08/2015       4,595    

Klarna Holding AB

       503,982      
  08/2014       372,334    

Lithium Technology Corp. Preferred

       1,814,756      
  07/2014       77,707    

Lookout, Inc. Series F Preferred

       887,655      
  04/2015       95,031    

MarkLogic Corp. Series F Preferred

       1,103,709      
  12/2014       956,830    

Moderna Therapeutics, Inc. Series E Preferred

       5,900,771      
  01/2014       83,332    

One Kings Lane, Inc. Preferred

       1,215,180      
  03/2015       2,286,050    

Pinterest, Inc. Series G Preferred

       16,411,763      
  12/2014       81,954    

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      
  03/2015       47,064    

Sharecare Preferred

       11,759,882      
  09/2015       348,919    

Social Finance, Inc. Preferred

       5,504,651      
  11/2013       316,327    

Tory Burch LLC

       24,792,581      
  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      
        

 

 

 
      $        216,650,773      
        

 

 

 

At July 31, 2017, the aggregate value of these securities was $284,912,588, which represents 3.4% 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 July 31, 2017, the aggregate value of these securities was $289,023,949, which represented 3.4% of total net assets.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR    American Depositary Receipt
ETF    Exchange Traded Fund
REIT    Real Estate Investment Trust
SPDR    Standard & Poor’s Depositary Receipt


 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

 

Common Stocks

 

Automobiles & Components

   $ 151,114,438      $ 151,114,438      $      $  

Banks

     740,388,973        599,970,995        140,417,978         

Capital Goods

     296,716,090        229,066,184        56,144,938        11,504,968  

Commercial & Professional Services

     108,528,382        107,980,383               547,999  

Consumer Durables & Apparel

     230,893,918        172,094,050        58,799,868         

Consumer Services

     268,538,203        268,538,203                

Diversified Financials

     469,589,074        406,970,231        62,618,843         

Energy

     95,867,873        95,867,873                

Food & Staples Retailing

     130,182,884        108,763,782        21,419,102         

Food, Beverage & Tobacco

     193,463,472        193,463,472                

Health Care Equipment & Services

     514,834,019        514,834,019                

Household & Personal Products

     123,252,752        111,266,417        11,986,335         

Insurance

     316,258,096        248,791,790        67,466,306         

Materials

     314,398,109        237,574,457        76,823,652         

Media

     114,870,693        114,870,693                

Pharmaceuticals, Biotechnology & Life Sciences

     593,567,412        589,829,729        3,737,683         

Real Estate

     185,509,791        171,788,370        5,772,886        7,948,535  

Retailing

     397,712,551        383,267,010               14,445,541  

Semiconductors & Semiconductor Equipment

     345,088,447        306,071,728        39,016,719         

Software & Services

     1,513,120,623        1,484,050,984        28,808,366        261,273  

Technology Hardware & Equipment

     205,389,018        153,405,491        51,983,527         

Telecommunication Services

     70,099,065        41,164,548        28,934,517         

Transportation

     365,688,398        365,688,398                

Utilities

     217,915,027        217,915,027                

Exchange Traded Funds

     34,678,835        34,678,835                

Preferred Stocks

     249,355,115                      249,355,115  

Convertible Preferred Stocks

     849,157                      849,157  

Warrants

     204,492        204,492                

Closed End Funds

     10,430,240        10,430,240                

Short-Term Investments

     154,528,803        154,528,803                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   8,413,033,950      $   7,474,190,642      $   653,930,720      $   284,912,588  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

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

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

     (20,106,036)        -        (16,498,751)        -        (36,604,787)   

Accrued discounts/(premiums)

     -        -        -        -        -    

Total realized gain/(loss)

     (15,501,107)        -        733,069        -        (14,768,038)   

Net change in unrealized appreciation/(depreciation)

     12,193,209        -        (23,033,559)        (202,061)        (11,042,411)   

Transfers into Level 3

     -        -        -        -        -    

Transfers out of Level 3

     -        -        (2,654,161)        -        (2,654,161)   
  

 

 

 

Ending balance

     $ 34,708,316      $ -      $ 249,355,115      $ 849,157      $ 284,912,588    
  

 

 

 


 

  The Hartford Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

* 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 July 31, 2017 was $(9,767,312).


 

  The Hartford Checks and Balances Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount

                      Market Value  
Affiliated Investment Companies - 100.1%       
  Domestic Equity Funds - 66.7%          
14,065,186          

The Hartford Capital Appreciation Fund, Class F*

       $        577,516,554  
22,139,189          

The Hartford Dividend and Growth Fund, Class F

            580,046,753  
           

 

 

 
 

Total Domestic Equity Funds
(cost $1,096,318,120)

       $         1,157,563,307  
           

 

 

 
 

Taxable Fixed Income Funds - 33.4%

         
55,399,379          

The Hartford Total Return Bond Fund, Class F*

             580,031,495  
           

 

 

 
 

Total Taxable Fixed Income Funds
(cost $571,242,257)

       $        580,031,495  
           

 

 

 
 

Total Affiliated Investment Companies
(cost $1,667,560,377)

       $         1,737,594,802  
           

 

 

 
 

Total Long-Term Investments
(cost $1,667,560,377)

       $         1,737,594,802  
           

 

 

 
 

Total Investments
(cost $1,667,560,377)^

       100.1%     $         1,737,594,802  
 

Other Assets and Liabilities

       (0.1)%          (1,650,802)  
      

 

 

      

 

 

 
 

Total Net Assets

       100.0%     $         1,735,944,000  
      

 

 

      

 

 

 

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.

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

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   $            70,034,425  
Unrealized Depreciation         
    

 

 

 
Net Unrealized Appreciation   $            70,034,425  
    

 

 

 

 

* Non-income producing.

 

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


 

  The Hartford Checks and Balances Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

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

Assets

           
Affiliated Investment Companies    $   1,737,594,802       $   1,737,594,802       $                   —       $                   —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   1,737,594,802       $   1,737,594,802       $                   —       $                   —   
  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

  The Hartford Conservative Allocation Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount

                 

Market Value

Affiliated Investment Companies - 100.3%        
 

Alternative Funds - 6.0%

       
593,506          

Hartford Real Total Return Fund, Class F*

     $    5,323,748 
298,161          

The Hartford Global Real Asset Fund, Class F*

        2,686,432 
         

 

 

Total Alternative Funds
(cost $7,987,667)

     $    8,010,180 
         

 

 

Domestic Equity Funds - 26.0%

       
389,083          

Hartford Core Equity Fund, Class F*

        10,691,998 
196,769          

Hartford Small Cap Core Fund, Class F*

        2,660,319 
542,669          

The Hartford Equity Income Fund, Class F

        10,712,287 
59,138          

The Hartford Growth Opportunities Fund, Class F*

        2,660,621 
271,352          

The Hartford MidCap Fund, Class F*

        7,994,031 
         

 

 

Total Domestic Equity Funds
(cost $32,745,167)

     $    34,719,256 
         

 

 

International/Global Equity Funds - 8.0%

       
401,717          

Hartford Schroders International Multi-Cap Value Fund, Class F

        4,009,140 
317,980          

The Hartford International Opportunities Fund, Class F*

        5,342,063 
81,455          

The Hartford International Small Company Fund, Class F*

        1,335,856 
         

 

 

Total International/Global Equity Funds
(cost $9,815,914)

     $    10,687,059 
         

 

 

Multi-Strategy Funds - 5.0%

       
570,490          

The Hartford Global All-Asset Fund, Class F*

        6,680,434 
         

 

 

Total Multi-Strategy Funds
(cost $6,304,622)

     $    6,680,434 
         

 

 

Taxable Fixed Income Funds - 55.3%

       
481,450          

The Hartford Inflation Plus Fund, Class F*

        5,353,730 
1,877,450          

The Hartford Quality Bond Fund, Class F

        18,774,500 
1,081,712          

The Hartford Short Duration Fund, Class F

        10,719,770 
1,335,234          

The Hartford Strategic Income Fund, Class F

        12,043,814 
1,409,556          

The Hartford Total Return Bond Fund, Class F*

        14,758,051 
1,151,679          

The Hartford World Bond Fund, Class F*

        12,035,050 
         

 

 

Total Taxable Fixed Income Funds
(cost $72,891,022)

     $    73,684,915 
         

 

 

Total Affiliated Investment Companies
(cost $129,744,392)

     $    133,781,844 
         

 

 

Total Long-Term Investments
(cost $129,744,392)

     $    133,781,844 
         

 

 

Total Investments
(cost $129,744,392)^

     100.3%     $    133,781,844 
 

Other Assets and Liabilities

     (0.3)%        (337,773)
    

 

 

      

 

 

Total Net Assets

     100.0%     $    133,444,071 
    

 

 

      

 

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

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

 

^ Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:
Unrealized Appreciation   $            4,037,452  
Unrealized Depreciation         
    

 

 

 
Net Unrealized Appreciation   $            4,037,452  
    

 

 

 

 

* Non-income producing.

 

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


 

  The Hartford Conservative Allocation Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

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

Assets

           
Affiliated Investment Companies    $   133,781,844       $   133,781,844       $                   —       $                   —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   133,781,844       $   133,781,844       $                   —       $                   —   
  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

 Hartford Core Equity Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

Shares or Principal Amount       Market Value    

Common Stocks - 94.7%

   
      

Banks - 8.6%

   
    3,159,319       

Bank of America Corp.

  $   76,202,774 
    879,099       

Fifth Third Bancorp

    23,471,943 
    862,444       

JP Morgan Chase & Co.

    79,172,359 
    107,502       

M&T Bank Corp.

    17,538,951 
    524,018       

PNC Financial Services Group, Inc.

    67,493,519 
          

 

           263,879,546 
          

 

      

Capital Goods - 6.1%

   
    652,998       

AMETEK, Inc.

    40,211,617 
    183,800       

Boeing Co.

    44,564,148 
    292,633       

Fortune Brands Home & Security, Inc.

    19,217,209 
    110,878       

General Dynamics Corp.

    21,768,678 
    236,456       

Illinois Tool Works, Inc.

    33,271,724 
    188,086       

Snap-on, Inc.

    29,002,861 
          

 

           188,036,237 
          

 

      

Commercial & Professional Services - 2.9%

   
    248,502       

Equifax, Inc.

    36,142,131 
    471,807       

IHS Markit Ltd.*

    22,009,796 
    462,190       

Republic Services, Inc.

    29,681,842 
          

 

           87,833,769 
          

 

      

Consumer Durables & Apparel - 2.7%

   
    717,722       

NIKE, Inc. Class B

    42,381,484 
    661,012       

VF Corp.

    41,108,336 
          

 

           83,489,820 
          

 

      

Consumer Services - 2.4%

   
    871,087       

Aramark

    34,721,528 
    700,272       

Starbucks Corp.

    37,800,682 
          

 

           72,522,210 
          

 

      

Diversified Financials - 2.1%

   
    410,898       

Capital One Financial Corp.

    35,411,190 
    930,306       

Synchrony Financial

    28,206,878 
          

 

           63,618,068 
          

 

      

Energy - 1.2%

   
    387,967       

EOG Resources, Inc.

    36,911,180 
          

 

      

Food & Staples Retailing - 1.8%

   
    343,317       

Costco Wholesale Corp.

    54,419,178 
          

 

      

Food, Beverage & Tobacco - 3.7%

   
    775,599       

Altria Group, Inc.

    50,390,667 
    157,613       

Constellation Brands, Inc. Class A

    30,474,474 
    628,499       

Monster Beverage Corp.*

    33,153,322 
          

 

           114,018,463 
          

 

      

Health Care Equipment & Services - 9.3%

   
    225,469       

Aetna, Inc.

    34,792,121 
    642,290       

Baxter International, Inc.

    38,845,699 
    301,410       

Danaher Corp.

    24,561,901 
    397,567       

HCA Healthcare, Inc.*

    31,940,533 
    593,351       

Hologic, Inc.*

    26,232,048 
    195,361       

Laboratory Corp. of America Holdings*

    31,044,816 
    519,535       

Medtronic plc

    43,625,354 
    285,334       

UnitedHealth Group, Inc.

    54,729,915 
          

 

           285,772,387 
          

 

      

Household & Personal Products - 3.3%

   
    673,465       

Colgate-Palmolive Co.

    48,624,173 
    528,594       

Estee Lauder Cos., Inc. Class A

    52,325,520 
          

 

           100,949,693 
          

 

      

Insurance - 4.3%

   
    365,457       

Allstate Corp.

    33,256,587 


 

 Hartford Core Equity Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

    419,301       

Chubb Ltd.

  $      61,410,825   
    844,451       

XL Group Ltd.

       37,493,624   
           

 

 

 
                  132,161,036   
           

 

 

 
      

Materials - 3.4%

    
    628,193       

Crown Holdings, Inc.*

       37,358,638   
    457,766       

Dow Chemical Co.

       29,406,888   
    280,502       

Ecolab, Inc.

       36,933,698   
           

 

 

 
              103,699,224   
           

 

 

 
      

Media - 2.3%

    
    1,752,624       

Comcast Corp. Class A

       70,893,641   
           

 

 

 
      

Pharmaceuticals, Biotechnology & Life Sciences - 6.8%

    
    171,529       

Allergan plc

       43,281,913   
    721,803       

Bristol-Myers Squibb Co.

       41,070,591   
    531,822       

Eli Lilly & Co.

       43,960,406   
    687,902       

Merck & Co., Inc.

       43,943,180   
    198,723       

Thermo Fisher Scientific, Inc.

       34,881,848   
           

 

 

 
              207,137,938   
           

 

 

 
      

Retailing - 5.4%

    
    482,264       

Dollar Tree, Inc.*

       34,761,589   
    248,810       

Lowe’s Cos., Inc.

       19,257,894   
    121,632       

O’Reilly Automotive, Inc.*

       24,849,418   
    22,316       

Priceline Group, Inc.*

       45,268,006   
    593,681       

TJX Cos., Inc.

       41,741,711   
           

 

 

 
              165,878,618   
           

 

 

 
      

Semiconductors & Semiconductor Equipment - 3.0%

    
    356,872       

Analog Devices, Inc.

       28,196,457   
    182,827       

Broadcom Ltd.

       45,096,108   
    327,456       

QUALCOMM, Inc.

       17,417,384   
           

 

 

 
              90,709,949   
           

 

 

 
      

Software & Services - 13.5%

    
    79,505       

Alphabet, Inc. Class A*

       75,171,977   
    18,178       

Alphabet, Inc. Class C*

       16,914,629   
    1,148,263       

eBay, Inc.*

       41,027,437   
    229,828       

Electronic Arts, Inc.*

       26,830,121   
    451,929       

Facebook, Inc. Class A*

       76,488,983   
    833,825       

GoDaddy, Inc. Class A*

       35,837,799   
    468,575       

Mastercard, Inc. Class A

       59,883,885   
    606,391       

Microsoft Corp.

       44,084,626   
    292,453       

Total System Services, Inc.

       18,559,067   
    163,726       

Workday, Inc. Class A*

       16,718,062   
           

 

 

 
              411,516,586   
           

 

 

 
      

Technology Hardware & Equipment - 5.7%

    
    703,765       

Apple, Inc.

       104,670,968   
    503,660       

Keysight Technologies, Inc.*

       20,947,219   
    325,398       

Motorola Solutions, Inc.

       29,507,091   
    444,452       

NetApp, Inc.

       19,298,106   
           

 

 

 
              174,423,384   
           

 

 

 
      

Transportation - 1.3%

    
    186,390       

FedEx Corp.

       38,774,712   
           

 

 

 
      

Utilities - 4.9%

 

    700,794       

American Electric Power Co., Inc.

       49,434,009   
    418,978       

NextEra Energy, Inc.

       61,208,496   
    446,930       

Pinnacle West Capital Corp.

       38,762,239   
           

 

 

 
              149,404,744   
           

 

 

 


 

 Hartford Core Equity Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

    

Total Common Stocks
(cost $2,504,905,331)

      $      2,896,050,383  
             

 

 

 
    

Total Long-Term Investments
(cost $2,504,905,331)

      $      2,896,050,383  
             

 

 

 

Short-Term Investments - 6.9%

        
    

Other Investment Pools & Funds - 6.9%

        
    212,421,098     

Fidelity Institutional Government Fund, Institutional Class

      $      212,421,098  
             

 

 

 
    

Total Short-Term Investments
(cost $212,421,098)

      $      212,421,098  
             

 

 

 
    

Total Investments
(cost $2,717,326,429)^

   101.6%    $      3,108,471,481  
    

Other Assets and Liabilities

   (1.6)%         (49,454,009
       

 

     

 

 

 
    

Total Net Assets

   100.0%    $      3,059,017,472  
       

 

     

 

 

 

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

   $       413,600,510  

Unrealized Depreciation

       (22,455,458
    

 

 

 

Net Unrealized Appreciation

   $           391,145,052  
    

 

 

 

 

* Non-income producing.

Futures Contracts Outstanding at July 31, 2017

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

Long position contracts:

             

S&P 500 (E-Mini) Future

     979        09/15/2017      $       119,798,966      $       120,808,600     $           1,009,634    
             

 

 

 
             
             

 

 

 

Total futures contracts

 

  $           1,009,634    
 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Index Abbreviations:

S&P

   Standard & Poors


 

 Hartford Core Equity Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

 

Common Stocks

           

Banks

   $ 263,879,546        $ 263,879,546        $                      —        $                      —    

Capital Goods

     188,036,237          188,036,237          —          —    

Commercial & Professional Services

     87,833,769          87,833,769          —          —    

Consumer Durables & Apparel

     83,489,820          83,489,820          —          —    

Consumer Services

     72,522,210          72,522,210          —          —    

Diversified Financials

     63,618,068          63,618,068          —          —    

Energy

     36,911,180          36,911,180          —          —    

Food & Staples Retailing

     54,419,178          54,419,178          —          —    

Food, Beverage & Tobacco

     114,018,463          114,018,463          —          —    

Health Care Equipment & Services

     285,772,387          285,772,387          —          —    

Household & Personal Products

     100,949,693          100,949,693          —          —    

Insurance

     132,161,036          132,161,036          —          —    

Materials

     103,699,224          103,699,224          —          —    

Media

     70,893,641          70,893,641          —          —    

Pharmaceuticals, Biotechnology & Life Sciences

     207,137,938          207,137,938          —          —    

Retailing

     165,878,618          165,878,618          —          —    

Semiconductors & Semiconductor Equipment

     90,709,949          90,709,949          —          —    

Software & Services

     411,516,586          411,516,586          —          —    

Technology Hardware & Equipment

     174,423,384          174,423,384          —          —    

Transportation

     38,774,712          38,774,712          —          —    

Utilities

     149,404,744          149,404,744          —          —    

Short-Term Investments

     212,421,098          212,421,098          —          —    

Futures Contracts(2)

     1,009,634          1,009,634          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     3,109,481,115        $     3,109,481,115        $ —        $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

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

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


 

 The Hartford Dividend and Growth Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

Shares or Principal Amount       Market Value    

Common Stocks - 97.7%

   
      

Automobiles & Components - 1.0%

   
    6,950,590       

Ford Motor Co.

  $   77,985,620 
          

 

      

Banks - 11.8%

   
    9,696,645       

Bank of America Corp.

    233,883,077 
    908,960       

Bank of Nova Scotia

    56,637,298 
    1,492,290       

Citigroup, Inc.

    102,147,251 
    2,677,450       

JP Morgan Chase & Co.

    245,789,910 
    1,354,591       

PNC Financial Services Group, Inc.

    174,471,321 
    2,787,463       

Wells Fargo & Co.

    150,355,754 
          

 

           963,284,611 
          

 

      

Capital Goods - 6.3%

   
    1,118,900       

ABB Ltd. ADR

    26,294,150 
    336,667       

Boeing Co.

    81,628,281 
    624,685       

Caterpillar, Inc.

    71,182,856 
    1,027,723       

Eaton Corp. plc

    80,419,325 
    657,199       

Honeywell International, Inc.

    89,457,928 
    1,165,715       

Johnson Controls International plc

    45,404,599 
    250,180       

Lockheed Martin Corp.

    73,085,083 
    400,586       

United Technologies Corp.

    47,497,482 
          

 

           514,969,704 
          

 

      

Commercial & Professional Services - 0.5%

   
    275,860       

Equifax, Inc.

    40,121,078 
          

 

      

Consumer Services - 0.5%

   
    714,061       

Hilton Worldwide Holdings, Inc.

    44,650,234 
          

 

      

Diversified Financials - 3.5%

   
    176,948       

BlackRock, Inc.

    75,473,630 
    291,645       

Goldman Sachs Group, Inc.

    65,716,368 
    1,153,790       

Intercontinental Exchange, Inc.

    76,969,331 
    803,980       

Northern Trust Corp.

    70,356,290 
          

 

           288,515,619 
          

 

      

Energy - 9.1%

   
    882,235       

Anadarko Petroleum Corp.

    40,291,673 
    1,894,605       

Chevron Corp.

    206,871,920 
    1,420,665       

ConocoPhillips

    64,455,571 
    1,376,432       

Exxon Mobil Corp.

    110,169,617 
    2,011,290       

Hess Corp.

    89,582,857 
    2,150,085       

Kinder Morgan, Inc.

    43,926,237 
    2,902,820       

Suncor Energy, Inc.

    94,689,988 
    1,793,684       

Total S.A. ADR

    90,885,968 
          

 

           740,873,831 
          

 

      

Food & Staples Retailing - 2.1%

   
    314,160       

Costco Wholesale Corp.

    49,797,502 
    654,240       

CVS Health Corp.

    52,293,403 
    860,188       

Walgreens Boots Alliance, Inc.

    69,391,366 
          

 

           171,482,271 
          

 

      

Food, Beverage & Tobacco - 2.9%

   
    1,207,485       

PepsiCo, Inc.

    140,804,826 
    839,995       

Philip Morris International, Inc.

    98,035,816 
          

 

           238,840,642 
          

 

      

Health Care Equipment & Services - 5.0%

   
    1,090,821       

Abbott Laboratories

    53,646,577 
    1,098,090       

Cardinal Health, Inc.

    84,838,433 
    208,430       

McKesson Corp.

    33,738,564 
    1,394,940       

Medtronic plc

    117,133,112 
    457,011       

UnitedHealth Group, Inc.

    87,659,280 
    273,870       

Universal Health Services, Inc. Class B

    30,353,012 
          

 

           407,368,978 
          

 


 

 The Hartford Dividend and Growth Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

      

Household & Personal Products - 1.0%

   
    1,337,505       

Unilever N.V.

  $     77,802,666   
          

 

 

 
      

Insurance - 8.3%

   
    511,356       

American International Group, Inc.

      33,468,250   
    1,338,018       

Chubb Ltd.

      195,966,117   
    1,289,910       

Marsh & McLennan Cos., Inc.

      100,574,283   
    1,239,975       

MetLife, Inc.

      68,198,625   
    1,471,407       

Principal Financial Group, Inc.

      98,216,417   
    1,598,840       

Prudential Financial, Inc.

      181,036,653   
          

 

 

 
                 677,460,345   
          

 

 

 
      

Materials - 3.1%

   
    854,560       

Ball Corp.

      35,806,064   
    416,920       

BHP Billiton plc ADR

      15,180,057   
    615,505       

Celanese Corp. Series A

      59,193,116   
    1,111,420       

Dow Chemical Co.

      71,397,621   
    1,359,520       

International Paper Co.

      74,746,410   
          

 

 

 
             256,323,268   
          

 

 

 
      

Media - 3.6%

   
    5,595,704       

Comcast Corp. Class A

      226,346,227   
    2,364,036       

Twenty-First Century Fox, Inc. Class A

      68,793,447   
          

 

 

 
             295,139,674   
          

 

 

 
      

Pharmaceuticals, Biotechnology & Life Sciences - 9.8%

   
    3,990,820       

AstraZeneca plc ADR

      120,442,947   
    2,851,270       

Bristol-Myers Squibb Co.

      162,237,263   
    1,127,453       

Eli Lilly & Co.

      93,195,265   
    986,887       

Johnson & Johnson

      130,979,643   
    3,052,993       

Merck & Co., Inc.

      195,025,193   
    3,019,558       

Pfizer, Inc.

      100,128,543   
          

 

 

 
             802,008,854   
          

 

 

 
      

Real Estate - 1.0%

   
    507,890       

American Tower Corp. REIT

      69,240,644   
    117,560       

Boston Properties, Inc. REIT

      14,214,179   
          

 

 

 
             83,454,823   
          

 

 

 
      

Retailing - 1.7%

   
    388,400       

Expedia, Inc.

      60,772,948   
    531,320       

L Brands, Inc.

      24,647,935   
    720,205       

Lowe’s Cos., Inc.

      55,743,867   
          

 

 

 
             141,164,750   
          

 

 

 
      

Semiconductors & Semiconductor Equipment - 3.6%

   
    5,387,460       

Intel Corp.

      191,093,206   
    1,286,078       

QUALCOMM, Inc.

      68,406,489   
    447,270       

Texas Instruments, Inc.

      36,398,833   
          

 

 

 
             295,898,528   
          

 

 

 
      

Software & Services - 8.5%

   
    771,150       

Accenture plc Class A

      99,339,543   
    212,787       

Alphabet, Inc. Class A*

      201,190,109   
    1,970,985       

eBay, Inc.*

      70,423,294   
    240,633       

IBM Corp.

      34,812,376   
    4,044,933       

Microsoft Corp.

      294,066,629   
          

 

 

 
             699,831,951   
          

 

 

 
      

Technology Hardware & Equipment - 4.0%

   
    1,105,125       

Apple, Inc.

      164,365,241   
    2,851,076       

Cisco Systems, Inc.

      89,666,340   
    793,310       

Motorola Solutions, Inc.

      71,937,351   
          

 

 

 
             325,968,932   
          

 

 

 
      

Telecommunication Services - 1.7%

   
    3,041,045       

BCE, Inc.

      142,716,242   
          

 

 

 
      

Transportation - 3.7%

   
    302,488       

Canadian National Railway Co.

      23,902,602   
    152,516       

Canadian Pacific Railway Ltd.

      23,848,927   


 

 The Hartford Dividend and Growth Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

    888,520       

Delta Air Lines, Inc.

     $       43,857,347   
    282,261       

FedEx Corp.

       58,718,756   
    1,386,288       

United Parcel Service, Inc. Class B

       152,893,703   
             

 

 

 
       303,221,335   
             

 

 

 
    

Utilities - 5.0%

 

    1,291,415       

Dominion Energy, Inc.

       99,671,410   
    1,182,950       

Edison International

       93,074,506   
    1,862,175       

Exelon Corp.

       71,395,789   
    988,545       

NextEra Energy, Inc.

       144,416,539   
             

 

 

 
       408,558,244   
             

 

 

 
    

Total Common Stocks
(cost $5,671,512,832)

   $       7,997,642,200   
             

 

 

 
    

Total Long-Term Investments
(cost $5,671,512,832)

     $       7,997,642,200   
             

 

 

 

 

Short-Term Investments - 2.1%

      
      

Other Investment Pools & Funds - 2.1%

 

    175,633,796       

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

   $       175,633,796   
             

 

 

 
    

Total Short-Term Investments
(cost $175,633,796)

   $       175,633,796   
             

 

 

 
    

Total Investments
(cost $5,847,146,628)^

  99.8%    $       8,173,275,996   
             

 

 

 
    

Other Assets and Liabilities

  0.2%        12,537,291   
        

 

    

 

 

 
    

Total Net Assets

  100.0%    $           8,185,813,287   
        

 

    

 

 

 

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

   $       2,424,892,405  

Unrealized Depreciation

       (98,763,037
    

 

 

 

Net Unrealized Appreciation

   $           2,326,129,368  
    

 

 

 

 

* Non-income producing.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Other Abbreviations:

    

ADR

   American Depositary Receipt   

REIT

   Real Estate Investment Trust   


 

 The Hartford Dividend and Growth Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

 

Common Stocks

           

Automobiles & Components

   $ 77,985,620         $ 77,985,620         $ —         $ —     

Banks

     963,284,611           963,284,611           —           —     

Capital Goods

     514,969,704           514,969,704           —           —     

Commercial & Professional Services

     40,121,078           40,121,078           —           —     

Consumer Services

     44,650,234           44,650,234           —           —     

Diversified Financials

     288,515,619           288,515,619           —           —     

Energy

     740,873,831           740,873,831           —           —     

Food & Staples Retailing

     171,482,271           171,482,271           —           —     

Food, Beverage & Tobacco

     238,840,642           238,840,642           —           —     

Health Care Equipment & Services

     407,368,978           407,368,978           —           —     

Household & Personal Products

     77,802,666           77,802,666           —           —     

Insurance

     677,460,345           677,460,345           —           —     

Materials

     256,323,268           256,323,268           —           —     

Media

     295,139,674           295,139,674           —           —     

Pharmaceuticals, Biotechnology & Life Sciences

     802,008,854           802,008,854           —           —     

Real Estate

     83,454,823           83,454,823           —           —     

Retailing

     141,164,750           141,164,750           —           —     

Semiconductors & Semiconductor Equipment

     295,898,528           295,898,528           —           —     

Software & Services

     699,831,951           699,831,951           —           —     

Technology Hardware & Equipment

     325,968,932           325,968,932           —           —     

Telecommunication Services

     142,716,242           142,716,242           —           —     

Transportation

     303,221,335           303,221,335           —           —     

Utilities

     408,558,244           408,558,244           —           —     

Short-Term Investments

     175,633,796           175,633,796           —           —     
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

  

 

 

$

 

 

 

    8,173,275,996   

 

 

 

 

 

  

 

 

$

 

 

 

    8,173,275,996   

 

 

 

 

 

  

 

 

$

 

 

 

                    —   

 

 

 

 

 

  

 

 

$

 

 

 

                    —   

 

 

 

 

 

  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

 Hartford Emerging Markets Equity Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount

       Market Value    

Common Stocks - 97.0%

    
  

Brazil - 5.9%

    
    38,873     

Banco do Brasil S.A.

   $   357,771 
    124,946     

Banco Santander Brasil S.A. ADR

     1,015,811 
    37,600     

Itau Unibanco Holding S.A. (Preference Shares)

     449,992 
    115,112     

Kroton Educacional S.A.

     556,669 
    10,863     

M Dias Branco S.A.

     176,826 
    44,911     

Qualicorp S.A.

     472,391 
    22,901     

Smiles S.A.

     478,017 
    9,166     

Telefonica Brasil S.A. ADR

     136,390 
    35,784     

TIM Participacoes S.A. ADR

     603,676 
    53,582     

Transmissora Alianca de Energia Eletrica S.A. UNIT

     398,985 
    43,100     

Vale S.A. (Preference Shares)

     403,171 
         

 

          5,049,699 
         

 

    

Chile - 0.4%

    
    17,432     

Enel Americas S.A. ADR

     174,320 
    29,000     

Enel Chile S.A.

     158,630 
         

 

          332,950 
         

 

    

China - 25.7%

    
    328,108     

Agile Group Holdings Ltd.

     390,076 
    2,856,173     

Agricultural Bank of China Ltd. Class H

     1,332,240 
    10,963     

Alibaba Group Holding Ltd. ADR*

     1,698,717 
    103,120     

Anhui Conch Cement Co., Ltd. Class H

     380,957 
    1,445,019     

Bank of China Ltd. Class H

     710,678 
    367,380     

Bank of Communications Co., Ltd. Class H

     271,746 
    160,369     

Beijing Capital International Airport Co., Ltd. Class H

     252,392 
    573,305     

China Cinda Asset Management Co., Ltd. Class H

     238,212 
    193,349     

China CITIC Bank Corp. Ltd. Class H

     125,326 
    2,285,051     

China Construction Bank Corp. Class H

     1,897,311 
    151,551     

China Evergrande Group*

     421,492 
    839,820     

China Petroleum & Chemical Corp. Class H

     636,640 
    215,657     

China Shenhua Energy Co., Ltd. Class H

     536,430 
    788,756     

China Telecom Corp. Ltd. Class H

     374,921 
    218,500     

Chongqing Rural Commercial Bank Co., Ltd. Class H

     160,993 
    636,401     

Country Garden Holdings Co., Ltd.

     888,510 
    563,318     

Dongfeng Motor Group Co., Ltd. Class H

     689,478 
    36,659     

ENN Energy Holdings Ltd.

     248,872 
    212,461     

Fosun International Ltd.

     321,704 
    340,873     

Geely Automobile Holdings Ltd.

     787,120 
    286,988     

Guangzhou Automobile Group Co., Ltd. Class H

     616,710 
    169,200     

Guangzhou R&F Properties Co., Ltd. Class H

     302,091 
    1,230,787     

Industrial & Commercial Bank of China Ltd. Class H

     860,021 
    4,492     

JD.com, Inc. ADR*

     202,904 
    471,455     

KWG Property Holding Ltd.

     349,854 
    4,953     

NetEase, Inc. ADR

     1,541,770 
    1,125,685     

People’s Insurance Co. Group of China Ltd. Class H

     523,854 
    119,921     

PICC Property & Casualty Co., Ltd. Class H

     223,096 
    634,109     

Sihuan Pharmaceutical Holdings Group Ltd.

     266,831 
    337,535     

Sinopec Shanghai Petrochemical Co., Ltd. Class H

     191,810 
    67,349     

Sinopharm Group Co., Ltd. Class H

     281,888 
    64,074     

Tencent Holdings Ltd.

     2,557,447 
    73,466     

TravelSky Technology Ltd. Class H

     194,529 
    525,758     

Weichai Power Co., Ltd. Class H

     506,020 
    259,495     

Yanzhou Coal Mining Co., Ltd. Class H

     255,260 
    8,465     

YY, Inc. ADR*

     605,247 
         

 

          21,843,147 
         

 

    

Greece - 0.2%

    
    8,038     

Motor Oil Hellas Corinth Refineries S.A.

     180,982 
         

 

    

Hong Kong - 4.0%

    
    140,489     

China Everbright Ltd.

     319,946 
    102,484     

China Mobile Ltd.

     1,095,467 
    298,270     

CITIC Ltd.

     453,185 


 

 Hartford Emerging Markets Equity Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

    363,321    

Ju Teng International Holdings Ltd.

   $   146,398 
    416,235    

Nine Dragons Paper Holdings Ltd.

     619,284 
    258,296    

Shenzhen Investment Ltd.

     118,567 
    171,750    

Shimao Property Holdings Ltd.

     342,133 
    372,543    

Sun Art Retail Group Ltd.

     303,362 
        

 

         3,398,342 
        

 

   

India - 8.7%

    
    53,385    

Apollo Tyres Ltd.

     221,829 
    23,076    

Chennai Petroleum Corp. Ltd.

     139,200 
    25,429    

Escorts Ltd.

     265,389 
    42,062    

GAIL India Ltd.

     247,012 
    9,908    

HCL Technologies Ltd.

     138,043 
    60,077    

Hindustan Petroleum Corp. Ltd.

     358,733 
    148,165    

Indian Oil Corp. Ltd.

     849,134 
    13,225    

Infosys Ltd.

     207,861 
    7,632    

Maruti Suzuki India Ltd.

     921,827 
    219,494    

Oil & Natural Gas Corp. Ltd.

     579,645 
    369,340    

Power Finance Corp. Ltd.

     715,886 
    45,440    

Reliance Infrastructure Ltd.

     374,350 
    240,307    

Rural Electrification Corp. Ltd.

     655,651 
    12,866    

Sun TV Network Ltd.

     156,395 
    8,424    

Tata Consultancy Services Ltd.

     327,141 
    186,567    

Vedanta Ltd.

     813,606 
    28,684    

Wipro Ltd.

     128,960 
    45,820    

Wipro Ltd. ADR

     281,793 
        

 

         7,382,455 
        

 

   

Indonesia - 2.7%

    
    1,920,339    

Adaro Energy Tbk PT

     257,188 
    1,094,684    

Bank Negara Indonesia Persero Tbk PT

     611,616 
    171,523    

Bank Rakyat Indonesia Persero Tbk PT

     190,042 
    39,900    

Gudang Garam Tbk PT

     227,969 
    2,946,676    

Telekomunikasi Indonesia Persero Tbk PT

     1,035,665 
        

 

         2,322,480 
        

 

   

Malaysia - 2.8%

    
    327,280    

AirAsia Bhd

     246,758 
    514,930    

CIMB Group Holdings Bhd

     787,608 
    390,309    

Malayan Banking Bhd

     869,684 
    281,422    

MISC Bhd

     485,408 
        

 

         2,389,458 
        

 

   

Mexico - 2.1%

    
    114,153    

Alfa S.A.B. de C.V. Class A

     158,445 
    47,565    

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

     404,807 
    36,328    

Grupo Financiero Banorte S.A.B. de C.V. Series O

     240,772 
    429,478    

Wal-Mart de Mexico S.A.B. de C.V.

     993,933 
        

 

         1,797,957 
        

 

   

Poland - 1.7%

    
    32,890    

Polski Koncern Naftowy Orlen S.A.

     973,788 
    36,759    

Powszechny Zaklad Ubezpieczen S.A.

     452,806 
        

 

         1,426,594 
        

 

   

Qatar - 0.2%

    
    22,165    

Barwa Real Estate Co.

     203,445 
        

 

   

Russia - 2.4%

    
    142,492    

Mobile TeleSystems PJSC ADR

     1,221,156 
    54,321    

Sberbank of Russia PJSC ADR

     632,442 
    35,457    

Surgutneftegas OJSC ADR

     154,513 
        

 

         2,008,111 
        

 

   

Singapore - 0.7%

    
    355,030    

IGG, Inc.

     597,253 
        

 

   

South Africa - 4.5%

    
    27,507    

Barloworld Ltd.

     247,532 
    27,863    

Bid Corp. Ltd.

     669,155 


 

 Hartford Emerging Markets Equity Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

    29,214    

Exxaro Resources Ltd.

   $   241,234 
    23,181    

Kumba Iron Ore Ltd.*

     345,999 
    5,528    

Naspers Ltd. Class N

     1,221,989 
    16,237    

Shoprite Holdings Ltd.

     248,482 
    35,956    

Standard Bank Group Ltd.

     446,674 
    76,043    

Telkom S.A. SOC Ltd.

     375,346 
        

 

         3,796,411 
        

 

   

South Korea - 17.5%

    
    3,863    

BGF retail Co., Ltd.

     318,806 
    1,221    

E-Mart, Inc.

     277,178 
    11,896    

Hana Financial Group, Inc.

     542,781 
    11,642    

Hanwha Corp.

     509,201 
    1,212    

Hyosung Corp.

     181,437 
    4,365    

Hyundai Development Co-Engineering & Construction

     166,268 
    1,343    

Hyundai Motor Co.

     173,859 
    2,971    

Hyundai Steel Co.

     166,336 
    25,080    

Industrial Bank of Korea

     346,457 
    22,032    

KB Financial Group, Inc.

     1,171,445 
    19,090    

Kia Motors Corp.

     623,800 
    15,903    

Korea Electric Power Corp.

     634,022 
    2,939    

KT&G Corp.

     299,363 
    6,384    

LG Display Co., Ltd.

     180,141 
    11,121    

LG Electronics, Inc.

     666,644 
    16,446    

LG Uplus Corp.

     244,492 
    3,857    

Poongsan Corp.

     171,240 
    3,212    

POSCO

     959,793 
    1,539    

Samsung Electronics Co., Ltd.

     3,309,587 
    23,112    

Shinhan Financial Group Co., Ltd.

     1,098,443 
    19,031    

SK Hynix, Inc.

     1,118,877 
    4,422    

SK Innovation Co., Ltd.

     697,906 
    3,448    

SK Telecom Co., Ltd.

     852,524 
    10,805    

Woori Bank

     184,539 
        

 

         14,895,139 
        

 

   

Taiwan - 10.8%

    
    81,333    

Asia Optical Co., Inc.

     191,431 
    37,672    

Asustek Computer, Inc.

     350,361 
    1,724,971    

AU Optronics Corp.

     698,317 
    134,219    

Cathay Financial Holding Co., Ltd.

     218,694 
    144,642    

Chailease Holding Co., Ltd.

     415,811 
    153,067    

China Life Insurance Co., Ltd.

     161,952 
    471,352    

Compal Electronics, Inc.

     313,045 
    330,385    

Epistar Corp.*

     315,824 
    233,000    

Fubon Financial Holding Co., Ltd.

     361,955 
    27,841    

General Interface Solution Holding Ltd.

     266,907 
    523,897    

Hon Hai Precision Industry Co., Ltd.

     2,037,475 
    1,520,418    

Innolux Corp.

     741,672 
    66,383    

Pegatron Corp.

     216,508 
    210,462    

Qisda Corp.

     166,480 
    241,870    

Taiwan Semiconductor Manufacturing Co., Ltd.

     1,709,755 
    54,308    

TPK Holding Co., Ltd.*

     182,352 
    995,949    

Winbond Electronics Corp.

     601,071 
    202,453    

Wistron Corp.

     204,304 
        

 

         9,153,914 
        

 

   

Thailand - 4.2%

    
    72,340    

Kiatnakin Bank PCL

     145,108 
    633,612    

Krung Thai Bank PCL

     344,639 
    326,005    

PTT Global Chemical PCL

     707,823 
    47,305    

PTT PCL

     551,571 
    4,704,584    

Sansiri PCL NVDR

     294,051 
    19,669    

Siam Cement PCL

     298,973 
    469,696    

Star Petroleum Refining PCL

     217,465 
    107,786    

Thai Oil PCL

     277,753 
    712,322    

Thaifoods Group PCL NVDR*

     109,142 
    233,958    

Tipco Asphalt PCL

     158,894 


 

 Hartford Emerging Markets Equity Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

       104,041       

Tisco Financial Group PCL

      $       230,584   
       98,928       

Tisco Financial Group PCL NVDR

          219,247   
                 

 

 

 
                    3,555,250   
                 

 

 

 
         

Turkey - 2.1%

       
       25,405       

Aselsan Elektronik Sanayi Ve Ticaret AS

          173,720   
       257,821       

Eregli Demir ve Celik Fabrikalari T.A.S.

          574,820   
       54,732       

Turkiye Garanti Bankasi AS

          163,905   
       171,278       

Turkiye Is Bankasi

          368,705   
       179,058       

Turkiye Vakiflar Bankasi TAO

          358,397   
       125,884       

Yapi ve Kredi Bankasi AS*

          162,498   
                 

 

 

 
                    1,802,045   
                 

 

 

 
         

United Arab Emirates - 0.4%

       
       339,316       

DAMAC Properties Dubai Co. PJSC

          369,334   
                 

 

 

 
         

Total Common Stocks
(cost $68,116,448)

      $       82,504,966   
                 

 

 

 

Warrants - 0.0%

       
         

Thailand - 0.0%

       
       89,714       

Thaifoods Group PCL Expires 4/30/18*

          3,262   
                 

 

 

 
         

Total Warrants
(cost $—)

      $       3,262   
                 

 

 

 
         

Total Long-Term Investments
(cost $68,116,448)

      $       82,508,228   
                 

 

 

 

Short-Term Investments - 2.6%

       
         

Other Investment Pools & Funds - 2.6%

       
       2,186,723       

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

          2,186,723   
                 

 

 

 
         

Total Short-Term Investments
(cost $2,186,723)

      $       2,186,723   
                 

 

 

 
         

Total Investments
(cost $70,303,171)^

   99.6%    $       84,694,951   
         

Other Assets and Liabilities

   0.4%        367,978   
            

 

    

 

 

 
         

Total Net Assets

   100.0%    $               85,062,929   
            

 

    

 

 

 

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

   $       15,682,231    

Unrealized Depreciation

       (1,290,451)   
    

 

 

 

Net Unrealized Appreciation

   $       14,391,780    
    

 

 

 

 

* Non-income producing.

Futures Contracts Outstanding at July 31, 2017

 

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

Long position contracts:

              

Emerging Market (mini MSCI) Index Future

     17      09/15/2017    $             850,456      $             904,825      $     54,369  
              

 

 

 
              
              

 

 

 

Total futures contracts

 

   $ 54,369  
              

 

 

 


 

 Hartford Emerging Markets Equity Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

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

 

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

MSCI

   Morgan Stanley Capital International   

 

Other Abbreviations:                                                                                                                                      

    

ADR

   American Depositary Receipt   

NVDR

   Non-Voting Depositary Receipt   

OJSC

   Open Joint Stock Company   

PJSC

   Private Joint Stock Company   


 

 Hartford Emerging Markets Equity Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

 

Common Stocks

           

Brazil

   $ 5,049,699        $ 5,049,699        $ —        $ —    

Chile

     332,950          332,950          —          —    

China

     21,843,147          4,048,638          17,794,509          —    

Greece

     180,982          —          180,982          —    

Hong Kong

     3,398,342          —          3,398,342          —    

India

     7,382,455          281,793          7,100,662          —    

Indonesia

     2,322,480          —          2,322,480          —    

Malaysia

     2,389,458          —          2,389,458          —    

Mexico

     1,797,957          1,797,957          —          —    

Poland

     1,426,594          —          1,426,594          —    

Qatar

     203,445          —          203,445          —    

Russia

     2,008,111          1,221,156          786,955          —    

Singapore

     597,253          —          597,253          —    

South Africa

     3,796,411          623,828          3,172,583          —    

South Korea

     14,895,139          —          14,895,139          —    

Taiwan

     9,153,914          —          9,153,914          —    

Thailand

     3,555,250          2,416,372          1,138,878          —    

Turkey

     1,802,045          —          1,802,045          —    

United Arab Emirates

     369,334          —          369,334          —    

Warrants

     3,262          3,262          —          —    

Short-Term Investments

     2,186,723          2,186,723          —          —    

Futures Contracts(2)

     54,369          54,369          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       84,749,320        $       18,016,747        $       66,732,573        $                 —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2017, investments valued at $830,615 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $574,941 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

 

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

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


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

Shares or Principal Amount   Market Value  

Corporate Bonds - 20.6%

 
   

Argentina - 0.7%

 

$

    250,000    

Cia Latinoamericana de Infraestructura & Servicios S.A.
9.50%, 07/20/2023(1)

  $           258,437   
    50,000    

IRSA Propiedades Comerciales S.A.
8.75%, 03/23/2023(1)

    55,494   
    150,000    

Pampa Energia S.A.
7.50%, 01/24/2027(1)

    155,625   
    150,000    

Tarjeta Naranja S.A.
23.94%, 04/11/2022(1)(2)

    140,062   
    210,000    

YPF S.A.
8.88%, 12/19/2018(3)

    225,057   
     

 

 

 
        834,675   
     

 

 

 
   

Austria - 0.2%

 
    200,000    

Eldorado Intl. Finance GmbH
8.63%, 06/16/2021(1)

    208,250   
     

 

 

 
   

Azerbaijan - 0.6%

 
    400,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(1)

    439,800   
    260,000    

State Oil Co. of the Azerbaijan Republic
6.95%, 03/18/2030(3)

    276,686   
     

 

 

 
        716,486   
     

 

 

 
   

Barbados - 0.2%

 
    240,000    

Columbus Cable Barbados Ltd.
7.38%, 03/30/2021(3)

    256,200   
     

 

 

 
   

Bermuda - 0.2%

 
    275,000    

Digicel Group Ltd.
7.13%, 04/01/2022(3)

    244,200   
     

 

 

 
   

Brazil - 0.8%

 
    270,000    

Banco do Brasil S.A.
5.88%, 01/26/2022(3)

    279,450   
    150,000    

Caixa Economica Federal
2.38%, 11/06/2017(3)

    149,817   
    200,000    

Centrais Electricas Brasileiras S.A.
5.75%, 10/27/2021(3)

    207,300   
    200,000    

Globo Comunicacao e Participacoes S.A.
5.13%, 03/31/2027(1)

    198,000   
    200,000    

Samarco Mineracao S.A.
4.13%, 11/01/2022*(3)

    117,000   
     

 

 

 
        951,567   
     

 

 

 
   

British Virgin Islands - 1.8%

 
    245,000    

CLP Power HK Finance Ltd.
4.25%, 11/07/2019(2)(3)(4)

    250,226   
    270,000    

GTL Trade Finance, Inc.
5.89%, 04/29/2024(3)

    280,125   
    470,000    

HLP Finance Ltd.
4.75%, 06/25/2022

    503,054   
    615,000    

SmarTone Finance Ltd.
3.88%, 04/08/2023(3)

    622,529   
   

State Grid Overseas Investment Ltd.

 
    235,000    

2.75%, 05/04/2022(1)

    235,083   
    240,000    

3.50%, 05/04/2027(1)

    239,791   
     

 

 

 
        2,130,808   
     

 

 

 
   

British Virgin Islands - 0.1%

 
    120,000    

Arcos Dorados Holdings, Inc.
5.88%, 04/04/2027(1)

    121,140   
     

 

 

 
   

Cayman Islands - 1.4%

 
   

Baidu, Inc.

 
    200,000    

2.88%, 07/06/2022

    200,932   
    200,000    

3.63%, 07/06/2027

    199,876   


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

$

    266,000       

CK Hutchison International 17 Ltd.
3.50%, 04/05/2027(1)

  $          271,899 
    275,000       

Emirates NBD Tier Ltd.
5.75%, 05/30/2019(2)(3)(4)

  281,875 
    300,000       

KWG Property Holding Ltd.
8.98%, 01/14/2019(3)

  311,999 
    200,000       

Semiconductor Manufacturing International Corp.
4.13%, 10/07/2019

  204,538 
    200,000       

Yuzhou Properties Co., Ltd.
6.00%, 10/25/2023

  199,176 
        

 

    1,670,295 
        

 

      

Chile - 0.7%

 
    200,000       

Cencosud S.A.
5.15%, 02/12/2025(1)

  213,219 
    350,000       

Empresa Electrica Angamos S.A.
4.88%, 05/25/2029(3)

  356,915 
    275,000       

Inversiones CMPC S.A.
4.38%, 04/04/2027(1)

  281,433 
        

 

    851,567 
        

 

      

China - 0.4%

 
    225,000       

Industrial & Commercial Bank of China Ltd.
4.88%, 09/21/2025(1)

  241,694 
    275,000       

Proven Glory Capital, Ltd.
3.25%, 02/21/2022

  276,951 
        

 

    518,645 
        

 

      

Colombia - 0.3%

 
    200,000       

Banco de Bogota S.A.
6.25%, 05/12/2026(1)

  214,440 

COP

    280,000,000       

Empresa de Telecomunicaciones de Bogota
7.00%, 01/17/2023(1)

  74,704 
        

 

    289,144 
        

 

      

Dominican Republic - 0.2%

 

$

    200,000       

Aeropuertos Dominicanos Siglo XXI S.A.
6.75%, 03/30/2029(1)

  215,220 
        

 

      

Hong Kong - 0.2%

 
    200,000       

ICBIL Finance Co., Ltd.
3.00%, 04/05/2020

  201,397 
        

 

      

India - 0.7%

 
    230,000       

Indian Oil Corp. Ltd.
5.75%, 08/01/2023

  259,925 
    230,000       

NTPC Ltd.
4.38%, 11/26/2024(3)

  241,928 
    275,000       

Reliance Industries Ltd.
4.88%, 02/10/2045(1)

  286,751 
        

 

    788,604 
        

 

      

Indonesia - 0.2%

 
    250,000       

Perusahaan Listrik Negara PT
4.13%, 05/15/2027(1)

  247,216 
        

 

      

Ireland - 0.5%

 
    240,000       

Koks OAO Via Koks Finance DAC
7.50%, 05/04/2022(1)

  247,309 
    200,000       

Novolipetsk Steel via Steel Funding DAC
4.50%, 06/15/2023(3)

  204,500 
    100,000       

Transneft(Trans Cap Inv)
8.70%, 08/07/2018

  105,774 
        

 

    557,583 
        

 

      

Luxembourg - 2.1%

 
    300,000       

Atento Luxco 1 S.A.
6.13%, 08/10/2022(1)(5)

  306,000 
    200,000       

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

  198,000 


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

ZAR

    475,000     

European Investment Bank
0.00%, 12/31/2018

   $           32,712  

EUR

    100,000     

Gazprom Neft
2.93%, 04/26/2018

     120,050  
    200,000     

Gazprom OAO Via Gaz Capital S.A.
4.36%, 03/21/2025

     263,637  

$

    250,000     

Minerva Luxembourg S.A.
6.50%, 09/20/2026(1)

     250,000  
    270,000     

OJSC Russ Agric Bank
5.10%, 07/25/2018

     275,367  
    352,000     

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(1)

     366,045  
    200,000     

Severstal OAO Via Steel Capital S.A.
5.90%, 10/17/2022(3)

     217,968  
    200,000     

VM Holding S.A.
5.38%, 05/04/2027(1)

     207,500  
    200,000     

VTB Bank OJSC Via VTB Capital S.A.
6.95%, 10/17/2022(3)

     216,259  
       

 

 

 
          2,453,538  
       

 

 

 
    

Mauritius - 0.3%

  
    200,000     

Greenko Investment Co.
4.88%, 08/16/2023(3)

     196,499  
    200,000     

MTN Mauritius Investment Ltd.
5.37%, 02/13/2022(1)

     205,182  
       

 

 

 
          401,681  
       

 

 

 
    

Mexico - 1.4%

  
    275,000     

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

     282,799  
    265,000     

Banco Inbursa S.A. Institucion de Banca Multiple
4.38%, 04/11/2027(1)

     265,663  

EUR

    105,000     

Nemak S.A.B. de C.V.
3.25%, 03/15/2024

     125,915  
    

Petroleos Mexicanos

  
    285,000     

5.50%, 02/24/2025(3)

     387,571  

$

    10,000     

6.75%, 09/21/2047(1)

     10,520  
    225,000     

6.75%, 09/21/2047

     236,700  

EUR

    125,000     

Sigma Alimentos S.A. de C.V.
2.63%, 02/07/2024

     155,226  

$

    200,000     

Trust F
5.25%, 01/30/2026(1)

     209,250  
       

 

 

 
          1,673,644  
       

 

 

 
    

Netherlands - 1.3%

  
    200,000     

Greenko Dutch B.V.
5.25%, 07/24/2024(1)

     199,800  
    240,000     

ICTSI Treasury B.V.
5.88%, 09/17/2025

     262,906  
    200,000     

Ihs Netherlands Holdco B.V.
9.50%, 10/27/2021(1)

     205,100  
    200,000     

Lukoil International Finance B.V.
3.42%, 04/24/2018(3)

     201,300  
    330,000     

Myriad International Holdings B.V.
5.50%, 07/21/2025(3)

     357,422  
    235,000     

Nostrum Oil & Gas Finance B.V.
8.00%, 07/25/2022(1)

     236,269  
    90,000     

Petrobras Global Finance B.V.
7.38%, 01/17/2027

     97,425  
       

 

 

 
          1,560,222  
       

 

 

 
    

Nigeria - 0.2%

  
    200,000     

Zenith Bank plc
7.38%, 05/30/2022(1)

     197,200  
       

 

 

 
    

Peru - 0.2%

  
    221,000     

Banco de Credito del Peru
6.88%, 09/16/2026(2)(3)

     250,006  
       

 

 

 


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

   

Philippines - 0.2%

  

$

    240,000    

SM Investments Corp.
4.88%, 06/10/2024(3)

   $           252,573
      

 

   

Singapore - 1.2%

  
    200,000    

BOC Aviation Ltd.
3.88%, 04/27/2026(1)

   202,725
    265,000    

Indika Energy Capital II Pte Ltd.
6.88%, 04/10/2022(1)

   263,030
   

STATS ChipPAC Pte Ltd.

  
    200,000    

8.50%, 11/24/2020

   213,700
    260,000    

8.50%, 11/24/2020(1)

   277,810
    390,000    

United Overseas Bank Ltd.
3.75%, 09/19/2024(2)(3)

   398,568
      

 

       1,355,833
      

 

   

South Korea - 0.6%

  
    250,000    

GS Caltex Corp.
3.00%, 06/12/2022(1)

   250,567
    280,000    

Industrial Bank of Korea
3.90%, 07/31/2022(1)(2)(4)

   284,175
    200,000    

Shinhan Bank Co., Ltd.
2.25%, 04/15/2020(3)

   198,294
      

 

       733,036
      

 

   

Thailand - 0.2%

  
    225,000    

Krung Thai Bank PCL
5.20%, 12/26/2024(2)(3)

   233,645
      

 

   

Turkey - 0.9%

  
    200,000    

Coca-Cola Icecek AS
4.75%, 10/01/2018(3)

   204,071
    200,000    

Turkcell Iletisim Hizmetleri AS
5.75%, 10/15/2025

   211,059
    400,000    

Turkiye Sinai Kalkinma Bankasi AS
5.13%, 04/22/2020

   406,176
    200,000    

Yasar Holding AS
8.88%, 05/06/2020(3)

   206,032
      

 

       1,027,338
      

 

   

United Arab Emirates - 1.6%

  
    200,000    

Abu Dhabi National Energy Co. PJSC
6.50%, 10/27/2036(1)

   252,292
    255,000    

Acwa Power Management And Investments One Ltd.
5.95%, 12/15/2039(1)

   258,101
    110,000    

DP World Ltd.
6.85%, 07/02/2037(3)

   133,238
    275,000    

Emirates Telecommunications Group Co. PJSC
3.50%, 06/18/2024(3)

   280,522
    1,025,000    

NBK SPC Ltd.
2.75%, 05/30/2022(1)

   1,009,727
      

 

       1,933,880
      

 

   

United Kingdom - 0.7%

  

ZAR

    550,000    

European Bank for Reconstruction & Development
0.00%, 12/31/2020

   32,573

$

    270,000    

Liquid Telecommunications Financing plc
8.50%, 07/13/2022(1)

   275,479
    200,000    

MARB BondCo plc
7.00%, 03/15/2024(1)

   198,160
    340,000    

Tullow Oil PLC
6.25%, 04/15/2022

   313,650
      

 

       819,862
      

 

   

United States - 0.5%

  
    275,000    

CNOOC Ltd.
3.50%, 05/05/2025

   276,218


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

$

    230,000       

Southern Copper Corp.
6.75%, 04/16/2040

  $            271,637
        

 

        

547,855

        

 

      

Total Corporate Bonds
(cost $23,616,683)

 

$      24,243,310

        

 

Foreign Government Obligations - 67.4%  
      

Argentina - 2.1%

 

ARS

    12,795,000       

Argentina Politica Monet
26.25%, 06/21/2020(2)

 

762,204

      

Argentine Bonos del Tesoro

 
    5,840,763       

15.50%, 10/17/2026

  367,714
    3,895,000       

16.00%, 10/17/2023

  223,977
    12,680,000       

18.20%, 10/03/2021

  742,266
    3,970,000       

City of Buenos Aires Argentina
23.48%, 03/29/2024(2)

 

223,211

$

    150,000       

Provincia de Buenos Aires
9.13%, 03/16/2024(1)

 

166,800

        

 

        

2,486,172

        

 

      

Belarus - 0.1%

 
    100,000       

Republic of Belarus International Bond
8.95%, 01/26/2018(3)

 

102,532

        

 

      

Brazil - 7.3%

 
      

Banco Nacional de Desenvolvimento Economico e Social

 

EUR

    100,000       

3.63%, 01/21/2019

  122,297

$

    275,000       

4.00%, 04/14/2019(3)

  279,290
      

Brazil Letras do Tesouro Nacional

 

BRL

    5,651,000       

9.73%, 04/01/2019

  1,590,011
    3,446,000       

10.51%, 01/01/2019

  990,430
    1,795,000       

10.59%, 04/01/2018

  547,037
    1,240,000       

10.62%, 07/01/2020

  309,445
    8,877,000       

11.38%, 01/01/2020

  2,327,719
      

Brazil Notas do Tesouro Nacional

 
    6,914,000       

10.00%, 01/01/2023

  2,247,794
    498,000       

10.00%, 01/01/2027

  160,185
        

 

        

8,574,208

        

 

      

Chile - 1.5%

 
      

Bonos de la Tesoreria de la Republica en pesos

 

CLP

    70,000,000       

4.50%, 02/28/2021

  111,699
    510,000,000       

4.50%, 03/01/2021

  812,067
    75,000,000       

4.50%, 03/01/2026

  117,251
    370,000,000       

5.00%, 03/01/2035

  585,774
    77,500,000       

Chile Government International Bond
5.50%, 08/05/2020

 

126,747

        

 

        

1,753,538

        

 

      

Colombia - 3.3%

 
      

Colombian TES

 

COP

    630,335,906       

3.30%, 03/17/2027(6)

  209,350
    1,346,226,385       

3.50%, 03/10/2021

  458,981
    1,173,800,000       

6.00%, 04/28/2028

  365,306
    491,500,000       

7.00%, 09/11/2019

  169,104
    1,834,100,000       

7.00%, 06/30/2032

  601,266
    611,600,000       

7.75%, 09/18/2030

  217,301
    2,639,200,000       

10.00%, 07/24/2024

  1,056,170
    2,014,500,000       

11.00%, 07/24/2020

  766,676
        

 

        

3,844,154

        

 

      

Egypt - 0.2%

 

$

    205,000       

Egypt Government International Bond
7.50%, 01/31/2027(1)

 

220,309

        

 

      

Ghana - 0.9%

 
      

Ghana Government Bond

 

GHS

    180,000       

21.00%, 03/23/2020

  43,050
    185,000       

24.00%, 11/23/2020

  47,454


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

    100,000    

24.50%, 06/21/2021

  $          26,321
    1,900,000    

24.75%, 07/19/2021

  506,571
    1,835,000    

Ghana Treasury Note
21.00%, 01/07/2019

 

430,249

     

 

     

1,053,645

     

 

   

Hungary - 4.5%

   

Hungary Government Bond

HUF

    288,970,000    

2.00%, 10/30/2019

  1,165,132
    62,610,000    

2.50%, 10/27/2021

  254,071
    332,880,000    

3.00%, 06/26/2024

  1,339,507
    85,850,000    

3.50%, 06/24/2020

  360,684
    77,680,000    

5.50%, 06/24/2025

  360,052
    200,170,000    

6.00%, 11/24/2023

  949,575
    183,630,000    

7.00%, 06/24/2022

  889,631
     

 

     

5,318,652

     

 

   

Indonesia - 7.9%

   

Indonesia Treasury Bond

IDR

    10,540,000,000    

5.63%, 05/15/2023

  735,617
    13,567,000,000    

6.63%, 05/15/2033

  942,922
    15,366,000,000    

7.00%, 05/15/2022

  1,164,790
    15,368,000,000    

7.50%, 08/15/2032

  1,165,518
    4,319,000,000    

8.25%, 07/15/2021

  340,360
    7,375,000,000    

8.25%, 06/15/2032

  585,636
    1,301,000,000    

8.25%, 05/15/2036

  103,551
    10,197,000,000    

8.38%, 03/15/2024

  826,614
    13,885,000,000    

8.38%, 03/15/2034

  1,121,304
    4,681,000,000    

8.75%, 05/15/2031

  391,372
    6,780,000,000    

8.75%, 02/15/2044

  557,917
    16,718,000,000    

9.00%, 03/15/2029

  1,429,548
     

 

     

9,365,149

     

 

   

Ivory Coast - 0.2%

$

    265,000    

Ivory Coast Government International Bond
6.13%, 06/15/2033(1)

 

259,501

     

 

   

Kazakhstan - 0.1%

EUR

    125,000    

KazAgro National Management Holding JSC
3.26%, 05/22/2019

 

150,269

     

 

   

Kuwait - 0.2%

$

    260,000    

Kuwait International Government Bond
3.50%, 03/20/2027(1)

 

265,525

     

 

   

Malaysia - 3.4%

   

Malaysia Government Bond

MYR

    1,085,000    

3.42%, 08/15/2022

  248,487
    2,145,000    

3.49%, 03/31/2020

  500,015
    3,400,000    

3.58%, 09/28/2018

  797,022
    375,000    

3.66%, 10/15/2020

  87,691
    1,470,000    

3.80%, 09/30/2022

  342,492
    2,250,000    

3.80%, 08/17/2023

  519,847
    660,000    

3.96%, 09/15/2025

  152,667
    1,700,000    

4.05%, 09/30/2021

  401,590
    10,000    

4.16%, 07/15/2021

  2,373
    2,015,000    

4.50%, 04/15/2030

  476,289
    1,850,000    

Malaysia Government Investment Issue
4.39%, 07/07/2023

 

440,061

     

 

     

3,968,534

     

 

   

Mexico - 7.4%

   

Mexican Bonos

MXN

    23,083,800    

6.50%, 06/10/2021

  1,286,741
    26,847,100    

6.50%, 06/09/2022

  1,492,444
    12,374,700    

7.50%, 06/03/2027

  726,863
    10,561,200    

7.75%, 05/29/2031

  631,702
    5,098,600    

7.75%, 11/23/2034

  305,200
    7,516,600    

7.75%, 11/13/2042

  449,687


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

    5,550,300    

8.00%, 06/11/2020

  $          322,221
    5,116,900    

8.00%, 12/07/2023

  305,491
    5,590,400    

8.50%, 05/31/2029

  353,559
    5,810,100    

8.50%, 11/18/2038

  374,030
    16,324,800    

10.00%, 12/05/2024

  1,085,905
    19,305,700    

10.00%, 11/20/2036

  1,409,932
    126,237    

Mexican Udibonos
4.50%, 12/04/2025(6)

 

7,815

     

 

     

8,751,590

     

 

   

Peru - 1.2%

   

Peru Government Bond

PEN

    425,000    

5.70%, 08/12/2024

  136,320
    350,000    

6.35%, 08/12/2028

  114,550
    378,000    

6.85%, 02/12/2042

  124,657
    2,010,000    

6.90%, 08/12/2037

  679,083
    575,000    

6.95%, 08/12/2031

  195,993
    600,000    

8.20%, 08/12/2026

  222,140
     

 

     

1,472,743

     

 

   

Poland - 4.7%

   

Republic of Poland Government Bond

PLN

    1,750,000    

1.75%, 07/25/2021

  473,691
    1,300,000    

2.00%, 04/25/2021

  356,332
    2,020,000    

2.25%, 04/25/2022

  550,820
    3,245,000    

2.50%, 07/25/2027

  837,387
    2,025,000    

3.25%, 07/25/2025

  565,643
    1,985,000    

4.00%, 10/25/2023

  585,715
    2,230,000    

5.75%, 10/25/2021

  700,428
    4,825,000    

5.75%, 09/23/2022

  1,533,882
     

 

     

5,603,898

     

 

   

Qatar - 0.2%

$

    200,000    

Qatar Government International Bond
2.38%, 06/02/2021(3)

 

197,360

     

 

   

Romania - 0.6%

   

Romania Government Bond

RON

    1,660,000    

3.50%, 12/19/2022

  443,776
    930,000    

5.80%, 07/26/2027

  278,732
     

 

     

722,508

     

 

   

Russia - 5.4%

   

Russian Federal Bond - OFZ

RUB

    32,715,000    

7.00%, 01/25/2023

  525,350
    47,490,000    

7.00%, 08/16/2023

  761,738
    26,625,000    

7.05%, 01/19/2028

  423,493
    85,800,000    

7.40%, 12/07/2022

  1,405,605
    26,050,000    

7.70%, 03/23/2033

  427,544
    96,010,000    

7.75%, 09/16/2026

  1,607,360
    54,820,000    

8.50%, 09/17/2031

  972,347

$

    200,000    

Russian Foreign Bond - Eurobond
5.25%, 06/23/2047(1)

 

201,733

     

 

     

6,325,170

     

 

   

South Africa - 7.0%

   

Republic of South Africa Government Bond

ZAR

    60,412,218    

6.25%, 03/31/2036

  3,262,340
    3,750,000    

6.50%, 02/28/2041

  198,900
    8,690,000    

7.00%, 02/28/2031

  545,537
    13,550,000    

8.00%, 01/31/2030

  940,410
    5,580,000    

8.25%, 03/31/2032

  385,206
    940,000    

8.75%, 01/31/2044

  63,685
    1,825,000    

8.75%, 02/28/2048

  123,604
    3,070,000    

8.88%, 02/28/2035

  217,924
    18,949,000    

9.00%, 01/31/2040

  1,323,605
    14,035,000    

10.50%, 12/21/2026

  1,192,282
     

 

     

8,253,493

     

 


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

    

Thailand - 2.2%

    

Thailand Government Bond

THB

    24,018,824     

1.25%, 03/12/2028(3)(6)

  $          677,502
    30,390,000     

1.88%, 06/17/2022

  912,140
    13,220,000     

3.65%, 06/20/2031

  432,510
    9,920,000     

3.85%, 12/12/2025

  331,061
    5,110,000     

4.88%, 06/22/2029

  187,693
      

 

      

2,540,906

      

 

    

Turkey - 6.0%

$

    200,000     

Export Credit Bank of Turkey
5.38%, 10/24/2023(1)

 

204,228

    

Turkey Government Bond

TRY

    1,275,000     

8.00%, 03/12/2025

  318,265
    1,245,000     

8.80%, 09/27/2023

  328,995
    595,000     

9.00%, 07/24/2024

  158,330
    145,000     

9.20%, 09/22/2021

  39,306
    935,000     

9.50%, 01/12/2022

  255,980
    4,600,000     

10.40%, 03/27/2019

  1,290,734
    735,000     

10.40%, 03/20/2024

  209,681
    5,065,000     

10.70%, 02/17/2021

  1,444,943
    9,965,000     

11.00%, 03/02/2022

  2,875,377
      

 

      

7,125,839

      

 

    

Uruguay - 0.6%

    

Uruguay Government International Bond

UYU

    521,835     

4.00%, 07/10/2030

  20,151
    10,971,246     

4.38%, 12/15/2028(6)

  432,289
    6,265,000     

9.88%, 06/20/2022(1)

  235,694
      

 

      

688,134

      

 

    

Zambia - 0.4%

    

Zambia Government Bond

ZMW

    2,250,000     

11.00%, 02/27/2022

  193,863
    1,185,000     

12.00%, 08/29/2023

  100,893
    850,000     

13.00%, 08/29/2026

  71,743
    950,000     

14.00%, 04/24/2032

  76,620
      

 

       443,119
      

 

    

Total Foreign Government Obligations
(cost $77,758,397)

 

$      79,486,948

      

 

U.S. Government Securities - 1.7%

 
    

United States - 1.7%

    

U.S. Treasury Notes - 1.7%

$

    1,995,000     

U.S. Treasury Notes

0.63%, 08/31/2017

 

$        1,994,441

      

 

    

Total U.S. Government Securities
(cost $1,994,362)

 

$        1,994,441

      

 

    

Total Long-Term Investments
(cost $103,369,442)

 

$    105,724,699

Short-Term Investments - 8.4%

 
    

Other Investment Pools & Funds - 8.4%

    9,905,302     

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

 

9,905,302

      

 

    

Total Short-Term Investments
(cost $9,905,302)

 

$        9,905,302

      

 


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

     Total Investments Excluding Purchased Options
    (cost $113,274,744)
     98.1%      $ 115,630,001  
     Total Purchased Options
    (cost $516,259)
     0.3%      $ 322,297  
       

 

 

    

 

 

 
     Total Investments
    (cost $113,791,003)^
     98.4%      $ 115,952,298  
     Other Assets and Liabilities      1.6%        1,902,199  
       

 

 

    

 

 

 
     Total Net Assets      100.0%      $     117,854,497  
       

 

 

    

 

 

 

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

   $      4,056,789  

Unrealized Depreciation

                (1,895,494)  
     

 

 

 

Net Unrealized Appreciation

   $      2,161,295  
     

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $12,027,952, which represented 10.2% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(3) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $9,296,459, which represented 7.9% of total net assets.
(4) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(5) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $300,000 at July 31, 2017.
(6) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

OTC Option Contracts Outstanding at July 31, 2017  
Description   Counter-
party
    Exercise Price/FX Rate/
Rate
   Expiration
Date
             Number of
Contracts
    Market
Value †
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)

Purchased option contracts:

 

                

Calls

                  

EUR Call/PLN Put

    DEUT     4.43 PLN per EUR      01/23/18        EUR        1,460,000     $ 13,585     $ 13,749     $ (164)   

USD Call/HUF Put

    BCLY     285.42 HUF per USD      12/12/17        USD        1,053,000       2,506       11,088       (8,582)   

USD Call/HUF Put

    UBS     276.56 HUF per USD      01/18/18        USD        1,868,000       10,066       20,594       (10,528)   

USD Call/INR Put

    DEUT     70.40 INR per USD      09/01/17        USD        982,000       11       6,148       (6,137)   

USD Call/MXN Put

    CBK     22.92 MXN per USD      02/23/18        USD        981,000       2,950       22,318       (19,368)   

USD Call/MXN Put

    JPM     23.91 MXN per USD      02/19/18        USD        1,440,000       2,788       35,295       (32,507)   

USD Call/MXN Put

    MSC     19.61 MXN per USD      12/27/17        USD        1,585,000       15,092       22,998       (7,906)   

USD Call/TRY Put

    BOA     3.95 TRY per USD      02/19/18        USD        919,000       17,395       68,558       (51,163)   
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

               10,288,000     $         64,393     $ 200,748     $         (136,355)   
            

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                  

EUR Put/CZK Call

    HSBC     26.00 CZK per EUR      03/21/19        EUR        940,000     $ 27,099     $ 22,916     $ 4,183   

USD Put/CNH Call

    DEUT     6.78 CNH per USD      12/05/17        USD        2,054,000       20,380       11,954       8,426   

USD Put/COP Call

    CBK     2,738.00 COP per USD      10/06/17        USD        1,042,000       834       15,156       (14,322)   

USD Put/INR Call

    DEUT     65.00 INR per USD      09/01/17        USD        997,000       11,912       9,182       2,730   


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

USD Put/INR Call

  DEUT   64.18 INR per USD      01/31/18        USD        1,744,000     $ 13,603     $ 13,254     $ 349   

USD Put/MXN Call

  DEUT   18.83 MXN per USD      07/31/18        USD        1,745,000       90,740       89,274       1,466   

USD Put/TRY Call

  DEUT   3.54 TRY per USD      01/17/18        USD        1,122,000       13,726       13,745       (19)   

USD Put/ZAR Call

  DEUT   12.49 ZAR per USD      12/27/17        USD        1,585,000       13,946       23,061       (9,115)   
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

           11,229,000     $ 192,240     $ 198,542     $ (6,302)   
            

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

           21,517,000     $ 256,633     $ 399,290     $ (142,657)   
            

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                

Calls

                

USD Call/TRY Put

  BOA   6.05 TRY per USD      02/19/18        USD        (919,000   $ (581   $ (19,299   $ 18,718   

USD Call/ZAR Put

  DEUT   14.60 ZAR per USD      12/27/17        USD        (1,585,000     (26,365     (30,575     4,210   
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

           (2,504,000   $ (26,946   $ (49,874   $ 22,928   
            

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

              

Puts

                

EUR Put/CZK Call

  HSBC   24.00 CZK per EUR      03/21/19        EUR        (940,000   $ (4,272   $ (7,114   $ 2,842   

EUR Put/PLN Call

  DEUT   4.17 PLN per EUR      01/23/18        EUR        (1,460,000     (8,312     (10,205     1,893   

USD Put/BRL Call

  DEUT   3.30 BRL per USD      12/20/17        USD        (1,045,000     (58,889     (21,182     (37,707)   

USD Put/CNH Call

  DEUT   6.68 CNH per USD      12/05/17        USD        (2,054,000     (6,930     (5,155     (1,775)   

USD Put/COP Call

  CBK   2,589.00 COP per USD      10/06/17        USD        (1,042,000     (110     (4,585     4,475   

USD Put/HUF Call

  BCLY   262.14 HUF per USD      12/12/17        USD        (1,053,000     (41,145     (8,993     (32,152)   

USD Put/HUF Call

  UBS   252.97 HUF per USD      01/18/18        USD        (1,868,000     (38,765     (16,672     (22,093)   

USD Put/INR Call

  HSBC   65.00 INR per USD      09/01/17        USD        (997,000     (11,912     (4,526     (7,386)   

USD Put/INR Call

  DEUT   63.00 INR per USD      01/31/18        USD        (1,744,000     (6,278     (5,406     (872)   

USD Put/MXN Call

  DEUT   17.44 MXN per USD      07/31/18        USD        (1,745,000     (28,967     (28,374     (593)   

USD Put/TRY Call

  DEUT   3.38 TRY per USD      01/17/18        USD        (1,122,000     (3,895     (3,961     66   
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

               (15,070,000   $ (209,475   $ (116,173   $ (93,302)   
            

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

           (17,574,000   $   (236,421   $ (166,047   $ (70,374)   
            

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at July 31, 2017  
Description   Counter-
party
     Exercise Price/FX
Rate/ Rate
  

Expiration Date

     Number of
Contracts
    Market
Value †
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)

Purchased swaption contracts:

              

 

 

Calls

                   

Interest Rate Swaption KRW

    BOA      1.95%      01/26/18        KRW        1,034,545,000     $ 11,037     $ 19,638     $ (8,601 )  

Interest Rate Swaption KRW

    CBK      1.94%      01/26/18        KRW        2,069,095,000       21,199       38,846       (17,647 )  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                3,103,640,000     $         32,236     $ 58,484     $ (26,248 )  
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   

Interest Rate Swaption KRW

    BOA      1.95%      01/26/18        KRW        1,034,545,000     $ 10,850     $ 19,639     $ (8,789 )  

Interest Rate Swaption KRW

    CBK      1.94%      01/26/18        KRW        2,069,095,000       22,578       38,846       (16,268 )  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                3,103,640,000     $ 33,428     $ 58,485     $ (25,057 )  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

           6,207,280,000     $ 65,664     $ 116,969     $         (51,305 )  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

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

Long position contracts:

              

U.S. Treasury 5-Year Note Future

     22        09/29/2017      $         2,598,040      $         2,599,266      $ 1,226  
              

 

 

 

Short position contracts:

              

Euro-Bund Future

     4        09/07/2017      $ 776,309      $ 766,866      $ 9,443  

U.S. Treasury 10-Year Note Future

     25        09/20/2017        3,147,788        3,147,266        522  
              

 

 

 

Total

               $ 9,965  
              

 

 

 

              
              

 

 

 

Total futures contracts

               $ 11,191  
              

 

 

 


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

Cross Currency Swap Contracts Outstanding at July 31, 2017  
Receive    Pay    Maturity
Date (1)
    Counter-
party
    Notional
Amount of
Currency
Received
    Notional
Amount of
Currency
Delivered
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market Value
    Unrealized
Appreciation/
(Depreciation)
 
Fixed Rate equal to 6.60% 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       JPM      
USD
1,748,218
 
 
   
RUB
100,575,002
 
 
  $     10,571     $ —       $ 66,080     $ 55,509  
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered    Fixed Rate equal to 6.60% based on the notional amount of currency delivered      09/20/22       JPM      
RUB
100,575,000
 
 
   
USD
1,748,218
 
 
    —         (10,571     (38,453     (27,882
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered    Fixed Rate equal to 6.89% based on the notional amount of currency delivered      09/20/20       JPM      
RUB
158,530,000
 
 
   
USD
2,755,606
 
 
    —         (16,663     (134,206     (117,543
Fixed Rate equal to 6.89% 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       JPM      
USD
2,755,606
 
 
   
RUB
158,530,003
 
 
    16,663       —         104,159       87,496  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 27,234     $ (27,234   $ (2,420   $ (2,420
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2017  
Counter-
party
   Payments made by
Fund
  Payments received
by Fund
         Notional
Amount
    Expiration
Date
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

BCLY

   1.70% Fixed   3M PLN WIBOR     PLN       7,325,000       10/06/17     $ —       $ —       $ 2,275     $ 2,275  

BNP

   3M KRW KSDA   1.80% Fixed     KRW       558,185,000       01/29/28       —         —         (6,848     (6,848

JPM

   1.68% Fixed   3M PLN WIBOR     PLN       5,450,000       10/03/17       —         —         2,205       2,205  
            

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $         —       $         —       $         (2,368   $         (2,368
            

 

 

   

 

 

   

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2017  

Payments made

        by Fund

  Payments received by
Fund
  Notional Amount     Expiration
Date
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

1M MXN TIIE

  7.63% Fixed   MXN     45,685,000       01/09/19     $         —       $         —       $     16,956     $ 16,956  

1M MXN TIIE

  7.57% Fixed   MXN     45,690,000       01/11/19       —         —         15,297       15,297  

1M MXN TIIE

  7.82% Fixed   MXN     20,300,000       01/03/22       —         —         (44,183     (44,183

1M MXN TIIE

  7.94% Fixed   MXN     10,075,000       01/05/22       —         —         (24,455     (24,455

1M MXN TIIE

  7.84% Fixed   MXN     10,075,000       01/07/22       —         —         (22,478     (22,478

1M MXN TIIE

  7.29% Fixed   MXN     13,625,000       05/05/22       —         —         (14,451     (14,451

1M MXN TIIE

  6.84% Fixed   MXN     9,850,000       07/14/22       —         —         (59     (59

1M MXN TIIE

  7.68% Fixed   MXN     1,735,000       03/22/32       —         —         3,004       3,004  

1M MXN TIIE

  7.70% Fixed   MXN     16,745,000       04/22/32       —         —         31,004       31,004  

3M ZAR JIBAR

  6.93% Fixed   ZAR     56,420,000       09/20/19       —         —         15,073       15,073  


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

3M ZAR JIBAR

  7.25% Fixed   ZAR     25,480,000       09/20/22     $         —       $         —       $ (3,903   $ (3,903

6M CZK PRIBOR

  0.66% Fixed   CZK     104,310,000       09/20/19       —         —         20,481       20,481  

6M PLN WIBOR

  2.46% Fixed   PLN     3,075,000       09/20/22       —         —         (168     (168

6M PLN WIBOR

  2.29% Fixed   PLN     3,125,000       09/20/22       —         —         (6,030     (6,030
         

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

  $         —       $         —       $     (13,912   $     (13,912
         

 

 

   

 

 

   

 

 

   

 

 

 

 

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

ARS

     Buy    09/20/17    JPM    $     209,411      $         209,022      $         (389

ARS

     Sell    09/20/17    BNP      225,816        209,022        16,794  

AUD

     Buy    09/20/17    CBK      740,207        771,501        31,294  

AUD

     Buy    09/20/17    CIBC      107,535        114,327        6,792  

AUD

     Buy    09/20/17    CSFB      106,778        113,526        6,748  

AUD

     Sell    09/20/17    CBK      218,610        227,852        (9,242

AUD

     Sell    09/20/17    CSFB      362,445        385,351        (22,906

AUD

     Sell    09/20/17    CIBC      363,211        386,150        (22,939

BRL

     Buy    09/05/17    BCLY      5,745,057        6,097,043        351,986  

BRL

     Buy    09/05/17    MSC      590,707        635,493        44,786  

BRL

     Buy    09/05/17    MSC      442,697        471,525        28,828  

BRL

     Buy    09/05/17    BNP      278,998        295,141        16,143  

BRL

     Buy    09/05/17    MSC      314,290        326,661        12,371  

BRL

     Buy    09/05/17    GSC      224,974        237,196        12,222  

BRL

     Buy    09/05/17    BOA      152,717        162,375        9,658  

BRL

     Buy    09/05/17    DEUT      59,769        63,676        3,907  

BRL

     Buy    09/05/17    MSC      540,840        543,480        2,640  

BRL

     Buy    09/05/17    GSC      225,431        227,644        2,213  

BRL

     Buy    09/05/17    GSC      367,425        367,733        308  

BRL

     Buy    11/03/17    JPM      3,570,432        4,038,638        468,206  

BRL

     Buy    11/17/17    MSC      454,150        459,720        5,570  

BRL

     Buy    12/22/17    DEUT      371,705        397,556        25,851  

BRL

     Sell    09/05/17    GSC      571,338        573,090        (1,752

BRL

     Sell    09/05/17    JPM      165,754        173,519        (7,765

BRL

     Sell    09/05/17    DEUT      541,710        577,866        (36,156

BRL

     Sell    09/05/17    BCLY      876,009        929,680        (53,671

BRL

     Sell    11/03/17    MSC      3,152,672        4,039,585        (886,913

BRL

     Sell    11/03/17    MSC      3,152,037        4,039,269        (887,232

BRL

     Sell    11/17/17    DEUT      514,368        563,629        (49,261

CLP

     Buy    09/20/17    DEUT      6,408,445        6,548,607        140,162  

CLP

     Buy    09/20/17    DEUT      261,255        267,162        5,907  

CLP

     Buy    09/20/17    BOA      60,842        62,409        1,567  

CLP

     Buy    09/20/17    DEUT      285,955        286,992        1,037  

CLP

     Sell    09/20/17    UBS      231,765        233,959        (2,194

CLP

     Sell    09/20/17    JPM      311,309        317,582        (6,273

CLP

     Sell    09/20/17    DEUT      819,582        826,081        (6,499

CLP

     Sell    09/20/17    DEUT      5,054,380        5,164,927        (110,547

CNH

     Buy    09/20/17    JPM      1,010,345        1,025,138        14,793  

CNH

     Buy    09/20/17    BOA      104,159        105,553        1,394  

CNH

     Sell    12/07/17    DEUT      362,103        367,653        (5,550

COP

     Buy    08/01/17    RBS      340,076        375,323        35,247  

COP

     Buy    08/01/17    RBS      374,226        375,323        1,097  

COP

     Buy    08/03/17    CBK      313,345        345,428        32,083  

COP

     Buy    08/03/17    CIB      172,884        190,701        17,817  

COP

     Buy    08/04/17    GSC      478,669        529,542        50,873  

COP

     Buy    09/20/17    BOA      174,544        181,456        6,912  

COP

     Buy    09/20/17    DEUT      232,900        238,712        5,812  

COP

     Buy    09/20/17    DEUT      122,559        119,772        (2,787

COP

     Buy    09/20/17    DEUT      434,274        430,221        (4,053

COP

     Buy    09/20/17    CBK      2,770,069        2,732,322        (37,747

COP

     Sell    08/01/17    RBS      374,226        375,323        (1,097

COP

     Sell    08/01/17    CIB      366,305        375,323        (9,018

COP

     Sell    08/03/17    CIB      523,452        536,130        (12,678

COP

     Sell    08/04/17    CIB      516,825        529,543        (12,718

COP

     Sell    10/11/17    CBK      159,569        154,730        4,839  


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

CZK

     Buy    09/20/17    BCLY    $     1,990,841      $         2,104,503      $         113,662  

CZK

     Buy    09/20/17    BOA      1,222,740        1,267,076        44,336  

CZK

     Buy    09/20/17    BOA      98,078        101,603        3,525  

CZK

     Buy    03/25/19    JPM      228,413        255,699        27,286  

CZK

     Sell    09/20/17    CBK      735,032        742,659        (7,627

CZK

     Sell    03/25/19    HSBC      228,861        255,699        (26,838

EGP

     Buy    08/07/17    SCB      100,280        108,203        7,923  

EGP

     Buy    09/20/17    GSC      327,824        332,510        4,686  

EGP

     Buy    09/25/17    GSC      517,705        517,566        (139

EGP

     Buy    12/22/17    GSC      470,000        477,316        7,316  

EGP

     Buy    03/13/18    SCB      113,039        113,508        469  

EGP

     Buy    03/13/18    SCB      113,674        113,612        (62

EGP

     Buy    03/13/18    CBK      113,853        113,613        (240

EGP

     Buy    03/13/18    SCB      114,031        113,612        (419

EGP

     Buy    04/05/18    GSC      109,700        111,853        2,153  

EUR

     Buy    09/20/17    UBS      496,293        523,508        27,215  

EUR

     Buy    09/20/17    GSC      1,045,041        1,062,448        17,407  

EUR

     Buy    09/20/17    DEUT      386,430        403,612        17,182  

EUR

     Buy    09/20/17    GSC      253,814        267,096        13,282  

EUR

     Buy    09/20/17    DEUT      174,014        184,000        9,986  

EUR

     Buy    09/20/17    CBK      605,995        611,353        5,358  

EUR

     Buy    12/08/17    MSC      498,791        510,273        11,482  

EUR

     Buy    12/08/17    MSC      816,443        817,867        1,424  

EUR

     Buy    03/25/19    HSBC      227,037        246,338        19,301  

EUR

     Sell    09/20/17    MSC      11,459        11,871        (412

EUR

     Sell    09/20/17    UBS      119,185        121,084        (1,899

EUR

     Sell    09/20/17    GSC      224,159        231,483        (7,324

EUR

     Sell    09/20/17    DEUT      300,437        308,644        (8,207

EUR

     Sell    09/20/17    DEUT      217,149        225,547        (8,398

EUR

     Sell    09/20/17    JPM      297,873        308,644        (10,771

EUR

     Sell    09/20/17    JPM      679,037        706,320        (27,283

EUR

     Sell    09/20/17    BCLY      2,370,418        2,508,327        (137,909

EUR

     Sell    01/25/18    DEUT      753,303        766,337        (13,034

EUR

     Sell    03/25/19    JPM      226,406        246,337        (19,931

GBP

     Sell    09/20/17    GSC      256,634        264,342        (7,708

GBP

     Sell    09/20/17    MSC      268,938        277,559        (8,621

HUF

     Buy    08/01/17    UBS      872,939        984,301        111,362  

HUF

     Buy    08/01/17    DEUT      936,730        950,862        14,132  

HUF

     Buy    09/20/17    DEUT      4,013,360        4,286,852        273,492  

HUF

     Buy    09/20/17    CBK      4,034,440        4,286,856        252,416  

HUF

     Buy    09/20/17    DEUT      764,007        803,850        39,843  

HUF

     Buy    09/20/17    GSC      329,598        353,538        23,940  

HUF

     Buy    09/20/17    CBK      744,737        767,560        22,823  

HUF

     Buy    09/20/17    JPM      372,133        394,511        22,378  

HUF

     Buy    09/20/17    CBK      311,562        327,663        16,101  

HUF

     Buy    09/20/17    BNP      291,848        307,882        16,034  

HUF

     Buy    09/20/17    BCLY      279,673        292,664        12,991  

HUF

     Buy    09/20/17    DEUT      200,261        213,059        12,798  

HUF

     Buy    09/20/17    CBK      199,202        211,889        12,687  

HUF

     Buy    09/20/17    DEUT      210,977        222,034        11,057  

HUF

     Buy    09/20/17    DEUT      295,093        300,858        5,765  

HUF

     Buy    09/20/17    BCLY      112,883        118,626        5,743  

HUF

     Buy    09/20/17    BNP      83,898        88,970        5,072  

HUF

     Buy    09/20/17    MSC      132,085        134,626        2,541  

HUF

     Buy    12/14/17    BCLY      453,033        483,945        30,912  

HUF

     Buy    01/22/18    UBS      822,451        851,219        28,768  

HUF

     Sell    08/01/17    UBS      1,870,810        1,935,164        (64,354

HUF

     Sell    09/20/17    MSC      126,765        133,201        (6,436

HUF

     Sell    09/20/17    DEUT      938,639        952,973        (14,334

HUF

     Sell    09/20/17    DEUT      184,326        199,012        (14,686

HUF

     Sell    09/20/17    GSC      516,646        553,720        (37,074

HUF

     Sell    09/20/17    BCLY      383,502        428,148        (44,646

HUF

     Sell    09/20/17    JPM      383,101        428,148        (45,047

HUF

     Sell    09/20/17    BCLY      382,500        428,148        (45,648

HUF

     Sell    09/20/17    JPM      382,300        428,148        (45,848

HUF

     Sell    09/20/17    BCLY      296,060        342,518        (46,458


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

HUF

     Sell    09/20/17    BCLY    $     452,035      $         513,778      $         (61,743

HUF

     Sell    09/20/17    BCLY      530,469        599,407        (68,938

HUF

     Sell    09/20/17    UBS      1,060,934        1,130,073        (69,139

HUF

     Sell    09/20/17    BCLY      443,268        513,777        (70,509

HUF

     Sell    09/20/17    BCLY      518,526        599,408        (80,882

HUF

     Sell    09/20/17    JPM      761,469        856,296        (94,827

HUF

     Sell    09/20/17    BCLY      2,964,004        3,425,184        (461,180

IDR

     Buy    09/20/17    BCLY      353,929        356,673        2,744  

IDR

     Buy    09/20/17    DEUT      1,463,072        1,465,056        1,984  

IDR

     Buy    09/20/17    BCLY      646,240        647,743        1,503  

IDR

     Buy    09/20/17    DEUT      133,393        133,519        126  

IDR

     Buy    09/20/17    BNP      132,672        132,773        101  

IDR

     Buy    09/20/17    DEUT      205,232        204,944        (288

IDR

     Buy    09/20/17    UBS      674,346        672,895        (1,451

IDR

     Sell    09/20/17    UBS      184,994        184,941        53  

IDR

     Sell    09/20/17    UBS      105,254        105,755        (501

IDR

     Sell    09/20/17    HSBC      1,129,952        1,130,472        (520

IDR

     Sell    09/20/17    BCLY      559,482        566,755        (7,273

INR

     Buy    09/05/17    HSBC      218,163        226,943        8,780  

INR

     Buy    09/05/17    DEUT      241,695        246,923        5,228  

INR

     Buy    09/20/17    UBS      306,269        308,749        2,480  

INR

     Buy    09/20/17    BCLY      255,709        257,665        1,956  

INR

     Sell    09/20/17    BCLY      469,466        473,057        (3,591

INR

     Sell    02/02/18    DEUT      297,570        296,510        1,060  

KRW

     Buy    09/20/17    BCLY      764,690        777,117        12,427  

KRW

     Buy    09/20/17    BCLY      945,430        955,672        10,242  

KRW

     Buy    09/20/17    MSC      226,413        233,967        7,554  

KRW

     Buy    09/20/17    UBS      902,223        909,262        7,039  

KRW

     Buy    09/20/17    HSBC      902,431        909,262        6,831  

KRW

     Buy    10/12/17    JPM      418,305        417,763        (542

KRW

     Sell    09/20/17    MSC      265,810        265,232        578  

KRW

     Sell    09/20/17    DEUT      159,637        161,345        (1,708

KRW

     Sell    09/20/17    BCLY      234,431        236,185        (1,754

KRW

     Sell    09/20/17    DEUT      283,062        286,819        (3,757

KRW

     Sell    09/20/17    GSC      260,303        265,955        (5,652

KRW

     Sell    09/20/17    HSBC      1,385,781        1,396,271        (10,490

KRW

     Sell    09/20/17    UBS      1,385,461        1,396,270        (10,809

KRW

     Sell    10/12/17    DEUT      6,379        6,503        (124

KRW

     Sell    10/12/17    JPM      133,521        136,076        (2,555

KZT

     Buy    08/03/17    CBK      103,842        101,335        (2,507

KZT

     Buy    09/20/17    GSC      100,318        100,221        (97

KZT

     Buy    09/20/17    GSC      83,722        83,465        (257

KZT

     Buy    09/20/17    GSC      84,152        83,465        (687

KZT

     Buy    09/20/17    GSC      84,574        83,465        (1,109

KZT

     Buy    09/20/17    GSC      84,962        83,465        (1,497

KZT

     Buy    09/20/17    GSC      85,131        83,465        (1,666

KZT

     Buy    09/20/17    JPM      188,485        186,578        (1,907

KZT

     Buy    09/20/17    GSC      142,364        139,109        (3,255

KZT

     Buy    09/20/17    CBK      580,124        560,334        (19,790

KZT

     Buy    09/20/17    CBK      583,112        560,334        (22,778

KZT

     Sell    08/03/17    GSC      101,338        101,335        3  

MXN

     Buy    08/31/17    BOA      2,745,233        3,128,492        383,259  

MXN

     Buy    09/20/17    RBC      6,181,333        6,284,051        102,718  

MXN

     Buy    09/20/17    BCLY      395,871        407,777        11,906  

MXN

     Buy    09/20/17    GSC      249,868        258,481        8,613  

MXN

     Buy    09/20/17    CBK      460,656        467,884        7,228  

MXN

     Buy    09/20/17    JPM      185,538        191,076        5,538  

MXN

     Buy    09/20/17    BNP      165,514        171,021        5,507  

MXN

     Buy    09/20/17    GSC      250,861        256,253        5,392  

MXN

     Buy    09/20/17    JPM      332,647        337,586        4,939  

MXN

     Buy    09/20/17    MSC      122,003        124,784        2,781  

MXN

     Buy    09/20/17    DEUT      207,154        209,459        2,305  

MXN

     Buy    09/20/17    BNP      181,006        183,277        2,271  

MXN

     Buy    09/20/17    BCLY      296,480        296,418        (62

MXN

     Buy    09/20/17    RBC      293,353        292,908        (445

MXN

     Buy    09/20/17    BCLY      284,304        283,549        (755


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

MXN

     Buy    09/20/17    BOA    $     226,626      $         225,057      $         (1,569

MXN

     Buy    09/20/17    CBK      299,502        296,696        (2,806

MXN

     Buy    09/20/17    MSC      283,912        280,208        (3,704

MXN

     Buy    09/25/17    CBK      219,797        237,646        17,849  

MXN

     Buy    09/25/17    CBK      286,029        303,389        17,360  

MXN

     Buy    11/27/17    DEUT      1,136,459        1,162,356        25,897  

MXN

     Buy    12/04/17    RBC      5,028,520        5,485,250        456,730  

MXN

     Buy    12/04/17    GSC      2,381,881        2,657,830        275,949  

MXN

     Buy    12/04/17    DEUT      2,429,853        2,657,830        227,977  

MXN

     Buy    12/08/17    MSC      36,348        37,419        1,071  

MXN

     Buy    12/29/17    MSC      689,809        696,458        6,649  

MXN

     Buy    01/25/18    GSC      130,482        153,478        22,996  

MXN

     Buy    01/25/18    GSC      129,222        151,513        22,291  

MXN

     Buy    01/25/18    BCLY      6,418        7,538        1,120  

MXN

     Buy    01/25/18    BCLY      6,381        7,483        1,102  

MXN

     Buy    02/21/18    JPM      275,686        322,238        46,552  

MXN

     Buy    02/27/18    CBK      176,513        198,975        22,462  

MXN

     Sell    08/31/17    BOA      2,911,511        3,128,492        (216,981

MXN

     Sell    09/20/17    HSBC      431,890        425,101        6,789  

MXN

     Sell    09/20/17    HSBC      431,620        424,990        6,630  

MXN

     Sell    09/20/17    DEUT      181,412        183,221        (1,809

MXN

     Sell    09/20/17    BNP      169,424        171,745        (2,321

MXN

     Sell    09/20/17    SSG      244,276        249,012        (4,736

MXN

     Sell    09/20/17    DEUT      609,983        616,066        (6,083

MXN

     Sell    09/20/17    DEUT      272,587        282,435        (9,848

MXN

     Sell    09/20/17    BCLY      532,810        543,145        (10,335

MXN

     Sell    09/20/17    RBC      826,004        839,730        (13,726

MXN

     Sell    09/20/17    BNP      1,065,341        1,086,736        (21,395

MXN

     Sell    09/20/17    GSC      901,700        927,971        (26,271

MXN

     Sell    09/20/17    BNP      917,834        947,579        (29,745

MXN

     Sell    09/25/17    MSC      342,961        372,806        (29,845

MXN

     Sell    11/27/17    DEUT      786,378        827,986        (41,608

MXN

     Sell    12/04/17    GSC      1,977,218        2,241,178        (263,960

MXN

     Sell    12/04/17    GSC      2,822,838        3,159,277        (336,439

MXN

     Sell    12/04/17    GSC      4,720,377        5,400,454        (680,077

MXN

     Sell    12/08/17    MSC      714,238        703,360        10,878  

MXN

     Sell    12/08/17    MSC      551,917        552,805        (888

MXN

     Sell    12/29/17    DEUT      484,476        484,416        60  

MXN

     Sell    01/25/18    GSC      386,882        478,678        (91,796

MXN

     Sell    08/02/18    DEUT      458,572        458,608        (36

MYR

     Buy    08/17/17    BCLY      1,899,574        1,904,429        4,855  

MYR

     Buy    09/20/17    BCLY      262,011        263,364        1,353  

MYR

     Buy    09/20/17    BCLY      157,688        158,950        1,262  

MYR

     Buy    09/20/17    BCLY      184,391        185,287        896  

MYR

     Buy    09/20/17    BCLY      1,900,990        1,901,810        820  

MYR

     Buy    09/20/17    BCLY      107,820        108,608        788  

MYR

     Buy    09/20/17    MSC      205,295        206,029        734  

MYR

     Buy    09/20/17    BCLY      46,259        46,613        354  

MYR

     Buy    09/20/17    MSC      122,283        122,592        309  

MYR

     Buy    09/20/17    BCLY      261,578        261,032        (546

NGN

     Buy    08/02/17    BCLY      45,346        55,398        10,052  

NGN

     Buy    08/02/17    SCB      35,795        43,702        7,907  

NGN

     Buy    08/02/17    JPM      33,130        40,422        7,292  

NGN

     Buy    08/02/17    CBK      159,862        164,649        4,787  

NGN

     Buy    08/02/17    GSC      20,595        25,128        4,533  

NGN

     Sell    08/02/17    GSC      24,397        25,128        (731

NGN

     Sell    08/02/17    JPM      39,246        40,421        (1,175

NGN

     Sell    08/02/17    SCB      42,431        43,702        (1,271

NGN

     Sell    08/02/17    BCLY      53,788        55,399        (1,611

NGN

     Sell    08/02/17    CBK      55,403        74,093        (18,690

NGN

     Sell    08/02/17    CBK      67,713        90,556        (22,843

NZD

     Buy    09/20/17    ANZ      636,231        652,761        16,530  

NZD

     Buy    09/20/17    CIBC      636,806        652,761        15,955  

NZD

     Buy    09/20/17    ANZ      212,632        221,339        8,707  

NZD

     Sell    09/20/17    CIBC      107,598        110,294        (2,696

NZD

     Sell    09/20/17    ANZ      108,232        111,044        (2,812


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

NZD

     Sell    09/20/17    ANZ    $     1,254,166      $         1,305,522      $         (51,356

PEN

     Buy    09/20/17    DEUT      2,460,387        2,493,705        33,318  

PEN

     Buy    09/20/17    GSC      1,140,458        1,146,902        6,444  

PEN

     Buy    09/20/17    BNP      92,525        93,656        1,131  

PEN

     Buy    09/20/17    GSC      197,750        198,060        310  

PEN

     Buy    09/20/17    DEUT      507,692        506,663        (1,029

PEN

     Sell    09/20/17    DEUT      1,057,654        1,071,976        (14,322

PHP

     Buy    09/20/17    UBS      19,117        19,182        65  

PHP

     Buy    09/20/17    DEUT      956,382        940,893        (15,489

PHP

     Sell    09/20/17    DEUT      508,764        500,524        8,240  

PLN

     Buy    08/14/17    BCLY      1,385,265        1,455,858        70,593  

PLN

     Buy    09/20/17    BCLY      4,348,871        4,527,504        178,633  

PLN

     Buy    09/20/17    MSC      634,846        666,055        31,209  

PLN

     Buy    09/20/17    DEUT      477,552        498,081        20,529  

PLN

     Buy    09/20/17    CBK      468,166        488,348        20,182  

PLN

     Buy    09/20/17    BCLY      432,527        446,354        13,827  

PLN

     Buy    09/20/17    BNP      190,773        197,453        6,680  

PLN

     Buy    09/20/17    BOA      875,919        878,247        2,328  

PLN

     Buy    09/20/17    JPM      161,800        164,080        2,280  

PLN

     Buy    09/20/17    BOA      116,101        118,193        2,092  

PLN

     Buy    01/25/18    DEUT      739,395        749,404        10,009  

PLN

     Sell    08/14/17    BCLY      896,926        1,012,009        (115,083

PLN

     Sell    09/20/17    CBK      457,596        463,040        (5,444

PLN

     Sell    09/20/17    GSC      1,133,863        1,147,172        (13,309

PLN

     Sell    09/20/17    JPM      718,610        741,143        (22,533

PLN

     Sell    09/20/17    BCLY      718,846        748,373        (29,527

RON

     Buy    09/20/17    GSC      2,449,507        2,584,967        135,460  

RON

     Buy    09/20/17    JPM      105,951        110,469        4,518  

RON

     Buy    09/20/17    JPM      57,667        59,784        2,117  

RON

     Sell    09/20/17    CBK      276,974        291,117        (14,143

RON

     Sell    09/20/17    CBK      428,981        451,232        (22,251

RUB

     Buy    09/20/17    CBK      1,136,523        1,144,859        8,336  

RUB

     Buy    09/20/17    BCLY      229,035        231,312        2,277  

RUB

     Buy    09/20/17    JPM      210,440        212,645        2,205  

RUB

     Buy    09/20/17    BCLY      311,325        312,977        1,652  

RUB

     Buy    09/20/17    DEUT      261,716        262,455        739  

RUB

     Buy    09/20/17    BCLY      125,427        126,098        671  

RUB

     Buy    09/20/17    DEUT      121,828        122,424        596  

RUB

     Buy    09/20/17    JPM      79,201        78,769        (432

RUB

     Buy    09/20/17    MSC      257,796        248,307        (9,489

RUB

     Buy    09/20/17    MSC      258,489        248,307        (10,182

RUB

     Sell    09/20/17    CBK      830,400        799,629        30,771  

RUB

     Sell    09/20/17    MSC      255,594        245,526        10,068  

RUB

     Sell    09/20/17    MSC      262,746        252,857        9,889  

RUB

     Sell    09/20/17    MSC      254,892        245,510        9,382  

RUB

     Sell    09/20/17    DEUT      311,551        302,172        9,379  

RUB

     Sell    09/20/17    BCLY      274,985        272,963        2,022  

RUB

     Sell    09/20/17    BCLY      179,644        177,877        1,767  

RUB

     Sell    09/20/17    GSC      145,382        144,301        1,081  

RUB

     Sell    09/20/17    GSC      87,193        86,581        612  

RUB

     Sell    09/20/17    GSC      87,055        86,581        474  

RUB

     Sell    09/20/17    GSC      86,465        86,581        (116

RUB

     Sell    09/20/17    GSC      86,363        86,580        (217

RUB

     Sell    09/20/17    BCLY      86,053        86,581        (528

RUB

     Sell    09/20/17    CBK      404,081        409,636        (5,555

SGD

     Sell    09/20/17    JPM      61,533        62,770        (1,237

SGD

     Sell    09/20/17    CSFB      433,051        443,077        (10,026

SGD

     Sell    09/20/17    BNP      433,034        443,077        (10,043

SGD

     Sell    09/20/17    CSFB      927,312        945,230        (17,918

THB

     Buy    09/20/17    JPM      3,235,180        3,298,959        63,779  

THB

     Buy    09/20/17    JPM      838,810        855,498        16,688  

THB

     Buy    09/20/17    DEUT      539,532        547,687        8,155  

THB

     Buy    09/20/17    JPM      357,043        364,023        6,980  

THB

     Buy    09/20/17    JPM      250,867        256,710        5,843  

THB

     Buy    09/20/17    JPM      67,431        68,837        1,406  

THB

     Buy    09/20/17    BCLY      142,669        143,084        415  


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

THB

     Sell    09/20/17    CBK    $ 74,853      $ 76,502      $ (1,649

THB

     Sell    09/20/17    BCLY      434,729        445,514        (10,785

THB

     Sell    09/20/17    JPM      730,696        746,682        (15,986

THB

     Sell    09/20/17    CBK      671,366        688,577        (17,211

TRY

     Buy    09/20/17    UBS      5,602,363        5,671,895        69,532  

TRY

     Buy    09/20/17    JPM      344,616        356,697        12,081  

TRY

     Buy    09/20/17    BNP      172,948        177,929        4,981  

TRY

     Buy    09/20/17    BOA      164,610        166,458        1,848  

TRY

     Buy    09/20/17    JPM      131,230        132,887        1,657  

TRY

     Buy    09/20/17    CBK      79,282        79,732        450  

TRY

     Buy    02/20/18    DEUT      9,172        8,849        (323

TRY

     Buy    02/20/18    BOA      34,208        32,982        (1,226

TRY

     Buy    02/20/18    HSBC      145,616        140,508        (5,108

TRY

     Sell    09/20/17    HSBC      363,937        377,399        (13,462

TRY

     Sell    09/20/17    UBS      1,204,809        1,219,762        (14,953

TRY

     Sell    09/20/17    CBK      1,985,458        2,016,805        (31,347

TRY

     Sell    01/18/18    DEUT      204,658        205,807        (1,149

TRY

     Sell    02/20/18    DEUT      190,652        182,339        8,313  

TWD

     Sell    09/20/17    DEUT      845,950        849,385        (3,435

UYU

     Buy    09/20/17    JPM      155,072        158,772        3,700  

ZAR

     Buy    08/24/17    JPM      329,634        327,098        (2,536

ZAR

     Buy    09/20/17    JPM      205,089        209,920        4,831  

ZAR

     Buy    09/20/17    BNP      171,246        173,879        2,633  

ZAR

     Buy    09/20/17    CBK      64,716        67,039        2,323  

ZAR

     Buy    09/20/17    BOA      7,132        7,148        16  

ZAR

     Buy    09/20/17    DEUT      96,015        95,554        (461

ZAR

     Buy    09/20/17    CBK      68,193        67,416        (777

ZAR

     Buy    09/20/17    JPM      115,686        113,612        (2,074

ZAR

     Buy    09/20/17    CBK      146,947        144,386        (2,561

ZAR

     Buy    09/20/17    JPM      343,258        337,828        (5,430

ZAR

     Buy    09/20/17    GSC      6,297,297        6,154,641        (142,656

ZAR

     Sell    08/24/17    JPM      212,108        217,562        (5,454

ZAR

     Sell    09/20/17    GSC      5,245,695        5,126,861        118,834  

ZAR

     Sell    09/20/17    DEUT      353,795        349,189        4,606  

ZAR

     Sell    09/20/17    UBS      275,036        272,971        2,065  

ZAR

     Sell    09/20/17    BNP      28,517        28,065        452  

ZAR

     Sell    09/20/17    BNP      22,275        21,971        304  

ZAR

     Sell    09/20/17    DEUT      16,383        16,101        282  

ZAR

     Sell    09/20/17    DEUT      91,389        91,793        (404

ZAR

     Sell    09/20/17    CBK      134,964        135,883        (919

ZAR

     Sell    09/20/17    CBK      134,367        135,507        (1,140

ZAR

     Sell    09/20/17    MSC      293,242        298,779        (5,537

ZAR

     Sell    12/29/17    DEUT      726,858        719,447        7,411  
                   

 

 

 

Total

 

   $         (878,132
                   

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Counterparty Abbreviations:   
ANZ    Australia and New Zealand Banking Group   
BCLY    Barclays   
BNP    BNP Paribas Securities Services   
BOA    Banc of America Securities LLC   
CBK    Citibank NA   
CIB    Credit Agricole   
CIBC    Canadian Imperial Bank of Commerce   
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.   


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

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   
CNH    Chinese Renminbi   
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   
TWD    Taiwanese Dollar   
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   
PJSC    Private Joint Stock Company   
PRIBOR    Prague Interbank Offered Rate   
TIIE    Interbank Equilibrium Interest Rate   
WIBOR    Warsaw Interbank Offered Rate   


 

 The Hartford Emerging Markets Local Debt Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

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

 

 

    

 

 

    

 

 

    

 

 

 

Assets

           

Corporate Bonds

   $         24,243,310       $ —       $         24,243,310       $ —   

Foreign Government Obligations

     79,486,948         —         79,486,948         —   

U.S. Government Securities

     1,994,441         —         1,994,441         —   

Short-Term Investments

     9,905,302         9,905,302         —         —   

Purchased Options

     322,297         —         322,297         —   

Foreign Currency Contracts(2)

     5,482,818         —         5,482,818         —   

Futures Contracts(2)

     11,191         11,191         —         —   

Swaps - Cross Currency(2)

     143,005         —         143,005         —   

Swaps - Interest Rate(2)

     106,295         —         106,295         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 121,695,607       $ 9,916,493       $ 111,779,114       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (6,360,950)      $ —       $ (6,360,950)      $ —   

Swaps - Cross Currency(2)

     (145,425)        —         (145,425)        —   

Swaps - Interest Rate(2)

     (122,575)        —         (122,575)        —   

Written Options

     (236,421)        —         (236,421)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (6,865,371)      $ —       $ (6,865,371)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

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


 

 Hartford Environmental Opportunities Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 

Common Stocks - 98.7%

     
       Austria - 4.4%  
 

4,237

     Mayr Melnhof Karton AG    $        559,258  
 

47,023

     Zumtobel Group AG         931,126  
            

 

 

 
               1,490,384  
            

 

 

 
       Brazil - 2.3%  
 

234,900

     Cia de Saneamento do Parana (Preference Shares)         798,480  
            

 

 

 
       Canada - 2.2%  
 

42,498

     Boralex, Inc. Class A         759,118  
            

 

 

 
       China - 4.9%  
 

1,390,997

     China Longyuan Power Group Corp. Ltd. Class H         1,017,286  
 

2,200,000

     Huaneng Renewables Corp. Ltd. Class H         669,703  
            

 

 

 
               1,686,989  
            

 

 

 
       France - 6.5%  
 

15,513

     Cie de Saint-Gobain         860,765  
 

30,467

     Rexel S.A.         482,459  
 

48,263

     Suez Environnement Co.         872,655  
            

 

 

 
               2,215,879  
            

 

 

 
       Germany - 5.1%  
 

20,957

     Innogy SE(1)         880,192  
 

6,430

     Siemens AG         872,561  
            

 

 

 
               1,752,753  
            

 

 

 
       Japan - 10.1%  
 

6,410

     Daikin Industries Ltd.         678,648  
 

36,300

     Fujitsu General Ltd.         766,231  
 

25,155

     Kyudenko Corp.         948,784  
 

15,800

     Park24 Co., Ltd.         399,863  
 

36,045

     Sekisui Chemical Co., Ltd.         663,961  
            

 

 

 
               3,457,487  
            

 

 

 
       Norway - 2.1%  
 

49,117

     Tomra Systems ASA         698,115  
            

 

 

 
       Spain - 3.4%  
 

146,322

     Iberdrola S.A.         1,153,447  
            

 

 

 
       Sweden - 4.3%  
 

26,673

     Electrolux AB Series B         912,096  
 

58,791

     Nibe Industrier AB Class B         560,519  
            

 

 

 
               1,472,615  
            

 

 

 
       Switzerland - 2.1%  
 

30,598

     ABB Ltd.         716,798  
            

 

 

 
       United Kingdom - 2.3%  
 

8,647

     Delphi Automotive plc         781,862  
            

 

 

 
       United States - 49.0%  
 

25,983

     8Point3 Energy Partners L.P.         383,249  
 

32,348

     Advanced Emissions Solutions, Inc.         347,741  
 

8,984

     American Water Works Co., Inc.         728,602  
 

8,089

     Applied Materials, Inc.         358,424  
 

17,845

     AquaVenture Holdings Ltd.*         285,342  
 

23,747

     Avangrid, Inc.         1,078,589  
 

17,467

     Clean Harbors, Inc.*         992,126  
 

9,830

     Eaton Corp. plc         769,197  
 

7,416

     Edison International         583,491  
 

11,136

     First Solar, Inc.*         549,116  
 

35,402

     Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT         823,096  
 

5,190

     Hubbell, Inc. Class B         616,520  
 

5,346

     Illinois Tool Works, Inc.         752,236  
 

19,947

     Itron, Inc.*         1,456,131  
 

15,562

     Johnson Controls International plc         606,140  
 

69,335

     Mueller Water Products, Inc. Class A         804,286  
 

6,590

     NextEra Energy, Inc.         962,733  


 

 Hartford Environmental Opportunities Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

 

13,862

     Owens Corning    $      929,447  
 

14,642

     Pattern Energy Group, Inc.         367,514  
 

12,252

     Pentair plc         772,734  
 

4,533

     Rogers Corp.*         534,758  
 

11,275

     Waste Management, Inc.         847,316  
 

7,711

     Watts Water Technologies, Inc. Class A         496,588  
 

11,949

     Xylem, Inc.         677,867  
            

 

 

 
               16,723,243  
            

 

 

 
       Total Common Stocks
(cost $28,026,965)
   $      33,707,170  
            

 

 

 
       Total Long-Term Investments
(cost $28,026,965)
   $      33,707,170  
            

 

 

 

Short-Term Investments - 0.4%

     
       Other Investment Pools & Funds - 0.4%      
 

152,414

     BlackRock Liquidity Funds TempFund Portfolio, Institutional Class         152,414  
            

 

 

 
       Total Short-Term Investments
    (cost $152,414)
   $      152,414  
            

 

 

 
       Total Investments
    (cost $28,179,379)^
   99.1%  $      33,859,584  
       Other Assets and Liabilities    0.9%          297,841  
            

 

 

 
       Total Net Assets    100.0%  $            34,157,425  
            

 

 

 

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

   $          6,091,727  

Unrealized Depreciation

        (411,522
     

 

 

 

Net Unrealized Appreciation

   $          5,680,205  
     

 

 

 

 

* 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 July 31, 2017, the aggregate value of this security was $880,192, which represented 2.6% of total net assets.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Other Abbreviations:   
REIT    Real Estate Investment Trust   


 

 Hartford Environmental Opportunities Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

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

 

 

    

 

 

    

 

 

    

 

 

 

Assets

           

Common Stocks

           

Austria

   $ 1,490,384        $ 559,258        $ 931,126        $ —    

Brazil

     798,480          798,480          —          —    

Canada

     759,118          759,118          —          —    

China

     1,686,989          —          1,686,989          —    

France

     2,215,879          —          2,215,879          —    

Germany

     1,752,753          —          1,752,753          —    

Japan

     3,457,487          —          3,457,487          —    

Norway

     698,115          —          698,115          —    

Spain

     1,153,447          —          1,153,447          —    

Sweden

     1,472,615          —          1,472,615          —    

Switzerland

     716,798          —          716,798          —    

United Kingdom

     781,862          781,862          —          —    

United States

     16,723,243          16,723,243          —          —    

Short-Term Investments

     152,414          152,414          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         33,859,584        $         19,774,375        $         14,085,209        $             —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2017, investments valued at $21,245 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $474,956 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and there were no transfers in and out of Level 3.

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


 

 The Hartford Equity Income Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

Shares or Principal Amount

         

Market Value

 

Common Stocks - 97.0%

     
     Banks - 13.9%  
 

934,630

   BB&T Corp.    $        44,226,692  
 

1,735,320

   JP Morgan Chase & Co.         159,302,376  
 

468,105

   M&T Bank Corp.         76,371,331  
 

914,995

   PNC Financial Services Group, Inc.         117,851,356  
 

893,440

   US Bancorp         47,155,763  
 

2,585,550

   Wells Fargo & Co.         139,464,567  
          

 

 

 
             584,372,085  
          

 

 

 
     Capital Goods - 8.9%  
 

229,478

   3M Co.         46,164,089  
 

427,417

   Caterpillar, Inc.         48,704,167  
 

850,106

   Eaton Corp. plc         66,520,795  
 

2,539,220

   General Electric Co.         65,029,424  
 

437,782

   Honeywell International, Inc.         59,590,886  
 

251,300

   Raytheon Co.         43,165,801  
 

355,830

   United Technologies Corp.         42,190,763  
          

 

 

 
             371,365,925  
          

 

 

 
     Consumer Durables & Apparel - 1.2%  
 

841,700

   VF Corp.         52,345,323  
          

 

 

 
     Diversified Financials - 3.6%      
 

152,335

   BlackRock, Inc.         64,975,448  
 

1,376,120

   Invesco Ltd.         47,847,692  
 

854,215

   Thomson Reuters Corp.         39,199,926  
          

 

 

 
             152,023,066  
          

 

 

 
     Energy - 11.3%  
 

1,708,700

   Canadian Natural Resources Ltd.         52,286,220  
 

925,950

   Chevron Corp.         101,104,481  
 

310,220

   Enbridge, Inc.         12,861,721  
 

743,073

   Exxon Mobil Corp.         59,475,563  
 

616,283

   Kinder Morgan, Inc.         12,590,662  
 

739,855

   Occidental Petroleum Corp.         45,819,220  
 

569,980

   Phillips 66         47,735,825  
 

2,625,923

   Suncor Energy, Inc.         85,657,608  
 

1,101,220

   TransCanada Corp.         56,264,459  
          

 

 

 
             473,795,759  
          

 

 

 
     Food & Staples Retailing - 0.6%  
 

307,300

   Wal-Mart Stores, Inc.         24,580,927  
          

 

 

 
     Food, Beverage & Tobacco - 6.9%      
 

864,302

   British American Tobacco plc         53,764,543  
 

246,740

   Diageo plc ADR         32,216,842  
 

532,405

   Kraft Heinz Co.         46,564,141  
 

326,300

   PepsiCo, Inc.         38,049,843  
 

1,015,021

   Philip Morris International, Inc.         118,463,101  
          

 

 

 
             289,058,470  
          

 

 

 
     Health Care Equipment & Services - 1.9%  
 

743,849

   Abbott Laboratories         36,582,494  
 

555,325

   Cardinal Health, Inc.         42,904,409  
          

 

 

 
             79,486,903  
          

 

 

 
     Household & Personal Products - 2.3%  
 

1,637,900

   Unilever N.V.         95,276,643  
          

 

 

 
     Insurance - 8.0%  
 

622,700

   Chubb Ltd.         91,200,642  
 

1,503,650

   Marsh & McLennan Cos., Inc.         117,239,590  
 

1,247,138

   MetLife, Inc.         68,592,590  
 

895,300

   Principal Financial Group, Inc.         59,761,275  
          

 

 

 
             336,794,097  
          

 

 

 
     Materials - 2.9%  
 

1,177,810

   Dow Chemical Co.         75,662,514  


 

 The Hartford Equity Income Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

 

851,200

   International Paper Co.    $        46,798,976  
          

 

 

 
             122,461,490  
          

 

 

 
     Pharmaceuticals, Biotechnology & Life Sciences - 12.4%  
 

133,400

   Amgen, Inc.         23,279,634  
 

774,110

   Bristol-Myers Squibb Co.         44,046,859  
 

574,700

   Eli Lilly & Co.         47,504,702  
 

968,850

   Johnson & Johnson         128,585,772  
 

1,331,519

   Merck & Co., Inc.         85,057,434  
 

646,375

   Novartis AG         55,056,745  
 

2,653,846

   Pfizer, Inc.         88,001,533  
 

190,591

   Roche Holding AG         48,251,787  
          

 

 

 
             519,784,466  
          

 

 

 
     Retailing - 2.0%  
 

432,848

   Home Depot, Inc.         64,754,061  
 

410,323

   L Brands, Inc.         19,034,884  
          

 

 

 
             83,788,945  
          

 

 

 
     Semiconductors & Semiconductor Equipment - 5.5%  
 

931,190

   Analog Devices, Inc.         73,573,322  
 

2,322,440

   Intel Corp.         82,376,947  
 

832,736

   Maxim Integrated Products, Inc.         37,839,524  
 

665,493

   QUALCOMM, Inc.         35,397,572  
          

 

 

 
             229,187,365  
          

 

 

 
     Software & Services - 3.0%  
 

1,716,936

   Microsoft Corp.         124,821,247  
          

 

 

 
     Technology Hardware & Equipment - 2.6%  
 

3,496,650

   Cisco Systems, Inc.         109,969,642  
          

 

 

 
     Telecommunication Services - 2.2%  
 

1,035,740

   BCE, Inc.         48,615,604  
 

889,274

   Verizon Communications, Inc.         43,040,862  
          

 

 

 
             91,656,466  
          

 

 

 
     Transportation - 1.7%  
 

681,410

   Union Pacific Corp.         70,157,974  
          

 

 

 
     Utilities - 6.1%  
 

752,810

   Dominion Energy, Inc.         58,101,876  
 

205,230

   Duke Energy Corp.         17,469,178  
 

791,340

   Eversource Energy         48,105,558  
 

318,540

   NextEra Energy, Inc.         46,535,509  
 

427,500

   Sempra Energy         48,311,775  
 

762,240

   Xcel Energy, Inc.         36,061,574  
          

 

 

 
             254,585,470  
          

 

 

 
     Total Common Stocks
    (cost $3,088,565,155)
   $        4,065,512,263  
          

 

 

 
     Total Long-Term Investments
    (cost $3,088,565,155)
   $        4,065,512,263  
          

 

 

 

Short-Term Investments - 2.2%

     
     Other Investment Pools & Funds - 2.2%  
 

90,597,283

   Morgan Stanley Institutional Liquidity Funds, Institutional Class         90,597,283  
          

 

 

 
     Total Short-Term Investments
    (cost $90,597,283)
   $        90,597,283  
          

 

 

 


 

 The Hartford Equity Income Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

     Total Investments
    (cost $3,179,162,438)^
     99.2%      $       4,156,109,546  
     Other Assets and Liabilities      0.8%          34,713,932  
       

 

 

      

 

 

 
     Total Net Assets      100.0%      $           4,190,823,478  
       

 

 

      

 

 

 

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

   $         1,008,361,096  

Unrealized Depreciation

       (31,413,988)  
    

 

 

 

Net Unrealized Appreciation

   $     976,947,108  
    

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Other Abbreviations:   
ADR    American Depositary Receipt   


 

 The Hartford Equity Income Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

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

Assets

           

Common Stocks

           

Banks

   $       584,372,085       $       584,372,085       $ —       $       —   

Capital Goods

     371,365,925         371,365,925         —         —   

Consumer Durables & Apparel

     52,345,323         52,345,323         —         —   

Diversified Financials

     152,023,066         152,023,066         —         —   

Energy

     473,795,759         473,795,759         —         —   

Food & Staples Retailing

     24,580,927         24,580,927         —         —   

Food, Beverage & Tobacco

     289,058,470         235,293,927         53,764,543         —   

Health Care Equipment & Services

     79,486,903         79,486,903         —         —   

Household & Personal Products

     95,276,643         95,276,643         —         —   

Insurance

     336,794,097         336,794,097         —         —   

Materials

     122,461,490         122,461,490         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     519,784,466         416,475,934         103,308,532         —   

Retailing

     83,788,945         83,788,945         —         —   

Semiconductors & Semiconductor Equipment

     229,187,365         229,187,365         —         —   

Software & Services

     124,821,247         124,821,247         —         —   

Technology Hardware & Equipment

     109,969,642         109,969,642         —         —   

Telecommunication Services

     91,656,466         91,656,466         —         —   

Transportation

     70,157,974         70,157,974         —         —   

Utilities

     254,585,470         254,585,470         —         —   

Short-Term Investments

     90,597,283         90,597,283         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

     $      4,156,109,546       $       3,999,036,471       $       157,073,075       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount

          Market Value  

Corporate Bonds - 6.1%

     
        Advertising - 0.1%      
        Acosta, Inc.      
$   

        5,000,000

         7.75%, 10/01/2022(1)    $        3,775,000  
             

 

 

 
        Agriculture - 0.1%      
        Kernel Holding S.A.      
  

5,320,000

         8.75%, 01/31/2022(1)         5,793,480  
             

 

 

 
        Biotechnology - 0.2%      
        Sterigenics-Nordion Topco LLC (cash)
     
  

6,250,000

         8.13%, 11/01/2021(1)(2)         6,406,250  
             

 

 

 
        Coal - 0.2%      
        Foresight Energy LLC / Foresight Energy Finance Corp.
     
  

4,585,000

         11.50%, 04/01/2023(1)         4,321,362  
        Peabody Energy Corp.
     
  

4,000,000

         6.00%, 03/31/2022(1)         4,080,000  
             

 

 

 
                8,401,362  
             

 

 

 
        Commercial Banks - 2.3%      
        Access Bank plc
     
  

4,050,000

         9.25%, 06/24/2021(1)(3)         4,040,685  
        Banco Bilbao Vizcaya Argentaria S.A.
     

EUR

  

6,400,000

         7.00%, 02/19/2019(3)(4)(5)         7,955,138  
        Banco do Brasil S.A.
     

$

  

4,000,000

         9.00%, 06/18/2024(3)(4)(5)         4,148,800  
        Banco Santander S.A.
     

EUR

  

4,000,000

         6.25%, 03/12/2019(3)(4)(5)         4,937,035  
        Barclays plc
     

$

  

5,000,000

         8.25%, 12/15/2018(3)(4)         5,313,500  
        Caixa Geral de Depositos S.A.
     

EUR

  

4,000,000

         10.75%, 03/30/2022(3)(4)(5)         5,019,314  
        Credit Agricole S.A.      

$

  

7,600,000

         6.63%, 09/23/2019(1)(3)(4)         7,975,744  
  

2,150,000

         7.88%, 01/23/2024(1)(3)(4)         2,425,243  
        Credit Suisse Group AG
     
  

5,000,000

         7.50%, 12/11/2023(1)(3)(4)         5,687,500  
        CYBG plc
     

GBP

  

4,000,000

         6.25%, 12/29/2049(3)(4)(5)         5,290,796  
        Deutsche Bank AG
     

$

  

4,000,000

         7.50%, 04/30/2025(3)(4)         4,172,480  
        HSBC Holdings plc
     
  

5,220,000

         6.38%, 03/30/2025(3)(4)         5,604,975  
        ING Groep N.V.
     
  

5,000,000

         6.50%, 04/16/2025(3)(4)         5,412,750  
        Royal Bank of Scotland Group plc
     
  

5,060,000

         8.63%, 08/15/2021(3)(4)         5,588,163  
        Societe Generale S.A.
     
  

10,915,000

         6.00%, 01/27/2020(1)(3)(4)         11,151,637  
        Standard Chartered plc
     
  

5,000,000

         7.75%, 04/02/2023(1)(3)(4)         5,487,500  
        UBS Group AG
     
  

5,000,000

         7.13%, 02/19/2020(3)(4)(5)         5,356,250  
             

 

 

 
                95,567,510  
             

 

 

 
        Commercial Services - 0.1%      
        Brand Energy & Infrastructure Services, Inc.
     
  

2,730,000

         8.50%, 07/15/2025(1)         2,907,450  
             

 

 

 
        Electric - 0.1%      
        GenOn Energy, Inc.
     
  

3,465,000

         7.88%, 06/15/2017(6)(7)         2,330,213  
             

 

 

 
        Energy-Alternate Sources - 0.1%      
        Greenko Dutch B.V.
     
  

3,825,000

         5.25%, 07/24/2024(1)         3,821,175  
             

 

 

 


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

        Entertainment - 0.1%      
        Codere Finance 2 Luxembourg S.A.
     

$

  

5,750,000

         7.63%, 11/01/2021(1)    $        5,692,500  
             

 

 

 
        Food - 0.4%      
        Iceland Bondco plc
     

GBP

  

4,251,098

         4.55%, 07/15/2020(1)(3)         5,609,013  
        MARB BondCo plc
     

$

  

7,835,000

         7.00%, 03/15/2024(1)         7,762,918  
        Marfrig Holdings Europe B.V.
     
   4,000,000          8.00%, 06/08/2023(5)         4,155,000  
             

 

 

 
        17,526,931  
             

 

 

 
        Household Products - 0.2%      
        Revlon Consumer Products Corp.
     
   10,000,000          5.75%, 02/15/2021         8,300,000  
             

 

 

 
        Iron/Steel - 0.1%      
        Koks OAO Via Koks Finance DAC
     
   4,870,000          7.50%, 05/04/2022(1)         5,018,321  
             

 

 

 
        Lodging - 0.3%      
        Chester Downs & Marina LLC / Chester Downs Finance Corp.
     
   10,524,000          9.25%, 02/01/2020(1)         10,839,720  
             

 

 

 
        Machinery - Construction & Mining - 0.1%      
        BlueLine Rental Finance Corp. / BlueLine Rental LLC
     
   4,870,000          9.25%, 03/15/2024(1)         5,283,950  
             

 

 

 
        Machinery-Diversified - 0.1%      
        Cloud Crane LLC
     
   2,625,000          10.13%, 08/01/2024(1)         2,953,125  
             

 

 

 
        Oil & Gas - 1.0%      
        Denbury Resources, Inc.
     
   8,000,000          9.00%, 05/15/2021(1)         7,620,000  
        Ensco plc
     
   6,000,000          4.50%, 10/01/2024         4,573,140  
        KCA Deutag UK Finance plc
     
   3,065,000          7.25%, 05/15/2021(1)         2,865,775  
     MEG Energy Corp.  
   4,000,000          6.38%, 01/30/2023(1)         3,350,000  
   7,230,000          6.50%, 01/15/2025(1)         6,995,025  
        Nostrum Oil & Gas Finance B.V.
     
   5,130,000          8.00%, 07/25/2022(1)         5,157,702  
        Permian Resources LLC / AEPB Finance Corp.
     
   8,100,000          7.81%, 08/01/2019(1)(3)         7,533,000  
        Shelf Drilling Holdings Ltd.
     
   5,902,833          9.50%, 11/02/2020(1)         5,814,291  
             

 

 

 
        43,908,933  
             

 

 

 
        Pharmaceuticals - 0.2%      
        Endo Finance LLC / Endo Finco, Inc.
     
   4,000,000          7.25%, 01/15/2022(1)         3,940,000  
        Valeant Pharmaceuticals International, Inc.
     
   6,493,000          6.75%, 08/15/2018(1)         6,501,116  
             

 

 

 
        10,441,116  
             

 

 

 
        Pipelines - 0.0%      
        NGPL PipeCo LLC
     
   1,265,000          4.38%, 08/15/2022(1)         1,301,369  
             

 

 

 
        Telecommunications - 0.1%      
        Liquid Telecommunications Financing plc
     
   5,000,000          8.50%, 07/13/2022(1)         5,101,470  
             

 

 

 
        Transportation - 0.3%      
        Hertz Corp.
     
   7,320,000          7.63%, 06/01/2022(1)         7,246,800  


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

        Rumo Luxembourg S.a.r.l.
     

$

   6,580,000          7.38%, 02/09/2024(1)      $        6,842,542  
             

 

 

 
                14,089,342  
             

 

 

 
        Total Corporate Bonds
    (cost $252,467,216)
     $        259,459,217  
             

 

 

 

Senior Floating Rate Interests - 93.5%(8)

 

        Advertising - 0.8%      
        Acosta Holdco, Inc.
     
   36,690,422          4.48%, 09/26/2021      $        33,372,874  
             

 

 

 
        Aerospace/Defense - 2.4%      
        Fly Funding II S.a.r.l.
     
   7,764,246          3.43%, 02/09/2023         7,773,951  
        MacDonald, Dettwiler and Associates Ltd.
     
   41,235,000          0.00%, 07/06/2024(9)         41,226,341  
     TransDigm, Inc.  
   36,132,132          4.23%, 06/09/2023         36,297,617  
   14,678,726          4.26%, 05/14/2022         14,737,441  
             

 

 

 
        100,035,350  
             

 

 

 
        Agriculture - 0.1%      
        Pinnacle Operating Corp.
     
   3,869,813          8.48%, 11/15/2021         3,574,740  
             

 

 

 
        Airlines - 0.7%      
        American Airlines, Inc.
     
   29,700,000          3.73%, 04/28/2023         29,833,650  
             

 

 

 
        Auto Manufacturers - 0.4%      
        Jaguar Holding Co.
     
   15,632,299          4.02%, 08/18/2022         15,733,909  
             

 

 

 
        Auto Parts & Equipment - 0.5%      
        USI, Inc.
     
   20,140,000          4.18%, 05/16/2024         20,077,163  
             

 

 

 
        Beverages - 0.3%      
        Jacobs Douwe Egberts International B.V.
     
   12,623,458          3.44%, 07/02/2022         12,660,319  
             

 

 

 
        Biotechnology - 0.7%      
        Sterigenics-Nordion Holdings LLC
     
   27,704,613          4.23%, 05/15/2022         27,692,977  
             

 

 

 
        Chemicals - 0.9%      
        Axalta Coating Systems U.S. Holdings, Inc.
     
   9,825,000          3.30%, 06/01/2024         9,862,826  
        Chemours Co.
     
   13,742,531          3.73%, 05/12/2022         13,834,194  
        Diamond (BC) B.V.      
   12,905,000          0.00%, 07/12/2024(9)         12,915,711  

EUR

   3,075,000          0.00%, 07/25/2024(9)         3,656,422  
             

 

 

 
        40,269,153  
             

 

 

 
        Coal - 0.9%      
        Arch Coal, Inc.
     

$

   11,635,838          5.23%, 03/07/2024         11,726,015  
     Ascent Resources - Marcellus LLC      
   15,944,225          5.47%, 08/04/2020         9,752,604  
   1,835,000          8.72%, 08/04/2021         130,744  
        Foresight Energy LLC
     
   18,882,675          7.05%, 03/28/2022         18,198,178  
             

 

 

 
        39,807,541  
             

 

 

 
        Commercial Services - 7.4%      
        Allied Universal Holdco LLC
     
   15,102,788          5.05%, 07/28/2022         15,116,985  
        Ascend Learning LLC
     
   5,310,000          4.53%, 07/12/2024         5,351,471  
     Brickman Group Ltd. LLC      
   32,672,611          4.23%, 12/18/2020         32,807,549  


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

$

   5,576,011          7.73%, 12/17/2021      $        5,587,609  
        Brock Holdings III, Inc.
     
   2,898,000          11.50%, 03/16/2018         2,840,040  
        Camelot UK Holdco Ltd.
     
   14,302,105          4.73%, 10/03/2023         14,455,853  
     Capital Automotive L.P.  
   3,645,000          4.24%, 03/24/2024         3,678,716  
   6,570,000          7.24%, 03/24/2025         6,672,689  
        Clean Harbors, Inc.
     
   7,540,000          3.23%, 06/27/2024         7,565,108  
        Constellis Holdings LLC
     
   5,000,000          10.30%, 04/21/2025         4,943,750  
        DigitalGlobe, Inc.
     
   4,577,000          3.98%, 01/15/2024         4,579,884  
        KAR Auction Services, Inc.
     
   3,537,813          3.81%, 03/09/2023         3,558,438  
        ON Assignment, Inc.
     
   10,109,497          3.48%, 06/03/2022         10,172,681  
        PSAV Holdings LLC
     
   32,156,696          4.70%, 04/27/2024         32,357,676  
        Quikrete Holdings, Inc.
     
   17,919,975          3.98%, 11/15/2023         17,976,960  
        Russell Investment Group
     
   9,678,156          6.97%, 06/01/2023         9,793,132  
        ServiceMaster Co.
     
   32,880,062          3.73%, 11/08/2023         33,028,022  
        Team Health Holdings, Inc.
     
   15,950,025          3.98%, 02/06/2024         15,885,268  
        Techem GmbH
     

EUR

   12,000,000          0.00%, 07/31/2024(9)         14,321,097  
        Tempo Acquisition LLC
     

$

   39,680,000          4.23%, 05/01/2024         39,985,933  
        Trans Union LLC
     
   17,216,225          3.73%, 04/09/2023         17,241,705  
        Xerox Business Services LLC
     
   15,109,075          5.23%, 12/07/2023         15,282,829  
             

 

 

 
        313,203,395  
             

 

 

 
        Construction Materials - 0.2%  
        Summit Materials Cos. I LLC
     
   8,597,764          3.98%, 07/17/2022         8,665,858  
             

 

 

 
        Distribution/Wholesale - 1.7%  
        FPC Holdings, Inc.
     
   4,262,944          5.30%, 11/19/2019         4,220,315  
        Nexeo Solutions LLC
     
   16,043,281          5.02%, 06/09/2023         16,250,559  
     PowerTeam Services LLC  
   16,123,070          4.55%, 05/06/2020         16,062,609  
   2,665,000          8.55%, 11/06/2020         2,655,006  
        Univar, Inc.
     
   31,459,991          3.98%, 07/01/2022         31,617,291  
             

 

 

 
        70,805,780  
             

 

 

 
        Diversified Financial Services - 3.9%  
        Accudyne Industries LLC
     
   4,667,277          4.23%, 12/13/2019         4,665,596  
        AlixPartners LLP
     
   16,977,450          4.30%, 04/04/2024         17,102,065  
        Chemours Co.
     

EUR

   6,947,588          3.00%, 05/12/2022         8,282,129  
        Constellis Holdings LLC
     

$

   10,000,000          6.30%, 04/21/2024         9,887,500  
     EVO Payments International LLC  
   15,127,088          6.24%, 12/22/2023         15,268,980  
   2,150,000          10.24%, 11/15/2024         2,160,750  


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

        Focus Financial Partners LLC
     

$

   4,655,000          4.55%, 07/03/2024      $        4,701,550  
        Fortress Investment Group LLC
     
   11,480,000          1.38%, 06/14/2022         11,616,382  
        NAB Holdings LLC
     
   8,880,000          4.80%, 07/01/2024         8,913,300  
        NFP Corp.
     
   5,295,125          4.80%, 01/08/2024         5,322,713  
        NN, Inc.
     
   4,643,100          4.98%, 03/22/2021         4,637,296  
        RP Crown Parent LLC
     
   13,477,275          4.73%, 10/12/2023         13,628,894  
     SAM Finance Lux S.a.r.l.  
   23,589,186          4.50%, 12/17/2020         23,707,132  

EUR

   7,563,092          4.50%, 12/17/2020         9,020,340  
        Telenet Financing USD LLC
     

$

   26,405,000          3.98%, 06/30/2025         26,537,025  
             

 

 

 
        165,451,652  
             

 

 

 
        Electric - 4.5%  
        AES Corp.
     
   20,955,000          3.19%, 05/24/2022         20,897,374  
     Calpine Construction Finance Co., L.P.  
   11,349,008          3.49%, 05/03/2020         11,339,588  
   32,413,312          3.74%, 01/31/2022         32,352,699  
     Calpine Corp.  
   9,000,000          2.99%, 11/30/2017         9,014,040  
   27,561,600          4.05%, 05/31/2023         27,649,521  
        Chief Exploration & Development LLC
     
   13,650,000          7.93%, 05/16/2021         13,263,295  
        Dynegy, Inc.
     
   18,274,200          4.48%, 02/07/2024         18,358,079  
        ExGen Texas Power LLC
     
   10,686,553          6.05%, 09/16/2021         6,931,405  
        Helix Gen Funding LLC
     
   10,715,000          4.96%, 06/02/2024         10,811,435  
        NRG Energy, Inc.
     
   20,295,000          3.55%, 06/30/2023         20,346,752  
     Pike Corp.  
   4,279,275          4.99%, 03/10/2024         4,338,115  
   910,000          9.24%, 09/02/2024         921,375  
        Seadrill Partners Finco LLC
     
   9,547,937          4.30%, 02/21/2021         6,524,392  
        Vistra Operations Co. LLC
     
   7,057,069          4.48%, 12/14/2023         7,108,374  
             

 

 

 
        189,856,444  
             

 

 

 
        Electronics - 0.1%  
        Ceridian LLC
     
   5,456,174          4.73%, 09/15/2020         5,456,174  
             

 

 

 
        Energy-Alternate Sources - 1.3%  
        MEG Energy Corp.
     
   29,146,614          4.73%, 12/31/2023         28,982,810  
     TEX Operations Co. LLC  
   4,821,368          3.98%, 08/04/2023         4,834,626  
   21,023,609          3.98%, 08/04/2023         21,081,424  
             

 

 

 
        54,898,860  
             

 

 

 
        Engineering & Construction - 0.8%  
        Brand Energy & Infrastructure Services, Inc.
     
   34,970,000          5.51%, 06/21/2024         35,232,275  
             

 

 

 
        Entertainment - 1.6%  
        CityCenter Holdings LLC
     
   10,909,129          3.73%, 04/18/2024         10,950,038  
        Eldorado Resorts LLC
     
   34,802,775          3.56%, 04/17/2024         34,715,768  


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

        Scientific Games International, Inc.
     

$

   24,514,059          5.23%, 10/01/2021      $        24,537,103  
             

 

 

 
                70,202,909  
             

 

 

 
        Environmental Control - 0.4%  
        Advanced Disposal Services, Inc.
     
   11,461,435          3.94%, 11/10/2023         11,549,230  
        HD Supply Waterworks Ltd.
     
   4,155,000          0.00%, 08/01/2024(9)         4,179,680  
             

 

 

 
                15,728,910  
             

 

 

 
        Food - 3.3%  
        Albertsons LLC
     
   31,260,435          3.98%, 08/25/2021         31,162,903  
        Hostess Brands LLC
     
   16,949,847          3.73%, 08/03/2022         17,092,056  
        JBS USA LLC
     
   59,256,488          3.80%, 10/30/2022         58,719,624  
        Post Holdings, Inc.
     
   34,685,000          3.49%, 05/24/2024         34,825,821  
             

 

 

 
                141,800,404  
             

 

 

 
        Food Service - 0.2%  
        Hearthside Group Holdings LLC
     
   8,734,024          4.23%, 06/02/2021         8,763,108  
             

 

 

 
        Healthcare-Products - 2.9%  
        Alere, Inc.
     
   33,338,223          4.49%, 06/18/2022         33,374,562  
        American Renal Holdings, Inc.
     
   6,603,992          0.00%, 06/14/2024(9)         6,565,491  
        Immucor, Inc.
     
   5,535,638          0.00%, 08/17/2018         5,607,158  
        INC Research LLC
     
   21,665,000          0.00%, 06/27/2024(9)         21,818,388  
        Kinetic Concepts, Inc.
     
   26,395,000          4.55%, 02/02/2024         26,469,170  
        Revlon Consumer Products Corp.
     
   34,408,286          4.73%, 09/07/2023         31,034,209  
             

 

 

 
                124,868,978  
             

 

 

 
        Healthcare-Services - 5.7%  
        Air Medical Group Holdings, Inc.
     
   13,607,172          4.48%, 04/28/2022         13,318,020  
        CDRH Parent, Inc.
     
   7,533,668          5.32%, 07/01/2021         5,976,685  
        Community Health Systems, Inc.
     
   15,033,562          4.21%, 01/27/2021         15,004,397  
        DJO Finance LLC
     
   13,644,189          4.48%, 06/08/2020         13,584,563  
        Envision Healthcare Corp.
     
   30,761,039          4.30%, 12/01/2023         30,934,224  
        Genoa, a QoL Healthcare Co. LLC  
   9,671,913          4.98%, 10/28/2023         9,760,604  
   1,750,000          9.23%, 10/25/2024         1,755,827  
        inVentiv Health, Inc.
     
   34,869,775          4.95%, 11/09/2023         34,888,605  
        MPH Acquisition Holdings LLC
     
   29,164,126          4.30%, 06/07/2023         29,368,274  
        Opal Acquisition, Inc.
     
   24,125,922          5.30%, 11/27/2020         22,753,881  
        Ortho-Clinical Diagnostics, Inc.
     
   18,858,583          5.05%, 06/30/2021         18,923,268  
        Surgery Center Holdings, Inc.  
   8,480,000          0.00%, 06/06/2024(9)         8,554,200  
   12,606,888          4.98%, 11/03/2020         12,693,623  
        Teladoc, Inc.
     
   6,070,000          8.50%, 06/17/2022         6,070,000  


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

        U.S. Renal Care, Inc.  

$

   16,405,147          5.55%, 12/31/2022      $        16,090,661  
   5,000,000          9.30%, 12/31/2023         4,850,000  
             

 

 

 
                244,526,832  
             

 

 

 
        Home Furnishings - 0.2%  
        Hillman Group, Inc.
     
   9,200,081          4.80%, 06/30/2021         9,242,217  
             

 

 

 
        Household Products - 0.1%  
        Prestige Brands, Inc.
     
   5,268,227          3.98%, 01/26/2024         5,293,831  
             

 

 

 
        Household Products/Wares - 0.2%  
        Galleria Co.
     
   6,875,578          4.25%, 09/29/2023         6,922,882  
             

 

 

 
        Insurance - 2.8%  
        Asurion LLC  
   10,550,000          0.00%, 07/11/2025(9)         10,810,480  
   9,471,020          4.23%, 11/03/2023         9,542,053  
   10,215,000          8.73%, 03/03/2021         10,227,769  
        Evertec Group LLC
     
   14,879,555          3.73%, 04/17/2020         14,823,756  
        HUB International Ltd.
     
   21,274,816          4.42%, 10/02/2020         21,414,379  
        Sedgwick Claims Management Services, Inc.  
   32,436,991          3.98%, 03/01/2021         32,489,215  
   18,125,000          6.98%, 02/28/2022         18,306,250  
             

 

 

 
                117,613,902  
             

 

 

 
        Internet - 0.3%  
        Lands’ End, Inc.
     
   17,380,419          4.48%, 04/04/2021         14,425,748  
             

 

 

 
        IT Services - 0.1%  
        Gartner, Inc.
     
   6,094,725          3.23%, 04/05/2024         6,136,657  
             

 

 

 
        Leisure Time - 1.3%  
        Aristocrat Leisure Ltd.
     
   22,845,572          3.56%, 10/20/2021         22,929,415  
        Delta 2 (LUX) S.a.r.l.  
   19,489,500          4.50%, 02/01/2024         19,590,455  
   3,618,000          8.00%, 07/29/2022         3,621,871  
        Hayward Industries, Inc.
     
   3,335,000          0.00%, 07/18/2024(9)         3,360,013  
        Lindblad Expeditions, Inc.
     
   6,860,000          5.95%, 05/08/2021         6,894,300  
             

 

 

 
                56,396,054  
             

 

 

 
        Lodging - 3.6%  
        Caesars Entertainment Operating Co.  
   61,970,000          0.00%, 03/31/2024(9)         62,241,429  
   7,414,870          8.13%, 03/01/2022(6)         9,429,268  
        Caesars Entertainment Resort Properties LLC
     
   35,964,410          4.73%, 10/11/2020         36,279,099  
        Caesars Growth Properties Holdings LLC
     
   19,293,832          4.23%, 05/08/2021         19,433,712  
        Station Casinos LLC
     
   25,816,038          3.73%, 06/08/2023         25,850,889  
             

 

 

 
                153,234,397  
             

 

 

 
        Machinery-Construction & Mining - 0.6%  
        American Rock Salt Holdings LLC
     
   8,023,105          4.98%, 05/20/2021         8,023,105  
        Neff Rental LLC
     
   15,788,705          7.66%, 06/09/2021         15,854,544  
             

 

 

 
        23,877,649  
             

 

 

 


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

        Machinery-Diversified - 1.2%  
        Gardner Denver, Inc.      

$

   15,878,866          4.55%, 07/30/2020      $        15,951,591  

EUR

   11,372,846          4.75%, 07/30/2020         13,522,822  
        Gates Global LLC
     

$

   13,994,338          4.55%, 04/01/2024         14,092,718  
        Paladin Brands Holding, Inc.
     
   7,819,844          7.30%, 08/16/2019         7,780,744  
             

 

 

 
                51,347,875  
             

 

 

 
        Media - 6.6%  
        Advantage Sales & Marketing, Inc.      
   13,225,223          4.55%, 07/23/2021         12,921,043  
   5,130,000          7.80%, 07/25/2022         4,847,850  
        Altice U.S. Finance I Corp.
     
   15,000,000          0.00%, 07/28/2025(9)         14,955,000  
        CBS Radio, Inc.      
   3,600,000          0.00%, 10/17/2023(9)         3,602,268  
   6,637,867          4.73%, 10/17/2023         6,654,462  
        Charter Communications Operating LLC      
   994,819          3.24%, 07/01/2020         1,000,041  
   9,949,622          3.24%, 01/15/2022         10,003,151  
   23,695,063          3.48%, 01/15/2024         23,853,109  
        CSC Holdings LLC
     
   22,805,499          3.48%, 07/17/2025         22,754,187  
        Dex Media, Inc
     
   1,156,110          11.23%, 07/29/2021         1,190,793  
        Mission Broadcasting, Inc.
     
   519,093          3.74%, 01/17/2024         523,417  
        Nexstar Broadcasting, Inc.
     
   4,246,142          3.74%, 01/17/2024         4,281,512  
        Numericable Group S.A.      

EUR

   2,658,338          3.00%, 07/31/2025         3,150,434  

$

   10,094,700          4.06%, 07/31/2025         10,069,463  
        Numericable U.S. LLC
     
   18,613,258          4.56%, 01/14/2025         18,699,624  
        Quebecor Media, Inc.
     
   21,126,875          3.43%, 08/17/2020         21,197,227  
        Tribune Media Co.
     
   25,321,902          4.23%, 01/27/2024         25,391,537  
        UPC Financing Partnership
     
   17,980,000          3.98%, 04/15/2025         18,069,900  
        Virgin Media Bristol LLC
     
   24,518,348          3.98%, 01/31/2025         24,637,998  
        Virgin Media Investment Holdings Ltd.
     

GBP

   24,235,000          3.75%, 01/31/2026         32,108,369  
        Ziggo Secured Finance Partnership
     

$

   20,000,000          3.73%, 04/15/2025         20,025,000  
             

 

 

 
                279,936,385  
             

 

 

 
        Metal Fabricate/Hardware - 0.5%  
        NN, Inc.
     
   1,989,422          5.48%, 10/19/2022         1,996,882  
        Rexnord LLC
     
   17,433,274          4.05%, 08/21/2023         17,512,595  
             

 

 

 
                19,509,477  
             

 

 

 
        Miscellaneous Manufacturing - 0.4%  
        Gates Global LLC
     

EUR

   12,768,000          3.50%, 04/01/2024         15,211,649  
             

 

 

 
        Oil & Gas - 4.0%  
        Ameriforge Group, Inc.
     
   $1,291,808          7.15%, 06/08/2022         1,291,808  
        BCP Raptor LLC
     
   12,490,000          5.51%, 06/24/2024         12,536,837  
        California Resources Corp.      
   35,391,335          4.23%, 10/01/2019         33,621,769  


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

$

   10,715,000          11.60%, 12/31/2021      $        11,523,983  
        Chesapeake Energy Corp.
     
   6,600,000          8.69%, 08/23/2021         7,080,150  
        Drillships Ocean Ventures, Inc.
     
   5,065,360          7.75%, 07/25/2021         4,462,582  
        Energy Transfer Equity L.P.
     
   37,381,148          3.97%, 02/02/2024         37,511,982  
        Fieldwood Energy LLC      
   7,464,446          4.17%, 09/28/2018         7,156,538  
   3,500,000          8.30%, 08/31/2020         3,322,095  
        KCA Deutag U.S. Finance LLC
     
   12,564,815          6.92%, 05/15/2020         11,763,808  
        Peabody Energy Corp.
     
   8,849,439          5.73%, 03/31/2022         8,922,447  
        Pinnacle Holdco S.a.r.l.
     
   13,336,575          4.80%, 07/30/2019         11,619,491  
   17,500,000      Ultra Resources, Inc.
    4.22%, 04/12/2024
        17,565,625  
             

 

 

 
                168,379,115  
             

 

 

 
        Oil & Gas Services - 0.9%  
        Crosby U.S. Acquisition Corp.
     
   21,024,396          4.17%, 11/23/2020         19,100,664  
        Drillships Financing Holding, Inc.
     
   6,779,524          8.25%, 03/31/2021         4,703,294  
        Pacific Drilling S.A.
     
   4,165,378          4.75%, 06/03/2018         1,565,474  
        Paragon Offshore Finance Co.
     
   15,875,012          6.00%, 07/18/2021         5,972,973  
        Utex Industries, Inc.      
   7,069,608          5.23%, 05/22/2021         6,312,170  
   3,000,000          8.48%, 05/22/2022         2,647,500  
             

 

 

 
                40,302,075  
             

 

 

 
        Packaging & Containers - 2.7%  
        Berlin Packaging LLC      
   1,141,253          4.51%, 10/01/2021         1,146,959  
   5,313,000          7.98%, 10/01/2022         5,379,413  
        Berry Plastics Group, Inc.      
   17,029,164          3.47%, 02/08/2020         17,096,600  
   2,788,013          3.72%, 01/19/2024         2,798,468  
   12,821,987          3.73%, 10/01/2022         12,876,480  
   19,546,013      Flex Acquisition Co., Inc.
    4.55%, 12/29/2023
        19,650,779  
        Proampac PG Borrower LLC      
   6,455,642          5.20%, 11/18/2023         6,544,407  
   3,105,000          9.67%, 11/18/2024         3,153,531  
   34,339,077      Reynolds Group Holdings, Inc.
    4.23%, 02/05/2023
        34,481,241  
   12,791,176      Signode Industrial Group U.S., Inc.
    4.01%, 05/04/2021
        12,831,212  
             

 

 

 
                115,959,090  
             

 

 

 
        Pharmaceuticals - 1.6%  
        Endo Luxembourg Finance Co. I S.a r.l.
     
   14,805,000          5.50%, 04/29/2024         15,027,075  
        Quintiles IMS, Inc.
     
   8,656,455          3.26%, 03/07/2024         8,717,743  
        Valeant Pharmaceuticals International, Inc.
     
   43,022,426          5.98%, 04/01/2022         43,819,202  
             

 

 

 
                67,564,020  
             

 

 

 
        Pipelines - 0.3%  
        Philadelphia Energy Solutions LLC
     
   14,171,995          6.26%, 04/04/2018         12,683,935  
             

 

 

 
        Real Estate - 1.2%  
        DTZ U.S. Borrower LLC      


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

$

   31,511,927          4.49%, 11/04/2021      $        31,669,486  
   453,617          9.56%, 11/04/2022         453,617  
        Realogy Corp.
     
   18,567,912          3.48%, 07/20/2022         18,651,468  
             

 

 

 
        50,774,571  
             

 

 

 
        Real Estate Investment Trusts - 1.2%  
        Equinix, Inc.
     

EUR

   15,800,400          3.25%, 01/05/2024         18,852,660  
        MGM Growth Properties Operating Partnership L.P.
     

$

   31,891,313          3.48%, 04/25/2023         32,007,078  
             

 

 

 
        50,859,738  
             

 

 

 
        Retail - 3.9%  
            84 Lumber Co.
     
   3,555,000          6.98%, 10/04/2023         3,599,438  
        Albertsons LLC
     
   5,617,656          4.29%, 12/21/2022         5,608,106  
     Bass Pro Group LLC      
   17,736,478          4.47%, 06/05/2020         17,708,809  
   28,515,000          6.30%, 12/16/2023         27,772,469  
        Coty, Inc.
     
   3,391,621          3.73%, 10/27/2022         3,406,476  
        Harbor Freight Tools USA, Inc.
     
   6,440,164          4.48%, 08/18/2023         6,466,633  
        HD Supply, Inc.
     
   8,810,116          4.05%, 08/13/2021         8,829,410  
        Michaels Stores, Inc.
     
   16,124,367          3.98%, 01/30/2023         16,126,463  
        Neiman Marcus Group Ltd. LLC
     
   10,331,080          4.47%, 10/25/2020         7,622,064  
        Petco Animal Supplies, Inc.
     
   4,969,710          4.31%, 01/26/2023         4,492,270  
        PetSmart, Inc.
     
   8,869,097          4.23%, 03/11/2022         8,377,128  
        Pilot Travel Centers LLC
     
   6,666,500          3.23%, 05/25/2023         6,704,832  
     Rite Aid Corp.      
   19,330,000          5.12%, 06/21/2021         19,402,488  
   7,755,000          5.99%, 08/21/2020         7,851,938  
        Smart & Final Stores LLC
     
   5,000,000          4.77%, 11/15/2022         4,866,650  
        Sports Authority, Inc.
     
   15,769,308          7.50%, 11/16/2017         657,107  
        U.S. Foods, Inc.
     
   16,411,169          3.99%, 06/27/2023         16,526,211  
             

 

 

 
        166,018,492  
             

 

 

 
        Semiconductors - 0.3%  
        Integrated Device Technology, Inc.
     
   4,852,838          4.23%, 03/20/2024         4,864,970  
        ON Semiconductor Corp.
     
   8,226,520          3.48%, 03/31/2023         8,255,312  
             

 

 

 
        13,120,282  
             

 

 

 
        Software - 9.6%  
     Almonde, Inc.      
   23,710,000          4.74%, 06/13/2024         23,894,464  
   3,345,000          8.46%, 06/13/2025         3,432,104  
        CCC Information Services, Inc.
     
   12,600,000          4.24%, 04/27/2024         12,623,688  
        CDW LLC
     
   37,951,245          3.30%, 08/17/2023         38,169,845  
        Change Healthcare Holdings, Inc.
     
   41,645,625          3.98%, 03/01/2024         41,874,676  
        Dell, Inc.
     
   21,033,840          3.74%, 09/07/2023         21,152,891  


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

        Epicor Software Corp.
     

$

   15,199,162          4.99%, 06/01/2022       $ 15,260,871  
        First Data Corp.      
   26,832,549          3.48%, 07/08/2022         26,904,461  
   54,651,484          3.73%, 04/26/2024         54,944,416  
        Global Payments, Inc.
     
   18,687,869          3.23%, 04/22/2023         18,744,680  
        Go Daddy Operating Co. LLC
     
   21,146,282          3.73%, 02/15/2024         21,237,422  
        Hyland Software, Inc.      
   870,000          0.00%, 07/07/2025(9)         883,050  
   9,512,548          4.48%, 07/01/2022         9,619,564  
        Infor U.S., Inc.      

EUR

   3,714,748          3.75%, 02/01/2022         4,418,145  

$

   11,422,800          4.05%, 02/01/2022         11,424,856  
        iPayment, Inc.
     
   1,765,000          7.31%, 04/06/2023         1,778,237  
        MA FinanceCo LLC
     
   1,946,281          3.98%, 06/21/2024         1,946,885  
        Peak 10, Inc.      
   2,735,400          7.25%, 06/17/2021         2,743,387  
   4,310,000          10.50%, 06/17/2022         4,331,550  
        Quest Software U.S. Holdings, Inc.
     
   12,912,590          7.26%, 10/31/2022         13,119,708  
        Seattle Spinco, Inc.
     
   13,143,719          4.03%, 06/21/2024         13,147,793  
        SkillSoft Corp.      
   10,000,000          0.00%, 04/28/2021(9)         9,382,100  
   3,000,000          0.00%, 04/28/2022(9)         2,465,370  
        SS&C Technologies, Inc.
     
   16,152,589          3.48%, 07/08/2022         16,240,943  
        Telenet Financing USD LLC
     

EUR

   3,300,000          3.00%, 03/31/2026         3,930,254  
        WEX, Inc.
     

$

   35,026,200          3.98%, 06/30/2023         35,386,269  
             

 

 

 
                409,057,629  
             

 

 

 
        Telecommunications - 6.8%  
        Altice Financing S.A.
     
   9,975,000          0.00%, 07/15/2025(9)         9,992,456  
        CommScope, Inc.
     
   8,866,404          3.30%, 12/29/2022         8,899,653  
        Entravision Communications Corp.
     
   11,042,928          3.80%, 05/31/2020         11,029,124  
        Level 3 Financing, Inc.
     
   72,352,500          3.48%, 02/22/2024         72,635,398  
        LTS Buyer LLC
     
   27,557,024          4.55%, 04/13/2020         27,653,473  
        Sprint Communications, Inc.
     
   76,917,225          3.75%, 02/02/2024         77,167,206  
        Unitymedia Hessen GmbH & Co. KG
     
   14,405,000          0.00%, 09/30/2025(9)         14,371,292  
        Univision Communications, Inc.
     
   56,449,628          3.98%, 03/15/2024         56,222,137  
        Zayo Group LLC
     
   12,661,986          3.48%, 01/19/2024         12,708,076  
             

 

 

 
                290,678,815  
             

 

 

 
        Transportation - 0.3%  
        Kenan Advantage Group, Inc.
     
   14,205,387          4.23%, 07/31/2022         14,208,938  
             

 

 

 
        Trucking & Leasing - 1.1%  
        Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.      
   8,000,000          3.48%, 09/20/2020         7,996,640  


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

$

   39,400,000          3.98%, 03/20/2022      

$

     39,369,268  
                

 

 

 
                   47,365,908  
                

 

 

 
        Total Senior Floating Rate Interests
    (cost $4,013,221,337)
      $      3,978,640,586  
                

 

 

 

Common Stocks - 0.8%

 

     
        Energy - 0.2%         
   36,308      Arch Coal, Inc. Class A            2,761,950  
   418,220,006      KCA Deutag*(1)(10)(11)            3,763,562  
   389,285      Templar Energy LLC Class A*(10)(11)            1,703,121  
                

 

 

 
                   8,228,633  
                

 

 

 
        Insurance - 0.1%         
   175,508      AFG Holdings, Inc.            5,001,978  
                

 

 

 
        Media - 0.0%         
   15,581      F & W Publications, Inc.(10)(11)            —    
   138,305      MPM Holdings, Inc.*(10)(11)            1,867,117  
                

 

 

 
                   1,867,117  
                

 

 

 
        Utilities - 0.5%         
   70,000,000      TCEH Corp.*(10)(11)            70  
   1,167,128      Vistra Energy Corp.            19,175,913  
                

 

 

 
                   19,175,983  
                

 

 

 
        Total Common Stocks
    (cost $42,627,138)
      $      34,273,711  
                

 

 

 

Exchange Traded Funds - 1.5%

 

     
        Other Investment Pools & Funds - 1.5%  
   682,700      Alerian MLP ETF            8,192,400  
   94,800      iShares 1-3 Year Credit Bond ETF            10,002,348  
   329,100      iShares U.S. Preferred Stock ETF            12,917,175  
   454,500      PowerShares Senior Loan Portfolio            10,576,215  
   201,100      PowerShares Variable Rate Preferred Portfolio            5,278,875  
   159,200      SPDR Blackstone / GSO Senior Loan ETF            7,576,328  
   269,700      SPDR Bloomberg Barclays Short Term High Yield Bond ETF            7,562,388  
                

 

 

 
                   62,105,729  
                

 

 

 
        Total Exchange Traded Funds
    (cost $61,827,255)
      $      62,105,729  
                

 

 

 
        Total Long-Term Investments
    (cost $4,370,142,946)
      $      4,334,479,243  
                

 

 

 

Short-Term Investments - 3.9%

 

     
        Other Investment Pools & Funds - 3.9%  
   164,771,308      BlackRock Liquidity Funds TempFund Portfolio, Institutional Class            164,771,308  
                

 

 

 
        Total Short-Term Investments
    (cost $164,771,308)
      $      164,771,308  
                

 

 

 
        Total Investments
    (cost $4,534,914,254)^
     105.8%      $      4,499,250,551  
        Other Assets and Liabilities      (5.8)%           (245,751,069
          

 

 

       

 

 

 
        Total Net Assets      100.0%      $      4,253,499,482  
          

 

 

       

 

 

 

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:


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

Unrealized Appreciation

 

$

     48,623,206  

Unrealized Depreciation

       (84,286,909
    

 

 

 

Net Unrealized Depreciation

 

$

     (35,663,703
    

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $185,065,225, which represented 4.4% 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 July 31, 2017.
(4) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(5) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $36,862,333, which represented 0.9% of total net assets.
(6) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(7) The issuer is in bankruptcy. However, the investment held by the Fund is current with respect to interest payments.
(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 July 31, 2017.
(9) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(10) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2017, the aggregate fair value of these securities was $7,333,870, 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.
(11) 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  
       
  06/2010    15,581    F & W Publications, Inc.    $       1,558   
  03/2011    418,220,006    KCA Deutag        5,667,718   
  10/2014    138,305    MPM Holdings, Inc.        4,993,987   
  10/2016    70,000,000    TCEH Corp.        —   
  09/2016    389,285    Templar Energy LLC Class A        3,333,177   
            

 

 

 
           $           13,996,440   
            

 

 

 

At July 31, 2017, the aggregate value of these securities was $7,333,870, which represents 0.2% of total net assets.

 

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

 

 

EUR

     Sell        08/31/17        JPM      $       3,594,619      $ 3,637,095      $ (42,476

EUR

     Sell        08/31/17        BCLY        14,109,432        14,230,565        (121,133

EUR

     Sell        08/31/17        DEUT        93,910,478        95,619,909        (1,709,431

GBP

     Sell        08/31/17        DEUT        42,224,611        42,719,686        (495,075
                 

 

 

 

Total

                  $         (2,368,115 ) 
                 

 

 

 


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Counterparty Abbreviations:

  
BCLY    Barclays   
DEUT    Deutsche Bank Securities, Inc.   
JPM    JP Morgan Chase & Co.   

Currency Abbreviations:

  
EUR    Euro   
GBP    British Pound   

Other Abbreviations:

  
ETF    Exchange Traded Fund   
SPDR    Standard & Poor’s Depositary Receipt   


 

 The Hartford Floating Rate Fund

 

 

 Schedule of Investments

 July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

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

Assets

         

Corporate Bonds

   $     259,459,217     $      $ 259,459,217     $  

Senior Floating Rate Interests

     3,978,640,586              3,978,640,586        

Common Stocks

         

Energy

     8,228,633       2,761,950              5,466,683  

Insurance

     5,001,978       5,001,978               

Media

     1,867,117                    1,867,117  

Utilities

     19,175,983       19,175,913              70  

Exchange Traded Funds

     62,105,729       62,105,729               

Short-Term Investments

     164,771,308       164,771,308               
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     4,499,250,551     $     253,816,878      $     4,238,099,803     $     7,333,870  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (2,368,115   $      $ (2,368,115   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (2,368,115   $      $ (2,368,115   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1) For the period ended July 31, 2017, there were no transfers between Level 1 and Level 2, and investments valued at $1,168,538 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.

 

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

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

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


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value    

Corporate Bonds - 8.0%

     
      

Advertising - 0.1%

     
$     1,000,000       

Acosta, Inc.
7.75%, 10/01/2022(1)

   $      755,000  
            

 

 

 
      

Agriculture - 0.3%

     
    1,206,000       

Kernel Holding S.A.
8.75%, 01/31/2022(1)

        1,313,334  
            

 

 

 
      

Biotechnology - 0.2%

     
    1,250,000       

Sterigenics-Nordion Topco LLC (cash)
8.13%, 11/01/2021(1)(2)

        1,281,250  
            

 

 

 
      

Coal - 0.2%

     
    915,000       

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

        862,387  
            

 

 

 
      

Commercial Banks - 2.4%

     
    625,000       

Access Bank plc
9.25%, 06/24/2021(1)(3)

        623,563  
      

Banco Bilbao Vizcaya Argentaria S.A.

     
EUR     800,000       

7.00%, 02/19/2019(3)(4)(5)

        994,392  
$     600,000       

9.00%, 05/09/2018(3)(4)(5)

        626,054  
    600,000       

Banco do Brasil S.A.
9.00%, 06/18/2024(3)(4)(5)

        622,320  
EUR     400,000       

Banco Santander S.A.
6.25%, 03/12/2019(3)(4)(5)

        493,703  
    1,000,000       

Caixa Geral de Depositos S.A.
10.75%, 03/30/2022(3)(4)(5)

        1,254,828  
$     2,085,000       

Credit Agricole S.A.
7.88%, 01/23/2024(1)(3)(4)

        2,351,922  
GBP     500,000       

CYBG plc
6.25%, 12/29/2049(3)(4)(5)

        661,350  
$     800,000       

Deutsche Bank AG
7.50%, 04/30/2025(3)(4)

        834,496  
    800,000       

Royal Bank of Scotland Group plc
8.63%, 08/15/2021(3)(4)

        883,504  
    1,970,000       

Societe Generale S.A.
6.00%, 01/27/2020(1)(3)(4)

        2,012,710  
    1,000,000       

Standard Chartered plc
7.75%, 04/02/2023(1)(3)(4)

        1,097,500  
            

 

 

 
               12,456,342  
            

 

 

 
      

Commercial Services - 0.1%

     
    630,000       

Brand Energy & Infrastructure Services, Inc.
8.50%, 07/15/2025(1)

        670,950  
            

 

 

 
      

Electric - 0.1%

     
    865,000       

GenOn Energy, Inc.
7.88%, 06/15/2017(6)

        581,713  
            

 

 

 
      

Energy-Alternate Sources - 0.1%

     
    545,000       

Greenko Dutch B.V.
5.25%, 07/24/2024(1)

        544,455  
            

 

 

 
      

Entertainment - 0.2%

     
    1,250,000       

Codere Finance 2 Luxembourg S.A.
7.63%, 11/01/2021(1)

        1,237,500  
            

 

 

 
      

Food - 0.6%

     
GBP     645,897       

Iceland Bondco plc
4.55%, 07/15/2020(1)(3)

        852,214  
$     1,115,000       

MARB BondCo plc
7.00%, 03/15/2024(1)

        1,104,742  
    1,000,000       

Marfrig Holdings Europe B.V.
8.00%, 06/08/2023(5)

        1,038,750  
            

 

 

 
               2,995,706  
            

 

 

 


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Household Products - 0.3%

     
  $       2,000,000       

Revlon Consumer Products Corp.
5.75%, 02/15/2021

   $        1,660,000  
            

 

 

 
      

Iron/Steel - 0.2%

     
    975,000       

Koks OAO Via Koks Finance DAC
7.50%, 05/04/2022(1)

        1,004,695  
            

 

 

 
      

Lodging - 0.4%

     
    2,005,000       

Chester Downs & Marina LLC / Chester Downs Finance Corp.
9.25%, 02/01/2020(1)

        2,065,150  
            

 

 

 
      

Machinery - Construction & Mining - 0.2%

     
    720,000       

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

        781,200  
            

 

 

 
      

Machinery-Diversified - 0.1%

     
    375,000       

Cloud Crane LLC
10.13%, 08/01/2024(1)

        421,875  
            

 

 

 
      

Oil & Gas - 1.2%

     
    1,500,000       

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

        1,428,750  
    1,000,000       

Ensco plc
4.50%, 10/01/2024

        762,190  
    485,000       

KCA Deutag UK Finance plc
7.25%, 05/15/2021(1)

        453,475  
      

MEG Energy Corp.

     
    500,000       

6.38%, 01/30/2023(1)

        418,750  
    946,000       

6.50%, 01/15/2025(1)

        915,255  
    855,000       

Nostrum Oil & Gas Finance B.V.
8.00%, 07/25/2022(1)

        859,617  
    1,000,000       

Permian Resources LLC / AEPB Finance Corp.
7.81%, 08/01/2019(1)(3)

        930,000  
    716,572       

Shelf Drilling Holdings Ltd.
9.50%, 11/02/2020(1)

        705,823  
            

 

 

 
               6,473,860  
            

 

 

 
      

Pharmaceuticals - 0.5%

     
    1,000,000       

Endo Finance LLC / Endo Finco, Inc.
7.25%, 01/15/2022(1)

        985,000  
    1,437,000       

Valeant Pharmaceuticals International, Inc.
6.75%, 08/15/2018(1)

        1,438,796  
            

 

 

 
               2,423,796  
            

 

 

 
      

Pipelines - 0.1%

     
    460,000       

NGPL PipeCo LLC
4.38%, 08/15/2022(1)

        473,225  
            

 

 

 
      

Telecommunications - 0.2%

     
    1,000,000       

Liquid Telecommunications Financing plc
8.50%, 07/13/2022(1)

        1,020,294  
            

 

 

 
      

Transportation - 0.5%

     
    1,465,000       

Hertz Corp.
7.63%, 06/01/2022(1)

        1,450,350  
    1,056,000       

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(1)

        1,098,134  
            

 

 

 
               2,548,484  
            

 

 

 
      

Total Corporate Bonds
(cost $40,590,423)

      $     41,571,216  
            

 

 

 
 

Senior Floating Rate Interests - 92.5%(7)

     
      

Advertising - 0.5%

     
    2,966,049       

Acosta Holdco, Inc.
4.48%, 09/26/2021

      $ 2,697,859  
            

 

 

 
      

Aerospace/Defense - 2.0%

     
    4,975,000       

MacDonald, Dettwiler and Associates Ltd.
0.00%, 07/06/2024(8)

        4,973,955  


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       5,100,237       

TransDigm, Inc.
4.23%, 06/09/2023

   $        5,123,596  
            

 

 

 
                   10,097,551  
            

 

 

 
      

Agriculture - 0.1%

     
    309,230       

Pinnacle Operating Corp.
8.48%, 11/15/2021

        285,651  
            

 

 

 
      

Auto Manufacturers - 0.3%

     
    1,758,396       

Jaguar Holding Co.
4.02%, 08/18/2022

        1,769,826  
            

 

 

 
      

Auto Parts & Equipment - 0.4%

     
    2,285,000       

USI, Inc.
4.18%, 05/16/2024

        2,277,871  
            

 

 

 
      

Beverages - 0.3%

     
    1,517,418       

Jacobs Douwe Egberts International B.V.
3.44%, 07/02/2022

        1,521,849  
            

 

 

 
      

Biotechnology - 1.2%

     
    6,204,250       

Sterigenics-Nordion Holdings LLC
4.23%, 05/15/2022

        6,201,644  
            

 

 

 
      

Chemicals - 1.1%

     
    1,830,000       

Axalta Coating Systems U.S. Holdings, Inc.
3.30%, 06/01/2024

        1,837,045  
    1,347,584       

Chemours Co.
3.73%, 05/12/2022

        1,356,573  
      

Diamond (BC) B.V.

     
    1,560,000       

0.00%, 07/12/2024(8)

        1,561,295  
  EUR       745,000       

0.00%, 07/25/2024(8)

        885,865  
            

 

 

 
               5,640,778  
            

 

 

 
      

Coal - 1.2%

     
  $       1,660,838       

Arch Coal, Inc.
5.23%, 03/07/2024

        1,673,709  
      

Ascent Resources - Marcellus LLC

     
    1,473,518       

5.47%, 08/04/2020

        901,307  
    430,000       

8.72%, 08/04/2021

        30,637  
    3,595,988       

Foresight Energy LLC
7.05%, 03/28/2022

        3,465,633  
            

 

 

 
               6,071,286  
            

 

 

 
      

Commercial Services - 6.9%

     
    1,864,099       

Allied Universal Holdco LLC
5.05%, 07/28/2022

        1,865,851  
    645,000       

Ascend Learning LLC
4.53%, 07/12/2024

        650,037  
      

Brickman Group Ltd. LLC

     
    3,333,852       

4.23%, 12/18/2020

        3,347,620  
    1,679,213       

7.73%, 12/17/2021

        1,682,706  
    402,000       

Brock Holdings III, Inc.
11.50%, 03/16/2018

        393,960  
    1,652,533       

Camelot UK Holdco Ltd.
4.73%, 10/03/2023

        1,670,298  
      

Capital Automotive L.P.

     
    405,000       

4.24%, 03/24/2024

        408,746  
    730,000       

7.24%, 03/24/2025

        741,410  
    1,500,000       

Constellis Holdings LLC
10.30%, 04/21/2025

        1,483,125  
    885,550       

DigitalGlobe, Inc.
3.98%, 01/15/2024

        886,108  
    392,227       

KAR Auction Services, Inc.
3.81%, 03/09/2023

        394,514  
    3,692,772       

PSAV Holdings LLC
4.70%, 04/27/2024

        3,715,852  
    2,300,944       

Quikrete Holdings, Inc.
3.98%, 11/15/2023

        2,308,261  


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       870,890       

Russell Investment Group
6.97%, 06/01/2023

   $        881,236  
    1,889,060       

ServiceMaster Co.
3.73%, 11/08/2023

        1,897,561  
    1,386,525       

Team Health Holdings, Inc.
3.98%, 02/06/2024

        1,380,896  
  EUR       2,000,000       

Techem GmbH
0.00%, 07/31/2024(8)

        2,386,849  
  $       4,460,000       

Tempo Acquisition LLC
4.23%, 05/01/2024

        4,494,387  
    1,447,533       

Trans Union LLC
3.73%, 04/09/2023

        1,449,675  
    3,781,000       

Xerox Business Services LLC
5.23%, 12/07/2023

        3,824,482  
            

 

 

 
                   35,863,574  
            

 

 

 
      

Distribution/Wholesale - 1.0%

     
    851,422       

Nexeo Solutions LLC
5.02%, 06/09/2023

        862,422  
      

PowerTeam Services LLC

     
    431,989       

4.55%, 05/06/2020

        430,368  
    665,000       

8.55%, 11/06/2020

        662,506  
    3,160,271       

Univar, Inc.
3.98%, 07/01/2022

        3,176,073  
            

 

 

 
               5,131,369  
            

 

 

 
      

Diversified Financial Services - 3.6%

     
    581,564       

Accudyne Industries LLC
4.23%, 12/13/2019

        581,354  
    1,900,238       

AlixPartners LLP
4.30%, 04/04/2024

        1,914,185  
  EUR       2,528,663       

Chemours Co.
3.00%, 05/12/2022

        3,014,386  
  $       2,000,000       

Constellis Holdings LLC
6.30%, 04/21/2024

        1,977,500  
      

EVO Payments International LLC

     
    1,211,963       

6.24%, 12/22/2023

        1,223,331  
    205,000       

10.24%, 11/15/2024

        206,025  
    775,000       

Focus Financial Partners LLC
4.55%, 07/03/2024

        782,750  
    1,915,000       

Fortress Investment Group LLC
1.38%, 06/14/2022

        1,937,750  
    1,065,000       

NAB Holdings LLC
4.80%, 07/01/2024

        1,068,994  
    533,075       

NFP Corp.
4.80%, 01/08/2024

        535,852  
    663,300       

NN, Inc.
4.98%, 03/22/2021

        662,471  
    1,164,150       

RP Crown Parent LLC
4.73%, 10/12/2023

        1,177,247  
    3,770,000       

Telenet Financing USD LLC
3.98%, 06/30/2025

        3,788,850  
            

 

 

 
               18,870,695  
            

 

 

 
      

Electric - 3.4%

     
    1,995,000       

AES Corp.
3.19%, 05/24/2022

        1,989,514  
    1,909,091       

Calpine Corp.
2.99%, 11/30/2017

        1,912,069  
    915,000       

Chief Exploration & Development LLC
7.93%, 05/16/2021

        889,078  
    1,995,000       

Dynegy, Inc.
4.48%, 02/07/2024

        2,004,157  
    1,452,949       

ExGen Texas Power LLC
6.05%, 09/16/2021

        942,397  
    3,155,000       

Helix Gen Funding LLC
4.96%, 06/02/2024

        3,183,395  


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       3,971,222       

NRG Energy, Inc.
3.55%, 06/30/2023

   $        3,981,348  
      

Pike Corp.

     
    538,650       

4.99%, 03/10/2024

        546,056  
    455,000       

9.24%, 09/02/2024

        460,688  
    508,132       

Seadrill Partners Finco LLC
4.30%, 02/21/2021

        347,222  
    1,206,444       

Vistra Operations Co. LLC
4.48%, 12/14/2023

        1,215,215  
            

 

 

 
               17,471,139  
            

 

 

 
      

Electronics - 0.1%

     
    491,090       

Ceridian LLC
4.73%, 09/15/2020

        491,090  
            

 

 

 
      

Energy-Alternate Sources - 2.4%

     
    4,540,324       

MEG Energy Corp.
4.73%, 12/31/2023

        4,514,807  
      

TEX Operations Co. LLC

     
    1,488,281       

3.98%, 08/04/2023

        1,492,374  
    6,510,718       

3.98%, 08/04/2023

        6,528,622  
            

 

 

 
                   12,535,803  
            

 

 

 
      

Engineering & Construction - 1.1%

     
    5,850,000       

Brand Energy & Infrastructure Services, Inc.
5.51%, 06/21/2024

        5,893,875  
            

 

 

 
      

Entertainment - 1.9%

     
    1,355,000       

CityCenter Holdings LLC
3.73%, 04/18/2024

        1,360,081  
    6,553,575       

Eldorado Resorts LLC
3.56%, 04/17/2024

        6,537,191  
    1,889,503       

Scientific Games International, Inc.
5.23%, 10/01/2021

        1,891,279  
            

 

 

 
               9,788,551  
            

 

 

 
      

Environmental Control - 0.2%

     
    805,000       

HD Supply Waterworks Ltd.
0.00%, 08/01/2024(8)

        809,782  
            

 

 

 
      

Food - 3.0%

     
    2,517,104       

Albertsons LLC
3.98%, 08/25/2021

        2,509,251  
    2,028,126       

Hostess Brands LLC
3.73%, 08/03/2022

        2,045,142  
    7,321,650       

JBS USA LLC
3.80%, 10/30/2022

        7,255,316  
    3,935,000       

Post Holdings, Inc.
3.49%, 05/24/2024

        3,950,976  
            

 

 

 
               15,760,685  
            

 

 

 
      

Food Service - 0.2%

     
    954,828       

Hearthside Group Holdings LLC
4.23%, 06/02/2021

        958,008  
            

 

 

 
      

Healthcare-Products - 3.1%

     
    3,462,217       

Alere, Inc.
4.49%, 06/18/2022

        3,465,990  
    548,784       

American Renal Holdings, Inc.
0.00%, 06/14/2024(8)

        545,585  
    777,067       

Immucor, Inc.
5.00%, 08/17/2018

        787,107  
    2,615,000       

INC Research LLC
0.00%, 06/27/2024(8)

        2,633,514  
    3,925,000       

Kinetic Concepts, Inc.
4.55%, 02/02/2024

        3,936,029  
    4,932,070       

Revlon Consumer Products Corp.
4.73%, 09/07/2023

        4,448,432  
            

 

 

 
               15,816,657  
            

 

 

 


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Healthcare-Services - 5.7%

     
  $       926,785       

Air Medical Group Holdings, Inc.
4.48%, 04/28/2022

   $        907,091  
    1,095,707       

CDRH Parent, Inc.
5.32%, 07/01/2021

        869,258  
    2,652,552       

Community Health Systems, Inc.
4.21%, 01/27/2021

        2,647,406  
    1,275,628       

DJO Finance LLC
4.48%, 06/08/2020

        1,270,054  
    1,501,228       

Envision Healthcare Corp.
4.30%, 12/01/2023

        1,509,680  
      

Genoa, a QoL Healthcare Co. LLC

     
    1,424,238       

4.98%, 10/28/2023

        1,437,298  
    750,000       

9.23%, 10/25/2024

        752,498  
    4,994,900       

inVentiv Health, Inc.
4.95%, 11/09/2023

        4,997,597  
    2,200,317       

MPH Acquisition Holdings LLC
4.30%, 06/07/2023

        2,215,719  
    3,174,378       

Opal Acquisition, Inc.
5.30%, 11/27/2020

        2,993,851  
    2,780,059       

Ortho-Clinical Diagnostics, Inc.
5.05%, 06/30/2021

        2,789,594  
      

Surgery Center Holdings, Inc.

     
    1,015,000       

0.00%, 06/06/2024(8)

        1,023,881  
    970,136       

4.98%, 11/03/2020

        976,810  
    1,070,000       

Teladoc, Inc.
8.50%, 06/17/2022

        1,070,000  
      

U.S. Renal Care, Inc.

     
    1,715,431       

5.55%, 12/31/2022

        1,682,546  
    2,500,000       

9.30%, 12/31/2023

        2,425,000  
            

 

 

 
                   29,568,283  
            

 

 

 
      

Home Furnishings - 0.2%

     
    967,268       

Hillman Group, Inc.
4.80%, 06/30/2021

        971,698  
            

 

 

 
      

Household Products - 0.2%

     
    809,082       

Prestige Brands, Inc.
3.98%, 01/26/2024

        813,014  
            

 

 

 
      

Insurance - 2.6%

     
      

Asurion LLC

     
    295,000       

0.00%, 11/03/2023(8)

        297,212  
    1,270,000       

0.00%, 07/11/2025(8)

        1,301,356  
    1,430,000       

8.73%, 03/03/2021

        1,431,787  
    1,966,555       

Evertec Group LLC
3.73%, 04/17/2020

        1,959,180  
    2,033,705       

HUB International Ltd.
4.42%, 10/02/2020

        2,047,046  
      

Sedgwick Claims Management Services, Inc.

     
    1,984,615       

3.98%, 03/01/2021

        1,987,811  
    1,984,962       

4.55%, 03/01/2021

        1,993,657  
    2,500,000       

6.98%, 02/28/2022

        2,525,000  
            

 

 

 
               13,543,049  
            

 

 

 
      

Internet - 0.2%

     
    1,276,937       

Lands’ End, Inc.
4.48%, 04/04/2021

        1,059,858  
            

 

 

 
      

IT Services - 0.2%

     
    1,216,950       

Gartner, Inc.
3.23%, 04/05/2024

        1,225,323  
            

 

 

 
      

Leisure Time - 1.1%

     
    2,017,527       

Aristocrat Leisure Ltd.
3.56%, 10/20/2021

        2,024,932  
      

Delta 2 (LUX) S.a.r.l.

     
    1,562,063       

4.50%, 02/01/2024

        1,570,154  
    421,500       

8.00%, 07/29/2022

        421,951  


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       555,000       

Hayward Industries, Inc.
0.00%, 07/18/2024(8)

      $ 559,162  
    980,000       

Lindblad Expeditions, Inc.
5.95%, 05/08/2021

        984,900  
            

 

 

 
               5,561,099  
            

 

 

 
      

Lodging - 6.1%

     
    19,040,000       

Caesars Entertainment Operating Co.
0.00%, 03/31/2024(8)

        19,123,395  
    5,012,324       

Caesars Entertainment Resort Properties LLC
4.73%, 10/11/2020

        5,056,182  
    2,929,765       

Caesars Growth Properties Holdings LLC
4.23%, 05/08/2021

        2,951,006  
    4,607,744       

Station Casinos LLC
3.73%, 06/08/2023

        4,613,964  
            

 

 

 
                   31,744,547  
            

 

 

 
      

Machinery-Construction & Mining - 0.6%

     
    316,621       

American Rock Salt Holdings LLC
4.98%, 05/20/2021

        316,621  
    2,613,732       

Neff Rental LLC
7.66%, 06/09/2021

        2,624,631  
            

 

 

 
               2,941,252  
            

 

 

 
      

Machinery-Diversified - 1.3%

     
    3,380,113       

Gardner Denver, Inc.
4.55%, 07/30/2020

        3,395,594  
    2,527,079       

Gates Global LLC
4.55%, 04/01/2024

        2,544,845  
    854,655       

Paladin Brands Holding, Inc.
7.30%, 08/16/2019

        850,382  
            

 

 

 
               6,790,821  
            

 

 

 
      

Media - 7.4%

     
      

Advantage Sales & Marketing, Inc.

     
    1,097,573       

4.55%, 07/23/2021

        1,072,329  
    570,000       

7.80%, 07/25/2022

        538,650  
    3,500,000       

Altice U.S. Finance I Corp.
0.00%, 07/28/2025(8)

        3,489,500  
      

CBS Radio, Inc.

     
    900,000       

0.00%, 10/17/2023(8)

        900,567  
    743,045       

4.73%, 10/17/2023

        744,902  
      

Charter Communications Operating LLC

     
    497,409       

3.24%, 07/01/2020

        500,021  
    2,962,500       

3.48%, 01/15/2024

        2,982,260  
    2,057,188       

CSC Holdings LLC
3.48%, 07/17/2025

        2,052,559  
    41,151       

Mission Broadcasting, Inc.
3.74%, 01/17/2024

        41,494  
    336,610       

Nexstar Broadcasting, Inc.
3.74%, 01/17/2024

        339,414  
      

Numericable Group S.A.

     
    EUR       1,331,663       

3.00%, 07/31/2025

        1,578,172  
  $       1,835,400       

4.06%, 07/31/2025

        1,830,812  
    2,353,218       

Numericable U.S. LLC
4.56%, 01/14/2025

        2,364,136  
    3,224,074       

Tribune Media Co.
4.23%, 01/27/2024

        3,232,940  
    2,005,000       

UPC Financing Partnership
3.98%, 04/15/2025

        2,015,025  
    7,855,000       

Virgin Media Bristol LLC
3.98%, 01/31/2025

        7,893,332  
  GBP       2,765,000       

Virgin Media Investment Holdings Ltd.
3.75%, 01/31/2026

        3,663,282  
  $       3,000,000       

Ziggo Secured Finance Partnership
3.73%, 04/15/2025

        3,003,750  
            

 

 

 
               38,243,145  
            

 

 

 


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Metal Fabricate/Hardware - 0.1%

     
  $       497,355       

NN, Inc.
5.48%, 10/19/2022

   $        499,220  
            

 

 

 
      

Miscellaneous Manufacturing - 0.7%

     
  EUR       3,192,000       

Gates Global LLC
3.50%, 04/01/2024

        3,802,912  
            

 

 

 
      

Oil & Gas - 3.4%

     
  $       256,244       

Ameriforge Group, Inc.
7.15%, 06/08/2022

        256,244  
    1,350,000       

BCP Raptor LLC
5.51%, 06/24/2024

        1,355,062  
      

California Resources Corp.

     
    3,864,359       

4.23%, 10/01/2019

        3,671,141  
    715,000       

11.60%, 12/31/2021

        768,982  
    625,000       

Chesapeake Energy Corp.
8.69%, 08/23/2021

        670,469  
    298,555       

Drillships Ocean Ventures, Inc.
7.75%, 07/25/2021

        263,027  
    4,945,000       

Energy Transfer Equity L.P.
3.97%, 02/02/2024

        4,962,307  
    750,000       

Fieldwood Energy LLC
8.30%, 08/31/2020

        711,878  
    792,251       

KCA Deutag U.S. Finance LLC
6.92%, 05/15/2020

        741,745  
    982,338       

Peabody Energy Corp.
5.73%, 03/31/2022

        990,442  
    952,613       

Pinnacle Holdco S.a.r.l.
4.80%, 07/30/2019

        829,964  
    2,500,000       

Ultra Resources, Inc.
4.22%, 04/12/2024

        2,509,375  
            

 

 

 
               17,730,636  
            

 

 

 
      

Oil & Gas Services - 0.9%

     
    2,747,296       

Crosby U.S. Acquisition Corp.
4.17%, 11/23/2020

        2,495,918  
    285,068       

Drillships Financing Holding, Inc.
8.25%, 03/31/2021

        197,766  
    2,654,900       

Paragon Offshore Finance Co.
6.00%, 07/18/2021

        998,906  
      

Utex Industries, Inc.

     
    470,916       

5.23%, 05/22/2021

        420,462  
    750,000       

8.48%, 05/22/2022

        661,875  
            

 

 

 
               4,774,927  
            

 

 

 
      

Packaging & Containers - 2.2%

     
      

Berlin Packaging LLC

     
    282,832       

4.51%, 10/01/2021

        284,246  
    1,976,143       

7.98%, 10/01/2022

        2,000,845  
      

Berry Plastics Group, Inc.

     
    698,250       

3.72%, 01/19/2024

        700,869  
    1,424,665       

3.73%, 10/01/2022

        1,430,720  
    1,955,100       

Flex Acquisition Co., Inc.
4.55%, 12/29/2023

        1,965,579  
      

Proampac PG Borrower LLC

     
    796,773       

5.20%, 11/18/2023

        807,729  
    970,000       

9.67%, 11/18/2024

        985,161  
    2,401,880       

Reynolds Group Holdings, Inc.
4.23%, 02/05/2023

        2,411,824  
    980,500       

Signode Industrial Group U.S., Inc.
4.01%, 05/04/2021

        983,569  
            

 

 

 
               11,570,542  
            

 

 

 
      

Pharmaceuticals - 1.7%

     
    1,775,000       

Endo Luxembourg Finance Co. I S.a r.l.
5.50%, 04/29/2024

        1,801,625  


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       6,981,399       

Valeant Pharmaceuticals International, Inc.
5.98%, 04/01/2022

   $        7,110,694  
            

 

 

 
               8,912,319  
            

 

 

 
      

Real Estate - 0.9%

     
      

DTZ U.S. Borrower LLC

     
    4,635,753       

4.49%, 11/04/2021

        4,658,932  
    95,745       

9.56%, 11/04/2022

        95,745  
            

 

 

 
               4,754,677  
            

 

 

 
      

Real Estate Investment Trusts - 1.0%

     
  EUR       1,556,100       

Equinix, Inc.
3.25%, 01/05/2024

        1,856,701  
  $       3,288,375       

MGM Growth Properties Operating Partnership L.P.
3.48%, 04/25/2023

        3,300,312  
            

 

 

 
               5,157,013  
            

 

 

 
      

Retail - 2.0%

     
    395,000       

84 Lumber Co.
6.98%, 10/04/2023

        399,937  
    1,741,870       

Albertsons LLC
4.29%, 12/21/2022

        1,738,909  
      

Bass Pro Group LLC

     
    1,530,926       

4.47%, 06/05/2020

        1,528,538  
    2,375,000       

6.30%, 12/16/2023

        2,313,155  
    563,456       

Harbor Freight Tools USA, Inc.
4.48%, 08/18/2023

        565,772  
    707,957       

Neiman Marcus Group Ltd. LLC
4.47%, 10/25/2020

        522,317  
    644,828       

Petco Animal Supplies, Inc.
4.31%, 01/26/2023

        582,879  
    800,437       

PetSmart, Inc.
4.23%, 03/11/2022

        756,037  
    1,293,500       

Pilot Travel Centers LLC
3.23%, 05/25/2023

        1,300,938  
    400,000       

Smart & Final Stores LLC
4.77%, 11/15/2022

        389,332  
    2,433,688       

Sports Authority, Inc.
7.50%, 11/16/2017

        101,412  
            

 

 

 
               10,199,226  
            

 

 

 
      

Semiconductors - 0.2%

     
    538,650       

Integrated Device Technology, Inc.
4.23%, 03/20/2024

        539,997  
    491,700       

ON Semiconductor Corp.
3.48%, 03/31/2023

        493,421  
            

 

 

 
               1,033,418  
            

 

 

 
      

Software - 9.5%

     
      

Almonde, Inc.

     
    2,670,000       

4.74%, 06/13/2024

        2,690,773  
    345,000       

8.46%, 06/13/2025

        353,984  
    1,205,000       

CCC Information Services, Inc.
4.24%, 04/27/2024

        1,207,265  
    1,964,774       

CDW LLC
3.30%, 08/17/2023

        1,976,091  
    4,239,375       

Change Healthcare Holdings, Inc.
3.98%, 03/01/2024

        4,262,692  
    1,955,250       

Dell, Inc.
3.74%, 09/07/2023

        1,966,316  
      

First Data Corp.

     
    2,110,000       

0.00%, 07/08/2022(8)

        2,115,655  
    11,856,988       

3.73%, 04/26/2024

        11,920,541  
    2,757,639       

Global Payments, Inc.
3.23%, 04/22/2023

        2,766,022  
    2,732,064       

Go Daddy Operating Co. LLC
3.73%, 02/15/2024

        2,743,839  


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Hyland Software, Inc.

     
$     215,000       

0.00%, 07/07/2025(8)

   $        218,225  
    1,263,625       

4.48%, 07/01/2022

        1,277,841  
    440,000       

iPayment, Inc.
7.31%, 04/06/2023

        443,300  
    73,518       

MA FinanceCo LLC
3.98%, 06/21/2024

        73,540  
EUR     2,000,000       

Misys Europe S.A.
4.25%, 06/13/2024

        2,397,930  
      

Peak 10, Inc.

     
$     683,850       

7.25%, 06/17/2021

        685,847  
    1,845,000       

10.50%, 06/17/2022

        1,854,225  
    1,720,383       

Quest Software U.S. Holdings, Inc.
7.26%, 10/31/2022

        1,747,978  
    496,482       

Seattle Spinco, Inc.
4.03%, 06/21/2024

        496,636  
      

SkillSoft Corp.

     
    2,000,000       

0.00%, 04/28/2021(8)

        1,876,420  
    750,000       

0.00%, 04/28/2022(8)

        616,343  
    1,455,655       

SS&C Technologies, Inc.
3.48%, 07/08/2022

        1,463,616  
EUR     1,200,000       

Telenet Financing USD LLC
3.00%, 03/31/2026

        1,429,183  
$     2,875,950       

WEX, Inc.
3.98%, 06/30/2023

        2,905,515  
            

 

 

 
                   49,489,777  
            

 

 

 
      

Telecommunications - 7.5%

     
    2,493,750       

Altice Financing S.A.
0.00%, 07/15/2025(8)

        2,498,114  
    890,133       

CommScope, Inc.
3.30%, 12/29/2022

        893,471  
    2,038,000       

Level 3 Financing, Inc.
3.48%, 02/22/2024

        2,045,968  
    2,153,565       

LTS Buyer LLC
4.55%, 04/13/2020

        2,161,102  
    18,074,700       

Sprint Communications, Inc.
3.75%, 02/02/2024

        18,133,443  
    3,600,000       

Unitymedia Hessen GmbH & Co. KG
0.00%, 09/30/2025(8)

        3,591,576  
    6,973,153       

Univision Communications, Inc.
3.98%, 03/15/2024

        6,945,052  
    2,495,219       

Zayo Group LLC
3.48%, 01/19/2024

        2,504,302  
            

 

 

 
               38,773,028  
            

 

 

 
      

Transportation - 0.5%

     
    2,731,313       

Kenan Advantage Group, Inc.
4.23%, 07/31/2022

        2,731,996  
            

 

 

 
      

Trucking & Leasing - 2.3%

     
      

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.

     
    2,000,000       

3.48%, 09/20/2020

        1,999,160  
    9,885,000       

3.98%, 03/20/2022

        9,877,290  
            

 

 

 
               11,876,450  
            

 

 

 
      

Total Senior Floating Rate Interests
(cost $482,468,167)

   $        479,723,773  
            

 

 

 

Common Stocks - 0.7%

     
      

Energy - 0.1%

     
    1,984       

Arch Coal, Inc. Class A

        150,923  
    78,609       

Templar Energy LLC Class A*(9)(10)

        343,915  
            

 

 

 
               494,838  
            

 

 

 
      

Insurance - 0.2%

     
    34,814       

AFG Holdings, Inc.

        992,199  
            

 

 

 
      

Media - 0.2%

     
    69,152       

MPM Holdings, Inc.*(9)(10)

        933,552  
            

 

 

 


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Utilities - 0.2%

        
    4,500,000       

TCEH Corp.*(9)(10)

      $        4  
    75,030       

Vistra Energy Corp.

           1,232,743  
               

 

 

 
                  1,232,747  
               

 

 

 
      

Total Common Stocks
(cost $5,798,811)

      $        3,653,336  
               

 

 

 
  Exchange Traded Funds - 2.2%        
      

Other Investment Pools & Funds - 2.2%

        
    117,200       

Alerian MLP ETF

           1,406,400  
    18,900       

iShares 1-3 Year Credit Bond ETF

           1,994,139  
    61,900       

iShares U.S. Preferred Stock ETF

           2,429,575  
    70,200       

PowerShares Senior Loan Portfolio

           1,633,554  
    55,500       

PowerShares Variable Rate Preferred Portfolio

           1,456,875  
    34,400       

SPDR Blackstone / GSO Senior Loan ETF

           1,637,096  
    18,100       

SPDR Bloomberg Barclays Short Term High Yield Bond ETF

           507,524  
               

 

 

 
                  11,065,163  
               

 

 

 
      

Total Exchange Traded Funds
(cost $11,019,705)

      $        11,065,163  
               

 

 

 
      

Total Long-Term Investments
(cost $539,877,106)

      $        536,013,488  
               

 

 

 
  Short-Term Investments - 7.2%         
      

Other Investment Pools & Funds - 7.2%

        
    37,490,386       

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

      $        37,490,386  
               

 

 

 
      

Total Short-Term Investments
(cost $37,490,386)

      $        37,490,386  
               

 

 

 
      

Total Investments
(cost $577,367,492)^

     110.6%      $        573,503,874  
      

Other Assets and Liabilities

     (10.6)%           (54,929,720
         

 

 

       

 

 

 
      

Total Net Assets

     100.0%      $            518,574,154  
         

 

 

       

 

 

 

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

   $        6,874,752  

Unrealized Depreciation

        (10,738,370
     

 

 

 

Net Unrealized Depreciation

   $        (3,863,618
     

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $31,157,916, which represented 6.0% of total net assets.
(2) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(3) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(4) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

(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 July 31, 2017, the aggregate value of these securities was $5,691,397, which represented 1.1% of total net assets.
(6) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(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 July 31, 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 July 31, 2017, the aggregate fair value of these securities was $1,277,471, 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.
(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.    $            2,496,993      
  10/2016         4,500,000      TCEH Corp.         —      
  10/2016         78,609      Templar Energy LLC Class A         673,075      
                

 

 

 
              $        3,170,068      
                

 

 

 

 

     At July 31, 2017, the aggregate value of these securities was $1,277,471, which represents 0.2% of total net assets.

Foreign Currency Contracts Outstanding at July 31, 2017

 

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

EUR

   Sell                         08/31/17        JPM      $ 870,819      $ 881,109      $ (10,290 )

EUR

   Sell                         08/31/17        BCLY        2,351,572        2,371,761        (20,189 )

EUR

   Sell                         08/31/17        DEUT        16,933,282        17,241,515        (308,233 )

GBP

   Sell                         08/31/17        DEUT        5,124,335        5,184,417        (60,082 )
                           

 

 

 

        Total

                            $ (398,794 )
                           

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Counterparty Abbreviations:   
BCLY   Barclays      
DEUT   Deutsche Bank Securities, Inc.   
JPM   JP Morgan Chase & Co.   
Currency Abbreviations:   
EUR   Euro      
GBP   British Pound      
Other Abbreviations:   
ETF   Exchange Traded Fund      
SPDR   Standard & Poor’s Depositary Receipt   


 

  The Hartford Floating Rate High Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

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

Assets

         

Corporate Bonds

   $ 41,571,216     $      $ 41,571,216     $  

Senior Floating Rate Interests

     479,723,773              479,723,773        

Common Stocks

         

Energy

     494,838       150,923              343,915  

Insurance

     992,199       992,199               

Media

     933,552                    933,552  

Utilities

     1,232,747       1,232,743              4  

Exchange Traded Funds

     11,065,163       11,065,163               

Short-Term Investments

     37,490,386       37,490,386               
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     573,503,874     $     50,931,414      $     521,294,989     $     1,277,471  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (398,794   $      $ (398,794   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (398,794   $      $ (398,794   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

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

 

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

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


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount

          Market Value  

Asset & Commercial Mortgage Backed Securities - 4.8%

     
      

Cayman Islands - 0.7%

     
      

BlueMountain CLO Ltd.

     
$     500,000       

2.90%, 07/15/2018(1)(2)

   $        502,283  
    250,000       

4.31%, 07/20/2026(1)(2)

        249,997  
    363,670       

LCM XVII L.P.
2.65%, 10/15/2026(1)(2)

        364,558  
    250,000       

Madison Park Funding Ltd.
2.82%, 01/27/2026(1)(2)

        250,058  
    250,000       

Marine Park CLO Ltd.
2.98%, 05/18/2023(1)(2)

        250,008  
      

Octagon Investment Partners Ltd.

     
    250,000       

2.31%, 10/25/2025(1)(2)

        250,500  
    250,000       

4.61%, 11/25/2025(1)(2)

        250,457  
            

 

 

 
                       2,117,861  
            

 

 

 
      

United States - 4.1%

     
    190,000       

245 Park Avenue Trust
3.66%, 06/05/2037(1)(2)

        193,984  
    333,831       

Alternative Loan Trust
5.25%, 08/25/2035

        298,061  
      

AmeriCredit Automobile Receivables Trust

     
    85,000       

1.53%, 07/08/2021

        84,641  
    65,000       

1.98%, 12/20/2021

        65,094  
    65,000       

2.21%, 05/10/2021

        65,237  
    26,293       

2.72%, 09/09/2019

        26,341  
    120,000       

2.86%, 12/09/2019

        120,997  
    20,000       

2.87%, 11/08/2021

        20,292  
    95,000       

2.89%, 01/10/2022

        96,450  
    50,000       

3.65%, 05/09/2022

        51,178  
    91,516       

Angel Oak Mortgage Trust LLC
2.48%, 07/25/2047(1)(2)

        91,513  
    42,970       

Banc of America Mortgage Trust
3.73%, 04/25/2034(2)

        43,234  
      

Bayview Opportunity Master Fund Trust

     
    104,121       

3.38%, 10/25/2028(1)(2)

        104,607  
    93,620       

4.00%, 10/28/2064(1)(2)

        97,586  
    357,242       

Bear Stearns Asset Backed Securities I Trust
6.00%, 11/25/2035

        376,841  
      

Cabela’s Credit Card Master Note Trust

     
    180,000       

1.68%, 07/15/2022(2)

        180,699  
    125,000       

2.71%, 02/17/2026(1)

        126,240  
    175,000       

Capital Auto Receivables Asset Trust
3.34%, 03/22/2021

        178,308  
    6,411       

Chrysler Capital Auto Receivables Trust
1.31%, 05/15/2019(1)

        6,409  
      

COLT Mortgage Loan Trust

     
    74,348       

2.75%, 09/25/2046(1)(2)

        75,055  
    99,250       

3.75%, 12/26/2046(1)(2)

        101,556  
      

Connecticut Avenue Securities

     
    108,350       

2.68%, 01/25/2029(2)

        109,790  
    236,394       

6.23%, 07/25/2025(2)

        264,762  
    175,000       

6.48%, 10/25/2023(2)

        205,469  
    155,000       

CSAIL Commercial Mortgage Trust
4.36%, 08/15/2048(2)

        154,861  
    97,750       

DB Master Finance LLC
3.98%, 02/20/2045(1)

        100,229  
      

Fannie Mae Connecticut Avenue Securities

     
    93,719       

2.08%, 11/25/2029(2)

        94,157  
    70,000       

3.42%, 01/25/2030(2)

        69,896  
    30,000       

4.82%, 01/25/2030(2)

        29,959  
    250,000       

5.48%, 01/25/2029(2)

        280,207  
    99,000       

5.58%, 05/25/2029(2)

        110,240  
    195,000       

6.73%, 09/25/2029(2)

        219,619  
    100,000       

10.73%, 05/25/2029(2)

        122,807  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$      179,988     

11.24%, 01/25/2029(2)

   $        231,506  
     49,989     

13.98%, 10/25/2028(2)

        70,358  
     

First Investors Auto Owner Trust

     
     60,000     

2.65%, 11/15/2022(1)

        59,998  
     95,000     

2.91%, 01/15/2020(1)

        95,391  
     93,866     

Flagship Credit Auto Trust
1.85%, 07/15/2021(1)

        93,828  
     112,222     

Foursight Capital Automobile Receivables Trust
2.37%, 04/15/2022(1)

        112,154  
     

FREMF Mortgage Trust

     
     215,000     

1.55%, 02/25/2020(2)

        215,438  
     45,000     

2.82%, 03/25/2045(1)(2)

        44,931  
     40,000     

3.54%, 12/25/2049(1)(2)

        36,257  
     120,000     

3.70%, 04/25/2048(1)(2)

        122,286  
     165,000     

3.81%, 06/25/2047(1)(2)

        169,186  
     160,000     

3.84%, 07/25/2049(1)(2)

        163,580  
     60,000     

3.88%, 02/25/2024(1)(2)

        56,519  
     35,000     

3.97%, 07/25/2049(1)(2)

        33,772  
     84,000     

3.98%, 02/25/2046(1)(2)

        88,009  
     225,000     

4.13%, 02/25/2046(1)(2)

        230,200  
     

GLS Auto Receivables Trust

     
     185,000     

2.67%, 04/15/2021(1)

        184,961  
     51,308     

2.73%, 10/15/2020(1)

        51,306  
     225,000     

GM Financial Automobile Leasing Trust
1.78%, 05/20/2020

        224,634  
     50,000     

Green Tree Agency Advance Funding Trust
2.38%, 10/15/2048(1)

        49,749  
     100,000     

GS Mortgage Securities Corp. Trust
2.72%, 07/15/2032(1)(2)(3)

        99,999  
     63,000     

GS Mortgage Securities Trust
3.51%, 03/10/2050(1)(2)

        53,003  
     75,043     

GSR Mortgage Loan Trust
2.75%, 01/25/2035(2)

        71,294  
     52,000     

Hyundai Automotive Receivables Trust
2.19%, 11/15/2022

        51,994  
     73,530     

JP Morgan Mortgage Acquisition Trust
4.99%, 11/25/2036(4)

        73,514  
     62,100     

JP Morgan Mortgage Trust
3.00%, 09/25/2044(1)(2)

        62,832  
     89,867     

LSTAR Securities Investment Trust
3.23%, 04/01/2022(1)(2)

        88,569  
     80,694     

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(2)

        80,979  
     214,000     

Mortgage Repurchase Agreement Financing Trust
2.39%, 06/10/2019(1)(2)

        213,663  
     

Nationstar HECM Loan Trust

     
     78,463     

1.97%, 05/25/2027(1)

        78,405  
     59,410     

2.01%, 08/25/2026(1)

        59,286  
     

New Residential Mortgage Loan Trust

     
     120,503     

3.25%, 09/25/2056(1)(2)

        123,107  
     141,022     

3.75%, 05/25/2054(1)(2)

        146,392  
     94,260     

3.75%, 11/25/2056(1)(2)

        97,915  
     201,819     

4.00%, 02/25/2057(1)(2)

                211,323  
     

NRZ Advance Receivables Trust

     
     303,000     

2.58%, 10/15/2049(1)

        301,678  
     225,000     

3.11%, 12/15/2050(1)

        226,077  
     185,000     

3.21%, 02/15/2051(1)

        187,172  
     410,000     

Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates
1.66%, 04/25/2035(2)

        398,501  
     

Santander Drive Auto Receivables Trust

     
     50,000     

2.46%, 03/15/2022

        50,168  
     65,000     

2.58%, 05/16/2022

        65,339  
     175,000     

3.17%, 04/17/2023

        175,918  
     162,000     

3.53%, 08/16/2021

        165,176  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$     100,000       

Series RRX Trust
0.00%, 08/26/2044(1)(5)(6)

   $        97,524  
    9,065       

Skopos Auto Receivables Trust
3.10%, 12/15/2023(1)

        9,069  
      

SoFi Consumer Loan Program LLC

     
    110,000       

2.50%, 05/26/2026(1)

        109,810  
    93,847       

2.77%, 05/25/2026(1)

        94,674  
    80,330       

3.28%, 01/26/2026(1)

        81,397  
    219,305       

SoFi Professional Loan Program LLC
1.93%, 03/26/2040(1)(2)

        220,199  
    215,000       

Springleaf Funding Trust
2.68%, 07/15/2030(1)

        216,130  
    284,087       

Structured Agency Credit Risk Debt Notes
2.88%, 04/25/2024(2)

        289,548  
      

Towd Point Mortgage Trust

     
    166,888       

2.25%, 04/25/2056(1)(2)

        166,544  
    203,324       

2.75%, 10/25/2056(1)(2)

        203,545  
    96,180       

2.75%, 04/25/2057(1)(2)

        97,107  
    145,465       

3.00%, 03/25/2054(1)(2)

        147,144  
    199,000       

3.75%, 04/25/2055(1)(2)

        204,372  
    100,000       

United Auto Credit Securitization Trust
2.71%, 01/10/2022(1)

        99,901  
    95,417       

VOLT LIX LLC
3.25%, 05/25/2047(1)(4)

        95,581  
    112,777       

VOLT LVI LLC
3.50%, 03/25/2047(1)(4)

        113,954  
    105,681       

VOLT LVIII LLC
3.38%, 05/28/2047(1)(4)

        105,905  
    96,620       

VOLT LX LLC
3.25%, 04/25/2059(1)(4)

        96,866  
    98,342       

VOLT LXI LLC
3.13%, 06/25/2047(1)(4)

        98,601  
    115,000       

Volvo Financial Equipment LLC
2.27%, 03/16/2020(1)

        115,740  
    195,000       

Wachovia Bank Commercial Mortgage Trust
5.29%, 10/15/2044(1)(2)

        176,589  
    250,000       

Westlake Automobile Receivables Trust
3.40%, 01/15/2021(1)

        252,220  
            

 

 

 
               12,675,106  
            

 

 

 
      

Total Asset & Commercial Mortgage Backed Securities
(cost $14,618,390)

   $                14,792,967  
            

 

 

 

Corporate Bonds - 4.6%

 

      

Argentina - 0.1%

     
    160,000       

YPF S.A.
24.10%, 07/07/2020(2)(7)

   $        164,800  
            

 

 

 
      

Austria - 0.2%

     
EUR     100,000       

BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
8.13%, 10/30/2023(7)

        158,087  
      

Erste Group Bank AG

     
$     200,000       

3.77%, 05/26/2025(7)

        212,000  
EUR     200,000       

8.88%, 10/15/2021(2)(7)(8)

        279,029  
    100,000       

Raiffeisen Bank International AG
4.50%, 02/21/2025(2)(7)

        126,500  
            

 

 

 
               775,616  
            

 

 

 
      

Belgium - 0.1%

     
    100,000       

KBC Groep N.V.
4.76%, 03/29/2049(2)(7)(8)

        124,003  
    100,000       

KBC Group N.V.
0.75%, 10/18/2023(7)

        117,792  
            

 

 

 
               241,795  
            

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Denmark - 0.1%

     
    200,000       

Danske Bank A/S
5.75%, 04/06/2020(2)(7)(8)

   $        254,813  
            

 

 

 
      

France - 0.7%

     
$     325,000       

AXA S.A.
6.46%, 12/14/2018(2)(7)(8)

        335,969  
    250,000       

BNP Paribas S.A.
7.63%, 03/30/2021(2)(7)(8)

        276,875  
EUR     100,000       

BPCE S.A.
1.13%, 01/18/2023(7)

        120,619  
      

Credit Agricole S.A.

     
    300,000       

1.88%, 12/20/2026(7)

        367,486  
$     225,000       

4.70%, 09/29/2049(2)(7)(8)

        236,124  
    200,000       

7.88%, 01/23/2024(2)(7)(8)

        225,604  
EUR     100,000       

SCOR SE
3.63%, 05/27/2048(2)(7)

        130,582  
$     210,000       

Societe Generale S.A.
6.00%, 10/27/2049(7)

        214,553  
EUR     100,000       

Sogecap S.A.
4.13%, 02/18/2026(2)(7)(8)

        129,034  
            

 

 

 
                       2,036,846  
            

 

 

 
      

Germany - 0.3%

     
      

Deutsche Bank AG

     
    200,000       

4.50%, 05/19/2026

        265,089  
$     200,000       

7.50%, 04/30/2025(2)(8)

        208,624  
EUR     309,825       

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
5.13%, 01/21/2023(7)

        383,258  
            

 

 

 
               856,971  
            

 

 

 
      

Guernsey - 0.2%

     
      

Credit Suisse Group Funding Guernsey Ltd.

     
    175,000       

1.25%, 04/14/2022(7)

        212,686  
$     350,000       

3.13%, 12/10/2020

        358,143  
            

 

 

 
               570,829  
            

 

 

 
      

Iceland - 0.0%

     
EUR     120,000       

Arion Banki HF
1.63%, 12/01/2021(7)

        145,517  
            

 

 

 
      

Italy - 0.2%

     
      

UniCredit S.p.A.

     
$     210,000       

5.86%, 06/19/2032(1)(2)

        220,152  
EUR     250,000       

6.10%, 12/29/2049(2)(7)(8)

        309,158  
$     200,000       

8.00%, 06/03/2024(2)(7)(8)

        212,740  
            

 

 

 
               742,050  
            

 

 

 
      

Japan - 0.1%

     
    200,000       

Fukoku Mutual Life Insurance Co.
6.50%, 09/19/2023(2)(7)(8)

        226,746  
            

 

 

 
      

Luxembourg - 0.1%

     
    295,000       

Wind Acquisition Finance S.A.
7.38%, 04/23/2021(7)

        307,124  
            

 

 

 
      

Mauritius - 0.1%

     
    300,000       

MTN Mauritius Investment Ltd.
4.76%, 11/11/2024(7)

        289,050  
            

 

 

 
      

Netherlands - 0.2%

     
EUR     200,000       

ABN Amro Bank N.V.
5.75%, 09/22/2020(2)(7)(8)

        255,710  
$     200,000       

Demeter Investments B.V. for Swiss Re Ltd.
5.75%, 08/15/2050(2)(7)

        220,000  
    250,000       

ING Groep N.V.
6.50%, 04/16/2025(2)(8)

        270,638  
            

 

 

 
               746,348  
            

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Portugal - 0.1%

     
  EUR       200,000       

Caixa Geral de Depositos S.A.
10.75%, 03/30/2022(2)(7)(8)

   $        250,966  
            

 

 

 
      

Spain - 0.6%

     
      

Banco Bilbao Vizcaya Argentaria S.A.

     
    200,000       

5.88%, 12/31/2099(2)(7)(8)

        249,486  
    200,000       

7.00%, 02/19/2019(2)(7)(8)

        248,598  
  $       200,000       

9.00%, 05/09/2018(2)(7)(8)

        208,685  
  EUR       200,000       

Banco de Sabadell S.A.
6.50%, 05/18/2022(2)(7)(8)

        241,983  
    300,000       

Banco Santander S.A.
6.25%, 03/12/2019(2)(7)(8)

        370,278  
      

CaixaBank S.A.

     
    200,000       

3.50%, 02/15/2027(2)(7)

        252,539  
    200,000       

6.75%, 06/13/2024(2)(7)(8)

        255,848  
            

 

 

 
                       1,827,417  
            

 

 

 
      

Switzerland - 0.4%

     
      

Credit Suisse AG

     
  $       250,000       

4.28%, 01/09/2028(7)

        261,709  
  EUR       200,000       

5.75%, 09/18/2025(2)(7)

        267,539  
  $       250,000       

UBS AG
5.13%, 05/15/2024(7)

        269,027  
    275,000       

UBS Group AG
6.88%, 08/07/2025(2)(7)(8)

        301,469  
            

 

 

 
               1,099,744  
            

 

 

 
      

United Kingdom - 0.8%

     
    200,000       

Aviva plc
8.25%, 04/29/2049(7)

        202,540  
  GBP       450,000       

Barclays plc
3.25%, 02/12/2027(7)

        620,028  
      

HSBC Holdings plc

     
  $       200,000       

3.60%, 05/25/2023

        207,609  
    275,000       

3.90%, 05/25/2026

        286,606  
    265,000       

6.88%, 06/01/2021(2)(8)

        290,625  
    200,000       

Lloyds Banking Group plc
3.75%, 01/11/2027

        203,135  
  GBP       150,000       

Prudential plc
3.08%, 12/19/2063(7)

        229,735  
  $       315,000       

Royal Bank of Scotland Group plc
8.63%, 08/15/2021(2)(8)

        347,880  
    200,000       

Santander UK plc
4.00%, 03/13/2024

        211,847  
            

 

 

 
               2,600,005  
            

 

 

 
      

United States - 0.3%

     
    125,000       

Concho Resources, Inc.
5.50%, 04/01/2023

        129,062  
    175,000       

Continental Resources, Inc.
4.90%, 06/01/2044

        149,625  
    350,000       

Eagle Materials, Inc.
4.50%, 08/01/2026

        365,750  
    125,000       

Matador Resources Co.
6.88%, 04/15/2023

        132,500  
    150,000       

QEP Resources, Inc.
5.38%, 10/01/2022

        147,375  
    125,000       

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

        130,625  
            

 

 

 
               1,054,937  
            

 

 

 
      

Total Corporate Bonds
(cost $13,146,916)

   $        14,191,574  
            

 

 

 
 

Foreign Government Obligations - 11.0%

    
      

Argentina - 0.6%

     
  ARS       8,925,000       

Argentina Politica Monet
26.25%, 06/21/2020(2)

        534,221  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  EUR       1,125,000       

Argentine Republic Government International Bond
5.00%, 01/15/2027(7)

   $        1,239,271  
    115,000       

Provincia de Buenos Aires
3.00%, 05/01/2020(4)(7)

        134,367  
            

 

 

 
               1,907,859  
            

 

 

 
      

Azerbaijan - 0.1%

     
  $       275,000       

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

        279,955  
            

 

 

 
      

Brazil - 0.6%

     
  BRL       5,341,736       

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2022(9)

        1,797,220  
            

 

 

 
      

Canada - 1.6%

     
  CAD       3,200,000       

Canadian Government Bond
0.50%, 03/01/2022

        2,436,286  
    2,709,613       

Canadian Government Real Return Bond
4.25%, 12/01/2021(9)

        2,538,658  
            

 

 

 
               4,974,944  
            

 

 

 
      

Germany - 0.1%

     
  EUR       309,627       

Deutschland I/L Bond
0.10%, 04/15/2046(9)

        404,217  
            

 

 

 
      

Greece - 0.3%

     
      

Hellenic Republic Government Bond

     
    96,000,000       

0.00%, 10/15/2042(6)

        357,981  
    225,000       

3.00%, 02/24/2032(2)(7)

        205,850  
    325,000       

3.00%, 02/24/2041(2)(7)

        273,071  
    225,000       

3.00%, 02/24/2042(2)(7)

        189,022  
            

 

 

 
               1,025,924  
            

 

 

 
      

Iceland - 0.5%

     
  ISK       112,400,000       

Iceland Rikisbref
8.00%, 06/12/2025

        1,316,655  
    28,348,333       

Iceland Spariskirten
3.80%, 04/14/2021(9)

        287,193  
            

 

 

 
               1,603,848  
            

 

 

 
      

India - 1.1%

     
      

India Government Bond

     
  INR       43,350,000       

7.61%, 05/09/2030

        712,595  
    49,080,000       

7.72%, 05/25/2025

        805,026  
    35,150,000       

8.60%, 06/02/2028

        606,217  
    80,000,000       

8.79%, 11/08/2021

        1,349,064  
            

 

 

 
               3,472,902  
            

 

 

 
      

Italy - 0.2%

     
  EUR       380,764       

Italy Buoni Poliennali Del Tesoro
1.25%, 09/15/2032(7)(9)

        446,390  
            

 

 

 
      

Ivory Coast - 0.2%

     
  $       747,875       

Ivory Coast Government International Bond
5.75%, 12/31/2032(4)(7)

        733,067  
            

 

 

 
      

Japan - 1.4%

     
      

Japanese Government CPI Linked Bond

     
  JPY       148,585,800       

0.10%, 09/10/2023(9)

        1,385,612  
    316,600,000       

0.10%, 09/10/2024(9)

        2,968,195  
            

 

 

 
               4,353,807  
            

 

 

 
      

Mexico - 0.9%

     
  MXN       18,575,900       

Mexican Bonos
5.75%, 03/05/2026

        969,046  
      

Mexican Udibonos

     
    23,134,866       

2.00%, 06/09/2022(9)

        1,234,520  
    9,889,744       

4.00%, 11/08/2046(9)

        595,801  
            

 

 

 
                   2,799,367  
            

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

New Zealand - 0.3%

     

 

NZD

 

    1,043,450       

New Zealand Government Bond
2.50%, 09/20/2035(7)(9)

   $        814,261  
            

 

 

 
      

Poland - 0.3%

     
  PLN       3,200,000       

Republic of Poland Government Bond
2.50%, 07/25/2026(9)

        836,276  
            

 

 

 
      

Portugal - 0.8%

     
  $       2,425,000       

Portugal Government International Bond
5.13%, 10/15/2024(7)

        2,483,927  
            

 

 

 
      

Russia - 1.1%

     
  RUB       86,025,000       

Russian Federal Bond - OFZ
6.40%, 05/27/2020

        1,384,112  
    130,692,245       

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023

        2,118,639  
            

 

 

 
               3,502,751  
            

 

 

 
      

Spain - 0.9%

     
      

Spain Government Bond

     
  EUR       1,200,000       

1.30%, 10/31/2026(1)(7)

        1,411,919  
    1,100,000       

1.50%, 04/30/2027(1)(7)

        1,302,715  
            

 

 

 
               2,714,634  
            

 

 

 
      

Total Foreign Government Obligations
(cost $33,862,616)

   $            34,151,349  
            

 

 

 
 

U.S. Government Agencies - 5.6%

 
      

United States - 5.6%

     
      

FHLMC - 2.4%

     
  $       120,264       

5.50%, 04/15/2036(10)

   $        24,407  
    2,475,000       

3.00%, 08/01/2047(3)(11)

        2,479,035  
    1,500,000       

4.00%, 08/01/2047(3)(11)

        1,579,922  
    544,207       

3.50%, 03/15/2041(10)

        67,581  
    494,486       

2.50%, 03/15/2028(10)

        40,646  
    2,298,022       

0.25%, 06/25/2025(2)(10)

        41,055  
    65,277       

3.50%, 06/15/2026(10)

        5,089  
    51,824       

3.00%, 05/15/2032(10)

        4,405  
    1,493,494       

0.28%, 11/25/2023(2)(10)

        23,268  
    240,533       

3.43%, 02/25/2024(2)

        248,590  
    1,419,882       

0.71%, 01/25/2024(2)(10)

        57,542  
    396,000       

3.23%, 12/25/2028(2)

        406,580  
    4,377,598       

0.08%, 10/25/2026(2)(10)

        35,965  
    1,625,000       

3.50%, 08/01/2047(3)(11)

        1,674,131  
    255,000       

4.50%, 08/01/2047(3)(11)

        273,507  
    33,405       

4.00%, 07/15/2027(10)

        3,699  
    90,058       

4.63%, 07/25/2023(2)

        91,513  
    250,000       

3.18%, 05/25/2025(2)

        257,838  
    60,817       

3.00%, 03/15/2033(10)

        7,982  
    69,040       

4.00%, 03/15/2028(10)

        7,434  
    53,386       

2.50%, 05/15/2028(10)

        4,219  
    435,000       

2.21%, 01/25/2042(2)(10)

        53,324  
    754,561       

0.61%, 03/25/2027(2)(10)

        37,479  
    137,543       

3.43%, 03/25/2025(2)

        139,390  
            

 

 

 
               7,564,601  
            

 

 

 
      

FNMA - 1.7%

     
    36,471       

3.00%, 01/01/2031

        37,535  
    60,922       

3.00%, 09/25/2027(10)

        5,983  
    310,070       

1.81%, 05/25/2046(2)(10)

        15,764  
    401,534       

3.50%, 04/25/2027(10)

        41,692  
    113,536       

3.50%, 10/25/2027(10)

        13,252  
    74,911       

3.50%, 09/25/2035(10)

        11,845  
    84,581       

3.00%, 02/25/2028(10)

        7,913  
    267,987       

5.14%, 10/01/2024

        307,788  
    4,657       

2.78%, 04/01/2022

        4,793  
    4,612       

3.20%, 04/01/2022

        4,818  
    284,782       

3.78%, 10/01/2023

        303,241  
    18,891       

3.87%, 10/01/2025

        20,322  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       13,802       

4.06%, 10/01/2028

   $        15,125  
    10,000       

3.86%, 12/01/2025

        10,815  
    4,920       

3.97%, 05/01/2029

        5,324  
    128,299       

3.42%, 04/01/2024

        135,457  
    29,036       

3.89%, 05/01/2030

        30,707  
    9,558       

3.96%, 05/01/2034

        10,131  
    225,000       

2.50%, 08/01/2032(3)(11)

        226,872  
    1,250,000       

3.00%, 08/01/2047(3)(11)

        1,251,953  
    1,050,000       

3.50%, 08/01/2047(3)(11)

        1,081,008  
    775,000       

3.00%, 08/01/2032(3)(11)

        797,190  
    32,211       

5.46%, 05/25/2042(2)(10)

        3,650  
    282,633       

4.50%, 02/25/2043(10)

        52,369  
    43,563       

3.50%, 05/25/2027(10)

        4,655  
    97,612       

3.00%, 02/25/2027(10)

        8,137  
    468,059       

1.99%, 08/25/2044(2)(10)

        23,999  
    216,380       

1.88%, 06/25/2055(2)(10)

        12,431  
    75,000       

3.25%, 04/01/2027

        77,500  
    135,000       

3.23%, 04/01/2027

        139,260  
    66,553       

3.50%, 02/25/2031(10)

        6,611  
    45,000       

3.17%, 03/01/2027

        46,219  
    20,000       

3.34%, 03/01/2027

        20,794  
    125,000       

3.09%, 03/01/2027

        127,683  
    70,000       

3.13%, 04/01/2027

        71,649  
    99,856       

2.85%, 06/01/2027

        100,588  
    195,000       

2.97%, 06/01/2027

        196,611  
            

 

 

 
               5,231,684  
            

 

 

 
      

GNMA - 1.2%

     
    118,275       

5.00%, 02/16/2040(10)

        28,081  
    151,321       

3.50%, 10/20/2042(10)

        28,854  
    339,613       

3.00%, 08/20/2027(10)

        32,871  
    253,241       

3.50%, 07/20/2029(10)

        30,057  
    75,004       

3.50%, 02/16/2030(10)

        9,005  
    101,740       

3.50%, 05/16/2042(10)

        19,778  
    49,602       

3.50%, 03/20/2027(10)

        5,195  
    92,700       

5.50%, 02/16/2047(10)

        22,609  
    158,250       

3.50%, 05/20/2043(10)

        29,263  
    243,172       

2.50%, 05/16/2028(10)

        18,267  
    86,774       

3.50%, 02/20/2041(10)

        12,475  
    100,000       

4.00%, 09/01/2047(3)(11)

        105,145  
    351,524       

3.00%, 07/20/2028(10)

        29,639  
    575,000       

6.00%, 08/01/2047(3)(11)

        647,145  
    1,212,500       

3.00%, 08/01/2047(3)(11)

        1,230,119  
    300,000       

3.50%, 08/01/2047(3)(11)

        311,719  
    425,000       

4.00%, 08/01/2047(3)(11)

        447,445  
    590,000       

4.50%, 08/01/2047(3)(11)

        626,506  
    100,416       

3.50%, 04/20/2042(10)

        14,192  
    298,791       

4.00%, 04/16/2026(10)

        33,053  
    96,038       

4.00%, 09/16/2042(10)

        26,552  
    72,594       

6.00%, 02/20/2046(10)

        17,685  
            

 

 

 
               3,725,655  
            

 

 

 
      

SLM Student Loan Trust - 0.3%

     
    135,219       

1.48%, 07/25/2023(2)

        135,189  
    177,040       

1.86%, 04/27/2026(1)(2)

        177,552  
    147,397       

1.96%, 01/25/2022(2)

        146,964  
    193,477       

2.81%, 04/25/2023(2)

        198,234  
    228,724       

3.01%, 07/25/2023(2)

        235,166  
            

 

 

 
               893,105  
            

 

 

 
      

Total U.S. Government Agencies
(cost $17,324,127)

   $            17,415,045  
            

 

 

 
 

U.S. Government Securities - 2.4%

 
      

United States - 2.4%

     
      

U.S. Treasury Bonds - 1.4%

     
    675,519       

0.75%, 02/15/2045(9)

        632,013  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       2,619,606       

3.38%, 04/15/2032(9)

   $            3,613,660  
            

 

 

 
               4,245,673  
            

 

 

 
      

U.S. Treasury Notes - 1.0%

     
    1,472,367       

0.25%, 01/15/2025(9)

        1,454,700  
    1,651,923       

0.63%, 01/15/2024(9)

        1,684,730  
            

 

 

 
               3,139,430  
            

 

 

 
      

Total U.S. Government Securities
(cost $7,508,347)

   $        7,385,103  
            

 

 

 
 

Common Stocks - 60.1%

     
      

Australia - 1.1%

     
    3,902       

BHP Billiton plc

   $        71,149  
    4,167       

Brambles Ltd.

        30,810  
    17,286       

Buru Energy Ltd.*

        2,904  
    1,373       

Caltex Australia Ltd.

        34,216  
    310,466       

Evolution Mining Ltd.

        554,748  
    14,421       

Galaxy Resources Ltd.*

        21,241  
    158,756       

Genworth Mortgage Insurance Australia Ltd.

        382,278  
    6,248       

Goodman Group REIT

        39,817  
    188,796       

Kingsgate Consolidated Ltd.*

        34,739  
    160,680       

Mantra Group Ltd.

        387,049  
    948,010       

Mirabela Nickel Ltd.*(12)(13)

        31,474  
    14,118       

Mirvac Group REIT

        24,522  
    21,046       

New South Resources Ltd.*

        25,172  
    4,363       

NEXTDC Ltd.*

        14,319  
    146,305       

Northern Star Resources Ltd.

        518,314  
    6,894       

Nufarm Ltd.

        46,669  
    223,267       

OceanaGold Corp.

        610,660  
    9,851       

Origin Energy Ltd.*

        54,570  
    15,924       

Orora Ltd.

        35,161  
    613,532       

Perseus Mining Ltd.*

        155,725  
    67,230       

Sydney Airport

        362,385  
    2,793       

Westfield Corp. REIT

        17,172  
    3,446       

Woodside Petroleum Ltd.

        80,535  
            

 

 

 
               3,535,629  
            

 

 

 
      

Austria - 0.5%

     
    8,278       

ams AG*

        596,567  
    507       

Schoeller-Bleckmann Oilfield Equipment AG*

        38,412  
    3,113       

Strabag SE

        138,179  
    888       

Voestalpine AG

        45,007  
    35,075       

Wienerberger AG

        806,308  
            

 

 

 
               1,624,473  
            

 

 

 
      

Belgium - 0.4%

     
    8,543       

Ageas

        384,595  
    961       

Anheuser-Busch InBev N.V. ADR

        115,954  
    5,734       

Melexis N.V.

        493,271  
    1,121       

Telenet Group Holding N.V.*

        78,262  
    1,263       

UCB S.A.

        91,974  
    250       

Umicore S.A.

        20,070  
            

 

 

 
               1,184,126  
            

 

 

 
      

Bermuda - 0.3%

     
    20,236       

Bank of NT Butterfield & Son Ltd.

        689,845  
    7,177       

XL Group Ltd.

        318,659  
            

 

 

 
               1,008,504  
            

 

 

 
      

Brazil - 0.1%

     
    14,220       

BRF S.A.*

        168,359  
    4,500       

Telefonica Brasil S.A. (Preference Shares)

        67,406  
            

 

 

 
               235,765  
            

 

 

 
      

British Virgin Islands - 0.1%

     
    70,939       

Atlas Mara Ltd.*

        187,988  
            

 

 

 
      

Canada - 1.1%

     
    496       

Agnico Eagle Mines Ltd.

        23,168  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    7,832       

Bank of Nova Scotia

   $        487,918  
    572       

BCE, Inc.

        26,849  
    2,976       

Cameco Corp.

        30,504  
    884       

Canadian Apartment Properties REIT

        22,980  
    5,415       

Canadian Imperial Bank of Commerce

        470,031  
    1,447       

Canadian Natural Resources Ltd.

        44,254  
    92,629       

Centerra Gold, Inc.*

        494,071  
    6,531       

EcoSynthetix, Inc.*

        14,406  
    3,299       

Enbridge, Inc.

        136,777  
    3,965       

EnCana Corp.

        39,912  
    48,742       

Fairfax India Holdings Corp.*(1)

        826,177  
    2,005       

Killam Apartment Real Estate Investment Trust REIT

        19,716  
    796       

Lululemon Athletica, Inc.*

        49,066  
    5,080       

Magna International, Inc.

        242,275  
    928       

Methanex Corp.

        41,110  
    56       

PrairieSky Royalty Ltd.

        1,391  
    5,400       

Suncor Energy, Inc.

        176,152  
    1,876       

TransCanada Corp.

        95,850  
    561       

Waste Connections, Inc.

        36,454  
            

 

 

 
               3,279,061  
            

 

 

 
      

China - 1.8%

     
    29,774       

AAC Technologies Holdings, Inc.

        399,974  
    9,235       

Alibaba Group Holding Ltd. ADR*

        1,430,963  
    112,846       

China Longyuan Power Group Corp. Ltd. Class H

        82,528  
    4,971       

ENN Energy Holdings Ltd.

        33,747  
    61,485       

Gree Electric Appliances, Inc. of Zhuhai Class A

        358,554  
    15,322       

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

        68,246  
    297       

Hollysys Automation Technologies Ltd.

        5,694  
    8,434       

JD.com, Inc. ADR*

        380,964  
    100,624       

Semiconductor Manufacturing International Corp.*

        110,303  
    109,469       

Sunny Optical Technology Group Co., Ltd.

        1,300,924  
    33,365       

Tencent Holdings Ltd.

        1,331,729  
    500       

Wuxi Biologics Cayman, Inc.*(1)

        2,240  
            

 

 

 
                   5,505,866  
            

 

 

 
      

Croatia - 0.0%

     
    4,042       

Valamar Riviera DD

        28,395  
            

 

 

 
      

Czech Republic - 0.1%

     
    47,437       

Moneta Money Bank AS(1)

        170,946  
            

 

 

 
      

Denmark - 0.1%

     
    4,706       

DSV A/S

        303,846  
    403       

Genmab A/S*

        91,586  
    581       

GronlandsBANKEN A/S

        57,802  
            

 

 

 
               453,234  
            

 

 

 
      

Egypt - 0.2%

     
    268,814       

Centamin plc

        589,609  
            

 

 

 
      

Finland - 0.2%

     
    403       

Elisa Oyj

        16,591  
    895       

Kemira Oyj

        11,281  
    112,862       

Nokia Oyj ADR

        721,188  
    814       

Tikkurila Oyj

        17,374  
            

 

 

 
               766,434  
            

 

 

 
      

France - 2.1%

     
    1,097       

Airbus SE

        91,662  
    21,114       

Alstom S.A.

        756,433  
    10,481       

Amundi S.A.(1)

        810,623  
    412       

Arkema S.A.

        46,900  
    8,480       

BNP Paribas S.A.

        657,163  
    13,878       

Cie de Saint-Gobain

        770,044  
    3,281       

Engie S.A.

        52,844  
    527       

Essilor International S.A.

        66,722  
    1,038       

JCDecaux S.A.

        36,965  
    428       

Kering

        149,595  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    942       

Legrand S.A.

   $        65,071  
    726       

LVMH Moet Hennessy Louis Vuitton SE

        182,363  
    945       

Remy Cointreau S.A.

        108,705  
    1,103       

Safran S.A.

        104,356  
    8,958       

Schneider Electric SE*

        703,052  
    3,555       

Television Francaise

        52,016  
    1,273       

Total S.A. ADR

        64,503  
    163       

Unibail-Rodamco SE REIT

        40,767  
    35,744       

Veolia Environnement S.A.

        805,553  
    10,127       

Vinci S.A.

        906,836  
    4,268       

Vivendi S.A.

        98,650  
            

 

 

 
               6,570,823  
            

 

 

 
      

Germany - 1.4%

     
    1,033       

adidas AG

        235,931  
    3,054       

Beiersdorf AG

        335,142  
    1,308       

Brenntag AG

        74,121  
    672       

Continental AG

        151,380  
    1,684       

Delivery Hero AG*(1)

        55,221  
    21,457       

Deutsche Wohnen AG

        850,308  
    12,327       

E.ON SE

        121,948  
    301       

HeidelbergCement AG

        29,806  
    19,472       

Infineon Technologies AG

        422,859  
    839       

Innogy SE(1)

        35,238  
    8,870       

LEG Immobilien AG

        852,898  
    163       

Puma SE

        65,346  
    9,835       

Rheinmetall AG

        981,434  
    1,589       

Volkswagen AG

        249,863  
            

 

 

 
               4,461,495  
            

 

 

 
      

Greece - 1.1%

     
    32,252       

Aegean Airlines S.A.

        315,748  
    120,545       

Ellaktor S.A.*

        235,457  
    23,749       

Frigoglass SAIC*

        8,238  
    80,120       

Grivalia Properties REIC A.E. REIT

        863,100  
    47,385       

Hellenic Exchanges - Athens Stock Exchange S.A.

        298,361  
    69,415       

Hellenic Telecommunications Organization S.A.

        885,830  
    817,357       

National Bank of Greece S.A.*

        330,424  
    54,640       

OPAP S.A.

        628,717  
            

 

 

 
                   3,565,875  
            

 

 

 
      

Hong Kong - 0.5%

     
    84,000       

AIA Group Ltd.

        660,703  
    140,712       

AMVIG Holdings Ltd.

        40,894  
    7,124       

ASM Pacific Technology Ltd.

        92,069  
    4,420       

Beijing Enterprises Holdings Ltd.

        23,457  
    22,043       

Champion REIT

        17,150  
    8,497       

CK Infrastructure Holdings Ltd.

        79,198  
    7,950       

Galaxy Entertainment Group Ltd.

        49,084  
    42,565       

Guangdong Investment Ltd.

        59,899  
    3,769       

Henderson Land Development Co., Ltd.

        21,784  
    26,204       

HKT Trust & HKT Ltd. UNIT

        34,354  
    8,261       

Link REIT

        67,068  
    1,692       

Melco Resorts & Entertainment Ltd. ADR

        34,178  
    16,745       

Nine Dragons Paper Holdings Ltd.

        24,914  
    50,055       

Pacific Basin Shipping Ltd.*

        10,937  
    18,850       

Sino Biopharmaceutical Ltd.

        16,641  
    34,557       

SmarTone Telecommunications Holdings Ltd.

        45,383  
    146,671       

SUNeVision Holdings Ltd.

        97,375  
    754,473       

Tongda Group Holdings Ltd.

        218,858  
            

 

 

 
               1,593,946  
            

 

 

 
      

Iceland - 1.0%

     
    1,218,660       

Eik fasteignafelag hf*

        124,052  
    201,534       

Eimskipafelag Islands Hf

        614,469  
    525,970       

Hagar hf*

        200,266  
    160,405       

HB Grandi hf

        49,568  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      72,000       

Marel HF

   $        256,519  
      632,466       

N1 HF

        714,322  
      549,029       

Nyherji HF*

        170,590  
      500,325       

Reitir fasteignafelag hf

        457,398  
      14,223,960       

Siminn HF

        566,752  
              

 

 

 
                 3,153,936  
              

 

 

 
        

India - 5.9%

     
      133,469       

Apollo Tyres Ltd.

        554,599  
      14,117       

Bajaj Auto Ltd.

        617,874  
      443,347       

Bank of Baroda

        1,146,980  
      243,857       

Bharat Electronics Ltd.

        679,372  
      128,422       

Bharti Infratel Ltd.

        803,710  
      34,281       

Container Corp. of India Ltd.

        611,183  
      31,213       

Dewan Housing Finance Corp. Ltd.

        222,091  
      120,757       

Gateway Distriparks Ltd.

        516,265  
      93,132       

Godrej Properties Ltd.*

        758,023  
      134,794       

ICICI Bank Ltd.

        634,292  
      33,526       

Indraprastha Gas Ltd.

        615,908  
      32,283       

InterGlobe Aviation Ltd.(1)

        648,927  
      198,050       

IRB Infrastructure Developers Ltd.

        695,888  
      142,062       

ITC Ltd.

        631,257  
      113,153       

J Kumar Infraprojects Ltd.

        513,160  
      399,522       

Jammu & Kashmir Bank Ltd.

        518,343  
      33,686       

Larsen & Toubro Ltd.

        626,903  
      54,269       

LIC Housing Finance Ltd.

        583,790  
      580       

MRF Ltd.

        625,574  
      243,563       

NTPC Ltd.

        623,510  
      105,992       

Oberoi Realty Ltd.*

        637,922  
      157,682       

PC Jeweller Ltd.

        626,741  
      21,009       

Phoenix Mills Ltd.

        159,608  
      215,731       

Power Grid Corp. of India Ltd.

        750,715  
      4,558       

SRF Ltd.

        107,944  
      144,143       

State Bank of India

        701,910  
      95,140       

Tata Motors Ltd.*

        659,504  
      482,845       

Tata Power Co., Ltd.

        617,232  
      69,849       

TVS Motor Co., Ltd.

        634,315  
      89,936       

Vakrangee Ltd.

        618,443  
              

 

 

 
                     18,141,983  
              

 

 

 
        

Indonesia - 0.1%

     
      1,427,269       

Bank Tabungan Pensiunan Nasional Tbk PT

        269,943  
      99,576       

Link Net Tbk PT

        37,741  
      213,970       

Telekomunikasi Indonesia Persero Tbk PT

        75,203  
              

 

 

 
                 382,887  
              

 

 

 
        

Ireland - 1.1%

     
      48,621       

Bank of Cyprus Holdings plc*

        189,940  
      473,926       

Cairn Homes plc*

        878,018  
      21,303       

CRH plc

        746,249  
      2,260       

CRH plc

        79,328  
      472,536       

Hibernia plc REIT

        784,822  
      201,818       

Irish Residential Properties plc REIT

        320,143  
      116,756       

Permanent TSB Group Holdings plc*

        283,342  
      1,369       

Smurfit Kappa Group plc

        40,710  
      14,879       

Tarsus Group plc

        58,992  
              

 

 

 
                 3,381,544  
              

 

 

 
        

Israel - 0.2%

     
      5,329       

Azrieli Group Ltd.

        291,196  
      41,281       

Bezeq The Israeli Telecommunication Corp. Ltd.

        61,262  
      47,715       

Shikun & Binui Ltd.

        109,719  
      1,493       

Teva Pharmaceutical Industries Ltd. ADR

        48,030  
      3,205       

Tower Semiconductor Ltd.*

        83,811  
              

 

 

 
                 594,018  
              

 

 

 
        

Italy - 0.9%

     
      28,930       

Banca Farmafactoring S.p.A.*(1)

        177,401  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      5,526       

Banca Generali S.p.A.

   $        196,027  
      29,607       

Beni Stabili S.p.A. SIIQ REIT

        23,658  
      29,214       

Buzzi Unicem S.p.A.

        739,885  
      15,894       

Davide Campari-Milano S.p.A.

        117,494  
      18,244       

Enel S.p.A.

        104,069  
      65,697       

FinecoBank Banca Fineco S.p.A.

        575,791  
      9,584       

Italgas S.p.A.

        52,757  
      43,025       

Leonardo S.p.A.

        749,768  
      11,416       

Saipem S.p.A.*

        46,842  
              

 

 

 
                     2,783,692  
              

 

 

 
        

Japan - 6.2%

     
      6,847       

ADEKA Corp.

        105,110  
      9,335       

Aeon Delight Co., Ltd.

        311,845  
      6,784       

Alpine Electronics, Inc.

        123,686  
      24,035       

Alps Electric Co., Ltd.

        653,589  
      4,603       

Aoyama Trading Co., Ltd.

        160,448  
      1,376       

Arealink Co., Ltd.

        18,151  
      3,268       

Bandai Namco Holdings, Inc.

        113,607  
      9,619       

BML, Inc.

        197,888  
      2,955       

Bridgestone Corp.

        124,321  
      860       

Chugai Pharmaceutical Co., Ltd.

        34,489  
      5,004       

Daifuku Co., Ltd.

        172,818  
      3,630       

Daikin Industries Ltd.

        384,320  
      1,800       

Daito Trust Construction Co., Ltd.

        304,242  
      609       

Daiwa House Industry Co., Ltd.

        21,243  
      4,461       

DeNA Co., Ltd.

        98,004  
      752       

Disco Corp.

        133,280  
      4,613       

Doshisha Co., Ltd.

        92,931  
      5,876       

DTS Corp.

        179,377  
      2,326       

Eiken Chemical Co., Ltd.

        77,012  
      2,320       

Eisai Co., Ltd.

        124,332  
      4,312       

Enplas Corp.

        177,455  
      1,018       

FANUC Corp.

        208,135  
      563       

Fuji Machine Manufacturing Co., Ltd.

        9,160  
      3,790       

Fujimi, Inc.

        85,531  
      2,601       

GMO Payment Gateway, Inc.

        153,425  
      4,815       

Hakuhodo DY Holdings, Inc.

        67,577  
      3,367       

Harmonic Drive Systems, Inc.

        145,438  
      26,266       

Hazama Ando Corp.

        181,249  
      1,754       

Hikari Tsushin, Inc.

        191,536  
      1,350       

Hirata Corp.

        152,775  
      4,223       

HIS Co., Ltd.

        129,844  
      2,400       

Hitachi High-Technologies Corp.

        88,341  
      6,081       

Hitachi Transport System Ltd.

        139,970  
      6,278       

Hosiden Corp.

        72,613  
      3,374       

Inaba Denki Sangyo Co., Ltd.

        132,894  
      8,120       

Inpex Corp.

        79,020  
      2,880       

Iriso Electronics Co., Ltd.

        247,877  
      2,376       

ITOCHU Corp.

        37,259  
      7,968       

JGC Corp.

        127,640  
      9,203       

JSR Corp.

        162,175  
      2,828       

KDDI Corp.

        74,933  
      1,059       

Kenedix, Inc.

        5,422  
      1,248       

Keyence Corp.

        576,469  
      10,893       

Kinden Corp.

        169,555  
      4,969       

Kissei Pharmaceutical Co., Ltd.

        128,494  
      10,224       

LIFULL Co., Ltd.

        81,638  
      2,740       

Mabuchi Motor Co., Ltd.

        144,398  
      6,734       

Medipal Holdings Corp.

        123,228  
      4,296       

Melco Holdings, Inc.

        143,823  
      16,869       

Micronics Japan Co., Ltd.

        178,649  
      4,769       

Mimasu Semiconductor Industry Co., Ltd.

        76,551  
      29,370       

Minebea Mitsumi, Inc.

        483,880  
      2,569       

Mitsubishi Chemical Holdings Corp.

        21,508  
      3,136       

Mitsubishi Corp.

        68,089  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      5,150       

Mitsubishi Electric Corp.

   $        79,726  
      10,214       

Mitsubishi Heavy Industries Ltd.

        40,609  
      44,001       

Mitsubishi UFJ Financial Group, Inc.

        279,147  
      2,075       

Mitsui & Co., Ltd.

        30,172  
      1,534       

Mitsui Fudosan Co., Ltd.

        35,206  
      6,100       

MS&AD Insurance Group Holdings, Inc.

        213,955  
      4,773       

Murata Manufacturing Co., Ltd.

        742,532  
      13,872       

Nexon Co., Ltd.*

        288,322  
      7,028       

Nidec Corp.

        774,410  
      1,397       

Nintendo Co., Ltd.

        474,441  
      6,257       

Nippo Corp.

        127,293  
      1,175       

Nippon Paint Holdings Co., Ltd.

        45,180  
      252       

Nippon Shokubai Co., Ltd.

        16,486  
      1,465       

Nippon Telegraph & Telephone Corp. ADR

        71,638  
      17,797       

Nippon Television Holdings, Inc.

        304,273  
      8,179       

NSD Co., Ltd.

        156,001  
      7,134       

NTT DoCoMo, Inc.

        165,666  
      1,600       

Olympus Corp.

        58,075  
      8,665       

Ono Pharmaceutical Co., Ltd.

        189,553  
      538       

Optex Group Co., Ltd.

        18,065  
      5,402       

PAL GROUP Holdings Co., Ltd.

        172,424  
      9,710       

Rakuten, Inc.

        118,609  
      6,466       

Rohm Co., Ltd.

        499,748  
      30,013       

San-In Godo Bank Ltd.

        243,774  
      2,342       

Sankyo Co., Ltd.

        76,870  
      3,355       

Sanyo Chemical Industries Ltd.

        159,327  
      1,212       

SCREEN Holdings Co., Ltd.

        81,013  
      15,807       

SCSK Corp.

        667,058  
      23,978       

Septeni Holdings Co., Ltd.

        73,304  
      5,857       

Shikoku Electric Power Co., Inc.

        70,383  
      494       

Shin-Etsu Chemical Co., Ltd.

        45,184  
      1,660       

Shionogi & Co., Ltd.

        88,628  
      464       

SHO-BOND Holdings Co., Ltd.

        24,529  
      491       

SMC Corp.

        156,092  
      2,758       

Sony Corp.

        113,311  
      4,215       

Subaru Corp.

        152,065  
      6,279       

Sumco Corp.

        101,620  
      3,514       

Sumitomo Mitsui Trust Holdings, Inc.

        129,045  
      3,364       

Suzuki Motor Corp.

        159,458  
      6,091       

T&D Holdings, Inc.

        89,853  
      4,206       

Tachi-S Co., Ltd.

        76,732  
      9,405       

Taihei Dengyo Kaisha Ltd.

        135,924  
      2,692       

Taiheiyo Cement Corp.

        10,101  
      16,019       

Taisei Corp.

        153,334  
      730       

Takeda Pharmaceutical Co., Ltd.

        38,564  
      31,840       

Takuma Co., Ltd.

        326,097  
      8,387       

Tazmo Co., Ltd.

        165,912  
      5,979       

Tenma Corp.

        120,658  
      2,987       

Tocalo Co., Ltd.

        114,129  
      6,887       

Tokai Rika Co., Ltd.

        126,462  
      1,758       

Token Corp.

        223,504  
      11,635       

Tokio Marine Holdings, Inc.

        489,290  
      2,290       

Tokyo Electron Ltd.

        322,060  
      6,960       

Tokyo Gas Co., Ltd.

        36,929  
      3,584       

Tokyo Seimitsu Co., Ltd.

        124,316  
      7,403       

Toshiba Plant Systems & Services Corp.

        120,553  
      5,072       

Toyota Industries Corp.

        272,122  
      4,438       

TS Tech Co., Ltd.

        131,532  
      5,616       

TV Asahi Holdings Corp.

        102,118  
      4,402       

Yamato Kogyo Co., Ltd.

        123,390  
      12,461       

Yamazen Corp.

        127,927  
      5,069       

Yondoshi Holdings, Inc.

        127,314  
      6,973       

Yume No Machi Souzou Iinkai Co., Ltd.

        79,416  
              

 

 

 
                     19,178,673  
              

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

        

Jersey - 0.2%

     
      338,498       

Highland Gold Mining Ltd.

   $        654,673  
              

 

 

 
        

Kenya - 0.0%

     
      134,725       

Safaricom Ltd.

        31,744  
              

 

 

 
        

Luxembourg - 0.1%

     
      904       

Ardagh Group S.A.

        20,286  
      2,103       

Millicom International Cellular S.A.

        131,777  
      2,108       

SES S.A.

        49,597  
      2,657       

SES S.A.

        62,504  
              

 

 

 
                 264,164  
              

 

 

 
        

Malaysia - 0.1%

     
      338,446       

Inari Amertron Bhd

        202,336  
              

 

 

 
        

Mauritius - 0.2%

     
      64,908       

MCB Group Ltd.

        525,120  
              

 

 

 
        

Mexico - 0.0%

     
      15,992       

Alpek S.A.B. de C.V.

        18,379  
      56,134       

America Movil S.A.B. de C.V. Series L

        49,599  
      1,446       

Infraestructura Energetica Nova, S.A.B. de C.V.

        8,188  
      3,661       

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

        10,447  
              

 

 

 
                 86,613  
              

 

 

 
        

Netherlands - 1.0%

     
      6,725       

Akzo Nobel N.V.

        608,842  
      377       

ASML Holding N.V.

        56,674  
      1,866       

Heineken N.V.

        194,716  
      826       

IMCD Group N.V.

        46,285  
      41,637       

ING Groep N.V.

        777,939  
      358       

InterXion Holding N.V.*

        17,137  
      3,254       

Koninklijke KPN N.V.

        11,800  
      605       

Patheon N.V.*

        21,151  
      12,314       

Royal Dutch Shell plc Class A

        347,765  
      31,197       

Van Lanschot Kempen N.V.

        925,676  
      1,190       

Wolters Kluwer N.V.

        52,923  
              

 

 

 
                     3,060,908  
              

 

 

 
        

New Zealand - 0.3%

     
      73,120       

Auckland International Airport Ltd.

        382,271  
      64,788       

Millennium & Copthorne Hotels New Zealand Ltd.

        134,290  
      20,608       

New Zealand Refining Co., Ltd.

        38,227  
      68,096       

Tourism Holdings Ltd.

        218,880  
      5,699       

Z Energy Ltd.

        33,133  
              

 

 

 
                 806,801  
              

 

 

 
        

Norway - 0.1%

     
      2,431       

Entra ASA(1)

        32,309  
      6,855       

Statoil ASA

        128,833  
              

 

 

 
                 161,142  
              

 

 

 
        

Philippines - 0.0%

     
      160,050       

Cemex Holdings Philippines, Inc.*(1)

        19,285  
      4,460       

International Container Terminal Services, Inc.

        9,438  
      13,173       

Pilipinas Shell Petroleum Corp.

        17,282  
              

 

 

 
                 46,005  
              

 

 

 
        

Portugal - 0.1%

     
      922,960       

Banco Comercial Portugues S.A.*

        263,081  
              

 

 

 
        

Singapore - 0.2%

     
      1,156       

Broadcom Ltd.

        285,139  
      2,430       

City Developments Ltd.

        20,171  
      74,079       

Genting Singapore plc

        63,648  
      10,350       

Mapletree Industrial Trust REIT

        14,165  
      39,200       

Sembcorp Marine Ltd.

        48,714  
      28,062       

Singapore Exchange Ltd.

        156,623  
              

 

 

 
                 588,460  
              

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

South Africa - 0.2%

     
    38,211       

AngloGold Ashanti Ltd.

   $        386,048  
    360       

Naspers Ltd. Class N

        79,580  
    50,195       

PPC Ltd.*

        18,195  
            

 

 

 
               483,823  
            

 

 

 
      

South Korea - 1.5%

     
    4,860       

DuzonBizon Co., Ltd.

        151,570  
    1,213       

Hankook Tire Co., Ltd.

        67,786  
    5,620       

Hanwha Techwin Co., Ltd.*

        200,577  
    10,292       

HizeAero Co., Ltd.*

        82,958  
    1,192       

Hyundai Motor Co.

        154,311  
    11,525       

Koh Young Technology, Inc.

        660,944  
    6,823       

Korea Aerospace Industries Ltd.

        315,607  
    4,328       

KT Corp. ADR

        78,726  
    3,220       

LIG Nex1 Co., Ltd.

        235,607  
    894       

Samsung Electronics Co., Ltd.

        1,922,528  
    187       

Samsung Electronics Co., Ltd. (Preference Shares)

        322,422  
    8,466       

SK Hynix, Inc.

        497,736  
            

 

 

 
                   4,690,772  
            

 

 

 
      

Spain - 0.2%

     
    1,259       

Axiare Patrimonio SOCIMI S.A. REIT

        23,511  
    19,450       

Iberdrola S.A.

        153,323  
    13,369       

Neinor Homes SLU*(1)

        308,079  
    110,757       

Unicaja Banco S.A.*(1)

        161,139  
            

 

 

 
               646,052  
            

 

 

 
      

Sweden - 0.4%

     
    3,642       

Assa Abloy AB Class B

        78,022  
    1,546       

BillerudKorsnas AB

        24,446  
    37,592       

Cloetta AB Class B

        134,560  
    1,363       

D Carnegie & Co. AB*

        19,752  
    523       

Hufvudstaden AB Class A

        9,104  
    6,514       

Sandvik AB

        102,651  
    12,787       

Swedbank AB Class A

        333,451  
    92,324       

Telefonaktiebolaget LM Ericsson ADR

        592,720  
            

 

 

 
               1,294,706  
            

 

 

 
      

Switzerland - 0.6%

     
    3,227       

ABB Ltd. ADR

        75,835  
    81       

Flughafen Zurich AG

        20,658  
    5,711       

Julius Baer Group Ltd.*

        323,283  
    10,069       

LafargeHolcim Ltd.

        601,635  
    1,777       

Novartis AG

        151,361  
    617       

Roche Holding AG

        156,205  
    2,773       

TE Connectivity Ltd.

        222,921  
    22,584       

UBS Group AG*

        392,746  
    9,201       

Weatherford International plc*

        41,036  
            

 

 

 
               1,985,680  
            

 

 

 
      

Taiwan - 2.1%

     
    13,340       

Advanced Ceramic X Corp.

        162,506  
    10,593       

Airtac International Group

        143,286  
    5,415       

ASPEED Technology, Inc.

        125,512  
    23,897       

Catcher Technology Co., Ltd.

        274,646  
    24,982       

Chroma ATE, Inc.

        78,924  
    3,036       

Chunghwa Precision Test Tech Co., Ltd.

        142,477  
    21,155       

Delta Electronics, Inc.

        112,409  
    119,302       

E Ink Holdings, Inc.

        127,547  
    119,025       

Elite Material Co., Ltd.

        588,678  
    6,263       

Formosa Sumco Technology Corp.

        18,463  
    61,957       

Getac Technology Corp.

        78,363  
    27,896       

Globalwafers Co., Ltd.

        219,607  
    153,724       

Hota Industrial Manufacturing Co., Ltd.

        703,568  
    48,793       

Hu Lane Associate, Inc.

        290,866  
    65,721       

Kingpak Technology, Inc.

        420,925  
    35,326       

Land Mark Optoelectronics Corp.

        483,909  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    2,629       

Largan Precision Co., Ltd.

   $        479,686  
    31,948       

Realtek Semiconductor Corp.

        119,545  
    8,536       

Silergy Corp.

        166,901  
    2,347       

Silicon Motion Technology Corp. ADR

        96,485  
    17,727       

Sino-American Silicon Products, Inc.*

        35,556  
    64,754       

Superalloy Industrial Co., Ltd.

        278,784  
    144,868       

Taiwan Semiconductor Manufacturing Co., Ltd.

        1,024,057  
    8,548       

Voltronic Power Technology Corp.

        146,578  
    28,442       

Win Semiconductors Corp.

        166,433  
            

 

 

 
                   6,485,711  
            

 

 

 
      

Thailand - 0.2%

     
    219,503       

KCE Electronics PCL

        570,583  
    29,443       

LPN Development PCL

        10,264  
    31,700       

Precious Shipping PCL*

        8,859  
            

 

 

 
               589,706  
            

 

 

 
      

United Kingdom - 2.8%

     
    2,936       

Anglo American plc*

        48,566  
    7,870       

AstraZeneca plc ADR

        237,517  
    61,718       

Babcock International Group plc

        687,518  
    13,428       

BAE Systems plc

        106,535  
    12,490       

British American Tobacco plc

        776,950  
    41,931       

BT Group plc

        173,523  
    345       

Cardtronics plc Class A*

        10,799  
    419,106       

Cobham plc

        733,789  
    2,381       

Coca-Cola European Partners plc

        102,931  
    4,136       

Compass Group plc

        88,161  
    365       

Croda International plc

        17,810  
    3,759       

Delphi Automotive plc

        339,889  
    19,053       

Glencore plc*

        84,050  
    6,893       

Grainger plc

        23,917  
    1,104       

Great Portland Estates plc REIT

        8,773  
    800       

Hikma Pharmaceuticals plc

        14,892  
    4,409       

Hunting plc*

        27,287  
    120,296       

Ibstock plc(1)

        404,732  
    11,426       

Just Eat plc*

        93,589  
    9,318       

KAZ Minerals plc*

        88,257  
    130       

Liberty Global plc LiLAC Class A*

        3,344  
    2,470       

National Grid plc

        30,563  
    16,254       

Prudential plc

        396,606  
    82,298       

QinetiQ Group plc

        261,764  
    1,856       

Rio Tinto plc

        86,985  
    4,927       

RPC Group plc

        58,256  
    3,367       

Safestore Holdings plc REIT

        18,765  
    2,601       

Severn Trent plc

        76,905  
    4,679       

Smith & Nephew plc

        81,414  
    7,690       

STERIS plc

        629,427  
    8,924       

Tritax Big Box plc REIT

        17,638  
    3,853       

UBM plc

        36,790  
    23,700       

Ultra Electronics Holdings plc

        655,032  
    9,453       

Unilever plc

        539,130  
    12,050       

Willis Towers Watson plc

        1,794,004  
            

 

 

 
               8,756,108  
            

 

 

 
      

United States - 23.3%

     
    4,002       

Abbott Laboratories

        196,818  
    657       

Acadia Healthcare Co., Inc.*

        34,775  
    830       

Acadia Realty Trust REIT

        24,684  
    927       

Accenture plc Class A

        119,416  
    44,270       

ACCO Brands Corp.*

        515,746  
    295       

Acuity Brands, Inc.

        59,782  
    18,703       

Advance Auto Parts, Inc.

        2,094,923  
    25,995       

Advanced Micro Devices, Inc.*

        353,792  
    751       

AdvanSix, Inc.*

        25,143  
    9,717       

Aetna, Inc.

        1,499,430  
    726       

AGCO Corp.

        52,374  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

     272,957     

Alacer Gold Corp.*

   $        455,384  
     8,915     

Alexander & Baldwin, Inc.

        373,806  
     315     

Alexandria Real Estate Equities, Inc. REIT

        38,194  
     2,885     

Alkermes plc*

        156,973  
     2,080     

Alleghany Corp.*

        1,275,747  
     645     

Allegion plc

        52,400  
     1,468     

Allergan plc

        370,420  
     925     

Alliance Data Systems Corp.

        223,323  
     1,926     

Alliant Energy Corp.

        78,061  
     771     

Alnylam Pharmaceuticals, Inc.*

        63,793  
     116     

Alphabet, Inc. Class A*

        109,678  
     1,125     

Alphabet, Inc. Class C*

        1,046,813  
     5,424     

Altria Group, Inc.

        352,397  
     654     

Amazon.com, Inc.*

        646,008  
     11,331     

American Tower Corp. REIT

        1,544,755  
     3,494     

AMETEK, Inc.

        215,161  
     1,975     

Anadarko Petroleum Corp.

        90,198  
     1,174     

Andeavor

        116,848  
     7,532     

Anthem, Inc.

        1,402,534  
     679     

Apartment Investment & Management Co. Class A, REIT

        30,928  
     3,583     

Apple, Inc.

        532,900  
     30,530     

Aramark

        1,216,926  
     1,773     

Arena Pharmaceuticals, Inc.*

        42,126  
     286,632     

Argonaut Gold, Inc.*

        503,488  
     762     

Arista Networks, Inc.*

        113,759  
     1,781     

AT&T, Inc.

        69,459  
     383     

athenahealth, Inc.*

        52,977  
     1,561     

Autodesk, Inc.*

        172,943  
     645     

Automatic Data Processing, Inc.

        76,697  
     340     

AvalonBay Communities, Inc. REIT

        65,399  
     1,924     

Avangrid, Inc.

        87,388  
     1,977     

Ball Corp.

        82,836  
     30,814     

Bank of America Corp.

        743,234  
     639     

Baxter International, Inc.

        38,647  
     666     

Becton Dickinson and Co.

        134,132  
     12,450     

Belden, Inc.

        895,653  
     7,020     

Berkshire Hathaway, Inc. Class B*

        1,228,289  
     320     

Biogen, Inc.*

        92,669  
     109,551     

Bizlink Holding, Inc.

        815,902  
     1,101     

Boeing Co.

        266,948  
     2,619     

Boise Cascade Co.*

        79,487  
     278     

Boston Properties, Inc. REIT

        33,613  
     9,017     

Boston Scientific Corp.*

        240,033  
     7,030     

Bristol-Myers Squibb Co.

        400,007  
     1,104     

Brookdale Senior Living, Inc.*

        15,677  
     501     

Cabot Corp.

        27,219  
     1,827     

Cabot Oil & Gas Corp.

        45,438  
     248     

CACI International, Inc. Class A*

        31,025  
     7,874     

Capital One Financial Corp.

        678,581  
     1,391     

Cardinal Health, Inc.

        107,469  
     397     

Carlisle Cos., Inc.

        38,743  
     485     

Caterpillar, Inc.

        55,266  
     1,434     

Cavium, Inc.*

        88,822  
     1,383     

CBS Corp. Class B

        91,043  
     775     

Celanese Corp. Series A

        74,532  
     1,860     

Celgene Corp.*

        251,863  
     11,357     

Cerner Corp.*

        731,050  
     608     

Charter Communications, Inc. Class A*

        238,281  
     2,201     

Chevron Corp.

        240,327  
     12,320     

Ciena Corp.*

        317,240  
     8,428     

Cigna Corp.

        1,462,764  
     33,585     

Cisco Systems, Inc.

        1,056,248  
     11,865     

Citigroup, Inc.

        812,159  
     1,839     

Cognizant Technology Solutions Corp. Class A

        127,480  
     11,923     

Comcast Corp. Class A

        482,285  
     2,475     

ConocoPhillips

        112,291  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    1,185       

Constellation Brands, Inc. Class A

   $        229,120  
    181       

Coresite Realty Corp. REIT

        19,653  
    846       

Corporate Office Properties Trust REIT

        28,163  
    1,645       

Costco Wholesale Corp.

        260,749  
    70,247       

Coty, Inc. Class A

        1,438,659  
    940       

Crown Holdings, Inc.*

        55,902  
    3,519       

CSX Corp.

        173,627  
    909       

DDR Corp. REIT

        9,263  
    741       

Deere & Co.

        95,055  
    4,060       

Deltic Timber Corp.

        292,848  
    25,750       

Dorian LPG Ltd.*

        185,400  
    767       

Douglas Emmett, Inc. REIT

        29,345  
    2,115       

Dow Chemical Co.

        135,868  
    1,245       

Duke Energy Corp.

        105,974  
    2,181       

Eaton Corp. plc

        170,663  
    4,759       

eBay, Inc.*

        170,039  
    310       

Edison International

        24,391  
    315       

Edwards Lifesciences Corp.*

        36,282  
    510       

Electronic Arts, Inc.*

        59,537  
    3,983       

Eli Lilly & Co.

        329,235  
    769       

Empire State Realty Trust, Inc. Class A, REIT

        16,064  
    575       

Energen Corp.*

        30,636  
    8,884       

Envision Healthcare Corp.*

        501,324  
    1,808       

EOG Resources, Inc.

        172,013  
    818       

Equifax, Inc.

        118,970  
    73       

Equinix, Inc. REIT

        32,903  
    331       

Equity LifeStyle Properties, Inc. REIT

        28,896  
    8,540       

Era Group, Inc.*

        74,810  
    123       

Essex Property Trust, Inc. REIT

        32,189  
    1,134       

Estee Lauder Cos., Inc. Class A

        112,255  
    1,670       

Eversource Energy

        101,519  
    4,540       

Exlservice Holdings, Inc.*

        261,277  
    710       

Expedia, Inc.

        111,094  
    238       

Extra Space Storage, Inc. REIT

        18,921  
    6,346       

Exxon Mobil Corp.

        507,934  
    3,112       

Facebook, Inc. Class A*

        526,706  
    2,158       

FedEx Corp.

        448,929  
    299       

First Solar, Inc.*

        14,744  
    3,010       

Fiserv, Inc.*

        386,785  
    1,510       

FleetCor Technologies, Inc.*

        229,611  
    9,366       

Flex Ltd.*

        149,762  
    794       

Forest City Realty Trust, Inc. Class A REIT

        19,358  
    1,352       

Fortive Corp.

        87,528  
    2,329       

Fresh Del Monte Produce, Inc.

        119,874  
    8,900       

GATX Corp.

        550,287  
    583       

General Dynamics Corp.

        114,460  
    14,266       

General Electric Co.

        365,352  
    6,553       

General Motors Co.

        235,777  
    1,491       

Genesee & Wyoming, Inc. Class A*

        97,154  
    5,097       

Genpact Ltd.

        147,813  
    2,185       

GGP, Inc. REIT

        49,403  
    3,982       

Global Payments, Inc.

        375,781  
    1,331       

Goldman Sachs Group, Inc.

        299,914  
    3,265       

Goodyear Tire & Rubber Co.

        102,880  
    6,392       

Graphic Packaging Holding Co.

        84,310  
    989       

HCA Healthcare, Inc.*

        79,456  
    1,299       

HCP, Inc. REIT

        41,113  
    1,225       

HD Supply Holdings, Inc.*

        39,800  
    627       

Healthcare Trust of America, Inc. Class A, REIT

        19,180  
    438       

Heico Corp. Class A

        31,120  
    1,273       

Herbalife Ltd.*

        84,667  
    1,444       

Hess Corp.

        64,316  
    429       

Highwoods Properties, Inc. REIT

        22,102  
    1,306       

Hilton Worldwide Holdings, Inc.

        81,664  
    3,600       

HMS Holdings Corp.*

        72,288  
    2,425       

Home Depot, Inc.

        362,780  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    21,591       

Hostess Brands, Inc.*

   $        329,911  
    2,879       

Humana, Inc.

        665,625  
    626       

Illinois Tool Works, Inc.

        88,084  
    1,455       

Incyte Corp.*

        193,937  
    4,549       

Ingersoll-Rand plc

        399,766  
    34       

Ingevity Corp.*

        1,989  
    2,168       

Integrated Device Technology, Inc.*

        56,672  
    2,387       

Intel Corp.

        84,667  
    989       

International Paper Co.

        54,375  
    421       

Invitation Homes, Inc. REIT

        8,976  
    3,484       

Ironwood Pharmaceuticals, Inc.*

        61,841  
    668       

Itron, Inc.*

        48,764  
    1,063       

J.B. Hunt Transport Services, Inc.

        96,425  
    1,419       

Johnson & Johnson

        188,330  
    6,793       

JP Morgan Chase & Co.

        623,597  
    748       

Kennedy-Wilson Holdings, Inc. REIT

        15,035  
    5,691       

Kinder Morgan, Inc.

        116,267  
    9,735       

Knight Transportation, Inc.

        347,053  
    571       

LaSalle Hotel Properties REIT

        16,867  
    8,429       

Legg Mason, Inc.

        337,244  
    9,526       

Leidos Holdings, Inc.

        509,069  
    1,675       

Lennox International, Inc.

        286,425  
    2,018       

Liberty Global plc Class A*

        68,329  
    27,567       

Liberty Global plc Series C*

        903,371  
    2,053       

Liberty Media Corp-Liberty Braves Class A*

        51,818  
    1,170       

Liberty Media Corp-Liberty Formula One Series C*

        41,149  
    455       

LifePoint Health, Inc.*

        27,027  
    2,214       

Lindblad Expeditions Holdings, Inc.*

        22,162  
    544       

Lockheed Martin Corp.

        158,919  
    1,661       

Louisiana-Pacific Corp.*

        41,708  
    5,696       

Lumentum Holdings, Inc.*

        356,570  
    252       

LyondellBasell Industries N.V. Class A

        22,703  
    2,084       

M&T Bank Corp.

        340,005  
    9,090       

MACOM Technology Solutions Holdings, Inc.*

        550,400  
    8,538       

ManTech International Corp. Class A

        339,129  
    1,275       

Martin Marietta Materials, Inc.

        288,698  
    17,310       

Maxim Integrated Products, Inc.

        786,566  
    1,835       

MaxLinear, Inc. Class A*

        48,077  
    744       

McKesson Corp.

        120,431  
    2,441       

Medicines Co.*

        93,856  
    3,771       

Medtronic plc

        316,651  
    2,932       

Merck & Co., Inc.

        187,296  
    633       

MGM Resorts International

        20,845  
    1,928       

Microchip Technology, Inc.

        154,317  
    2,740       

Micron Technology, Inc.*

        77,049  
    1,012       

Microsemi Corp.*

        52,705  
    9,460       

Molson Coors Brewing Co. Class B

        841,751  
    850       

Monsanto Co.

        99,297  
    5,908       

Monster Beverage Corp.*

        311,647  
    17,230       

Motorola Solutions, Inc.

        1,562,416  
    3,455       

Mylan N.V.*

        134,710  
    1,208       

NetApp, Inc.

        52,451  
    3,028       

Netflix, Inc.*

        550,067  
    1,343       

New York Times Co. Class A

        25,517  
    1,946       

Newfield Exploration Co.*

        55,909  
    4,999       

NextEra Energy Partners L.P.

        206,059  
    2,066       

NextEra Energy, Inc.

        301,822  
    3,970       

NIKE, Inc. Class B

        234,429  
    1,884       

Northrop Grumman Corp.

        495,737  
    6,182       

NVIDIA Corp.

        1,004,637  
    875       

O’Reilly Automotive, Inc.*

        178,763  
    3,220       

Occidental Petroleum Corp.

        199,415  
    35,315       

Oclaro, Inc.*

        345,381  
    2,460       

OGE Energy Corp.

        88,216  
    2,065       

OMNOVA Solutions, Inc.*

        19,411  
    1,098       

Outfront Media, Inc. REIT

        25,111  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    799       

Owens-Illinois, Inc.*

   $        19,096  
    590       

Packaging Corp. of America

        64,593  
    778       

Parker-Hannifin Corp.

        129,132  
    3,870       

PayPal Holdings, Inc.*

        226,589  
    14,532       

Pentair plc

        916,533  
    3,723       

PepsiCo, Inc.

        434,139  
    745       

Pioneer Natural Resources Co.

        121,510  
    6,027       

PNC Financial Services Group, Inc.

        776,278  
    16,491       

Post Holdings, Inc.*

            1,372,051  
    627       

PPG Industries, Inc.

        65,992  
    56       

Priceline Group, Inc.*

        113,596  
    738       

Prologis, Inc.

        44,878  
    150       

PS Business Parks, Inc. REIT

        20,169  
    256       

Public Storage REIT

        52,626  
    12,942       

QUALCOMM, Inc.

        688,385  
    546       

Regency Centers Corp. REIT

        36,156  
    491       

Regeneron Pharmaceuticals, Inc.*

        241,385  
    1,099       

Rexford Industrial Realty, Inc. REIT

        31,343  
    547       

Rogers Corp.*

        64,530  
    950       

Safety Income and Growth, Inc. REIT*

        17,670  
    1,155       

Salesforce.com, Inc.*

        104,874  
    3,881       

Schlumberger Ltd.

        266,237  
    1,084       

Schneider National, Inc. Class B

        23,436  
    88,535       

Scorpio Tankers, Inc.

        328,465  
    495       

Scripps Networks Interactive, Inc. Class A

        43,268  
    7,910       

SEACOR Holdings, Inc.*

        269,652  
    7,954       

SEACOR Marine Holdings, Inc.*

        115,969  
    381       

Sempra Energy

        43,057  
    1,946       

ServiceNow, Inc.*

        214,936  
    330       

Sherwin-Williams Co.

        111,299  
    1,466       

Signature Bank*

        203,158  
    266       

Simon Property Group, Inc. REIT

        42,161  
    10,148       

Simply Good Foods Co.*

        120,254  
    487       

Skyworks Solutions, Inc.

        51,072  
    256       

SL Green Realty Corp. REIT

        26,437  
    2,185       

Southwestern Energy Co.*

        12,455  
    7,598       

SS&C Technologies Holdings, Inc.

        294,499  
    1,605       

Steel Dynamics, Inc.

        56,833  
    1,090       

Stryker Corp.

        160,339  
    1,338       

Summit Hotel Properties, Inc. REIT

        23,990  
    218       

Sun Communities, Inc. REIT

        19,404  
    15,598       

Synchrony Financial

        472,931  
    2,247       

Sysco Corp.

        118,237  
    11,219       

TCF Financial Corp.

        176,811  
    5,363       

Teradyne, Inc.

        185,506  
    656       

Thermo Fisher Scientific, Inc.

        115,148  
    2,465       

Total System Services, Inc.

        156,429  
    3,399       

TransUnion*

        155,776  
    10,204       

Tutor Perini Corp.*

        271,426  
    3,231       

Twenty-First Century Fox, Inc. Class A

        94,022  
    980       

Twenty-First Century Fox, Inc. Class B

        28,116  
    1,210       

UGI Corp.

        61,069  
    950       

Ultragenyx Pharmaceutical, Inc.*

        63,004  
    2,155       

Under Armour, Inc. Class C*

        39,027  
    1,498       

United Technologies Corp.

        177,618  
    8,898       

UnitedHealth Group, Inc.

        1,706,725  
    112       

Vail Resorts, Inc.

        23,605  
    1,518       

Valero Energy Corp.

        104,696  
    1,025       

VeriFone Systems, Inc.*

        19,998  
    4,898       

Verizon Communications, Inc.

        237,063  
    750       

Vertex Pharmaceuticals, Inc.*

        113,865  
    2,563       

Viacom, Inc. Class B

        89,500  
    4,502       

Visa, Inc. Class A

        448,219  
    3,880       

Vulcan Materials Co.

        477,706  
    420       

WageWorks, Inc.*

        27,384  
    1,210       

Walgreens Boots Alliance, Inc.

        97,611  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    795       

Walt Disney Co.

   $        87,394  
    1,575       

Watsco, Inc.

        237,463  
    3,807       

Wayfair, Inc. Class A*

        290,664  
    415       

WellCare Health Plans, Inc.*

        73,451  
    14,280       

Wells Fargo & Co.

        770,263  
    1,011       

WESCO International, Inc.*

        51,814  
    170       

Westlake Chemical Corp.

        11,961  
    151       

WestRock Co.

        8,670  
    1,552       

WEX, Inc.*

        168,671  
    3,640       

Whiting Petroleum Corp.*

        19,110  
    2,414       

Workday, Inc. Class A*

        246,494  
    538       

Wynn Resorts Ltd.

        69,585  
    10,367       

XPO Logistics, Inc.*

        623,160  
            

 

 

 
               72,389,195  
            

 

 

 
      

Total Common Stocks
(cost $154,655,413)

   $            186,391,702  
            

 

 

 
 

Municipal Bonds - 0.0%

     
      

General Obligation - 0.0%

     
    100,000       

City of Chicago, IL, GO
7.05%, 01/01/2029

        108,405  
            

 

 

 
      

Total Municipal Bonds
(cost $100,000)

   $        108,405  
            

 

 

 
 

Convertible Bonds - 0.4%

     
      

Commercial Services - 0.2%

     
    600,000       

DP World Ltd.
1.75%, 06/19/2024(7)

        621,000  
            

 

 

 
      

Electrical Components & Equipment - 0.1%

     
    544,000       

SunPower Corp.
0.88%, 06/01/2021

        439,620  
            

 

 

 
      

Oil & Gas - 0.1%

     
    239,000       

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

        224,809  
            

 

 

 
      

Total Convertible Bonds
(cost $1,300,955)

   $        1,285,429  
            

 

 

 
 

Exchange Traded Funds - 8.4%

     
      

Other Investment Pools & Funds - 8.4%

     
    65,900       

iShares JP Morgan USD Emerging Markets Bond ETF

        7,595,634  
    12,441       

iShares MSCI EAFE ETF

        832,676  
    658,020       

PowerShares Senior Loan Portfolio

        15,312,126  
    26,400       

SPDR Barclays Convertible Securities ETF

        1,345,608  
    3,355       

SPDR S&P 500 ETF Trust

        827,913  
    2,595       

TOPIX Exchange Traded Fund

        38,819  
            

 

 

 
               25,952,776  
            

 

 

 
      

Total Exchange Traded Funds
(cost $26,317,444)

   $        25,952,776  
            

 

 

 
 

Preferred Stocks - 0.1%

     
      

United States - 0.1%

     
    655       

Airbnb, Inc. Series E *(1)(12)(13)

        68,775  
    8,725       

Pinterest, Inc. Series G *(1)(12)(13)

        62,637  
    4,556       

Uber Technologies, Inc. *(1)(12)(13)

        188,892  
            

 

 

 
               320,304  
            

 

 

 
      

Total Preferred Stocks
(cost $194,292)

   $        320,304  
            

 

 

 
 

Convertible Preferred Stocks - 0.1%

     
      

United States - 0.1%

     
    4,200       

Hess Corp. 8.00%

        236,250  
    4,150       

WPX Energy, Inc. Series A 6.25%

        208,455  
            

 

 

 
               444,705  
            

 

 

 
      

Total Convertible Preferred Stocks
(cost $489,258)

   $        444,705  
            

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Warrants - 0.1%

        
      

British Virgin Islands - 0.0%

        
    59,200       

Atlas Mara Ltd. Expires 8/21/17*

      $        163  
               

 

 

 
      

Greece - 0.0%

        
    137,002       

Alpha Bank A.E. Expires 12/10/17*

           162  
               

 

 

 
 

United States - 0.1%

        
    43,250       

Hangzhou Hikvision Digital Technology Co., Ltd. Expires 7/13/19*

           192,825  
    3,382       

Simply Good Foods Co. Expires 7/22/17*

           8,387  
               

 

 

 
                  201,212  
               

 

 

 
      

Total Warrants
(cost $381,789)

      $        201,537  
               

 

 

 
      

Total Long-Term Investments
(cost $269,899,547)

      $        302,640,896  
               

 

 

 
 

Short-Term Investments - 3.6%

        
      

Other Investment Pools & Funds - 3.6%

        
    11,123,239       

Morgan Stanley Institutional Liquidity Funds, Institutional Class

           11,123,239  
               

 

 

 
      

Total Short-Term Investments
(cost $11,123,239)

      $        11,123,239  
               

 

 

 
      

Total Investments Excluding Purchased Options
(cost $281,022,786)

     101.2%      $        313,764,135  
      

Total Purchased Options
(cost $665,888)

     0.2%      $        544,673  
               

 

 

 
      

Total Investments
(cost $281,688,674)^

     101.4%      $        314,308,808  
      

Other Assets and Liabilities

     (1.4)%           (4,196,257
         

 

 

       

 

 

 
      

Total Net Assets

     100.0%      $            310,112,551  
         

 

 

       

 

 

 

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 July 31, 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

   $        40,273,347  

Unrealized Depreciation

        (7,653,213
     

 

 

 

Net Unrealized Appreciation

   $            32,620,134  
     

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $16,525,398, which represented 5.3% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

(3) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $12,786,943 at July 31, 2017.
(4) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(5) Security disclosed is principal-only strips.
(6) Security is a zero-coupon bond.
(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 July 31, 2017, the aggregate value of these securities was $20,401,104, which represented 6.6% 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) 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) Securities disclosed are interest-only strips.
(11) Represents or includes a TBA transaction.
(12) 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 July 31, 2017, the aggregate fair value of these securities was $351,778, 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.
(13) 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    
            

 

 

 

At July 31, 2017, the aggregate value of these securities was $351,778, which represents 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 July 31, 2017.

 

OTC Option Contracts Outstanding at July 31, 2017  
Description   Counter-
party
     Exercise Price/FX Rate/
Rate
   Expiration
Date
            Number of
Contracts
    Market
Value †
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

Calls

                  

USD Call/JPY Put

    BOA      125.00 JPY per USD      05/13/19        USD       6,413,291     $ 44,444     $ 83,103     $ (38,659
            

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                  

KOSPI 200 Index Option

    GSC      296.29  KRW      01/11/18        KRW       7,340,230     $ 27,889     $ 44,140     $ (16,251

USD Put/INR Call

    BOA      64.00 INR per USD      05/13/19        USD       6,413,291       72,252       70,803       1,449  

USD Put/TRY Call

    DEUT      3.50 TRY per USD      07/16/18        USD       2,161,000       23,570       25,586       (2,016
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

               15,914,521     $ 123,711     $ 140,529     $ (16,818
            

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

            22,327,812     $   168,155     $ 223,632     $       (55,477
            

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

                

Calls

                  

USD Call/JPY Put

    BOA      145.00 JPY per USD      05/13/19        USD       (6,413,291   $ (8,434   $ (15,482   $ 7,048  
            

 

 

   

 

 

   

 

 

   

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Written option contracts:

                          

Puts

                          

Euro STOXX 50 Future         DEUT

        3,375.00        EUR                    08/18/17        EUR        (78)      $ (1,424)      $ (2,975)      $   1,551  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total written option contracts

                    (6,413,369)      $   (9,858)      $   (18,457)      $ 8,599  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

Exchange Traded Option Contracts Outstanding at July 31, 2017  
Description    Exercise Price/FX Rate/ Rate        Expiration
Date
     Number of
Contracts
     Market
Value †
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

                    

Calls

                    

CBOE SPX Volatility Index

   21.00 USD      08/16/17        USD        39       $ 507       $ 3,980       $ (3,473)  

SPDR S&P 500 ETF Trust Index Option

   2,475.00 USD      09/15/17        USD        29         68,585         59,538         9,047   
           

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

              68       $ 69,092       $ 63,518       $ 5,574   
           

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                    

SPDR S&P 500 ETF Trust Index Option

   190.00 USD      08/18/17        USD        40       $ 40       $ 1,642       $ (1,602)  

SPDR S&P 500 ETF Trust Index Option

   206.00 USD      09/15/17        USD        20         310         1,171         (861)  

iPath S&P 500 Vix Short-Term

   5.00 USD      01/18/19        USD        88         3,344         4,374         (1,030)  

ProShares Short VIX

   25.00 USD      01/18/19        USD        1,716            303,732            371,551         (67,819)  
           

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

              1,864       $ 307,426       $ 378,738       $ (71,312)  
           

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

              1,932       $ 376,518       $ 442,256       $ (65,738)  
           

 

 

    

 

 

    

 

 

    

 

 

 

Written option contracts:

                    

Calls

                    

iPath S&P 500 Vix Short-Term

   35.00 USD      01/19/18        USD        (89)      $ (2,403)      $ (15,173)      $ 12,770   

iPath S&P 500 Vix Short-Term

   29.00 USD      01/18/19        USD        (48)        (4,847)        (16,029)        11,182   

iPath S&P 500 Vix Short-Term

   35.00 USD      01/18/19        USD        (22)        (1,617)        (7,193)        5,576   
           

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

              (159)      $ (8,867)      $ (38,395)      $ 29,528   
           

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                    

CBOE SPX Volatility Index

   18.00 USD      09/20/17        USD        (31)      $ (18,910)      $ (17,421)      $ (1,489)  

iShares MSCI Brazil Capped ETF

   29.00 USD      09/15/17        USD        (57)        (228)        (3,645)        3,417   

IShares Russell 2000 ETF Trust Index Option

   127.00 USD      09/15/17        USD        (23)        (989)        (7,888)        6,899   

IShares Russell 2000 ETF Trust Index Option

   132.00 USD      09/15/17        USD        (22)        (1,562)        (5,697)        4,135   

ProShares Short VIX

   12.50 USD      01/18/19        USD        (342)        (258,210)        (350,022)        91,812   

SPDR S&P 500 ETF Trust Index Option

   223.00 USD      08/18/17        USD        (40)        (400)        (8,758)        8,358   

SPDR S&P 500 ETF Trust Index Option

   50.00 USD      09/15/17        USD        (5,601)        (2,098)        (3,193)        1,095   

SPDR S&P 500 ETF Trust Index Option

   222.00 USD      09/15/17        USD        (13)        (468)        (7,513)        7,045   

SPDR S&P 500 ETF Trust Index Option

   225.00 USD      12/15/17        USD        (13)        (2,808)        (8,553)        5,745   
           

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

              (6,142)      $ (285,673)      $ (412,690)      $   127,017   
           

 

 

    

 

 

    

 

 

    

 

 

 

Total written option contracts

              (6,301)      $ (294,540)      $ (451,085)      $ 156,545   
           

 

 

    

 

 

    

 

 

    

 

 

 

 

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

Long position contracts:

                      

Australian SPI 200 Index Future

     9          09/15/2017        $ 808,505        $ 804,571        $ (3,934

CAC 40 Index Future

     104          08/18/2017              6,388,955          6,266,566          (122,389

Euro BUXL 30-Year Bond Future

     13          09/07/2017          2,562,041          2,494,930          (67,111

Euro-BTP Future

     18          09/07/2017          2,853,178          2,903,057              49,879  

Euro-Bund Future

     26          09/07/2017          5,075,829              4,984,628          (91,201

Euro-OAT Future

     13          09/07/2017          2,302,209          2,289,636          (12,573


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Euro-Schatz Future

     1          09/07/2017          132,741        $ 132,669          (72)  

FTSE 250 Index Future

     73          09/15/2017          3,789,513          3,787,925          (1,588)  

Japan 10-Year Bond Future

     89          09/11/2017              12,141,975          12,120,695          (21,280)  

Japan 10-Year Bond Future

     2          09/12/2017          2,728,481          2,724,114          (4,367)  

Long Gilt Future

     29          09/27/2017          4,835,108          4,821,855          (13,253)  

U.S. Treasury 10-Year Note Future

     47          09/20/2017          5,941,757          5,916,859          (24,898)  

U.S. Ultra Bond Future

     41          09/20/2017          6,701,356          6,744,500          43,144   

Uranium Future

     177          12/22/2017          1,231,014          909,337          (321,677)  

WTI Crude Future

     51          08/22/2017          2,327,321          2,558,670              231,349   
                      

 

 

 

Total

                       $ (359,971)  
                      

 

 

 

Short position contracts:

                      

Australian 10-Year Bond Future

     21          09/15/2017        $     2,157,044        $     2,166,436        $ (9,392)  

Canadian Government 10-Year Bond Future

     9          09/20/2017          1,005,582          991,065          14,517   

Euro-BOBL Future

     9          09/07/2017          1,412,997          1,406,994          6,003   

FTSE 100 Index Future

     38          09/15/2017          3,735,788          3,665,031          70,757   

NIKKEI 225 Index Future

     25          09/07/2017          2,521,164          2,492,500          28,664   

NIKKEI 225 Index Future

     18          09/07/2017          3,251,343          3,255,658          (4,315)  

S&P 500 (E-Mini) Future

     48          09/15/2017          5,834,995          5,923,200          (88,205)  

U.S. 10-Year Ultra Future

     1          09/20/2017          134,834          135,047          (213)  

U.S. Treasury 2-Year Note Future

     12          09/29/2017          2,593,978          2,596,125          (2,147)  

U.S. Treasury 5-Year Note Future

     19          09/29/2017          2,243,098          2,244,820          (1,722)  

VIX Future

     6          09/20/2017          82,603          74,850          7,753   
                      

 

 

 

Total

                       $ 21,700   
                      

 

 

 
                      
                      

 

 

 

Total futures contracts

                       $     (338,271)  
                      

 

 

 

 

TBA Sale Commitments Outstanding at July 31, 2017  
Description    Principal
Amount
       Maturity Date        Market Value †        Unrealized
Appreciation/
(Depreciation)
 

FHLMC, 3.00%

   $     1,100,000          08/01/2047        $ (1,101,793)        $ 1,472   

FNMA, 2.50%

     2,500,000          08/01/2032          (2,520,801)          (11,938)  

FNMA, 3.00%

     3,402,500          08/01/2047          (3,407,816)          (27,723)  

FNMA, 3.50%

     5,000          08/01/2032          (5,212)          (5)  

FNMA, 3.50%

     1,075,000          08/01/2047          (1,106,746)          840   

FNMA, 4.00%

     450,000          08/01/2047          (473,748)          (299)  

FNMA, 4.50%

     1,380,000          08/01/2047          (1,481,452)          (2,871)  

GNMA, 3.50%

     525,000          08/01/2047          (545,508)          (2,297)  
            

 

 

      

 

 

 

Total (proceeds $10,600,255)

               $    (10,643,076)        $     (42,821)  
            

 

 

      

 

 

 

At July 31, 2017, the aggregate market value of TBA Sale Commitments represents (3.4)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2017  
Reference Entity    Counter-
party
     Notional
Amount (a)
     (Pay)/Receive
Fixed
Rate/Implied
Credit Spread (b)
    Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

                

Buy protection:

                         

CMBX.NA.AAA.8

     MSC        USD        2,375,000        (0.50 %)      10/17/57      $ 44,364      $      $ 4,687       $ (39,677)  

CMBX.NA.BBB.7

     MSC        USD        120,000        (3.00 %)      01/17/47        8,425               10,582         2,157   

CMBX.NA.BBB.7

     MSC        USD        2,000        (3.00 %)      01/17/47        144               177         33   

CMBX.NA.BBB.7

     CSI        USD        175,000        (3.00 %)      01/17/47        16,732               15,433         (1,299)  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $ 69,665      $      $     30,879       $     (38,786)  
                

 

 

    

 

 

    

 

 

    

 

 

 

Sell protection:

                         

CMBX.NA.BBB.6

     CSI        USD        115,000        3.00     05/11/63      $      $ (16,349)      $ (12,997)      $ 3,352   

CMBX.NA.BBB.6

     MSC        USD        90,000        3.00     05/11/63               (10,696)        (10,172)        524   

CMBX.NA.BBB.6

     MSC        USD        120,000        3.00     05/11/63               (11,150)        (13,562)        (2,412)  

CMBX.NA.BBB.6

     MSC        USD        120,000        3.00     05/11/63               (11,150)        (13,562)        (2,412)  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $      $ (49,345)      $ (50,293)      $ (948)  
                

 

 

    

 

 

    

 

 

    

 

 

 
                         
                

 

 

    

 

 

    

 

 

    

 

 

 

Total traded indices

 

           $ 69,665      $ (49,345)      $ (19,414)      $ (39,734)  
                

 

 

    

 

 

    

 

 

    

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Credit default swaps on single-name issues:

 

                

Buy protection:

                         

Banco Santander SA

     BNP        EUR        375,000        (1.00 %)/0.64%      06/20/22      $      $ (10,387)      $ (12,404)      $ (2,017)  

China Republic

     HSBC        USD        1,600,000        (1.00 %)/0.45%      06/20/22               (25,494)        (30,185)        (4,691)  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $      $ (35,881)      $ (42,589)      $ (6,708)  
                

 

 

    

 

 

    

 

 

    

 

 

 

Credit default swaps on single-name issues:

 

                

Sell protection:

                         

Banco Santander SA

     BNP        EUR        200,000        1.00 %/0.45%      06/20/22      $      $ (5,399)      $ 6,615       $ 12,014   

Total single-name issues

 

           $      $ (41,280)      $ (35,974)      $ 5,306   
                

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC contracts

 

           $   69,665      $   (90,625)      $   (55,388)      $   (34,428)  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

(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.
(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 July 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2017  
Reference Entity    Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Cost Basis      Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                   

Buy protection:

                   

CDX.NA.HY.28

     USD        725,000        (5.00 %)      06/20/22      $ (51,770)      $ (57,814)      $ (6,044)  

CDX.NA.IG.27

     USD        425,000        (1.00 %)      12/20/21        (4,335)        (9,540)        (5,205)  

CDX.NA.IG.28

     USD        12,725,000        (1.00 %)      06/20/22        (256,829)        (263,911)        (7,082)  

ITRAXX.EUR.27

     EUR        3,900,000        (1.00 %)      06/20/22        (76,442)        (110,341)        (33,899)  
             

 

 

    

 

 

    

 

 

 

Total

              $   (389,376)      $   (441,606)      $   (52,230)  
             

 

 

    

 

 

    

 

 

 

Credit default swaps on indices:

                   

Sell protection:

                   

CDX.NA.HY.27

     USD        3,638,250        5.00     12/20/21      $ 128,510       $ 306,094       $ 177,584   
             

 

 

    

 

 

    

 

 

 
                   
             

 

 

    

 

 

    

 

 

 

Total

              $ (260,866)      $ (135,512)      $ 125,354   
             

 

 

    

 

 

    

 

 

 

 

(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 July 31, 2017  
Payments made
by Fund
   Payments received by
Fund
   Notional Amount      Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

1M MXN TIIE

   7.71% Fixed      MXN        16,000,000        02/23/27      $      $      $ 37,712       $ 37,712   

3M USD LIBOR

   2.14% Fixed      USD        195,000        05/15/24                      (927)        (927)  

3M USD LIBOR

   2.20% Fixed      USD        195,000        05/15/24                      (1,658)        (1,658)  

3M USD LIBOR

   2.20% Fixed      USD        195,000        05/15/24                      (1,658)        (1,658)  

3M USD LIBOR

   2.26% Fixed      USD        875,000        07/14/27                      (1,925)        (1,925)  

6M HUF BUBOR

   0.72% Fixed      HUF        643,375,000        05/02/20                      (8,301)        (8,301)  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total

               $   —      $   —      $   23,243       $   23,243   
              

 

 

    

 

 

    

 

 

    

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

OTC Total Return Swap Contracts Outstanding at July 31, 2017

 

Reference Entity    Counter-
party
   Notional
Amount
     Payments
received (paid)
by the Fund
   Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 
Financial Select Sector SPDR ETF    MSC      USD        2,478,591      (1M LIBOR
+ 0.30%)
     11/30/17      $     —      $     —      $     —     $     —  

GSCBWRS2

   GSC      USD        282,393      1M LIBOR -
0.45%
     05/31/18                             

GSCBWRS2

   GSC      USD        296,911      1M LIBOR -
0.45%
     05/31/18                             

GSCBWRST

   GSC      USD        245,061      1M LIBOR -
0.45%
     05/31/18                             

GSCBWRST

   GSC      USD        259,306      1M LIBOR -
0.45%
     05/31/18                             

GSCBWRST

   GSC      USD        73,334      1M LIBOR -
0.45%
     05/31/18                             

GSCBWRST

   GSC      USD        198,018      1M LIBOR -
0.45%
     05/31/18                             

GSCBWRST

   GSC      USD        214,725      1M LIBOR -
0.45%
     05/31/18                             

GSCBWRST

   GSC      USD        536,901      1M LIBOR -
0.45%
     05/31/18                             

GSCBWRST

   GSC      USD        134,181      1M LIBOR -
0.45%
     05/31/18                             

GSCBWRST

   GSC      USD        108,769      1M LIBOR -
0.45%
     05/31/18                             

GSCBWRST

   GSC      USD        34,117      1M LIBOR -
0.45%
     05/31/18                             

GSCBWSEW

   GSC      USD        3,387,473      1M LIBOR -
0.50%
     07/31/18                             

GSCBWTCH

   GSC      USD        541,068      1M LIBOR -
0.30%
     05/31/18                             

GSCBWTCH

   GSC      USD        1,030,362      1M LIBOR -
0.30%
     05/31/18                             

GSCBWTCH

   GSC      USD        914,025      1M LIBOR -
0.30%
     05/31/18                             

iPath S&P 500 VIX

   MSC      USD        9,840      1M LIBOR -
3.00%
     11/15/17                      395       395  

iPath S&P 500 VIX

   MSC      USD        12,497      1M LIBOR -
3.00%
     11/20/17                      121       121  

iPath S&P 500 VIX

   MSC      USD        7,661      1M LIBOR -
3.00%
     11/21/17                      (21     (21

iPath S&P 500 VIX

   MSC      USD        6,541      1M LIBOR -
3.00%
     12/06/17                      1,128       1,128  

iPath S&P 500 VIX

   MSC      USD        24,098      1M LIBOR -
3.00%
     12/20/17                      234       234  

iPath S&P 500 VIX

   MSC      USD        14,094      1M LIBOR -
3.00%
     12/29/17                             

iPath S&P 500 VIX

   MSC      USD        16,280      1M LIBOR -
3.00%
     01/05/18                      2,119       2,119  

iPath S&P 500 VIX

   MSC      USD        11,188      1M LIBOR -
3.00%
     01/12/18                      1,047       1,047  

iPath S&P 500 VIX

   MSC      USD        11,522      1M LIBOR -
3.00%
     01/31/18                             

iPath S&P 500 VIX

   DEUT      USD        4,256      1M LIBOR -
2.95%
     09/13/17                      348       348  

iPath S&P 500 VIX

   MSC      USD        1,154      1M LIBOR -
3.00%
     09/21/17                      (3     (3

iPath S&P 500 VIX

   MSC      USD        11,904      1M LIBOR -
3.00%
     09/29/17                             

iPath S&P 500 VIX

   MSC      USD        14,633      1M LIBOR -
3.00%
     09/29/17                             

iPath S&P 500 VIX

   MSC      USD        12,570      1M LIBOR -
3.00%
     10/11/17                      1,464       1,464  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

iPath S&P 500 VIX

     MSC        USD        11,280       
1M LIBOR -
3.00%
 
 
     02/09/18                    $ 1,353         1,353   

iPath S&P 500 VIX

     MSC        USD        3,255       
1M LIBOR -
3.00%
 
 
     02/14/18                      211         211   

iPath S&P 500 VIX

     MSC        USD        6,475       
1M LIBOR -
3.00%
 
 
     03/19/18                      119         119   

iPath S&P 500 VIX

     MSC        USD        26,688       
1M LIBOR -
3.00%
 
 
     05/15/18                      1,072         1,072   

iPath S&P 500 VIX

     MSC        USD        29,551       
1M LIBOR -
3.00%
 
 
     05/22/18                      (590)        (590)  

iPath S&P 500 VIX

     MSC        USD        4,762       
1M LIBOR -
3.00%
 
 
     06/26/18                      (56)        (56)  

iPath S&P 500 VIX

     MSC        USD        28,322       
1M LIBOR -
3.00%
 
 
     06/29/18                      —         —   

iPath S&P 500 VIX

     MSC        USD        30,786       
1M LIBOR -
3.00%
 
 
     07/13/18                      2,610         2,610   

iPath S&P 500 VIX

     MSC        USD        30,731       
1M LIBOR -
3.00%
 
 
     07/13/18                      2,117         2,117   

iPath S&P 500 VIX

     MSC        USD        30,281       
1M LIBOR -
3.00%
 
 
     07/17/18                      1,375         1,375   

iPath S&P 500 VIX

     JPM        USD        33,095       
1M LIBOR -
3.50%
 
 
     07/31/18                             —   

iPath S&P 500 VIX

     GSC        USD        123,926        1M LIBOR        07/31/18                      (477)        (477)  

iPath S&P 500 VIX

     MSC        USD        36,934       
1M LIBOR -
3.25%
 
 
     07/31/18                      (1,079)        (1,079)  

IShares MSCI Min Vol USA ETF

     BOA        USD        2,387,873       
(1M LIBOR
+ 0.15%)
 
 
     11/30/17                             —   

MSCI South Africa Index

     GSC        USD        2,082,103       
(1M LIBOR
+ 0.33%)
 
 
     09/29/17                             —   

Swiss Market

     GSC        CHF        531,866       


Swiss
Market
Index
Future
 
 
 
 
     09/15/17                      10,584         10,584   

VelocityShares Daily Inverse

     MSC        USD        29,659       
1M LIBOR -
3.00%
 
 
     05/18/18                      (917)        (917)  

VelocityShares Inverse VIX

     DEUT        USD        281,604       
1M LIBOR -
3.20%
 
 
     01/12/18                          (28,779)            (28,779)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $     —      $     —      $ (5,625)      $ (5,625)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2017

 

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

AUD

   Buy    08/31/17    NAB        $     9,887,766        $     9,999,873      $     112,107 

AUD

   Buy    08/31/17    GSC          3,269,855          3,269,851        (4)

AUD

   Sell    08/31/17    BCLY          71,800          71,970        (170)

AUD

   Sell    08/31/17    NAB          29,256          29,588        (332)

AUD

   Sell    08/31/17    DEUT          1,106,140          1,107,543        (1,403)

AUD

   Sell    08/31/17    BCLY          3,322,852          3,343,420        (20,568)

BRL

   Buy    08/02/17    HSBC          1,820,711          1,846,421        25,710 

BRL

   Buy    08/02/17    GSC          1,836,650          1,843,215        6,565 

BRL

   Buy    08/02/17    GSC          1,775,641          1,781,988        6,347 

BRL

   Buy    08/02/17    GSC          61,009          61,227        218 

BRL

   Buy    08/02/17    BNP          3,194          3,205        11 

BRL

   Buy    09/05/17    GSC          1,585          1,592       

BRL

   Sell    08/02/17    BNP          3,003          3,206        (203)

BRL

   Sell    08/02/17    HSBC          64,203          64,432        (229)

BRL

   Sell    08/02/17    HSBC          1,775,641          1,781,988        (6,347)

BRL

   Sell    08/02/17    HSBC          1,839,844          1,846,420        (6,576)

BRL

   Sell    08/02/17    GSC          1,733,024          1,843,215        (110,191)

BRL

   Sell    09/05/17    HSBC          1,809,329          1,833,888        (24,559)

CAD

   Buy    08/31/17    GSC          6,559,904          6,590,646        30,742 

CAD

   Buy    08/31/17    BNP          1,084,759          1,087,341        2,582 

CAD

   Buy    08/31/17    BCLY          52,070          52,161        91 

CAD

   Buy    08/31/17    CIBC          2,180,887          2,173,878        (7,009)


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

CAD

   Sell    08/31/17    BNP          1,119,217        $ 1,117,834        1,383 

CAD

   Sell    08/31/17    RBC          650,204          652,404        (2,200)

CAD

   Sell    08/31/17    CSFB          1,105,481          1,109,006        (3,525)

CAD

   Sell    08/31/17    BNP          1,552,602          1,558,387        (5,785)

CAD

   Sell    08/31/17    GSC          7,210,863          7,244,656        (33,793)

CHF

   Buy    08/31/17    BCLY          4,956,908          4,893,467        (63,441)

CHF

   Sell    08/31/17    BCLY          4,541,208          4,483,088        58,120 

CHF

   Sell    08/31/17    CSFB          103,574          103,631        (57)

CLP

   Buy    08/31/17    GSC          302,467          301,883        (584)

CLP

   Sell    08/31/17    GSC          2,605          2,614        (9)

CNY

   Buy    08/31/17    JPM          63,879          63,787        (92)

CNY

   Sell    08/31/17    JPM          2,711,789          2,718,487        (6,698)

COP

   Buy    08/31/17    GSC          61,464          62,388        924 

COP

   Sell    08/31/17    GSC          200          200        — 

DKK

   Buy    08/31/17    DEUT          817,628          832,306        14,678 

DKK

   Sell    08/31/17    CBK          14,293          14,353        (60)

EUR

   Buy    08/31/17    DEUT          119,962          122,146        2,184 

EUR

   Buy    08/31/17    UBS          295,219          296,470        1,251 

EUR

   Buy    08/31/17    UBS          36,142          36,762        620 

EUR

   Sell    08/31/17    GSC          64,940          65,223        (283)

EUR

   Sell    08/31/17    JPM          29,333          29,647        (314)

EUR

   Sell    08/31/17    UBS          251,832          256,151        (4,319)

EUR

   Sell    08/31/17    DEUT          33,773,391          34,388,160        (614,769)

GBP

   Buy    08/31/17    JPM          72,525          72,648        123 

GBP

   Buy    08/31/17    DEUT          6,528          6,605        77 

GBP

   Sell    08/31/17    BCLY          1,087,570          1,092,360        (4,790)

GBP

   Sell    08/31/17    DEUT          11,064,646          11,194,377        (129,731)

HKD

   Buy    08/31/17    SSG          1,173,419          1,172,927        (492)

HKD

   Sell    08/31/17    JPM          25,626          25,629        (3)

IDR

   Buy    08/31/17    BCLY          258,517          258,430        (87)

IDR

   Sell    08/31/17    BCLY          10,027          10,023       

ILS

   Buy    08/31/17    GSC          1,553,488          1,560,752        7,264 

ILS

   Sell    08/31/17    BCLY          36,497          36,551        (54)

ILS

   Sell    08/31/17    GSC          41,419          41,613        (194)

INR

   Buy    08/31/17    BCLY          209,479          209,227        (252)

INR

   Sell    08/31/17    DEUT              11,399,149          11,436,747        (37,598)

JPY

   Buy    08/31/17    BNP          178,562          178,949        387 

JPY

   Sell    08/04/17    JPM          2,072,752          2,104,755        (32,003)

JPY

   Sell    08/31/17    HSBC          9,718,482          9,818,689        (100,207)

JPY

   Sell    08/31/17    BCLY          9,712,378          9,818,680        (106,302)

KRW

   Buy    08/31/17    BCLY          36,233          36,333        100 

KRW

   Sell    08/31/17    BCLY          1,687,768          1,683,876        3,892 

MXN

   Buy    08/31/17    GSC          733,917          733,129        (788)

MXN

   Sell    08/31/17    GSC          2,308,010          2,305,531        2,479 

MXN

   Sell    08/31/17    GSC          13,919          13,967        (48)

MYR

   Buy    08/30/17    BCLY          9,335          9,330        (5)

MYR

   Sell    08/30/17    BCLY          259,156          259,135        21 

NOK

   Buy    08/31/17    GSC          4,172,419          4,244,999        72,580 

NOK

   Sell    08/31/17    TDB          92,331          92,911        (580)

NZD

   Buy    08/31/17    DEUT          82,382          82,559        177 

NZD

   Sell    08/31/17    UBS          5,172,423          5,231,263        (58,840)

PEN

   Buy    08/31/17    DEUT          208,589          209,192        603 

PEN

   Buy    08/31/17    GSC          1,541          1,538        (3)

PHP

   Buy    08/31/17    CSFB          1,526,099          1,532,291        6,192 

PHP

   Buy    08/31/17    BCLY          1,581          1,584       

PLN

   Buy    08/31/17    SSG          812,384          826,497        14,113 

PLN

   Sell    08/31/17    CBK          23,534          23,638        (104)

PLN

   Sell    08/31/17    SSG          849,559          864,318        (14,759)

RUB

   Buy    08/31/17    GSC          555,122          557,075        1,953 

RUB

   Sell    08/31/17    UBS          13,898          13,960        (62)

RUB

   Sell    08/31/17    GSC          3,098,222          3,109,121        (10,899)

SEK

   Buy    08/31/17    BOA          11,870,492              12,093,807        223,315 

SEK

   Sell    08/31/17    UBS          262,257          263,071        (814)

SGD

   Buy    08/31/17    UBS          1,578,796          1,585,778        6,982 

SGD

   Sell    08/31/17    JPM          36,862          36,913        (51)

SGD

   Sell    08/31/17    UBS          25,725          25,839        (114)


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

THB

   Buy        08/31/17        JPM          22,276        $ 22,242        (34 )

THB

   Sell        08/31/17        SCB          907,552          912,067        (4,515 )

TRY

   Buy        08/29/17        BCLY          9,174          9,285        111

TRY

   Buy        08/29/17        CBK          22,496          22,507        11

TRY

   Sell        08/29/17        BCLY          1,122,787          1,136,321        (13,534 )

TWD

   Buy        08/31/17        JPM          115,809          115,913        104

TWD

   Sell        08/31/17        HSBC          5,197,128          5,220,914        (23,786 )
                                 

 

 

 

Total

                                $         (850,138
                                 

 

 

 

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

   

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Counterparty Abbreviations:

  

BCLY

   Barclays   

BNP

   BNP Paribas Securities Services   

BOA

   Banc of America Securities LLC   

CBK

   Citibank NA   

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   

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   

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   

PEN

   Peruvian Sol   

PHP

   Philippine Peso   

PLN

   Polish Zloty   

RUB

   Russian Ruble   

SEK

   Swedish Krona   

SGD

   Singapore Dollar   

THB

   Thai Baht   


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

TRY

   Turkish Lira   

TWD

   Taiwanese Dollar   

Index Abbreviations:

  

CBOE

   Chicago Board Options Exchange   

CDX.NA.HY

   Credit Derivatives North American High Yield   

FTSE

   Financial Times and Stock Exchange   

KOSPI

   Korea Composite Stock Price   

MSCI

   Morgan Stanley Capital International   

S&P

   Standard & Poors   

SPI

   Share Price Index   

SPX

   Standard and Poor’s 500 Index   

Other Abbreviations:

  

ADR

   American Depositary Receipt   

BUBOR

   Budapest Interbank Offered Rate   

CLO

   Collateralized Loan Obligation   

CMO

   Collateralized Mortgage Obligation   

ETF

   Exchange Traded Fund   

FHLMC

   Federal Home Loan Mortgage Corp.   

FNMA

   Federal National Mortgage Association   

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 Hartford Global All-Asset Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

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

Assets

           

Asset & Commercial Mortgage Backed Securities

   $     14,792,967       $ —       $     14,792,967       $ —   

Corporate Bonds

     14,191,574         —         14,191,574         —   

Foreign Government Obligations

     34,151,349         —         34,151,349         —   

U.S. Government Agencies

     17,415,045         —         17,415,045         —   

U.S. Government Securities

     7,385,103         —         7,385,103         —   

Common Stocks

           

Australia

     3,535,629         648,303         2,855,852         31,474   

Austria

     1,624,473         38,412         1,586,061         —   

Belgium

     1,184,126         115,954         1,068,172         —   

Bermuda

     1,008,504         1,008,504         —         —   

Brazil

     235,765         235,765         —         —   

British Virgin Islands

     187,988         187,988         —         —   

Canada

     3,279,061         3,279,061         —         —   

China

     5,505,866         2,178,415         3,327,451         —   

Croatia

     28,395         28,395         —         —   

Czech Republic

     170,946         170,946         —         —   

Denmark

     453,234         57,802         395,432         —   

Egypt

     589,609         —         589,609         —   

Finland

     766,434         738,562         27,872         —   

France

     6,570,823         64,503         6,506,320         —   

Germany

     4,461,495         55,221         4,406,274         —   

Greece

     3,565,875         2,937,090         628,785         —   

Hong Kong

     1,593,946         109,426         1,484,520         —   

Iceland

     3,153,936         3,153,936         —         —   

India

     18,141,983         —         18,141,983         —   

Indonesia

     382,887         307,684         75,203         —   

Ireland

     3,381,544         2,555,967         825,577         —   

Israel

     594,018         193,103         400,915         —   

Italy

     2,783,692         253,816         2,529,876         —   

Japan

     19,178,673         71,638         19,107,035         —   

Jersey

     654,673         —         654,673         —   

Kenya

     31,744         31,744         —         —   

Luxembourg

     264,164         69,883         194,281         —   

Malaysia

     202,336         —         202,336         —   

Mauritius

     525,120         525,120         —         —   

Mexico

     86,613         86,613         —         —   

Netherlands

     3,060,908         1,066,923         1,993,985         —   

New Zealand

     806,801         391,397         415,404         —   

Norway

     161,142         32,309         128,833         —   

Philippines

     46,005         36,567         9,438         —   

Portugal

     263,081         —         263,081         —   

Singapore

     588,460         285,139         303,321         —   

South Africa

     483,823         —         483,823         —   

South Korea

     4,690,772         313,254         4,377,518         —   

Spain

     646,052         184,650         461,402         —   

Sweden

     1,294,706         747,032         547,674         —   

Switzerland

     1,985,680         339,792         1,645,888         —   

Taiwan

     6,485,711         375,269         6,110,442         —   

Thailand

     589,706         589,706         —         —   

United Kingdom

     8,756,108         4,292,835         4,463,273         —   

United States

     72,389,195         71,573,293         815,902         —   

Municipal Bonds

     108,405         —         108,405         —   

Convertible Bonds

     1,285,429         —         1,285,429         —   

Exchange Traded Funds

     25,952,776             25,913,957         38,819         —   

Preferred Stocks

     320,304         —         —             320,304   

Convertible Preferred Stocks

     444,705         444,705         —         —   

Warrants

     201,537         8,712         192,825         —   

Short-Term Investments

     11,123,239         11,123,239         —         —   

Purchased Options

     544,673         376,518         168,155         —   

Foreign Currency Contracts(2)

     604,031         —         604,031         —   


 

  The Hartford Global All-Asset Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Futures Contracts(2)

     452,066         452,066         —         —   

Swaps - Credit Default(2)

     195,664         —         195,664         —   

Swaps - Interest Rate(2)

     37,712         —         37,712         —   

Swaps - Total Return(2)

     26,297         —         26,297         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     315,624,578       $     137,651,214       $     177,621,586       $     351,778   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (1,454,169)      $ —       $ (1,454,169)      $ —   

Futures Contracts(2)

     (790,337)        (790,337)        —         —   

Swaps - Credit Default(2)

     (104,738)        —         (104,738)        —   

Swaps - Interest Rate(2)

     (14,469)        —         (14,469)        —   

Swaps - Total Return(2)

     (31,922)        —         (31,922)        —   

TBA Sale Commitments

     (10,643,076)        —         (10,643,076)        —   

Written Options

     (304,398)        (292,442)        (11,956)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (13,343,109)      $ (1,082,779)      $ (12,260,330)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2017, investments valued at $934,710 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $5,879,726 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

 

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

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

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


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount

          Market Value  
 

Common Stocks - 95.1%

     
      

Automobiles & Components - 2.1%

     
    1,759,443       

Chongqing Changan Automobile Co., Ltd. Class B

   $        2,333,670  
    117,991       

General Motors Co.

        4,245,316  
    106,100       

Goodyear Tire & Rubber Co.

        3,343,211  
    52,395       

Magna International, Inc.

        2,498,822  
    73,170       

Mazda Motor Corp.

        1,099,949  
    103,211       

Tata Motors Ltd. ADR

        3,554,587  
    118,300       

Toyo Tire & Rubber Co., Ltd.

        2,428,290  
    21,274       

Volkswagen AG (Preference Shares)

        3,271,706  
            

 

 

 
               22,775,551  
            

 

 

 
      

Banks - 10.1%

     
    1,126,816       

Banco Santander S.A.

        7,671,552  
    194,258       

Bank of America Corp.

        4,685,503  
    348,416       

Bank of Ireland Group plc*

        2,907,808  
    38,900       

Bank of Montreal

        2,950,378  
    46,843       

Bank of Nova Scotia

        2,918,787  
    40,834       

BNP Paribas S.A.

        3,164,458  
    329,675       

CaixaBank S.A.

        1,717,160  
    28,100       

Canadian Imperial Bank of Commerce

        2,439,127  
    267,102       

Citigroup, Inc.

        18,283,132  
    46,994       

Citizens Financial Group, Inc.

        1,648,550  
    462,927       

FinecoBank Banca Fineco S.p.A.

        4,057,247  
    465,784       

Genworth Mortgage Insurance Australia Ltd.

        1,121,590  
    76,015       

HDFC Bank Ltd.

        2,186,440  
    259,889       

HSBC Holdings plc

        2,602,764  
    940,833       

ICICI Bank Ltd.

        4,427,219  
    644,894       

ICICI Bank Ltd. ADR

        6,003,963  
    85,778       

IndusInd Bank Ltd.

        2,200,501  
    283,800       

Itau Unibanco Holding S.A. ADR

        3,380,058  
    21,058       

JP Morgan Chase & Co.

        1,933,124  
    139,579       

LIC Housing Finance Ltd.

        1,501,500  
    190,200       

Mitsubishi UFJ Financial Group, Inc.

        1,206,650  
    51,623       

PNC Financial Services Group, Inc.

        6,649,042  
    327,500       

Public Bank Bhd

        1,551,339  
    59,400       

Royal Bank of Canada

        4,431,357  
    123,700       

Sberbank of Russia PJSC ADR

        1,440,200  
    320,681       

State Bank of India

        1,561,568  
    80,900       

Toronto-Dominion Bank

        4,170,397  
    257,742       

UniCredit S.p.A.*

        5,065,646  
    76,759       

Wells Fargo & Co.

        4,140,381  
            

 

 

 
               108,017,441  
            

 

 

 
      

Capital Goods - 5.9%

     
    23,675       

3M Co.

        4,762,700  
    56,915       

AerCap Holdings N.V.*

        2,794,526  
    32,953       

Airbus SE

        2,753,440  
    70,737       

Alstom S.A.

        2,534,232  
    108,900       

Assa Abloy AB Class B

        2,332,958  
    91,058       

Cie de Saint-Gobain

        5,052,508  
    1,534,751       

Cobham plc

        2,687,110  
    98,615       

Denyo Co., Ltd.

        1,733,932  
    14,246       

Eaton Corp. plc

        1,114,749  
    37,404       

Fastenal Co.

        1,606,876  
    9,163       

General Dynamics Corp.

        1,798,972  
    216,600       

Hazama Ando Corp.

        1,494,653  
    135,800       

Hino Motors Ltd.

        1,598,324  
    28,875       

Honeywell International, Inc.

        3,930,465  
    20,615       

Illinois Tool Works, Inc.

        2,900,737  
    499,000       

Kawasaki Heavy Industries Ltd.

        1,588,765  
    25,767       

Legrand S.A.

        1,779,922  
    106,434       

Leonardo S.p.A.

        1,854,753  
    10,096       

Lockheed Martin Corp.

        2,949,344  
    7,793       

MAN SE

        862,995  


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    18,292       

Middleby Corp.*

   $        2,390,399  
    443,510       

Mitsubishi Heavy Industries Ltd.

        1,763,330  
    349,962       

QinetiQ Group plc

        1,113,118  
    16,826       

Rheinmetall AG

        1,679,066  
    415,090       

Sanwa Holdings Corp.

        4,494,850  
    42,150       

Ultra Electronics Holdings plc

        1,164,963  
    22,298       

United Technologies Corp.

        2,643,874  
            

 

 

 
               63,381,561  
            

 

 

 
      

Commercial & Professional Services - 1.9%

     
    125,680       

Atento S.A.*

        1,495,592  
    156,955       

Experian plc

        3,118,107  
    82,836       

IHS Markit Ltd.*

        3,864,300  
    63,699       

Intertrust N.V.(1)

        1,093,777  
    2,210       

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

        263,564  
    103,365       

Nippon Kanzai Co., Ltd.

        1,858,634  
    26,020       

Republic Services, Inc.

        1,671,004  
    140,256       

Steelcase, Inc. Class A

        1,914,494  
    45,975       

TransUnion*

        2,107,034  
    32,954       

Waste Management, Inc.

        2,476,493  
            

 

 

 
               19,862,999  
            

 

 

 
      

Consumer Durables & Apparel - 2.1%

     
    143,495       

Crocs, Inc.*

        1,139,350  
    10,231,165       

Global Brands Group Holding Ltd.*

        968,174  
    183,914       

NIKE, Inc. Class B

        10,860,122  
    144,300       

Sony Corp.

        5,928,466  
    99,792       

Under Armour, Inc. Class C*

        1,807,233  
    38,062       

VF Corp.

        2,367,076  
            

 

 

 
               23,070,421  
            

 

 

 
      

Consumer Services - 3.2%

     
    7,228       

Chipotle Mexican Grill, Inc.*

        2,484,770  
    131,346       

Compass Group plc

        2,802,550  
    1,727,450       

Genting Singapore plc

        1,484,211  
    64,884       

Hilton Worldwide Holdings, Inc.

        4,057,196  
    40,700       

HIS Co., Ltd.

        1,251,396  
    526,536       

Kroton Educacional S.A.

        2,546,271  
    893,688       

Ladbrokes Coral Group plc

        1,491,602  
    58,944       

Las Vegas Sands Corp.

        3,631,540  
    837,215       

Mandarin Oriental International Ltd.

        1,691,174  
    17,414       

Marriott International, Inc. Class A

        1,814,365  
    25,593       

McDonald’s Corp.

        3,970,498  
    120,464       

Melco Resorts & Entertainment Ltd. ADR

        2,433,373  
    26,570       

New Oriental Education & Technology Group, Inc. ADR*

        2,116,566  
    105,565       

OPAP S.A.

        1,214,688  
    8,768       

Wynn Resorts Ltd.

        1,134,053  
            

 

 

 
                   34,124,253  
            

 

 

 
      

Diversified Financials - 3.9%

     
    25,163       

American Express Co.

        2,144,642  
    92,340       

Amundi S.A.(1)

        7,141,772  
    677,166       

Anima Holding S.p.A.(1)

        5,495,557  
    207,587       

Cerved Information Solutions S.p.A.

        2,380,747  
    181,788       

Deutsche Bank AG

        3,237,218  
    114,674       

Deutsche Bank AG

        2,045,784  
    86,600       

Hong Kong Exchanges and Clearing Ltd.

        2,467,079  
    215,960       

Ichiyoshi Securities Co., Ltd.

        1,936,340  
    43,448       

Intercontinental Exchange, Inc.

        2,898,416  
    54,210       

Ocelot Partners Ltd.*(1)

        528,548  
    41,667       

Schroders plc

        1,893,429  
    53,759       

TD Ameritrade Holding Corp.

        2,458,399  
    36,800       

Thomson Reuters Corp.

        1,685,406  
    304,502       

UBS Group AG*

        5,295,431  
            

 

 

 
               41,608,768  
            

 

 

 
      

Energy - 2.1%

     
    31,162       

Anadarko Petroleum Corp.

        1,423,168  


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    47,655       

Cabot Oil & Gas Corp.

   $        1,185,180  
    39,174       

Canadian Natural Resources Ltd.

        1,198,724  
    4,726       

Diamondback Energy, Inc.*

        453,129  
    59,393       

Halliburton Co.

        2,520,639  
    14,234       

Helmerich & Payne, Inc.

        720,525  
    26,983       

Hess Corp.

        1,201,823  
    5,139,085       

Hilong Holding Ltd.

        866,221  
    82,600       

Imperial Oil Ltd.

        2,370,506  
    178,900       

Kinder Morgan, Inc.

        3,654,927  
    49,012       

Newfield Exploration Co.*

        1,408,115  
    9,366       

Pioneer Natural Resources Co.

        1,527,594  
    89,478       

Southwestern Energy Co.*

        510,025  
    207,372       

Trican Well Service Ltd.*

        607,105  
    134,000       

YPF S.A. ADR

        2,706,800  
            

 

 

 
               22,354,481  
            

 

 

 
      

Food & Staples Retailing - 2.0%

     
    15,926       

Costco Wholesale Corp.

        2,524,430  
    10,200       

George Weston Ltd.

        890,859  
    155,000       

Kroger Co.

        3,800,600  
    27,000       

Loblaw Cos. Ltd.

        1,470,463  
    65,600       

Seven & I Holdings Co., Ltd.

        2,643,985  
    1,396,000       

Wal-Mart de Mexico S.A.B. de C.V.

        3,230,738  
    82,042       

Walgreens Boots Alliance, Inc.

        6,618,328  
            

 

 

 
               21,179,403  
            

 

 

 
      

Food, Beverage & Tobacco - 4.6%

     
    86,243       

Altria Group, Inc.

        5,603,208  
    85,333       

British American Tobacco plc

        5,308,202  
    418,359       

C&C Group plc

        1,515,476  
    7,541       

CJ CheilJedang Corp.

        2,492,386  
    88,213       

Coca-Cola Co.

        4,043,684  
    140,216       

Diageo plc

        4,528,551  
    18,362       

Dr Pepper Snapple Group, Inc.

        1,673,880  
    26,000       

Ezaki Glico Co., Ltd.

        1,367,095  
    27,228       

Heineken N.V.

        2,841,219  
    116,300       

Kuala Lumpur Kepong Bhd

        673,444  
    14,660       

McCormick & Co., Inc.

        1,397,098  
    69,807       

Monster Beverage Corp.*

        3,682,319  
    49,958       

Nestle S.A.

        4,216,930  
    33,564       

PepsiCo, Inc.

        3,913,898  
    149,400       

PPB Group Bhd

        588,318  
    284,740       

Treasury Wine Estates Ltd.

        2,772,162  
    577,983       

Vina Concha y Toro S.A.

        931,565  
    632,329       

Yantai Changyu Pioneer Wine Co., Ltd. Class B

        1,607,959  
            

 

 

 
               49,157,394  
            

 

 

 
      

Health Care Equipment & Services - 4.6%

     
    20,971       

Aetna, Inc.

        3,236,035  
    14,329       

Becton Dickinson and Co.

        2,885,860  
    82,821       

Cardinal Health, Inc.

        6,398,750  
    14,593       

Celltrion Healthcare Co., Ltd.*

        648,766  
    36,056       

Danaher Corp.

        2,938,203  
    21,511       

Edwards Lifesciences Corp.*

        2,477,637  
    30,341       

Envision Healthcare Corp.*

        1,712,143  
    33,646       

HCA Healthcare, Inc.*

        2,703,120  
    125,367       

Hologic, Inc.*

        5,542,475  
    45,910       

McKesson Corp.

        7,431,452  
    45,899       

Medtronic plc

        3,854,139  
    15,881       

Quest Diagnostics, Inc.

        1,720,071  
    2,352,780       

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

        1,896,002  
    30,662       

STERIS plc

        2,509,685  
    20,228       

UnitedHealth Group, Inc.

        3,879,933  
            

 

 

 
                   49,834,271  
            

 

 

 
      

Household & Personal Products - 1.7%

     
    13,465       

Beiersdorf AG

        1,477,634  


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    44,356       

Colgate-Palmolive Co.

   $        3,202,503  
    223,543       

Coty, Inc. Class A

        4,578,161  
    16,997       

Estee Lauder Cos., Inc. Class A

        1,682,533  
    21,774       

Procter & Gamble Co.

        1,977,515  
    17,366       

Reckitt Benckiser Group plc

        1,688,449  
    53,725       

Unilever N.V.

        3,125,183  
            

 

 

 
               17,731,978  
            

 

 

 
      

Insurance - 3.0%

     
    266,000       

AIA Group Ltd.

        2,092,224  
    77,802       

American International Group, Inc.

        5,092,141  
    132,566       

AXA S.A.

        3,915,134  
    29,804       

Chubb Ltd.

        4,365,094  
    18,100       

Intact Financial Corp.

        1,406,044  
    35,164       

Marsh & McLennan Cos., Inc.

        2,741,737  
    80,502       

MetLife, Inc.

        4,427,610  
    108,300       

Sony Financial Holdings, Inc.

        1,872,295  
    52,700       

T&D Holdings, Inc.

        777,418  
    63,900       

Tokio Marine Holdings, Inc.

        2,687,203  
    21,416       

Willis Towers Watson plc

        3,188,414  
            

 

 

 
               32,565,314  
            

 

 

 
      

Materials - 5.5%

     
    77,468       

ArcelorMittal*

        2,026,563  
    103,357       

BillerudKorsnas AB

        1,634,319  
    27,487       

Celanese Corp. Series A

        2,643,425  
    380,388       

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

        3,693,568  
    41,829       

Constellium N.V. Class A*

        368,095  
    144,406       

CRH plc

        5,058,578  
    19,291       

Ecolab, Inc.

        2,540,046  
    121,836       

First Quantum Minerals Ltd.

        1,346,621  
    1,326,876       

Glencore plc*

        5,853,373  
    55,227       

International Paper Co.

        3,036,381  
    84,915       

KapStone Paper & Packaging Corp.

        1,941,157  
    406,703       

Klondex Mines Ltd.*

        1,295,056  
    64,486       

LafargeHolcim Ltd.*

        3,853,115  
    6,361       

LG Chem Ltd.

        1,864,891  
    12,504       

Packaging Corp. of America

        1,368,938  
    167,992       

Platform Specialty Products Corp.*

        2,353,568  
    19,867       

PPG Industries, Inc.

        2,091,002  
    15,583       

Praxair, Inc.

        2,028,283  
    16,340       

Randgold Resources Ltd. ADR

        1,518,640  
    42,029       

Reliance Steel & Aluminum Co.

        3,041,218  
    44,217       

Smurfit Kappa Group plc

        1,314,884  
    39,600       

Southern Copper Corp.

        1,557,864  
    245,000       

Sumitomo Chemical Co., Ltd.

        1,431,809  
    476,130       

Sumitomo Osaka Cement Co., Ltd.

        2,228,676  
    547,340       

Taiheiyo Cement Corp.

        2,053,772  
    23,431       

WestRock Co.

        1,345,408  
            

 

 

 
               59,489,250  
            

 

 

 
      

Media - 2.4%

     
    25,576       

CJ E&M Corp.

        1,706,376  
    33,402       

DISH Network Corp. Class A*

        2,138,730  
    410,300       

Grupo Televisa S.A.B. Series CPO, UNIT

        2,188,574  
    132,230       

Nippon Television Holdings, Inc.

        2,260,719  
    352,208       

SES S.A.

        8,285,402  
    119,325       

Viacom, Inc. Class B

        4,166,829  
    47,098       

Walt Disney Co.

        5,177,483  
            

 

 

 
                   25,924,113  
            

 

 

 
      

Pharmaceuticals, Biotechnology & Life Sciences - 5.5%

     
    8,055       

Agilent Technologies, Inc.

        481,608  
    39,410       

Alder Biopharmaceuticals, Inc.*

        423,657  
    17,966       

Allergan plc

        4,533,361  
    28,191       

AstraZeneca plc

        1,680,270  
    76,791       

AstraZeneca plc ADR

        2,317,552  


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    6,549       

Biogen, Inc.*

   $        1,896,525  
    217,065       

Bristol-Myers Squibb Co.

        12,350,998  
    18,112       

Celgene Corp.*

        2,452,546  
    23,900       

Eisai Co., Ltd.

        1,280,837  
    24,074       

Ionis Pharmaceuticals, Inc.*

        1,261,478  
    29,903       

Johnson & Johnson

        3,968,726  
    64,428       

Merck & Co., Inc.

        4,115,661  
    121,967       

Mylan N.V.*

        4,755,493  
    50,348       

Novartis AG

        4,288,528  
    50,650       

Ono Pharmaceutical Co., Ltd.

        1,108,006  
    6,109       

Regeneron Pharmaceuticals, Inc.*

        3,003,307  
    12,001       

Roche Holding AG

        3,038,285  
    8,496       

TESARO, Inc.*

        1,084,599  
    141,070       

Teva Pharmaceutical Industries Ltd. ADR

        4,538,222  
            

 

 

 
               58,579,659  
            

 

 

 
      

Real Estate - 3.3%

     
    31,699       

American Tower Corp. REIT

        4,321,525  
    67,140       

Axiare Patrimonio SOCIMI S.A. REIT

        1,253,803  
    343,305       

BR Malls Participacoes S.A.

        1,453,213  
    1,296,220       

Corp. Inmobiliaria Vesta S.A.B. de C.V.

        1,958,619  
    88,520       

Daiwa House Industry Co., Ltd.

        3,087,699  
    141,376       

Grivalia Properties REIC A.E. REIT

        1,522,985  
    914,447       

Hibernia plc REIT

        1,530,616  
    106,534       

Host Hotels & Resorts, Inc. REIT

        1,987,924  
    104,730       

Merlin Properties Socimi S.A. REIT

        1,409,424  
    1,771,850       

New South Resources Ltd.*

        2,119,220  
    341,247       

Oberoi Realty Ltd.*

        2,053,824  
    22,662       

Public Storage REIT

        4,658,627  
    107,844       

Realogy Holdings Corp.

        3,580,421  
    9,611       

Simon Property Group, Inc. REIT

        1,523,343  
    76,132       

STORE Capital Corp. REIT

        1,780,727  
    18,274       

Vonovia SE

        740,551  
    4,081       

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

        211,437  
            

 

 

 
               35,193,958  
            

 

 

 
      

Retailing - 2.4%

     
    24,593       

Advance Auto Parts, Inc.

        2,754,662  
    727,000       

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

        14,540  
    38,380       

Ctrip.com International Ltd. ADR*

        2,292,437  
    7,419       

Expedia, Inc.

        1,160,851  
    5,968       

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

        177,727  
    5,907       

JAND, Inc. Class A*(1)(2)(3)

        46,784  
    23,290       

Lowe’s Cos., Inc.

        1,802,646  
    22,696       

Netflix, Inc.*

        4,122,955  
    1,463       

Priceline Group, Inc.*

        2,967,696  
    39,086       

TJX Cos., Inc.

        2,748,137  
    16,188       

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

        716,637  
    8,838       

Ulta Salon Cosmetics & Fragrance, Inc.*

        2,220,194  
    22,200       

Wayfair, Inc. Class A*

        1,694,970  
    59,564       

Zalando SE*(1)

        2,665,924  
            

 

 

 
               25,386,160  
            

 

 

 
      

Semiconductors & Semiconductor Equipment - 3.2%

     
    370,668       

Advanced Micro Devices, Inc.*

        5,044,791  
    9,536       

Broadcom Ltd.

        2,352,150  
    35,835       

Microchip Technology, Inc.

        2,868,233  
    28,308       

Micron Technology, Inc.*

        796,021  
    17,589       

NVIDIA Corp.

        2,858,388  
    203,082       

QUALCOMM, Inc.

        10,801,932  
    40,230       

Silicon Motion Technology Corp. ADR

        1,653,855  
    14,140       

Skyworks Solutions, Inc.

        1,482,862  
    682,630       

Taiwan Semiconductor Manufacturing Co., Ltd.

        4,825,443  
    38,600       

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

        1,388,056  
    20,900       

Teradyne, Inc.

        722,931  
            

 

 

 
                   34,794,662  
            

 

 

 


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Software & Services - 11.4%

     
    56,974       

Accenture plc Class A

   $        7,339,391  
    25,514       

Activision Blizzard, Inc.

        1,576,255  
    18,721       

Adobe Systems, Inc.*

        2,742,439  
    89,543       

Alibaba Group Holding Ltd. ADR*

        13,874,688  
    16,133       

Alliance Data Systems Corp.

        3,894,990  
    1,481       

Alphabet, Inc. Class A*

        1,400,285  
    7,061       

Alphabet, Inc. Class C*

        6,570,260  
    25,375       

Amdocs Ltd.

        1,704,439  
    13,358       

Autodesk, Inc.*

        1,479,933  
    27,377       

Automatic Data Processing, Inc.

        3,255,399  
    75,898       

Birst, Inc. Escrow*(1)(2)(3)

        14,421  
    75,898       

Birst, Inc. Escrow*(1)(2)(3)

         
    43,919       

ChinaCache International Holdings Ltd. ADR*

        36,453  
    13,827       

CoStar Group, Inc.*

        3,810,030  
    71,642       

Descartes Systems Group, Inc.*

        1,797,443  
    89,400       

Facebook, Inc. Class A*

        15,130,950  
    50,750       

Genpact Ltd.

        1,471,750  
    33,295       

Global Payments, Inc.

        3,142,049  
    56,953       

GoDaddy, Inc. Class A*

        2,447,840  
    271,552       

Just Eat plc*

        2,224,255  
    61,435       

Microsoft Corp.

        4,466,324  
    6,967       

NetEase, Inc. ADR

        2,168,688  
    97,911       

Nets A/S*(1)

        2,359,620  
    73,200       

Nexon Co., Ltd.*

        1,521,423  
    7,000       

Nintendo Co., Ltd.

        2,377,301  
    38,574       

PayPal Holdings, Inc.*

        2,258,508  
    20,267       

Salesforce.com, Inc.*

        1,840,244  
    52,353       

ServiceNow, Inc.*

        5,782,389  
    76,600       

Tencent Holdings Ltd.

        3,057,410  
    13,004       

Trade Desk, Inc. Class A*

        693,243  
    9,800       

Ultimate Software Group, Inc.*

        2,211,958  
    28,813       

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

        115,828  
    54,673       

Verint Systems, Inc.*

        2,167,784  
    35,439       

Visa, Inc. Class A

        3,528,307  
    54,568       

Workday, Inc. Class A*

        5,571,938  
    223,161       

Yandex N.V. Class A*

        6,467,206  
    48,948       

Zillow Group, Inc. Class C*

        2,210,492  
            

 

 

 
                   122,711,933  
            

 

 

 
      

Technology Hardware & Equipment - 3.0%

     
    36,513       

Acacia Communications, Inc.*

        1,598,174  
    260,000       

Catcher Technology Co., Ltd.

        2,988,155  
    219,900       

Flex Ltd.*

        3,516,201  
    59,800       

Keysight Technologies, Inc.*

        2,487,082  
    12,000       

Largan Precision Co., Ltd.

        2,189,511  
    357,429       

Nokia Oyj

        2,280,820  
    4,192       

Samsung Electronics Co., Ltd.

        9,014,808  
    24,454       

Samsung SDI Co., Ltd.

        3,674,629  
    31,074       

Western Digital Corp.

        2,645,019  
    1,128,020       

WPG Holdings Ltd.

        1,579,730  
            

 

 

 
               31,974,129  
            

 

 

 
      

Telecommunication Services - 2.2%

     
    24,700       

BCE, Inc.

        1,159,370  
    441,607       

BT Group plc

        1,827,501  
    148,190       

Hellenic Telecommunications Organization S.A.

        1,891,107  
    139,195       

KDDI Corp.

        3,688,247  
    94,918       

KT Corp. ADR

        1,726,558  
    86,500       

Nippon Telegraph & Telephone Corp.

        4,233,153  
    713,400       

Singapore Telecommunications Ltd.

        2,088,634  
    62,700       

SoftBank Group Corp.

        5,053,466  
    128,702       

Sprint Corp.*

        1,027,042  
    32,700       

TELUS Corp.

        1,181,056  
            

 

 

 
               23,876,134  
            

 

 

 


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Transportation - 3.3%

     
    649,715       

Air New Zealand Ltd.

   $        1,635,703  
    143,300       

Azul S.A. (Preference Shares)*

        1,254,538  
    62,480       

Canadian National Railway Co.

        4,937,261  
    54,261       

CSX Corp.

        2,677,238  
    35,441       

Delta Air Lines, Inc.

        1,749,368  
    11,155       

DSV A/S

        720,230  
    35,230       

Genesee & Wyoming, Inc. Class A*

        2,295,587  
    52,525       

Hitachi Transport System Ltd.

        1,209,002  
    20,120       

J.B. Hunt Transport Services, Inc.

        1,825,085  
    54,500       

Japan Airlines Co., Ltd.

        1,760,864  
    33,453       

Knight Transportation, Inc.

        1,192,599  
    11,440       

Kuehne + Nagel International AG

        1,992,203  
    87,700       

Localiza Rent a Car S.A.

        1,459,628  
    240,660       

Swift Transportation Co.*

        6,136,830  
    41,707       

United Parcel Service, Inc. Class B

        4,599,865  
            

 

 

 
               35,446,001  
            

 

 

 
      

Utilities - 5.7%

     
    28,216       

Ameren Corp.

        1,582,918  
    36,111       

American Electric Power Co., Inc.

        2,547,270  
    20,215       

American Water Works Co., Inc.

        1,639,436  
    15,264       

Atmos Energy Corp.

        1,324,305  
    713,000       

China Longyuan Power Group Corp. Ltd. Class H

        521,442  
    737,600       

Cia de Saneamento do Parana (Preference Shares)

        2,507,275  
    33,439       

CMS Energy Corp.

        1,546,219  
    26,397       

Consolidated Edison, Inc.

        2,187,255  
    37,953       

Dominion Energy, Inc.

        2,929,213  
    17,720       

DTE Energy Co.

        1,897,103  
    38,654       

Duke Energy Corp.

        3,290,228  
    89,924       

E.ON SE

        889,595  
    27,064       

Edison International

        2,129,396  
    15,900       

Emera, Inc.

        591,747  
    31,036       

Eversource Energy

        1,886,678  
    46,000       

Fortis, Inc.

        1,677,289  
    41,900       

Hydro One Ltd.(1)

        751,461  
    505,161       

Iberdrola S.A.

        3,982,152  
    222,740       

Infraestructura Energetica Nova, S.A.B. de C.V.

        1,261,182  
    275,099       

National Grid plc

        3,404,040  
    25,289       

NextEra Energy, Inc.

        3,694,470  
    831,331       

NTPC Ltd.

        2,128,170  
    36,901       

PG&E Corp.

        2,497,829  
    15,456       

Pinnacle West Capital Corp.

        1,340,499  
    364,405       

Power Assets Holdings Ltd.

        3,609,347  
    45,454       

Public Service Enterprise Group, Inc.

        2,044,066  
    59,315       

Southern Co.

        2,842,968  
    30,371       

WEC Energy Group, Inc.

        1,912,462  
    45,234       

Xcel Energy, Inc.

        2,140,021  
            

 

 

 
               60,756,036  
            

 

 

 
      

Total Common Stocks
(cost $923,329,540)

   $            1,019,795,870  
            

 

 

 
 

Exchange Traded Funds - 1.4%

     
      

Other Investment Pools & Funds - 1.4%

     
    225,478       

iShares MSCI ACWI ETF

   $        15,170,160  
            

 

 

 
      

Total Exchange Traded Funds
(cost $15,129,574)

   $        15,170,160  
            

 

 

 
 

Preferred Stocks - 1.7%

     
      

Capital Goods - 0.1%

     
    198,151       

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

   $        885,735  
            

 

 

 
      

Commercial & Professional Services - 0.0%

     
    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)

        9,606  
            

 

 

 


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Consumer Services - 0.1%

        
    5,648       

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

      $        593,040  
    121,867       

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

           221,798  
    53,295       

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

           92,200  
               

 

 

 
                  907,038  
               

 

 

 
      

Real Estate - 0.3%

        
    41,049       

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

           893,112  
    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  
               

 

 

 
                  2,769,515  
               

 

 

 
      

Retailing - 0.1%

        
    225,050       

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

           1,120,749  
    13,190       

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

           125,437  
               

 

 

 
                  1,246,186  
               

 

 

 
      

Software & Services - 1.1%

        
    14,984       

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

           246,125  
    10,669       

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

           177,959  
    243,469       

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

           499,111  
    26,099       

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

           283,696  
    5,988       

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

           293,537  
    38,688       

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

           308,730  
    51,890       

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

           513,192  
    249,735       

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

           1,792,871  
    168,432       

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

           6,983,191  
    160,709       

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

           732,833  
               

 

 

 
                  11,831,245  
               

 

 

 
      

Total Preferred Stocks
(cost $12,117,710)

      $        18,067,704  
               

 

 

 
 

Convertible Preferred Stocks - 0.1%

       
      

Retailing - 0.1%

        
    13,926       

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

           421,957  
               

 

 

 
      

Total Convertible Preferred Stocks
(cost $376,800)

      $        421,957  
               

 

 

 
 

Warrants - 0.0%

        
      

Diversified Financials - 0.0%

        
    54,210       

Ocelot Partners Ltd. Expires 4/1/20*

           27,105  
               

 

 

 
      

Total Warrants
(cost $542)

      $        27,105  
               

 

 

 
      

Total Long-Term Investments
(cost $950,954,166)

      $        1,053,482,796  
               

 

 

 
 

Short-Term Investments - 1.7%

        
      

Other Investment Pools & Funds - 1.7%

        
    18,342,524       

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

      $        18,342,524  
               

 

 

 
      

Total Short-Term Investments
(cost $18,342,524)

      $        18,342,524  
               

 

 

 
      

Total Investments
(cost $969,296,690)^

     100.0%      $        1,071,825,320  
      

Other Assets and Liabilities

     0.0%           96,471  
         

 

 

       

 

 

 
      

Total Net Assets

     100.0%      $            1,071,921,791  
         

 

 

       

 

 

 

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.


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

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

 

Unrealized Appreciation

   $                126,940,790  

Unrealized Depreciation

        (24,412,160
     

 

 

 

Net Unrealized Appreciation

   $                102,528,630  
     

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $40,087,258, which represented 3.7% 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. Escrow          
  03/2015        75,898      Birst, Inc. Escrow          
  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         681,961  
  03/2015        249,735      Pinterest, Inc. Series G Preferred         1,792,871  
  12/2014        41,049      Redfin Corp. Series G Preferred         406,102  
  09/2015        15,711      Rubicon Global Holdings LLC Series C Preferred         313,599  
  11/2013        16,188      Tory Burch LLC         1,268,749  
  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         610,581  
               

 

 

 
             $            14,619,187  
               

 

 

 

At July 31, 2017, the aggregate value of these securities was $20,050,599, which represents 1.9% 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 July 31, 2017, the aggregate fair value of these securities was $20,050,599, which represented 1.9% 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 July 31, 2017  
Currency    Buy / Sell      Delivery Date    Counterparty    Contract
Amount
     Market Value †      Unrealized
Appreciation/
(Depreciation)
 

JPY

     Sell        09/20/17    SSG    $     5,909,047      $     5,869,710      $     39,337  


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Counterparty Abbreviations:   
SSG    State Street Global Markets LLC   
Currency Abbreviations:   
JPY    Japanese Yen   
Other Abbreviations:   
ACWI    All Country World Index   
ADR    American Depositary Receipt   
ETF    Exchange Traded Fund   
MSCI    Morgan Stanley Capital International   
PJSC    Private Joint Stock Company   
REIC    Real Estate Investment Company   
REIT    Real Estate Investment Trust   


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 22,775,551      $ 15,975,606      $ 6,799,945      $  

Banks

     108,017,441        68,728,047        39,289,394         

Capital Goods

     63,381,561        29,579,752        33,801,809         

Commercial & Professional Services

     19,862,999        14,622,694        4,976,741        263,564  

Consumer Durables & Apparel

     23,070,421        16,173,781        6,896,640         

Consumer Services

     34,124,253        28,586,096        5,538,157         

Diversified Financials

     41,608,768        11,761,195        29,847,573         

Energy

     22,354,481        21,488,260        866,221         

Food & Staples Retailing

     21,179,403        18,535,418        2,643,985         

Food, Beverage & Tobacco

     49,157,394        23,349,446        25,807,948         

Health Care Equipment & Services

     49,834,271        47,938,269        1,896,002         

Household & Personal Products

     17,731,978        14,565,895        3,166,083         

Insurance

     32,565,314        21,221,040        11,344,274         

Materials

     59,489,250        35,510,717        23,978,533         

Media

     25,924,113        13,671,616        12,252,497         

Pharmaceuticals, Biotechnology & Life Sciences

     58,579,659        47,183,733        11,395,926         

Real Estate

     35,193,958        24,041,187        10,941,334        211,437  

Retailing

     25,386,160        21,764,548        2,665,924        955,688  

Semiconductors & Semiconductor Equipment

     34,794,662        29,969,219        4,825,443         

Software & Services

     122,711,933        113,401,295        9,180,389        130,249  

Technology Hardware & Equipment

     31,974,129        10,246,476        21,727,653         

Telecommunication Services

     23,876,134        6,985,133        16,891,001         

Transportation

     35,446,001        28,127,999        7,318,002         

Utilities

     60,756,036        46,221,290        14,534,746         

Exchange Traded Funds

     15,170,160        15,170,160                

Preferred Stocks

     18,067,704                      18,067,704  

Convertible Preferred Stocks

     421,957                      421,957  

Warrants

     27,105        27,105                

Short-Term Investments

     18,342,524        18,342,524                

Foreign Currency Contracts(2)

     39,337               39,337         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,071,864,657      $     743,188,501      $     308,625,557      $     20,050,599  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2017 investments valued at $11,080,725 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.

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

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

Investments in Securities    Common
Stocks
     Convertible Preferred
Stocks
     Corporate
Bonds
     Preferred Stocks      Total  
  

 

 

 
Beginning balance      $3,362,849        $522,364        $78,639        $21,174,525        $25,138,377  
Conversions*      -        -        (78,639)        78,639        -  
Accrued Discounts (Premiums)      -        -        -        -        -  
Realized Gain (Loss)      (793,263)        -        -        222,687        (570,576)  
Change in Unrealized Appreciation (Depreciation)      20,268        (100,406)        -        (691,490)        (771,628)  
Net Purchases      -        -        -        -        -  
Net Sales      (1,028,917)        -        -        (1,675,464)        (2,704,381)  
Net Transfers in to Level 3      -        -        -        -        -  
Net Transfers out of Level 3      -        -        -        (1,041,193)        (1,041,193)  
  

 

 

 
Ending balance      $1,560,937        $421,958        $-        $18,067,704        $20,050,599  
  

 

 

 


 

  Hartford Global Capital Appreciation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

*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 July 31, 2017 was $219,645.

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


 

  Hartford Global Equity Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount

          Market Value  
 

Common Stocks - 99.3%

     
      

Belgium - 1.5%

     
    19,038       

Anheuser-Busch InBev N.V.

   $        2,296,601  
            

 

 

 
      

Canada - 1.3%

     
    19,928       

Agrium, Inc.

        1,994,793  
            

 

 

 
      

China - 3.5%

     
    328,000       

ENN Energy Holdings Ltd.

        2,226,740  
    2,314,000       

Jiangsu Expressway Co., Ltd. Class H

        3,357,321  
            

 

 

 
               5,584,061  
            

 

 

 
      

Finland - 1.5%

     
    363,348       

Nokia Oyj

        2,318,590  
            

 

 

 
      

France - 2.7%

     
    20,669       

ICADE REIT

        1,774,646  
    50,171       

Total S.A.

        2,551,380  
            

 

 

 
               4,326,026  
            

 

 

 
      

Germany - 5.7%

     
    60,855       

Deutsche Post AG

        2,360,720  
    253,703       

E.ON SE

        2,509,819  
    38,768       

Innogy SE(1)

        1,628,252  
    17,990       

Siemens AG

        2,441,272  
            

 

 

 
               8,940,063  
            

 

 

 
      

Italy - 4.9%

     
    119,542       

Assicurazioni Generali S.p.A.

        2,168,277  
    98,155       

Banca Generali S.p.A.

        3,481,918  
    601,343       

Intesa Sanpaolo S.p.A.

        2,070,080  
            

 

 

 
               7,720,275  
            

 

 

 
      

Japan - 5.4%

     
    13,100       

Daito Trust Construction Co., Ltd.

        2,214,206  
    43,192       

Eisai Co., Ltd.

        2,314,725  
    81,300       

ITOCHU Corp.

        1,274,906  
    116,700       

NTT DoCoMo, Inc.

        2,710,007  
            

 

 

 
               8,513,844  
            

 

 

 
      

Luxembourg - 3.6%

     
    45,023       

Millicom International Cellular S.A.

        2,821,209  
    120,013       

SES S.A.

        2,823,207  
            

 

 

 
               5,644,416  
            

 

 

 
      

Netherlands - 3.6%

     
    157,691       

ING Groep N.V.

        2,946,273  
    97,697       

Royal Dutch Shell plc Class B

        2,783,163  
            

 

 

 
               5,729,436  
            

 

 

 
      

Russia - 1.3%

     
    178,800       

Sberbank of Russia PJSC ADR

        2,081,712  
            

 

 

 
      

Sweden - 1.7%

     
    207,865       

Nordea Bank AB

        2,622,815  
            

 

 

 
      

Switzerland - 4.9%

     
    16,051       

Roche Holding AG

        4,063,620  
    12,205       

Zurich Insurance Group AG

        3,719,834  
            

 

 

 
               7,783,454  
            

 

 

 
      

Taiwan - 1.3%

     
    185,000       

Catcher Technology Co., Ltd.

        2,126,187  
            

 

 

 
      

United Kingdom - 12.8%

     
    46,572       

AstraZeneca plc

        2,775,833  
    14,829       

AstraZeneca plc ADR

        447,539  
    98,102       

British American Tobacco plc

        6,102,507  
    448,693       

BT Group plc

        1,856,825  
    697,344       

Centrica plc

        1,826,811  
    128,778       

National Grid plc

        1,593,483  


 

  Hartford Global Equity Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    76,704       

Persimmon plc

   $        2,534,371  
    51,262       

Unilever N.V.

        2,987,427  
            

 

 

 
               20,124,796  
            

 

 

 
      

United States - 43.6%

     
    3,797       

BlackRock, Inc.

        1,619,534  
    48,269       

Bristol-Myers Squibb Co.

        2,746,506  
    88,700       

Brixmor Property Group, Inc. REIT

        1,737,633  
    19,061       

Caterpillar, Inc.

        2,172,001  
    29,627       

Chevron Corp.

        3,234,972  
    91,372       

Cisco Systems, Inc.

        2,873,649  
    32,400       

Dow Chemical Co.

        2,081,376  
    5,998       

Dropbox, Inc. Class B*(1)(2)(3)

        70,597  
    37,089       

Eaton Corp. plc

        2,902,214  
    25,601       

Edison International

        2,014,287  
    102,337       

Intel Corp.

        3,629,893  
    91,653       

International Paper Co.

        5,039,082  
    35,540       

JP Morgan Chase & Co.

        3,262,572  
    38,500       

L Brands, Inc.

        1,786,015  
    17,800       

LyondellBasell Industries N.V. Class A

        1,603,602  
    104,706       

Marathon Oil Corp.

        1,280,554  
    26,500       

Marsh & McLennan Cos., Inc.

        2,066,205  
    45,629       

Maxim Integrated Products, Inc.

        2,073,382  
    79,552       

Merck & Co., Inc.

        5,081,782  
    41,970       

MetLife, Inc.

        2,308,350  
    53,130       

Microsoft Corp.

        3,862,551  
    81,400       

Park Hotels & Resorts, Inc. REIT

        2,192,102  
    20,500       

Philip Morris International, Inc.

        2,392,555  
    19,006       

PNC Financial Services Group, Inc.

        2,447,973  
    64,615       

QUALCOMM, Inc.

        3,436,872  
    27,209       

Verizon Communications, Inc.

        1,316,916  
    38,800       

Wells Fargo & Co.

        2,092,872  
    46,000       

Weyerhaeuser Co. REIT

        1,518,920  
            

 

 

 
               68,844,967  
            

 

 

 
      

Total Common Stocks
(cost $138,448,826)

   $        156,652,036  
            

 

 

 
 

Warrants - 0.0%

    
      

United States - 0.0%

     
    1,471       

Emergent Capital, Inc. Expires 4/11/19*(3)

         
            

 

 

 
      

Total Warrants
(cost $—)

   $         
            

 

 

 
      

Total Long-Term Investments
(cost $138,448,826)

   $        156,652,036  
            

 

 

 
 

Short-Term Investments - 0.9%

     
      

Other Investment Pools & Funds - 0.9%

     
    1,415,715       

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

   $        1,415,715  
            

 

 

 
      

Total Short-Term Investments
(cost $1,415,715)

   $        1,415,715  
            

 

 

 


 

  Hartford Global Equity Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

     

Total Investments
(cost $139,864,541)^

       100.2%     $        158,067,751  
     

Other Assets and Liabilities

       (0.2)%          (262,469
          

 

 

      

 

 

 
     

Total Net Assets

       100.0%     $        157,805,282  
          

 

 

      

 

 

 

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

   $     21,433,315  

Unrealized Depreciation

     (3,230,105
  

 

 

 

Net Unrealized Appreciation

   $ 18,203,210  
  

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $1,698,849, which represented 1.1% 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 July 31, 2017, the aggregate fair value of this security was $70,597, 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 securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

       Period
  Acquired
       Shares/ Par           Security    Cost  
    05/2012          5,998     Dropbox, Inc. Class B    $     54,292   
    04/2016          1,471     Emergent Capital, Inc. Warrants      —   
           

 

 

 
            $ 54,292   
           

 

 

 

 

   At July 31, 2017, the aggregate value of these securities was $70,597, which represents 0.0% of total net assets.

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

 

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

ADR

  

American Depositary Receipt

     

PJSC

  

Private Joint Stock Company

     

REIT

  

Real Estate Investment Trust

     


 

  Hartford Global Equity Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

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

Assets

           

Common Stocks

           

Belgium

   $ 2,296,601       $ —       $ 2,296,601       $ —   

Canada

     1,994,793         1,994,793         —         —   

China

     5,584,061         —         5,584,061         —   

Finland

     2,318,590         —         2,318,590         —   

France

     4,326,026         —         4,326,026         —   

Germany

     8,940,063         —         8,940,063         —   

Italy

     7,720,275         —         7,720,275         —   

Japan

     8,513,844         —         8,513,844         —   

Luxembourg

     5,644,416         —         5,644,416         —   

Netherlands

     5,729,436         —         5,729,436         —   

Russia

     2,081,712         —         2,081,712         —   

Sweden

     2,622,815         —         2,622,815         —   

Switzerland

     7,783,454         —         7,783,454         —   

Taiwan

     2,126,187         —         2,126,187         —   

United Kingdom

     20,124,796         447,539         19,677,257         —   

United States

     68,844,967         68,774,370         —         70,597   

Warrants

     —         —         —         —   

Short-Term Investments

     1,415,715         1,415,715         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     158,067,751       $     72,632,417       $     85,364,737       $     70,597   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended July 31, 2017, investments valued at $1,257,533 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor. There were no transfers from Level 2 to Level 1 and there were no transfers in and out of Level 3.

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

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


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount

       Market Value  

Common Stocks - 64.8%

    
       Automobiles & Components - 0.3%  
  1,316      Goodyear Tire & Rubber Co.    $     41,467  
  17,170      NOK Corp.        393,022  
  15,885      Toyoda Gosei Co., Ltd.        374,799  
           

 

 

 

              809,288  
           

 

 

 

       Banks - 2.0%  
  77,270      Banca Popolare dell’Emilia Romagna SC        424,485  
  127,964      CaixaBank S.A.        666,519  
  73,367      HSBC Holdings plc        734,764  
  12,402      KB Financial Group, Inc.        659,417  
  100,790      Mitsubishi UFJ Financial Group, Inc.        639,423  
  378,620      Mizuho Financial Group, Inc.        673,328  
  57,523      Standard Chartered plc*        643,007  
  18,065      Sumitomo Mitsui Financial Group, Inc.        697,052  
  16,855      Sumitomo Mitsui Trust Holdings, Inc.        618,967  
  33,575      UniCredit S.p.A.*        659,881  
           

 

 

 

              6,416,843  
           

 

 

 

       Capital Goods - 1.7%  
  38      Acuity Brands, Inc.        7,701  
  5,409      Advanced Drainage Systems, Inc.        111,155  
  2,512      AGCO Corp.        181,216  
  2,431      Altra Industrial Motion Corp.        108,301  
  9,900      Arconic, Inc.        245,421  
  77,677      Beijing Enterprises Holdings Ltd.        412,235  
  53,200      Chiyoda Corp.        319,527  
  13,327      Cie de Saint-Gobain        739,471  
  3,730      CNK International Co., Ltd.*(1)(2)        1,033  
  4,416      Deere & Co.        566,484  
  1,911      Fastenal Co.        82,097  
  1,849      Granite Construction, Inc.        90,638  
  21,350      Japan Steel Works Ltd.        352,600  
  4,606      JELD-WEN Holding, Inc.*        150,386  
  20,200      JGC Corp.        323,586  
  10,730      Kubota Corp.        186,328  
  802      Masonite International Corp.*        62,275  
  1,896      Middleby Corp.*        247,769  
  11,040      Milacron Holdings Corp.*        198,499  
  8,082      NOW, Inc.*        128,746  
  3,297      PGT Innovations, Inc.*        42,861  
  4,528      Rexel S.A.        71,703  
  2,062      Sterling Construction Co., Inc.*        26,352  
  1,535      Sun Hydraulics Corp.        63,488  
  5,768      Vinci S.A.        516,503  
  1,064      WESCO International, Inc.*        54,530  
           

 

 

 

              5,290,905  
           

 

 

 

       Commercial & Professional Services - 0.2%  
  4,849      Clean Harbors, Inc.*        275,423  
  176,161      Hays plc        387,400  
           

 

 

 

              662,823  
           

 

 

 

       Consumer Durables & Apparel - 0.0%  
  570      Lennar Corp. Class A        29,891  
  6,025      TRI Pointe Group, Inc.*        80,132  
           

 

 

 

              110,023  
           

 

 

 

       Diversified Financials - 0.4%  
  2,645,870      G-Resources Group Ltd.*        34,544  
  6,750      Julius Baer Group Ltd.*        382,098  
  43,412      UBS Group AG*        754,955  
  46,166      Uranium Participation Corp.*        141,451  
           

 

 

 

                          1,313,048  
           

 

 

 


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (unaudited)

 

       Energy - 35.8%  
  37,977      Anadarko Petroleum Corp.    $       1,734,410  
  4,000      Antero Midstream GP L.P.*        84,920  
  5,149      Apache Corp.        254,773  
  2,261      Baytex Energy Corp.*        6,308  
  698,972      BP plc        4,105,588  
  53,641      BP plc ADR        1,884,945  
  497,669      Buru Energy Ltd.*        83,608  
  38,633      Cabot Oil & Gas Corp.        960,803  
  19,387      Calfrac Well Services Ltd.*        52,559  
  119      California Resources Corp.*        966  
  36,837      Callon Petroleum Co.*        416,995  
  51,425      Cameco Corp.        527,106  
  11,090      Cameco Corp.        113,591  
  12,277      Canadian Natural Resources Ltd.        375,676  
  44,834      Canadian Natural Resources Ltd.        1,371,181  
  8,386      Cenovus Energy, Inc.        70,424  
  24,394      Centennial Resource Development, Inc. Class A*        409,331  
  75,694      Chevron Corp.        8,265,028  
  6,021      Cimarex Energy Co.        596,260  
  900,000      CNOOC Ltd.        1,007,338  
  3,033      Concho Resources, Inc.*        395,079  
  53,731      ConocoPhillips        2,437,775  
  5,376      Continental Resources, Inc.*        179,720  
  42,248      Cosan Ltd. Class A        309,255  
  7,194      Denbury Resources, Inc.*        10,503  
  5,480      Devon Energy Corp.        182,539  
  8,743      Diamondback Energy, Inc.*        838,279  
  10,711      Enbridge, Inc.        444,078  
  7,194      Enbridge, Inc.        298,204  
  74,287      EnCana Corp.        747,786  
  215,218      Eni S.p.A.        3,407,577  
  17,896      Eni S.p.A. ADR        565,156  
  3,377      Ensco plc Class A        17,864  
  44,645      EOG Resources, Inc.        4,247,525  
  5,480      EQT Corp.        349,076  
  9,334      Extraction Oil & Gas, Inc.*        113,688  
  185,636      Exxon Mobil Corp.        14,858,305  
  15,851      Fugro N.V.*        254,601  
  500,444      Gazprom PJSC ADR        1,948,093  
  7,610      Halliburton Co.        322,968  
  29,482      Hess Corp.        1,313,128  
  50,395      Hunting plc*        311,893  
  7,594      Husky Energy, Inc.*        87,894  
  4,458      Imperial Oil Ltd.        127,677  
  202,685      Inpex Corp.        1,972,436  
  22,210      Japan Petroleum Exploration Co., Ltd.        461,242  
  12,651      KazMunaiGas Exploration Production JSC GDR        123,347  
  33,760      Laredo Petroleum, Inc.*        437,530  
  47,106      Lukoil PJSC ADR        2,194,915  
  10,906      Marathon Oil Corp.        133,380  
  2,814      Marathon Petroleum Corp.        157,556  
  4,233      Murphy Oil Corp.        112,513  
  8,091      Nabors Industries Ltd.        62,382  
  1,533      National Oilwell Varco, Inc.        50,144  
  60,161      Newfield Exploration Co.*        1,728,426  
  4,611      Noble Energy, Inc.        133,304  
  7,530      Novatek PJSC GDR        788,929  
  76,894      Occidental Petroleum Corp.        4,762,045  
  179,703      Origin Energy Ltd.*        995,462  
  18,668      Painted Pony Energy Ltd.*        68,129  
  6,672      Parsley Energy, Inc. Class A*        195,356  
  7,544      Pembina Pipeline Corp.        257,104  
  155,447      Petroleo Brasileiro S.A. ADR*        1,321,300  
  169,833      Petroleo Brasileiro S.A. ADR*        1,496,229  
  4,664      Phillips 66                       390,610  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  17,778      Pioneer Natural Resources Co.    $       2,899,592  
  10,223      Plains GP Holdings L.P. Class A*        279,497  
  943      PrairieSky Royalty Ltd.        23,417  
  31,138      ProPetro Holding Corp.*        404,794  
  200,256      PTT Exploration & Production PCL        529,579  
  51,104      QEP Resources, Inc.*        437,961  
  51,186      Raging River Exploration, Inc.*        328,034  
  25,634      Range Resources Corp.        541,134  
  2,405      Resolute Energy Corp.*        81,674  
  14,398      Rice Energy, Inc.*        402,712  
  258,297      Royal Dutch Shell plc Class A        7,294,675  
  46,016      Royal Dutch Shell plc Class A, ADR        2,601,285  
  129,791      Royal Dutch Shell plc Class B        3,697,448  
  12,776      Royal Dutch Shell plc Class B, ADR        739,219  
  206,546      Saipem S.p.A.*        847,495  
  778      Schlumberger Ltd.        53,371  
  5,946      Schoeller-Bleckmann Oilfield Equipment AG*        450,488  
  11,719      Select Energy Services, Inc. Class A*        181,996  
  17,639      Seven Generations Energy Ltd. Class A*        306,587  
  75,742      Snam S.p.A.        358,356  
  138,021      Statoil ASA        2,593,977  
  23,974      Statoil ASA ADR        449,752  
  123,998      Suncor Energy, Inc.        4,044,815  
  144,060      Surgutneftegas OJSC ADR        627,777  
  12,172      Targa Resources Corp.        564,903  
  5,278      Tenaris S.A. ADR        166,468  
  74,834      Tidewater Midstream and Infrastructure Ltd.        79,831  
  59,242      Total S.A.        3,012,673  
  53,896      Total S.A. ADR        2,730,910  
  2,486      Tourmaline Oil Corp.*        55,134  
  19,387      TransCanada Corp.        990,537  
  5,232      Trican Well Service Ltd.*        15,317  
  2,348      Valero Energy Corp.        161,942  
  4,624      Vermilion Energy, Inc.        152,285  
  108,782      Weatherford International plc*        485,168  
  50,107      Whiting Petroleum Corp.*        263,062  
  69,724      Woodside Petroleum Ltd.        1,629,491  
  17,616      WPX Energy, Inc.*        189,900  
           

 

 

 

              114,606,068  
           

 

 

 

       Food & Staples Retailing - 0.3%  
  7,073      Alimentation Couche-Tard, Inc. Class B        335,397  
  1,652      Andersons, Inc.        56,911  
  173,450      J Sainsbury plc        560,410  
           

 

 

 

              952,718  
           

 

 

 

       Food, Beverage & Tobacco - 2.2%  
  7,469      Adecoagro S.A.*        75,960  
  3,780      AGT Food & Ingredients, Inc.        77,101  
  6,578      Archer-Daniels-Midland Co.        277,460  
  76,872      Astra Agro Lestari Tbk PT        84,955  
  33,058      Australian Agricultural Co., Ltd.*        43,758  
  5,628      Bakkafrost P/F        221,102  
  67,610      BRF S.A.*        800,475  
  226,380      Bumitama Agri Ltd.        123,618  
  3,208      Bunge Ltd.        251,475  
  184,975      China Agri-Industries Holdings Ltd.        82,802  
  9,836      Darling Ingredients, Inc.*        160,032  
  192,995      Felda Global Ventures Holdings Bhd        73,492  
  160,625      First Resources Ltd.        221,499  
  2,521      Fresh Del Monte Produce, Inc.        129,756  
  6,529      Glanbia plc                       135,258  
  251,840      Golden Agri-Resources Ltd.        73,331  
  10,567      GrainCorp Ltd. Class A        73,779  
  1,575      Hokuto Corp.        28,102  
  4,418      Ingredion, Inc.        544,828  
  61,215      IOI Corp. Bhd        63,886  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  110,345      JBS S.A.    $       272,470  
  5,446      Kernel Holding S.A.        96,354  
  32,785      Kuala Lumpur Kepong Bhd        189,844  
  128,425      Marfrig Global Foods S.A.*        264,399  
  8,115      MHP S.A. GDR        80,825  
  76,505      Minerva S.A.        304,219  
  27,416      NEW Zealand King Salmon Investments Ltd.        34,796  
  5,225      NH Foods Ltd.        154,552  
  6,064      Origin Enterprises plc        47,235  
  4,610      Pilgrim’s Pride Corp.*        111,977  
  6,880      Prima Meat Packers Ltd.        43,923  
  26,742      PureCircle Ltd.*        128,432  
  4,894      S&W Seed Co.*        17,129  
  10,799      Salmar ASA        280,757  
  51,860      Sao Martinho S.A.        292,033  
  3,330      Select Harvests Ltd.        13,058  
  23,190      SLC Agricola S.A.        161,821  
  20,059      Tate & Lyle plc        177,866  
  1,693      Tyson Foods, Inc. Class A        107,268  
  248,480      Wilmar International Ltd.        611,698  
           

 

 

 

              6,933,325  
           

 

 

 

       Insurance - 0.9%  
  40,835      Assicurazioni Generali S.p.A.        740,674  
  27,685      Dai-ichi Life Holdings, Inc.        478,230  
  1,023,701      Shin Kong Financial Holding Co., Ltd.        273,659  
  51,556      Storebrand ASA        430,040  
  45,960      T&D Holdings, Inc.        677,991  
  24,603      Tongyang Life Insurance Co., Ltd.        213,956  
           

 

 

 

              2,814,550  
           

 

 

 

       Materials - 15.0%  
  11,927      Agnico Eagle Mines Ltd.        557,110  
  7,640      Agrium, Inc.        764,521  
  3,000      Alcoa Corp.        109,200  
  3,700      Allegheny Technologies, Inc.        70,078  
  211,103      Alrosa PJSC        295,346  
  77,983      Alumina Ltd.        118,446  
  89,842      Aluminum Corp. of China Ltd. Class H*        56,288  
  1,465      American Vanguard Corp.        25,931  
  17,851      Anglo American Platinum Ltd.*        437,143  
  90,162      Anglo American plc*        1,491,434  
  17,068      AngloGold Ashanti Ltd.        172,439  
  4,862      AngloGold Ashanti Ltd. ADR        48,717  
  11,965      Antofagasta plc        149,419  
  18,833      ArcelorMittal*        492,671  
  19,521      ArcelorMittal*        513,951  
  2,134      ArcelorMittal South Africa Ltd.*        815  
  62,304      Barrick Gold Corp.        1,053,561  
  41,649      Barrick Gold Corp.        704,200  
  95,556      BHP Billiton Ltd.        1,990,089  
  27,900      BHP Billiton Ltd. ADR        1,162,314  
  62,632      BHP Billiton plc        1,142,032  
  25,500      BHP Billiton plc ADR        928,455  
  16,364      BlueScope Steel Ltd.        172,387  
  8,183      Boliden AB        256,897  
  6,065      Boral Ltd.        33,610  
  2,092      Buzzi Unicem S.p.A.        52,983  
  1,782      CAP S.A.        18,757  
  45,930      Centerra Gold, Inc.*        244,985  
  42,244      CF Industries Holdings, Inc.        1,239,861  
  221,450      China BlueChemical Ltd. Class H        62,396  
  340,578      China Steel Corp.        279,652  
  11,310      Cia de Minas Buenaventura SAA ADR                       138,434  
  17,507      Cia Siderurgica Nacional S.A.*        42,780  
  4,100      Cliffs Natural Resources, Inc.*        31,652  
  1,470      Daido Steel Co., Ltd.        8,946  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  168,518      Eldorado Gold Corp.    $       357,258  
  3,533      Eldorado Gold Corp.        7,481  
  42,710      Eregli Demir ve Celik Fabrikalari T.A.S.        95,223  
  3,842      Feng Hsin Steel Co. Ltd.        6,579  
  25,175      Fertilizantes Heringer S.A.*        26,642  
  28,139      First Quantum Minerals Ltd.        311,013  
  46,059      Fortescue Metals Group Ltd.        211,697  
  9,632      Franco-Nevada Corp.        697,935  
  57,904      Freeport-McMoRan, Inc.*        846,556  
  12,292      Fresnillo plc        249,456  
  255,292      Galaxy Resources Ltd.*        376,024  
  28,154      Gerdau S.A. (Preference Shares)        96,244  
  365,571      Glencore plc*        1,612,678  
  189,913      Gold Fields Ltd.        757,611  
  12,276      Gold Fields Ltd. ADR        48,981  
  47,674      Goldcorp, Inc.        625,960  
  113,427      Grupo Mexico S.A.B. de C.V. Series B        369,223  
  1,504      Hecla Mining Co.        8,137  
  31,158      Hindalco Industries Ltd.        106,659  
  5,916      Hitachi Metals Ltd.        82,339  
  2,420      Hyundai Steel Co.        135,488  
  129,384      Impala Platinum Holdings Ltd.*        345,457  
  4,394      Industrias CH S.A.B. de C.V. Series B*        21,296  
  7,685      Industrias Penoles S.A.B. de C.V.        188,645  
  4,281      International Paper Co.        235,369  
  11,022      Intrepid Potash, Inc.*        33,397  
  35,844      Ivanhoe Mines Ltd. Class A*        141,450  
  1,631      Jastrzebska Spolka Weglowa S.A.*        37,548  
  15,168      JFE Holdings, Inc.        292,568  
  40,253      Jiangxi Copper Co., Ltd. Class H        73,376  
  33,050      JSR Corp.        582,407  
  19,265      JSW Steel Ltd.        66,445  
  6,211      KapStone Paper & Packaging Corp.        141,983  
  4,420      KGHM Polska Miedz S.A.        150,374  
  173,095      Kinross Gold Corp.*        713,151  
  8,014      Kobe Steel Ltd.*        100,239  
  266      Korea Zinc Co., Ltd.        117,268  
  467      Koza Altin Isletmeleri AS*        4,288  
  3,935      Kumiai Chemical Industry Co., Ltd.        22,881  
  16,965      Kyoei Steel Ltd.        261,815  
  11,737      LafargeHolcim Ltd.*        701,300  
  25,720      Lonmin plc*        28,080  
  1,263      Maruichi Steel Tube Ltd.        38,981  
  3,375      Mitsubishi Materials Corp.        113,380  
  16,177      MMC Norilsk Nickel PJSC ADR        240,060  
  10,555      Monsanto Co.        1,233,035  
  49,218      Mosaic Co.        1,188,123  
  12,295      Neturen Co., Ltd.        113,177  
  42,917      Newcrest Mining Ltd.        697,339  
  47,164      Newmont Mining Corp.        1,753,086  
  23,162      Nippon Steel & Sumitomo Metal Corp.        568,578  
  38,447      Norsk Hydro ASA        248,081  
  3,390      Northam Platinum Ltd.*        11,812  
  2,003      Northern Star Resources Ltd.        7,096  
  2,738      Novolipetsk Steel PJSC GDR        57,206  
  678      Novozymes AS Class B        31,307  
  16,197      Nucor Corp.        934,081  
  11,642      Nufarm Ltd.        78,810  
  2,634      OZ Minerals Ltd.        17,603  
  84,420      Pacific Metals Co., Ltd.*        226,468  
  9,806      Petra Diamonds Ltd.*        12,356  
  2,146      POSCO        641,257  
  59,745      Potash Corp. of Saskatchewan, Inc.        1,068,629  
  5,033      Randgold Resources Ltd. ADR        467,767  
  164,752      Resolute Mining Ltd.                       142,289  
  12,892      Rio Tinto Ltd.        679,608  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  36,681      Rio Tinto plc    $       1,719,129  
  40,100      Rio Tinto plc ADR        1,899,938  
  1,170      Royal Bafokeng Platinum Ltd.*        2,725  
  10,450      Salzgitter AG        468,836  
  5,371      Severstal PJSC GDR        73,814  
  86,315      Sibanye Gold Ltd.        110,172  
  875      Sims Metal Management Ltd.        10,869  
  341,030      Sinofert Holdings Ltd.*        47,082  
  27,274      South32 Ltd.        63,647  
  133,467      South32 Ltd.        311,292  
  21,200      South32 Ltd. ADR        246,980  
  2,934      Southern Copper Corp.        115,424  
  1,572      SSAB AB Class B*        6,491  
  7,100      Steel Dynamics, Inc.        251,411  
  15,494      Sumitomo Metal Mining Co., Ltd.        234,001  
  10,003      Tata Steel Ltd.        88,415  
  11,487      Teck Resources Ltd. Class B        249,153  
  14,380      Teck Resources Ltd. Class B        312,110  
  11,344      ThyssenKrupp AG        336,933  
  39,660      Tokyo Steel Manufacturing Co., Ltd.        339,973  
  27,043      Turquoise Hill Resources Ltd.*        88,932  
  4,700      United States Steel Corp.        110,403  
  37,643      Vale S.A.        377,836  
  58,245      Vale S.A. (Preference Shares)        544,842  
  42,329      Vedanta Ltd.        184,594  
  3,472      Vicat S.A.        253,597  
  3,440      Voestalpine AG        174,353  
  179,513      Western Areas Ltd.*        340,446  
  24,970      Wheaton Precious Metals Corp.        507,141  
  51,926      Yamana Gold, Inc.        135,360  
  12,802      Yamato Kogyo Co., Ltd.        358,845  
  26,772      Yara International ASA        1,064,085  
  339,790      Zijin Mining Group Co., Ltd. Class H        123,217  
           

 

 

 

              47,878,196  
           

 

 

 

       Media - 0.2%         
  13,603      Comcast Corp. Class A        550,242  
  9,608      SES S.A.        226,020  
           

 

 

 

              776,262  
           

 

 

 

       Pharmaceuticals, Biotechnology & Life Sciences - 0.0%  
  2,876      Genus plc        65,609  
           

 

 

 

       Real Estate - 0.4%  
  4,611      American Tower Corp. REIT        628,617  
  6,880      Equity LifeStyle Properties, Inc. REIT        600,624  
  6,173      Five Point Holdings LLC Class A*        91,978  
           

 

 

 

              1,321,219  
           

 

 

 

       Retailing - 0.2%  
  92      Home Depot, Inc.        13,763  
  3,634      Murphy USA, Inc.*        275,203  
  16,645      Xebio Holdings Co., Ltd.        313,496  
           

 

 

 

              602,462  
           

 

 

 

       Semiconductors & Semiconductor Equipment - 0.1%  
  2,675      First Solar, Inc.*        131,904  
  8,285      Tokyo Seimitsu Co., Ltd.        287,376  
           

 

 

 

              419,280  
           

 

 

 

       Software & Services - 0.2%  
  100,390      Fujitsu Ltd.        747,577  
           

 

 

 

       Telecommunication Services - 0.6%  
  127,905      BT Group plc        529,309  
  18,535      KT Corp.        576,333  
  24,631      NTT DoCoMo, Inc.                       571,981  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  17,200      Telefonica Brasil S.A. (Preference Shares)    $     257,640  
           

 

 

 

              1,935,263  
           

 

 

 

       Transportation - 0.9%     
  6,840      Canadian National Railway Co.        540,507  
  5,059      Covenant Transportation Group, Inc. Class A*        94,856  
  13,421      D/S Norden A/S*        266,248  
  2,019      Flughafen Zurich AG        514,923  
  717      Genesee & Wyoming, Inc. Class A*        46,720  
  8,485      Hamburger Hafen und Logistik AG        237,306  
  1,256      J.B. Hunt Transport Services, Inc.        113,932  
  3,548      Knight Transportation, Inc.        126,486  
  2,868      Marten Transport Ltd.        45,745  
  1,470,200      Pacific Basin Shipping Ltd.*        321,238  
  124,945      PostNL N.V.        591,401  
  4,810      Schneider National, Inc. Class B        103,992  
           

 

 

 

              3,003,354  
           

 

 

 

       Utilities - 3.4%     
  12,742      Avangrid, Inc.        578,742  
  210,535      Centrica plc        551,532  
  689,620      China Longyuan Power Group Corp. Ltd. Class H        504,344  
  31,400      Cia Paranaense de Energia (Preference Shares)        260,899  
  55,378      CK Infrastructure Holdings Ltd.        516,161  
  116,462      E.ON SE        1,152,129  
  97,608      Enel S.p.A.        556,785  
  37,519      Engie S.A.        604,289  
  91,271      ENN Energy Holdings Ltd.        619,624  
  320,816      Guangdong Investment Ltd.        451,465  
  254,000      Huaneng Renewables Corp. Ltd. Class H        77,320  
  88,625      Iberdrola S.A.        698,625  
  6,120      Innogy SE(3)        257,039  
  1,022      NextEra Energy Partners L.P.        42,127  
  5,058      NextEra Energy, Inc.        738,923  
  129,503      NTPC Ltd.        331,522  
  59,061      Osaka Gas Co., Ltd.        236,546  
  41,775      Power Assets Holdings Ltd.        413,772  
  4,677      Sempra Energy        528,548  
  15,231      Severn Trent plc        450,341  
  25,048      SSE plc        455,833  
  14,943      UGI Corp.        754,173  
           

 

 

 

              10,780,739  
           

 

 

 

      

Total Common Stocks
(cost $195,757,756)

   $     207,439,552  
           

 

 

 

Corporate Bonds - 0.5%

 
       Construction Materials - 0.1%     

$

  225,000     

Eagle Materials, Inc.
4.50%, 08/01/2026

   $     235,125  
  125,000     

Standard Industries, Inc.
5.38%, 11/15/2024(4)

       131,563  
           

 

 

 

              366,688  
           

 

 

 

       Electric - 0.0%     
  100,000     

Abu Dhabi National Energy Co. PJSC
6.25%, 09/16/2019(4)

       107,682  
           

 

 

 

       Home Builders - 0.1%     
  100,000     

Lennar Corp.
4.88%, 12/15/2023

       106,250  
  30,000     

Toll Brothers Finance Corp.
4.00%, 12/31/2018

       30,600  
           

 

 

 

              136,850  
           

 

 

 

       Iron/Steel - 0.0%     
  75,000     

AK Steel Corp.
7.63%, 10/01/2021

                        78,281  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

  20,000     

Commercial Metals Co
5.38%, 07/15/2027

     $       20,850  
           

 

 

 

       99,131  
           

 

 

 

     Mining - 0.1%  
  125,000     

Teck Resources Ltd.
8.50%, 06/01/2024(3)

       145,000  
           

 

 

 

     Oil & Gas - 0.2%  
  25,000     

Anadarko Petroleum Corp.
4.50%, 07/15/2044

       23,397  
  50,000     

Concho Resources, Inc.
5.50%, 04/01/2023

       51,625  
  25,000     

Continental Resources, Inc.
4.90%, 06/01/2044

       21,375  

GBP

 

100,000

    

Gazprom OAO Via Gaz Capital S.A.
5.34%, 09/25/2020(4)

       142,040  

$

  50,000     

Hess Corp.
5.60%, 02/15/2041

       50,096  
  75,000     

Marathon Oil Corp.
5.90%, 03/15/2018

       76,928  
  50,000     

Matador Resources Co.
6.88%, 04/15/2023

       53,000  
  50,000     

Newfield Exploration Co.
5.63%, 07/01/2024

       52,437  
  50,000     

Occidental Petroleum Corp.
4.40%, 04/15/2046

       52,756  
  50,000     

Petrobras Global Finance B.V.
5.38%, 01/27/2021

       51,375  
  75,000     

QEP Resources, Inc.
5.25%, 05/01/2023

       72,914  
  50,000     

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

       52,250  
           

 

 

 

       700,193  
           

 

 

 

     Pipelines - 0.0%  
  60,000     

Sunoco Logistics Partners Operations L.P.
5.95%, 12/01/2025

       67,554  
           

 

 

 

    

Total Corporate Bonds
(cost $1,589,179)

     $       1,623,098  
           

 

 

 

Foreign Government Obligations - 1.3%

    
     Argentina - 0.1%  

EUR

  325,000     

Argentine Republic Government International Bond
5.00%, 01/15/2027(4)

       358,011  
           

 

 

 

     Brazil - 0.1%  

BRL

  829,406     

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2022(5)

       279,053  
           

 

 

 

     Canada - 0.1%  

CAD

  471,237     

Canadian Government Real Return Bond
4.25%, 12/01/2021(5)

       441,506  
           

 

 

 

     Germany - 0.0%  

EUR

  77,407     

Deutschland I/L Bond
0.10%, 04/15/2046

       101,054  
           

 

 

 

     Italy - 0.1%  
  177,690     

Italy Buoni Poliennali Del Tesoro
1.25%, 09/15/2032(4)

       208,315  
           

 

 

 

     Japan - 0.2%  

JPY

  97,640,400     

Japanese Government CPI Linked Bond
0.10%, 03/10/2026(5)

       916,286  
           

 

 

 

     Mexico - 0.1%  
     Mexican Udibonos  

MXN

  8,138,562     

2.00%, 06/09/2022(5)

       434,289  
  2,135,659     

4.00%, 11/08/2046(5)

       128,661  
           

 

 

 

                             562,950  
           

 

 

 


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

     New Zealand - 0.1%  


NZD

  254,500     

New Zealand Government Bond
2.50%, 09/20/2035(4)(5)

   $       198,600  
           

 

 

 

     Oman - 0.1%  

$

  200,000     

Oman Government International Bond
5.38%, 03/08/2027(4)

       207,000  
           

 

 

 

     Qatar - 0.1%  
  200,000     

Qatar Government International Bond
3.25%, 06/02/2026(4)

       198,100  
           

 

 

 

     Russia - 0.2%  

RUB

  39,590,993     

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(5)

       641,806  
           

 

 

 

     Thailand - 0.1%  

THB

  7,908,158     

Thailand Government Bond
1.20%, 07/14/2021(4)(5)

       233,827  
           

 

 

 

    

Total Foreign Government Obligations
(cost $4,186,885)

   $       4,346,508  
           

 

 

 

U.S. Government Securities - 18.7%

    
     U.S. Treasury Securities - 18.7%  
     U.S. Treasury Bonds - 5.2%  

$

  2,003,643     

0.75%, 02/15/2042(5)

   $       1,901,417  
  327,367     

0.75%, 02/15/2045(5)

       306,283  
  1,951,584     

0.88%, 02/15/2047(5)

       1,887,777  
  113,612     

1.00%, 02/15/2046(5)

       113,126  
  1,995,114     

1.38%, 02/15/2044(5)

       2,164,429  
  759,304     

1.75%, 01/15/2028(5)

       850,667  
  2,835,946     

2.00%, 01/15/2026(5)

       3,192,016  
  1,168,470     

2.38%, 01/15/2025(5)

       1,336,766  
  637,103     

2.38%, 01/15/2027(5)

       745,624  
  3,391,054     

2.50%, 01/15/2029(5)

       4,097,478  
           

 

 

 

       16,595,583  
           

 

 

 

     U.S. Treasury Notes - 13.5%  
  704,977     

0.13%, 04/15/2019(5)

       705,934  
  2,455,821     

0.13%, 04/15/2020(5)

       2,465,037  
  542,099     

0.13%, 04/15/2021(5)

       543,010  
  3,298,924     

0.13%, 01/15/2022(5)

       3,307,000  
  779,875     

0.13%, 04/15/2022(5)

       779,620  
  638,507     

0.13%, 07/15/2022(5)

       641,644  
  5,458,116     

0.13%, 01/15/2023(5)

       5,436,971  
  1,726,356     

0.13%, 07/15/2024(5)

       1,705,582  
  969,912     

0.13%, 07/15/2026(5)

       940,840  
  4,680,577     

0.25%, 01/15/2025(5)

       4,624,415  
  1,892,880     

0.38%, 07/15/2023(5)

       1,915,225  
  1,522,156     

0.38%, 07/15/2025(5)

       1,519,971  
  1,317,043     

0.38%, 01/15/2027(5)

       1,299,716  
  400,188     

0.50%, 07/15/2027

       396,057  
  950,093     

0.63%, 07/15/2021(5)

       976,746  
  5,899,725     

0.63%, 01/15/2024(5)

       6,016,894  
  1,004,192     

0.63%, 01/15/2026(5)

       1,015,915  
  2,689,451     

1.13%, 01/15/2021(5)

       2,797,704  
  1,963,797     

1.25%, 07/15/2020(5)

       2,047,779  
  2,374,301     

1.38%, 01/15/2020(5)

       2,462,067  
  1,567,282     

2.13%, 01/15/2019(5)

       1,616,730  
           

 

 

 

       43,214,857  
           

 

 

 

       59,810,440  
           

 

 

 

    

Total U.S. Government Securities
(cost $60,109,847)

   $                 59,810,440  
           

 

 

 

Convertible Bonds - 0.1%

    
     Commercial Services - 0.1%  
  200,000     

DP World Ltd.
1.75%, 06/19/2024(4)

       207,000  
           

 

 

 


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

         Electrical Components & Equipment - 0.0%        
    $       84,000       

SunPower Corp.
0.88%, 06/01/2021

     $        67,882  
                

 

 

 
         Oil & Gas - 0.0%  
      39,000       

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

          36,685  
      93,000       

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

          27,028  
                

 

 

 
                   63,713  
                

 

 

 
        

Total Convertible Bonds
(cost $348,410)

     $        338,595  
                

 

 

 
 

Exchange Traded Funds - 1.4%

 
         Other Investment Pools & Funds - 1.4%  
      94,538        PowerShares Senior Loan Portfolio           2,199,899  
      98,500        VanEck Vectors Gold Miners ETF           2,251,710  
                

 

 

 
                   4,451,609  
                

 

 

 
        

Total Exchange Traded Funds
(cost $4,574,855)

     $        4,451,609  
                

 

 

 
 

Convertible Preferred Stocks - 0.0%

 
         Energy - 0.0%  
      700        Hess Corp. 8.00%           39,375  
      650        WPX Energy, Inc. Series A 6.25%           32,650  
                

 

 

 
                   72,025  
                

 

 

 
        

Total Convertible Preferred Stocks
(cost $79,836)

     $        72,025  
                

 

 

 
        

Total Long-Term Investments
(cost $266,646,768)

     $        278,081,827  
 

Short-Term Investments - 13.8%

 
         Other Investment Pools & Funds - 13.8%  
      43,999,888        Morgan Stanley Institutional Liquidity Funds, Institutional Class      $        43,999,888  
                

 

 

 
        

Total Short-Term Investments
(cost $43,999,888)

     $        43,999,888  
                

 

 

 
        

Total Investments Excluding Purchased Options
(cost $310,646,656)

    100.6%      $        322,081,715  
        

Total Purchased Options
(cost $186,473)

    0.0%      $        36,957  
          

 

 

       

 

 

 
        

Total Investments
(cost $310,833,129)^

    100.6%      $        322,118,672  
         Other Assets and Liabilities     (0.6)%           (1,872,537
          

 

 

       

 

 

 
         Total Net Assets     100.0%      $                320,246,135  
          

 

 

       

 

 

 

 

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 July 31, 2017, the Fund invested 22.2% 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:


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

 

Unrealized Appreciation

   $        19,284,588  
 

Unrealized Depreciation

        (7,999,045
       

 

 

 
 

Net Unrealized Appreciation

   $                  11,285,543  
       

 

 

 

 

* 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 July 31, 2017, the aggregate fair value of this security was $1,033, 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 July 31, 2017, the aggregate value of these securities was $1,033, which represents 0.0% of total net assets.

 

(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $402,039, 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 July 31, 2017, the aggregate value of these securities was $1,992,138, which represented 0.6% of total net assets.
(5) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

OTC Option Contracts Outstanding at July 31, 2017

 

Description    Counter-
party
     Exercise Price/FX Rate/
Rate
  

Expiration

Date

     Number of
Contracts
             Market
Value †
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

     

Puts

 

     

BBG Industrial Metals

Index

     GSC      109.00 USD      11/01/17        USD        8,321      $        6,311      $ 19,412      $     (13,101)  

USD Put/RUB Call

     GSC      54.00 RUB per USD      12/12/17        USD        17,260,378           18,106        155,309        (137,203
              

 

 

       

 

 

    

 

 

    

 

 

 

Total Puts

 

     17,268,699      $        24,417      $ 174,721      $ (150,304
              

 

 

       

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

     17,268,699      $        24,417      $ 174,721      $ (150,304
              

 

 

       

 

 

    

 

 

    

 

 

 

Exchange Traded Option Contracts Outstanding at July 31, 2017

 

Description    Exercise Price/FX Rate/ Rate   

Expiration

Date

     Number of
Contracts
     Market
Value †
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

Calls

 

Crude Oil Future

   60.00 USD    11/15/17      USD        33      $ 12,540      $ 11,752      $ 788  
           

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

     33      $     12,540      $     11,752      $ 788  
           

 

 

    

 

 

    

 

 

    

 

 

 


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Futures Contracts Outstanding at July 31, 2017

 

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

Long position contracts:

 

Brent Crude Oil Future

     85        08/31/2017      $     4,130,355      $     4,481,200      $ 350,845  

Brent Crude Oil Future

     10        10/26/2017        17,213        20,300        3,087  

Brent Crude Oil Future

     12        10/31/2017        617,268        636,240        18,972  

Cocoa Future

     19        09/14/2017        374,766        391,400        16,634  

Cocoa Future

     12        12/13/2017        249,658        250,440        782  

Coffee Future

     25        09/19/2017        1,263,882        1,305,469        41,587  

Coffee Future

     7        12/18/2017        373,399        374,719        1,320  

Corn Future

     248        09/14/2017        4,656,679        4,597,300        (59,379

Euro BUXL 30-Year Bond Future

     2        09/07/2017        394,160        383,835        (10,325

Gasoline RBOB Future

     35        08/31/2017        2,206,778        2,464,602        257,824  

Gold 100oz Future

     28        12/27/2017        3,506,876        3,565,520        58,644  

Iron Ore 62% Fe Future

     10        08/31/2017        346,618        361,600        14,982  

Iron Ore 62% Fe Future

     10        09/29/2017        324,743        357,600        32,857  

Iron Ore 62% Fe Future

     9        10/31/2017        307,111        314,505        7,394  

Japan 10-Year Bond Future

     2        09/11/2017        272,853        272,375        (478

KC Hard Red Winter Wheat Future

     75        09/14/2017        1,805,463        1,780,312        (25,151

LME Copper Future

     28        09/18/2017        3,987,004        4,449,550        462,546  

LME Copper Future

     6        10/16/2017        930,767        954,937        24,170  

LME Nickel Future

     13        09/18/2017        703,393        795,015        91,622  

LME Nickel Future

     32        10/16/2017        1,959,670        1,960,608        938  

LME Primary Aluminum Future

     1        12/18/2017        48,145        48,138        (7

LME Zinc Future

     22        09/18/2017        1,415,655        1,534,362        118,707  

NY Harbor ULSD Future

     16        08/31/2017        1,009,654        1,120,493        110,839  

Natural Gas Future

     107        08/29/2017        3,090,758        2,989,580        (101,178

Natural Gas Future

     4        12/27/2017        136,847        126,920        (9,927

Primary Aluminum Future

     67        09/18/2017        3,237,976        3,196,737        (41,239

Silver Future

     18        09/27/2017        1,433,321        1,510,740        77,419  

Soybean Future

     42        11/14/2017        2,063,350        2,115,225        51,875  

Soybean Meal Future

     65        12/14/2017        1,944,521        2,115,100        170,579  

Soybean Oil Future

     13        12/14/2017        255,271        274,014        18,743  

Sugar No.11 Future

     108        09/29/2017        1,720,494        1,803,514        83,020  

U.S. Treasury 10-Year Note Future

     1        09/20/2017        125,813        125,891        78  

Uranium Future

     121        12/22/2017        660,155        621,638        (38,517

WTI Crude Future

     1        08/22/2017        45,854        50,170        4,316  

WTI Crude Future

     46        12/19/2017        2,178,935        2,324,380        145,445  

Wheat Future

     39        09/14/2017        1,003,561        925,275        (78,286
              

 

 

 

Total

 

   $ 1,800,738  
              

 

 

 

Short position contracts:

 

Brent Crude Oil Future

     3        10/26/2017      $ 36,451      $ 51,120      $ (14,669

Brent Crude Oil Future

     5        10/31/2018        260,861        268,150        (7,289

Brent Crude Oil Future

     12        10/31/2019        619,382        651,480        (32,098

Cattle Feeder Future

     23        08/31/2017        1,492,989        1,681,013        (188,024

Cattle Feeder Future

     2        09/28/2017        140,056        146,650        (6,594

Corn Future

     48        12/14/2017        935,932        923,400        12,532  

Cotton No. 2 Future

     7        12/06/2017        252,242        241,010        11,232  

Euro-Bund Future

     2        09/07/2017        387,622        383,433        4,189  

Gasoline Future

     18        11/30/2017        1,086,231        1,134,756        (48,525

ICE Coal Future

     4        10/27/2017        297,310        356,800        (59,490

ICE Coal Future

     4        11/24/2017        296,857        353,400        (56,543

ICE Coal Future

     4        12/29/2017        296,857        349,400        (52,543

ICE Rotterdam Coal Future

     3        10/27/2017        231,146        245,850        (14,704

ICE Rotterdam Coal Future

     3        11/24/2017        231,146        242,850        (11,704

ICE Rotterdam Coal Future

     3        12/29/2017        231,146        239,850        (8,704

LME Copper Future

     3        09/18/2017        474,938        476,737        (1,799

LME Primary Aluminum Future

     2        09/18/2017        95,406        95,425        (19

LME Zinc Future

     1        09/18/2017        69,734        69,744        (10

Lean Hogs Future

     14        08/14/2017        451,900        449,680        2,220  

Long Gilt Future

     2        09/27/2017        337,249        332,542        4,707  

Natural Gas Future

     39        03/27/2018        1,103,953        1,090,050        13,903  

Natural Gas Future

     1        12/27/2019        28,367        30,170        (1,803


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Natural Gas Future

     1        01/29/2020      $ 28,367      $ 29,900      $ (1,533

Natural Gas Future

     1        02/26/2020        28,367        29,270        (903

Natural Gas Future

     2        03/27/2020        56,733        52,140        4,593  

Natural Gas Future

     2        04/28/2020        56,733        51,780        4,953  

Natural Gas Future

     2        05/27/2020        56,733        52,380        4,353  

Natural Gas Future

     2        06/26/2020        56,733        53,020        3,713  

Natural Gas Future

     2        07/29/2020        56,733        53,440        3,293  

Natural Gas Future

     2        08/27/2020        56,733        53,400        3,333  

Natural Gas Future

     2        09/28/2020        56,733        53,940        2,793  

Natural Gas Future

     2        10/28/2020        56,733        55,380        1,353  

Natural Gas Future

     1        11/25/2020        28,367        29,170        (803

Primary Aluminum Future

     21        12/18/2017        1,002,589        1,010,887        (8,298

U.S. Treasury 5-Year Note Future

     4        09/29/2017        472,439        472,594        (155

U.S. Treasury Ultra Long Term Bond Future

     25        09/20/2017        4,186,451        4,112,500        73,951  

WTI Crude Future

     1        08/22/2017        46,016        50,170        (4,154

WTI Crude Future

     11        11/19/2018        587,688        556,050        31,638  

Wheat Future

     24        12/14/2017        647,134        599,700        47,434  
              

 

 

 

Total

               $ (290,174
              

 

 

 
              
              

 

 

 

Total futures contracts

               $     1,510,564  
              

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2017

 

Reference Entity   

Counter-

party

  

Notional
Amount (a)

  

(Pay)/Receive
Fixed

Rate/Implied
Credit Spread (b)

     Expiration
Date
     Upfront
Premiums
Paid
    

Upfront
Premiums
Received

   

Market
Value †

     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on single-name issues:

 

             

Sell protection:

                      

U.S. Steel Corp.

   GSC    USD        150,000      5.00%/4.36%        06/20/22      $ —        $        (4,837   $        5,850      $ 10,687  
              

 

 

       

 

 

      

 

 

    

 

 

 
                            
              

 

 

       

 

 

      

 

 

    

 

 

 

Total single-name issues

         $ —        $        (4,837   $        5,850      $ 10,687  
              

 

 

       

 

 

      

 

 

    

 

 

 
                            
              

 

 

       

 

 

      

 

 

    

 

 

 

Total OTC contracts

         $ —        $        (4,837   $        5,850      $ 10,687  
              

 

 

       

 

 

      

 

 

    

 

 

 

 

(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 July 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

OTC Total Return Swap Contracts Outstanding at July 31, 2017

 

Reference Entity    Counter-
party
  

Notional
Amount

     Payments
received (paid)
by the Fund
   Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 
Bloomberg Silver Subindex    BCLY    USD      478,126      Bloomberg
Silver
Subindex
     10/31/17      $      $      $      $  
Bloomberg Soybean Meal Subindex    BCLY    USD      332,218      Bloomberg
(Soy Meal
Subindex)
     10/31/17                              
Bloomberg Soybean Meal Subindex    BCLY    USD      278,945      Bloomberg
(Soy Meal
Subindex)
     02/15/18                              


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Bloomberg Wheat Subindex      BCLY        USD        342,941       

Bloomberg
Wheat
Subindex
 
 
 
     10/31/17      $  —      $  —      $     $  
Cotton No. 2 Future      GSC        USD        248,168       
Cotton No. 2
Future
 
 
     11/10/17                      7,157       7,157  
S&P GSCI OCI Industrial Metals      GSC        USD        313,423       


S&P GSCI
OCI
Industrial
Metals
 
 
 
 
     11/30/17                             
Silver Spot Index      GSC        USD        202,702       
Silver Spot
Index
 
 
     11/29/17                      (3,293     (3,293
Uranium 308 Physical Spot      GSC        USD        247,189       


Uranium
308
Physical
Spot
 
 
 
 
     12/31/18                      (2,263     (2,263
                 

 

 

    

 

 

    

 

 

   

 

 

 

Total

                  $              —      $              —      $             1,601     $             1,601  
                 

 

 

    

 

 

    

 

 

   

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2017

 

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

AUD

     Buy      08/31/17    NAB    $ 11,861      $ 11,995      $ 134  

AUD

     Sell      08/31/17    NAB      7,907        7,997        (90

BRL

     Buy      08/02/17    HSBC      264,256        267,987        3,731  

BRL

     Buy      08/02/17    GSC      267,033        267,987        954  

BRL

     Sell      08/02/17    HSBC      267,033        267,987        (954

BRL

     Sell      08/02/17    GSC      251,967        267,988        (16,021

BRL

     Sell      09/05/17    HSBC      262,604        266,169        (3,565

CAD

     Sell      08/31/17    GSC      443,291        445,368        (2,077

CNY

     Buy      08/31/17    JPM      210,125        210,644        519  

EUR

     Buy      08/31/17    DEUT      10,482        10,673        191  

EUR

     Sell      08/31/17    DEUT      680,173        692,554        (12,381

GBP

     Sell      08/31/17    DEUT      141,001        142,654        (1,653

JPY

     Buy      08/31/17    SSG      99,382        100,829        1,447  

JPY

     Sell      08/31/17    HSBC      506,005        511,222        (5,217

JPY

     Sell      08/31/17    BCLY      505,679        511,214        (5,535

MXN

     Buy      08/31/17    GSC      3,159,259        3,155,866        (3,393

MXN

     Sell      08/31/17    GSC      409,658        409,218        440  

NZD

     Sell      08/31/17    UBS      3,543,518        3,583,828        (40,310

PEN

     Buy      08/31/17    DEUT      111,963        112,287        324  

RUB

     Sell      08/31/17    GSC      537,288        539,178        (1,890

THB

     Sell      08/31/17    SCB      232,600        233,757        (1,157

TRY

     Buy      08/29/17    BCLY      1,668        1,688        20  
                 

 

 

 

Total

 

   $ (86,483
                 

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    

BCLY

   Barclays   

DEUT

   Deutsche Bank Securities, Inc.   

GSC

   Goldman Sachs & Co.   

HSBC

   HSBC Bank USA   

JPM

   JP Morgan Chase & Co.   

NAB

   National Australia Bank Limited   

SCB

   Standard Chartered Bank   

SSG

   State Street Global Markets LLC   

UBS

   UBS AG   

Currency Abbreviations:

    

AUD

   Australian Dollar   


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

BRL

   Brazilian Real   

CAD

   Canadian Dollar   

CNY

   Chinese Yuan   

EUR

   Euro   

GBP

   British Pound   

JPY

   Japanese Yen   

MXN

   Mexican Peso   

NZD

   New Zealand Dollar   

PEN

   Peruvian Sol   

RUB

   Russian Ruble   

THB

   Thai Baht   

TRY

   Turkish Lira   

USD

   United States Dollar   

 

Index Abbreviations:

    

GSCI

   Goldman Sachs Commodity   

S&P

   Standard & Poors   

 

Other Abbreviations:

    

ADR

   American Depositary Receipt   

ETF

   Exchange Traded Fund   

GDR

   Global Depositary Receipt   

JSC

   Joint Stock Company   

OJSC

   Open Joint Stock Company   

OTC

   Over-the-Counter   

PJSC

   Private Joint Stock Company   

REIT

   Real Estate Investment Trust   


 

  The Hartford Global Real Asset Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

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

Assets

        

Common Stocks

        

Automobiles & Components

   $ 809,288     $ 41,467     $ 767,821     $ —    

Banks

     6,416,843             6,416,843       —    

Capital Goods

     5,290,905       2,367,919       2,921,953       1,033    

Commercial & Professional Services

     662,823       275,423       387,400       —    

Consumer Durables & Apparel

     110,023       110,023             —    

Diversified Financials

     1,313,048       141,451       1,171,597       —    

Energy

     114,606,068       77,096,102       37,509,966       —    

Food & Staples Retailing

     952,718       392,308       560,410       —    

Food, Beverage & Tobacco

     6,933,325       4,704,624       2,228,701       —    

Insurance

     2,814,550             2,814,550       —    

Materials

     47,878,196       24,602,398       23,275,798       —    

Media

     776,262       550,242       226,020       —    

Pharmaceuticals, Biotechnology & Life Sciences

     65,609       65,609             —    

Real Estate

     1,321,219       1,321,219             —    

Retailing

     602,462       288,966       313,496       —    

Semiconductors & Semiconductor Equipment

     419,280       131,904       287,376       —    

Software & Services

     747,577             747,577       —    

Telecommunication Services

     1,935,263       257,640       1,677,623       —    

Transportation

     3,003,354       1,072,238       1,931,116       —    

Utilities

     10,780,739       2,903,412       7,877,327       —    

Corporate Bonds

     1,623,098             1,623,098       —    

Foreign Government Obligations

     4,346,508             4,346,508       —    

U.S. Government Securities

     59,810,440             59,810,440       —    

Convertible Bonds

     338,595             338,595       —    

Exchange Traded Funds

     4,451,609       4,451,609             —    

Convertible Preferred Stocks

     72,025       72,025             —    

Short-Term Investments

     43,999,888       43,999,888             —    

Purchased Options

     36,957       12,540       24,417       —    

Foreign Currency Contracts(2)

     7,760             7,760       —    

Futures Contracts(2)

     2,395,415       2,395,415             —    

Swaps - Credit Default(2)

     10,687             10,687       —    

Swaps - Total Return(2)

     7,157             7,157       —    
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $      324,539,691     $      167,254,422     $      157,284,236     $             1,033    
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (94,243   $     $ (94,243   $ —    

Futures Contracts(2)

     (884,851     (884,851           —    

Swaps - Total Return(2)

     (5,556           (5,556     —    
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (984,650   $ (884,851   $ (99,799   $ —    
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended July 31, 2017, investments valued at $207,729 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $1,030,662 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

 

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

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

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


 

  The Hartford Growth Allocation Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount

                Market Value  

Affiliated Investment Companies - 100.1%

       
        Alternative Funds - 7.0%  
     2,274,887        Hartford Real Total Return Fund, Class F*         $       20,405,733  
     3,039,909        The Hartford Global Real Asset Fund, Class F*           27,389,583  
               

 

 

 
        Total Alternative Funds
    (cost $47,612,921)
        $       47,795,316  
               

 

 

 
        Domestic Equity Funds - 57.1%  
     3,982,282        Hartford Core Equity Fund, Class F*           109,433,102  
     3,993,786        Hartford Small Cap Core Fund, Class F*           53,995,986  
     3,811,013        The Hartford Equity Income Fund, Class F           75,229,401  
     1,358,248        The Hartford Growth Opportunities Fund, Class F*           61,107,557  
     2,997,887        The Hartford MidCap Fund, Class F*           88,317,743  
               

 

 

 
        Total Domestic Equity Funds
    (cost $364,374,853)
        $       388,083,789  
               

 

 

 
        International/Global Equity Funds - 20.1%  
     4,064,940        Hartford Schroders International Multi-Cap Value Fund, Class F           40,568,104  
     3,655,689        The Hartford International Opportunities Fund, Class F*           61,415,570  
     2,084,229        The Hartford International Small Company Fund, Class F*           34,181,352  
               

 

 

 
        Total International/Global Equity Funds
    (cost $124,155,606)
        $       136,165,026  
               

 

 

 
        Multi-Strategy Funds - 4.0%  
     2,331,762        The Hartford Global All-Asset Fund, Class F*           27,304,930  
               

 

 

 
        Total Multi-Strategy Funds
    (cost $25,765,967)
        $       27,304,930  
               

 

 

 
        Taxable Fixed Income Funds - 11.9%  
     2,721,989        The Hartford Quality Bond Fund, Class F           27,219,891  
     1,370,711        The Hartford Short Duration Fund, Class F           13,583,742  
     2,272,314        The Hartford Strategic Income Fund, Class F           20,496,270  
     1,882,733        The Hartford World Bond Fund, Class F*           19,674,560  
               

 

 

 
        Total Taxable Fixed Income Funds
    (cost $80,050,486)
        $       80,974,463  
               

 

 

 
        Total Affiliated Investment Companies
    (cost $641,959,833)
        $       680,323,524  
               

 

 

 
        Total Long-Term Investments
    (cost $641,959,833)
        $       680,323,524  
               

 

 

 
        Total Investments
    (cost $641,959,833)^
     100.1%        $       680,323,524  
        Other Assets and Liabilities      (0.1)%          (984,750
          

 

 

      

 

 

 
        Total Net Assets      100.0%        $       679,338,774  
          

 

 

      

 

 

 

 

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

     $         38,363,691  

Unrealized Depreciation

       —$  
    

 

 

 

Net Unrealized Appreciation

     $             38,363,691  
    

 

 

 

 

* Non-income producing.

 

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


 

  The Hartford Growth Allocation Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

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

Assets

           

Affiliated Investment Companies

   $     680,323,524      $     680,323,524      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     680,323,524      $     680,323,524      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount

          Market Value      

Common Stocks - 95.4%

     
     Biotechnology - 25.6%      
  892,576    Aduro Biotech, Inc.*    $        11,469,602  
  322,292    Alder Biopharmaceuticals, Inc.*         3,464,639  
  595,591    Alkermes plc*         32,406,106  
  165,110    Alnylam Pharmaceuticals, Inc.*         13,661,201  
  186,056    Arena Pharmaceuticals, Inc.*         4,420,691  
  52,935    Biogen, Inc.*         15,329,447  
  406,300    Biotoscana Investments S.A.*         3,550,491  
  141,955    Bluebird Bio, Inc.*         13,379,259  
  296,020    Calithera Biosciences, Inc.*         4,529,106  
  459,455    Celgene Corp.*         62,214,802  
  904,775    Coherus Biosciences, Inc.*         11,807,314  
  583,205    Cytokinetics, Inc.*         8,194,030  
  96,323    Galapagos N.V.*         7,652,482  
  86,000    Genmab A/S*         19,544,494  
  367,442    GlycoMimetics, Inc.*         4,196,188  
  155,123    Incyte Corp.*         20,676,345  
  105,084    Innate Pharma S.A.*         1,347,504  
  460,233    Ironwood Pharmaceuticals, Inc.*         8,169,136  
  415,365    Karyopharm Therapeutics, Inc.*         3,505,681  
  373,655    Loxo Oncology, Inc.*         27,018,993  
  197,140    Momenta Pharmaceuticals, Inc.*         3,262,667  
  520,139    Portola Pharmaceuticals, Inc.*         32,092,576  
  46,717    Regeneron Pharmaceuticals, Inc.*         22,967,011  
  1,640,250    Rigel Pharmaceuticals, Inc.*         3,887,392  
  589,656    Syndax Pharmaceuticals, Inc.*         7,140,734  
  103,286    TESARO, Inc.*         13,185,491  
  824,767    Trevena, Inc.*         2,152,642  
  126,145    Ultragenyx Pharmaceutical, Inc.*         8,365,936  
  171,038    Vertex Pharmaceuticals, Inc.*         25,966,989  
          

 

 

 
             395,558,949  
          

 

 

 
     Drug Retail - 1.6%      
  250,733    Walgreens Boots Alliance, Inc.         20,226,631  
  25,978    Zur Rose Group AG*         3,949,290  
          

 

 

 
             24,175,921  
          

 

 

 
     Health Care Distributors - 3.0%      
  286,660    Cardinal Health, Inc.         22,147,352  
  150,815    McKesson Corp.         24,412,424  
          

 

 

 
             46,559,776  
          

 

 

 
     Health Care Equipment - 20.3%      
  813,664    Abbott Laboratories         40,015,995  
  52,865    ABIOMED, Inc.*         7,828,778  
  333,600    AtriCure, Inc.*         8,083,128  
  131,660    Baxter International, Inc.         7,962,797  
  132,801    Becton Dickinson and Co.         26,746,121  
  1,657,295    Boston Scientific Corp.*         44,117,193  
  646,000    ConforMIS, Inc.*         3,236,460  
  65,615    Edwards Lifesciences Corp.*         7,557,536  
  674,035    Globus Medical, Inc. Class A*         20,726,576  
  606,175    K2M Group Holdings, Inc.*         14,748,238  
  893,768    Medtronic plc         75,049,699  
  284,395    Stryker Corp.         41,834,504  
  71,017    Teleflex, Inc.         14,716,143  
          

 

 

 
             312,623,168  
          

 

 

 
     Health Care Facilities - 2.6%      
  135,101    Acadia Healthcare Co., Inc.*         7,150,896  
  749,710    Georgia Healthcare Group plc*(1)         3,753,891  
  204,945    HCA Healthcare, Inc.*         16,465,281  
  115,615    LifePoint Health, Inc.*         6,867,531  


 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

51,820

   Universal Health Services, Inc. Class B    $        5,743,211  
          

 

 

 
             39,980,810  
          

 

 

 
     Health Care Services - 1.2%      
 

187,407

   Envision Healthcare Corp.*         10,575,377  
 

241,204

   Teladoc, Inc.*         7,911,491  
          

 

 

 
             18,486,868  
          

 

 

 
     Health Care Supplies - 0.6%      
 

121,041

   DENTSPLY SIRONA, Inc.         7,508,173  
 

487,340

   Endologix, Inc.*         2,383,093  
          

 

 

 
             9,891,266  
          

 

 

 
     Health Care Technology - 2.0%      
 

117,515

   athenahealth, Inc.*         16,254,675  
 

218,143

   Cerner Corp.*         14,041,865  
          

 

 

 
             30,296,540  
          

 

 

 
     Life Sciences Tools & Services - 3.4%      
 

78,830

   ICON plc*         8,273,209  
 

140,000

   NanoString Technologies, Inc.*         2,129,400  
 

123,570

   Patheon N.V.*         4,320,007  
 

209,540

   Thermo Fisher Scientific, Inc.         36,780,556  
 

83,500

   Wuxi Biologics Cayman, Inc.*(1)         374,161  
          

 

 

 
             51,877,333  
          

 

 

 
     Managed Health Care - 12.3%      
 

175,470

   Aetna, Inc.         27,076,776  
 

132,475

   Anthem, Inc.         24,668,170  
 

149,338

   Cigna Corp.         25,919,103  
 

32,350

   Humana, Inc.         7,479,320  
 

481,400

   UnitedHealth Group, Inc.         92,337,334  
 

70,600

   WellCare Health Plans, Inc.*         12,495,494  
          

 

 

 
             189,976,197  
          

 

 

 
     Pharmaceuticals - 22.8%      
 

281,453

   Allergan plc         71,019,035  
 

1,127,585

   AstraZeneca plc ADR         34,030,515  
 

1,077,605

   Bristol-Myers Squibb Co.         61,315,724  
 

142,090

   Chugai Pharmaceutical Co., Ltd.         5,698,388  
 

103,705

   Dermira, Inc.*         2,854,999  
 

231,870

   Eisai Co., Ltd.         12,426,267  
 

523,775

   Eli Lilly & Co.         43,295,242  
 

40,400

   Galenica AG*(1)         1,878,175  
 

78,447

   Hikma Pharmaceuticals plc         1,460,264  
 

202,190

   Intersect ENT, Inc.*         5,540,006  
 

65,765

   Johnson & Johnson         8,728,331  
 

60,826

   Kala Pharmaceuticals, Inc.*         1,221,386  
 

413,857

   Medicines Co.*         15,912,802  
 

671,590

   MediWound Ltd.*         4,566,812  
 

584,360

   Mylan N.V.*         22,784,196  
 

437,950

   MyoKardia, Inc.*         6,810,123  
 

597,340

   Nabriva Therapeutics plc*         6,224,283  
 

452,760

   Ono Pharmaceutical Co., Ltd.         9,904,456  
 

284,178

   Revance Therapeutics, Inc.*         6,465,050  
 

178,110

   Shionogi & Co., Ltd.         9,509,306  
 

4,083,100

   Sino Biopharmaceutical Ltd.         3,604,688  
 

87,650

   Takeda Pharmaceutical Co., Ltd.         4,630,271  
 

170,984

   UCB S.A.         12,451,383  
          

 

 

 
             352,331,702  
          

 

 

 
     Total Common Stocks
    (cost $1,225,200,180)
   $        1,471,758,530  
          

 

 

 


 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

     Total Long-Term Investments
    (cost $1,225,200,180)
     $       1,471,758,530  
           

 

 

 
 

Short-Term Investments - 4.7%

      
     Other Investment Pools & Funds - 4.7%       
                            72,499,993          Morgan Stanley Institutional Liquidity Funds, Institutional Class      $       72,499,993  
           

 

 

 
     Total Short-Term Investments
    (cost $72,499,993)
     $       72,499,993  
           

 

 

 
     Total Investments
    (cost $1,297,700,173)^
     100.1%     $       1,544,258,523  
     Other Assets and Liabilities      (0.1)%         (2,106,566
       

 

 

     

 

 

 
     Total Net Assets      100.0%     $       1,542,151,957  
       

 

 

     

 

 

 

 

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

  $       303,348,317  

Unrealized Depreciation

      (56,789,967
   

 

 

 

Net Unrealized Appreciation

  $       246,558,350  
   

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $6,006,227, which represented 0.4% of total net assets.

 

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

 

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

ADR

   American Depositary Receipt  


 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

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

Assets

 

Common Stocks

 

Biotechnology

   $ 395,558,949        $ 367,014,469        $ 28,544,480        $ —    

Drug Retail

     24,175,921          24,175,921          —          —    

Health Care Distributors

     46,559,776          46,559,776          —          —    

Health Care Equipment

     312,623,168          312,623,168          —          —    

Health Care Facilities

     39,980,810          39,980,810          —          —    

Health Care Services

     18,486,868          18,486,868          —          —    

Health Care Supplies

     9,891,266          9,891,266          —          —    

Health Care Technology

     30,296,540          30,296,540          —          —    

Life Sciences Tools & Services

     51,877,333          51,877,333          —          —    

Managed Health Care

     189,976,197          189,976,197          —          —    

Pharmaceuticals

     352,331,702          290,768,504          61,563,198          —    

Short-Term Investments

     72,499,993          72,499,993          —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,544,258,523        $     1,454,150,845        $         90,107,678        $                     —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2017, investments valued at $3,673,076 were transferred from Level 2 to Level 1 due to the application of a fair valuation factor; there were no transfers from Level 1 to Level 2 and there were no transfers in and out of Level 3.

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


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount         Market Value

Asset & Commercial Mortgage Backed Securities - 0.0%

 

 
   Asset-Backed - Finance & Insurance - 0.0%    

$

     920,000      Soundview NIM Trust
    8.25%, 12/25/2036(1)(2)(3)(4)
  $        
         

 

 

 

      Total Asset & Commercial Mortgage Backed Securities
    (cost $915,920)
  $        
         

 

 

 

Corporate Bonds - 92.6%

   
      Aerospace/Defense - 0.3%    
      DAE Funding LLC    
     430,000     

4.50%, 08/01/2022(1)(5)

  $       437,525  
     440,000     

5.00%, 08/01/2024(1)(5)

      449,350  
         

 

 

 

            886,875  
         

 

 

 

      Biotechnology - 0.1%    
     430,000      Sterigenics-Nordion Topco LLC (cash)
    8.13%, 11/01/2021(1)(6)
      440,750  
         

 

 

 

      Chemicals - 1.8%    
      Chemours Co.    
     2,160,000     

6.63%, 05/15/2023

      2,319,538  
     290,000     

7.00%, 05/15/2025

      323,350  
     1,580,000      Hexion, Inc.
    10.38%, 02/01/2022(1)
      1,599,750  
     2,300,000      Platform Specialty Products Corp.
    6.50%, 02/01/2022(1)
      2,386,250  
         

 

 

 

            6,628,888  
         

 

 

 

      Coal - 1.1%    
     780,000      Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
    12.00%, 11/01/2021
      807,300  
     2,830,000      Foresight Energy LLC / Foresight Energy Finance Corp.
    11.50%, 04/01/2023(1)
      2,667,275  
      Peabody Energy Corp.    
     235,000     

6.00%, 03/31/2022(1)

      239,700  
     255,000     

6.38%, 03/31/2025(1)

      257,550  
         

 

 

 

            3,971,825  
         

 

 

 

      Commercial Banks - 4.0%    
      Banco Bilbao Vizcaya Argentaria S.A.    

EUR

     800,000     

7.00%, 02/19/2019(7)(8)(9)

      994,392  
     800,000     

8.88%, 04/14/2021(7)(8)(9)

      $1,115,140  
     1,600,000      Banco de Sabadell S.A.
    6.50%, 05/18/2022(7)(8)(9)
      1,935,864  
      Barclays plc    
   $ 850,000     

7.88%, 03/15/2022(7)(8)(9)

      929,517  
     1,060,000     

8.25%, 12/15/2018(7)(9)

      1,126,462  
     1,050,000      BNP Paribas S.A.
    7.63%, 03/30/2021(1)(7)(9)
      1,162,875  
      Credit Agricole S.A.    
     395,000     

7.88%, 01/23/2024(1)(7)(9)

      445,568  
     505,000     

8.13%, 12/23/2025(1)(7)(9)

      602,844  
     1,905,000      Credit Suisse Group AG
    6.25%, 12/18/2024(7)(8)(9)
      2,044,915  
     725,000      Intesa Sanpaolo S.p.A.
    7.70%, 09/17/2025(1)(7)(9)
      771,219  
      Royal Bank of Scotland Group plc    
     755,000     

6.99%, 10/05/2017(1)(7)(9)

      859,756  
     1,200,000     

7.64%, 09/30/2017(7)(9)

      1,150,500  
     1,130,000      Societe Generale S.A.
    8.25%, 11/29/2018(7)(8)(9)
      1,198,975  
         

 

 

 

            14,338,027  
         

 

 

 

      Commercial Services - 4.4%    
      APX Group, Inc.    
     1,360,000          7.63%, 09/01/2023(1)(5)                   1,383,800  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

   2,395,000     

7.88%, 12/01/2022

  $       2,604,562  
        Avis Budget Car Rental LLC / Avis Budget Finance, Inc.    
  

1,850,000

    

5.25%, 03/15/2025(1)

      1,801,438  
  

520,000

    

5.50%, 04/01/2023

      523,900  
        Brand Energy & Infrastructure Services, Inc.    
  

2,295,000

    

8.50%, 07/15/2025(1)

      2,444,175  
        GW Honos Security Corp.    
  

2,875,000

    

8.75%, 05/15/2025(1)

      3,061,875  
        Herc Rentals, Inc.    
  

994,000

    

7.50%, 06/01/2022(1)

      1,076,005  
  

904,000

    

7.75%, 06/01/2024(1)

      980,840  
        Hertz Corp.    
  

2,435,000

    

5.50%, 10/15/2024(1)

      1,984,525  
           

 

 

 

              15,861,120  
           

 

 

 

        Construction Materials - 1.8%    
        Cemex Finance LLC    
  

1,650,000

    

6.00%, 04/01/2024(1)

      1,751,063  
        Cemex S.A.B. de C.V.    
  

940,000

    

6.13%, 05/05/2025(1)

      1,016,375  
        Ply Gem Industries, Inc.    
  

1,705,000

    

6.50%, 02/01/2022

      1,785,987  
        Standard Industries, Inc.    
  

1,760,000

    

5.38%, 11/15/2024(1)

      1,852,400  
           

 

 

 

              6,405,825  
           

 

 

 

        Distribution/Wholesale - 0.1%    
        American Builders & Contractors Supply Co., Inc.    
  

420,000

    

5.75%, 12/15/2023(1)

      446,250  
           

 

 

 

        Diversified Financial Services - 4.5%    
        FBM Finance, Inc.    
  

710,000

    

8.25%, 08/15/2021(1)

      761,475  
        Hexion, Inc.    
  

835,000

    

13.75%, 02/01/2022(1)

      764,025  
        Nationstar Mortgage LLC / Nationstar Capital Corp.    
  

1,905,000

    

6.50%, 08/01/2018

      1,902,619  
  

1,590,000

    

6.50%, 07/01/2021

      1,629,750  
  

171,000

    

7.88%, 10/01/2020

      175,378  
        Navient Corp.    
  

560,000

    

5.50%, 01/25/2023

      571,855  
  

340,000

    

5.63%, 08/01/2033

      289,000  
  

1,764,000

    

5.88%, 10/25/2024

      1,797,075  
  

2,535,000

    

6.13%, 03/25/2024

      2,630,062  
  

955,000

    

6.50%, 06/15/2022

      1,017,075  
  

856,000

    

7.25%, 09/25/2023

      936,507  
        Springleaf Finance Corp.    
  

525,000

    

5.25%, 12/15/2019

      546,656  
  

130,000

    

6.13%, 05/15/2022

      136,500  
  

705,000

    

7.75%, 10/01/2021

      790,481  
  

1,935,000

    

8.25%, 12/15/2020

      2,172,038  
        Tempo Acquisition LLC / Tempo Acquisition Finance Corp.    
  

200,000

    

6.75%, 06/01/2025(1)

      207,384  
           

 

 

 

              16,327,880  
           

 

 

 

        Electric - 0.6%    
        Dynegy, Inc.    
  

290,000

    

7.63%, 11/01/2024

      286,013  
  

1,960,000

    

8.00%, 01/15/2025(1)

      1,940,400  
        Texas Competitive Electric Holdings Co. LLC    
  

1,460,000

    

11.50%, 10/01/2020(2)(3)(4)

       
           

 

 

 

              2,226,413  
           

 

 

 

        Electrical Components & Equipment - 0.3%    
        General Cable Corp.    
  

1,045,000

    

5.75%, 10/01/2022

                  1,071,125  
           

 

 

 


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

       Entertainment - 2.4%     

$

  445,000     

Eldorado Resorts, Inc.
6.00%, 04/01/2025

   $       476,150  
  1,640,000     

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

       1,779,400  
  1,850,000     

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

       1,905,500  
  1,410,000     

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024(1)

       1,462,875  
  705,000     

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%, 08/15/2021(1)

       719,100  
      

Scientific Games International, Inc.

    
  1,345,000     

6.63%, 05/15/2021

       1,388,712  
  830,000     

10.00%, 12/01/2022

       925,450  
           

 

 

 

              8,657,187  
           

 

 

 

       Environmental Control - 0.4%     
  245,000     

CD&R Waterworks Merger Sub LLC
6.13%, 08/15/2025(1)(5)

       249,900  
  810,000     

Clean Harbors, Inc.
5.13%, 06/01/2021

       826,200  
  441,000     

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

       447,615  
           

 

 

 

              1,523,715  
           

 

 

 

       Food - 1.3%     
  2,660,000     

Post Holdings, Inc.
5.00%, 08/15/2026(1)

       2,729,825  
  1,870,000     

TreeHouse Foods, Inc.
4.88%, 03/15/2022

       1,935,450  
           

 

 

 

              4,665,275  
           

 

 

 

       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)

       3,000,325  
  2,140,000     

6.50%, 06/15/2020

       2,174,775  
  2,595,000     

Sterigenics-Nordion Holdings LLC
6.50%, 05/15/2023(1)

       2,685,825  
           

 

 

 

              7,860,925  
           

 

 

 

       Healthcare-Services - 4.7%     
      

Community Health Systems, Inc.

    
  435,000     

6.25%, 03/31/2023

       445,875  
  1,830,000     

6.88%, 02/01/2022

       1,569,225  
  1,080,000     

7.13%, 07/15/2020

       1,040,850  
      

Envision Healthcare Corp.

    
  970,000     

5.13%, 07/01/2022(1)

       1,001,525  
  705,000     

5.63%, 07/15/2022

       731,438  
  2,645,000     

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

       2,873,131  
      

HCA, Inc.

    
  2,215,000     

5.38%, 02/01/2025

       2,358,975  
  1,135,000     

5.88%, 05/01/2023

       1,241,406  
  1,776,000     

7.50%, 11/15/2095

       1,827,060  
  350,000     

MPH Acquisition Holdings LLC
7.13%, 06/01/2024(1)

       378,875  
      

Tenet Healthcare Corp.

    
  1,770,000     

4.75%, 06/01/2020

       1,834,162  
  455,000     

6.75%, 06/15/2023

       449,313  
  1,130,000     

8.13%, 04/01/2022

       1,215,880  
           

 

 

 

                        16,967,715  
           

 

 

 


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

       Home Builders - 2.4%     
       AV Homes, Inc.     

$

  1,915,000     

6.63%, 05/15/2022(1)

   $       1,982,025  
       Beazer Homes USA, Inc.     
  705,000     

6.75%, 03/15/2025

       742,894  
  1,210,000     

8.75%, 03/15/2022

       1,350,445  
       KB Home     
  1,030,000     

7.00%, 12/15/2021

       1,152,313  
  1,090,000     

8.00%, 03/15/2020

       1,222,162  
       M/I Homes, Inc.     
  685,000     

5.63%, 08/01/2025(1)

       685,000  
  1,595,000     

6.75%, 01/15/2021

       1,670,762  
           

 

 

 

              8,805,601  
           

 

 

 

       Household Products - 0.6%     
       Revlon Consumer Products Corp.     
  2,715,000     

6.25%, 08/01/2024

       2,063,400  
           

 

 

 

       Household Products/Wares - 0.8%     
       ACCO Brands Corp.     
  920,000     

5.25%, 12/15/2024(1)

       956,800  
       Diamond BC B.V.     

EUR

  1,505,000     

5.63%, 08/15/2025(1)(5)

       1,807,453  
           

 

 

 

              2,764,253  
           

 

 

 

       Housewares - 0.7%     
       American Greetings Corp.     

$

  2,320,000     

7.88%, 02/15/2025(1)

       2,523,000  
           

 

 

 

       Insurance - 1.1%     
       Genworth Holdings, Inc.     
  135,000     

4.80%, 02/15/2024

       111,038  
  890,000     

4.90%, 08/15/2023

       743,150  
  505,000     

7.20%, 02/15/2021

       478,487  
  280,000     

7.63%, 09/24/2021

       266,386  
  180,000     

7.70%, 06/15/2020

       176,850  
       MGIC Investment Corp.     
  445,000     

5.75%, 08/15/2023

       485,050  
       USIS Merger Sub, Inc.     
  1,495,000     

6.88%, 05/01/2025(1)

       1,547,325  
           

 

 

 

              3,808,286  
           

 

 

 

       Internet - 1.7%     
       Netflix, Inc.     
  2,685,000     

5.88%, 02/15/2025

       3,007,200  
       Zayo Group LLC / Zayo Capital, Inc.     
  2,175,000     

6.00%, 04/01/2023

       2,291,906  
  835,000     

6.38%, 05/15/2025

       904,931  
           

 

 

 

              6,204,037  
           

 

 

 

       Iron/Steel - 1.6%     
       AK Steel Corp.     
  910,000     

7.63%, 10/01/2021

       949,813  
  1,095,000     

8.38%, 04/01/2022

       1,142,906  
       Signode Industrial Group U.S., Inc.     
  630,000     

6.38%, 05/01/2022(1)

       658,350  
       United States Steel Corp.     
  661,000     

7.38%, 04/01/2020

       718,011  
  315,000     

7.50%, 03/15/2022

       327,600  
  1,650,000     

8.38%, 07/01/2021(1)

       1,825,313  
           

 

 

 

              5,621,993  
           

 

 

 

       IT Services - 0.5%     
       Conduent Finance, Inc. / Xerox Business Services LLC     
  1,575,000     

10.50%, 12/15/2024(1)

       1,842,750  
           

 

 

 

       Lodging - 2.1%     
       Boyd Gaming Corp.     
  1,285,000     

6.38%, 04/01/2026

                   1,400,650  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

    2,415,000     

FelCor Lodging L.P.

6.00%, 06/01/2025

   $       2,596,125  
    1,810,000     

Jack Ohio Finance LLC / Jack Ohio Finance Corp.

6.75%, 11/15/2021(1)

       1,886,925  
    1,650,000     

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.

5.88%, 05/15/2025(1)

       1,650,000  
         

 

 

 

            7,533,700  
         

 

 

 

     Machinery - Construction & Mining - 0.6%     
    1,900,000     

BlueLine Rental Finance Corp. / BlueLine Rental LLC

9.25%, 03/15/2024(1)

       2,061,500  
         

 

 

 

     Machinery-Diversified - 0.7%     
    2,220,000     

Cloud Crane LLC

10.13%, 08/01/2024(1)

       2,497,500  
         

 

 

 

     Media - 9.7%     
    685,000     

CBS Radio, Inc.

7.25%, 11/01/2024(1)

       721,819  
     CCO Holdings LLC / CCO Holdings Capital Corp.     
    105,000     

5.13%, 02/15/2023

       108,675  
    1,685,000     

5.13%, 05/01/2023(1)

       1,769,250  
    495,000     

5.75%, 09/01/2023

       514,181  
    190,000     

5.75%, 01/15/2024

       199,975  
    1,610,000     

5.75%, 02/15/2026(1)

       1,730,750  
    2,760,000     

Cequel Communications Holdings I LLC / Cequel Capital Corp.

5.13%, 12/15/2021(1)

       2,821,216  
    560,000     

Clear Channel Worldwide Holdings, Inc.

7.63%, 03/15/2020

       564,200  
     CSC Holdings LLC     
    1,800,000     

5.25%, 06/01/2024

       1,869,300  
    600,000     

10.13%, 01/15/2023(1)

       698,250  
    592,000     

10.88%, 10/15/2025(1)

       738,520  
     DISH DBS Corp.     
    1,050,000     

5.00%, 03/15/2023

       1,089,050  
    3,290,000     

6.75%, 06/01/2021

       3,635,450  
    1,512,000     

7.88%, 09/01/2019

       1,668,492  
     Gray Television, Inc.     
    1,520,000     

5.13%, 10/15/2024(1)

       1,556,100  
    400,000     

5.88%, 07/15/2026(1)

       414,000  
    2,170,000     

Liberty Interactive LLC

8.25%, 02/01/2030

       2,365,300  
    925,000     

Quebecor Media, Inc.

5.75%, 01/15/2023

       996,688  
    2,330,000     

SFR Group S.A.

7.38%, 05/01/2026(1)

       2,522,225  
     Sinclair Television Group, Inc.     
    590,000     

5.13%, 02/15/2027(1)

       584,100  
    1,005,000     

5.88%, 03/15/2026(1)

       1,047,713  
     TEGNA, Inc.     
    1,760,000     

4.88%, 09/15/2021(1)

       1,810,600  
    1,250,000     

5.13%, 10/15/2019

       1,270,312  
    810,000     

6.38%, 10/15/2023

       857,588  
    1,845,000     

Tribune Media Co.

5.88%, 07/15/2022

       1,932,637  
     Viacom, Inc.     
    405,000     

5.88%, 02/28/2057(9)

       415,125  
    150,000     

6.25%, 02/28/2057(9)

       154,125  
    990,000     

Videotron Ltd.

5.00%, 07/15/2022

       1,059,300  
         

 

 

 

                  35,114,941  
         

 

 

 

     Metal Fabricate/Hardware - 0.5%     
     Novelis Corp.     
    650,000     

5.88%, 09/30/2026(1)

                      684,125  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

  1,200,000     

6.25%, 08/15/2024(1)

   $       1,284,240  
           

 

 

 

              1,968,365  
           

 

 

 

       Mining - 2.5%  
       Anglo American Capital plc  
  250,000     

4.13%, 04/15/2021(1)

       259,063  
  200,000     

4.13%, 09/27/2022(1)

       207,500  
  1,120,000     

4.88%, 05/14/2025(1)

       1,195,600  
  376,000     

9.38%, 04/08/2019(1)

       420,063  
       Constellium N.V.  
  1,975,000     

7.88%, 04/01/2021(1)

       2,108,312  
  1,100,000     

8.00%, 01/15/2023(1)

       1,157,750  
  1,290,000     

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

       1,370,625  
       New Gold, Inc.  
  95,000     

6.25%, 11/15/2022(1)

       98,325  
  990,000     

6.38%, 05/15/2025(1)

       1,027,125  
  975,000     

Teck Resources Ltd.
8.50%, 06/01/2024(1)

       1,131,000  
           

 

 

 

              8,975,363  
           

 

 

 

       Miscellaneous Manufacturing - 1.1%  
  3,775,000     

Bombardier, Inc.
6.13%, 01/15/2023(1)

       3,850,500  
           

 

 

 

       Office/Business Equipment - 0.1%  
  405,000     

CDW LLC / CDW Finance Corp.
5.00%, 09/01/2023

       422,213  
           

 

 

 

       Oil & Gas - 12.2%  
       Antero Resources Corp.  
  470,000     

5.38%, 11/01/2021

       482,779  
  1,055,000     

5.63%, 06/01/2023

       1,081,375  
  2,460,000     

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(1)

       2,515,350  
  2,785,000     

California Resources Corp.
8.00%, 12/15/2022(1)

       1,775,437  
  375,000     

Callon Petroleum Co.
6.13%, 10/01/2024

       390,000  
  380,000     

Chesapeake Energy Corp.
8.00%, 06/15/2027(1)

       380,000  
       Concho Resources, Inc.  
  1,740,000     

5.50%, 10/01/2022

       1,794,375  
  460,000     

5.50%, 04/01/2023

       474,950  
       Continental Resources, Inc.  
  500,000     

3.80%, 06/01/2024

       462,500  
  250,000     

4.50%, 04/15/2023

       243,750  
  1,935,000     

4.90%, 06/01/2044

       1,654,425  
  1,065,000     

5.00%, 09/15/2022

       1,055,010  
  2,665,000     

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

       2,538,412  
  205,000     

Diamondback Energy, Inc.
4.75%, 11/01/2024

       207,050  
  1,385,000     

Energen Corp.
4.63%, 09/01/2021

       1,402,313  
  1,640,000     

Ensco plc
5.75%, 10/01/2044

       1,094,700  
       Laredo Petroleum, Inc.  
  1,380,000     

5.63%, 01/15/2022

       1,395,525  
  875,000     

6.25%, 03/15/2023

       902,344  
  855,000     

7.38%, 05/01/2022

       885,994  
  1,780,000     

Matador Resources Co.
6.88%, 04/15/2023

       1,886,800  
       MEG Energy Corp.  
  1,000,000     

6.38%, 01/30/2023(1)

       837,500  
  1,210,000     

6.50%, 01/15/2025(1)

                   1,170,675  
  1,730,000     

7.00%, 03/31/2024(1)

       1,422,925  
       Noble Holding International Ltd.  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

  1,310,000     

6.20%, 08/01/2040

   $       799,100  
  1,395,000     

7.75%, 01/15/2024

       1,110,213  
  425,000     

PDC Energy, Inc.
6.13%, 09/15/2024(1)

       436,156  
       QEP Resources, Inc.  
  2,135,000     

5.25%, 05/01/2023

       2,075,626  
  200,000     

5.38%, 10/01/2022

       196,500  
  235,000     

6.80%, 03/01/2020

       245,575  
       Rice Energy, Inc.  
  660,000     

6.25%, 05/01/2022

       689,700  
  500,000     

7.25%, 05/01/2023

       536,875  
  930,000     

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

       709,013  
  1,040,000     

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

       1,086,800  
       SM Energy Co.  
  1,745,000     

5.00%, 01/15/2024

       1,622,850  
  15,000     

5.63%, 06/01/2025

       14,025  
  240,000     

6.13%, 11/15/2022

       235,200  
  115,000     

6.50%, 11/15/2021

       114,425  
  210,000     

6.75%, 09/15/2026

       208,950  
       Transocean, Inc.  
  385,000     

6.80%, 03/15/2038

       286,825  
  115,000     

7.50%, 04/15/2031

       94,013  
  470,000     

9.35%, 12/15/2041

       420,650  
       Tullow Oil plc  
  1,650,000     

6.00%, 11/01/2020(1)

       1,598,438  
  1,340,000     

6.25%, 04/15/2022(1)

       1,236,150  
       WPX Energy, Inc.  
  1,480,000     

5.25%, 09/15/2024

       1,457,800  
  1,410,000     

6.00%, 01/15/2022

       1,448,775  
  1,250,000     

8.25%, 08/01/2023

       1,375,000  
           

 

 

 

              44,052,848  
           

 

 

 

       Oil & Gas Services - 0.4%  
       Weatherford International Ltd.  
  335,000     

5.95%, 04/15/2042

       281,400  
  880,000     

6.50%, 08/01/2036

       774,400  
  335,000     

7.00%, 03/15/2038

       302,756  
           

 

 

 

              1,358,556  
           

 

 

 

       Packaging & Containers - 4.5%  
  1,840,000     

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

       1,976,454  
       Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.  
  1,395,000     

6.00%, 06/30/2021(1)

       1,436,850  
  370,000     

6.00%, 02/15/2025(1)

       394,050  
  1,581,000     

7.25%, 05/15/2024(1)

       1,745,029  
  1,865,000     

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

       1,981,563  
  2,170,000     

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(1)

       2,278,500  
  2,985,000     

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

       3,307,753  
       Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu  
  2,050,000     

5.13%, 07/15/2023(1)

       2,157,625  
  815,000     

7.00%, 07/15/2024(1)

       881,219  
           

 

 

 

              16,159,043  
           

 

 

 

       Pharmaceuticals - 4.1%  
       Endo Finance LLC  
  2,095,000     

6.00%, 07/15/2023(1)

       1,816,103  
  2,985,000     

6.00%, 02/01/2025(1)

       2,526,056  
  1,692,000     

PRA Holdings, Inc.
9.50%, 10/01/2023(1)

                   1,867,545  
      

Valeant Pharmaceuticals International, Inc.

    
  1,155,000     

5.50%, 03/01/2023(1)

       984,638  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

  7,395,000     

5.88%, 05/15/2023(1)

   $        6,359,700  
  1,000,000     

6.13%, 04/15/2025(1)

        851,250  
  355,000     

7.00%, 03/15/2024(1)

        378,075  
            

 

 

 

               14,783,367  
            

 

 

 

     Pipelines - 1.1%  
       Energy Transfer Equity L.P.  
  670,000     

5.50%, 06/01/2027

        703,500  
  1,907,000     

7.50%, 10/15/2020

        2,154,910  
  1,070,000     

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

        1,158,275  
            

 

 

 

               4,016,685  
            

 

 

 

     REITS - 0.3%  
  1,095,000     

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

        1,199,025  
            

 

 

 

     Retail - 1.9%  
  805,000     

1011778 BC ULC / New Red Finance, Inc.
4.25%, 05/15/2024(1)

        809,524  
  1,905,000     

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

        1,995,488  
  1,305,000     

Party City Holdings, Inc.
6.13%, 08/15/2023(1)

        1,370,250  
  2,605,000     

United Rentals North America Co.
4.88%, 01/15/2028(5)

        2,611,512  
            

 

 

 

               6,786,774  
            

 

 

 

     Semiconductors - 1.6%  
  1,650,000     

Entegris, Inc.
6.00%, 04/01/2022(1)

        1,727,781  
  2,005,000     

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

        2,127,185  
       Sensata Technologies B.V.  
  1,005,000     

5.00%, 10/01/2025(1)

        1,057,762  
  770,000     

5.63%, 11/01/2024(1)

        837,375  
            

 

 

 

               5,750,103  
            

 

 

 

     Software - 3.3%  
  1,135,000     

Camelot Finance S.A.
7.88%, 10/15/2024(1)

        1,234,312  
  1,150,000     

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1)

        1,188,813  
       First Data Corp.  
  610,000     

5.38%, 08/15/2023(1)

        636,688  
  2,110,000     

5.75%, 01/15/2024(1)

        2,228,687  
  2,305,000     

7.00%, 12/01/2023(1)

        2,486,519  
  544,000     

Infor Software Parent LLC (cash)
7.13%, 05/01/2021(1)(6)

        563,040  
  2,925,000     

Infor U.S., Inc.
6.50%, 05/15/2022

        3,045,656  
  475,000     

RP Crown Parent LLC
7.38%, 10/15/2024(1)

        496,375  
            

 

 

 

               11,880,090  
            

 

 

 

     Telecommunications - 5.4%  
       Altice Financing S.A.  
  235,000     

6.50%, 01/15/2022(1)

        244,917  
  1,570,000     

6.63%, 02/15/2023(1)

        1,663,219  
  1,870,000     

7.50%, 05/15/2026(1)

        2,073,456  
  1,280,000     

Frontier Communications Corp.
11.00%, 09/15/2025

        1,172,800  
       Level 3 Financing, Inc.  
  1,880,000     

5.38%, 08/15/2022

        1,931,700  
  690,000     

5.63%, 02/01/2023

                       719,325  
       Nokia Oyj  
  200,000     

3.38%, 06/12/2022

        202,374  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

 

205,000

    

4.38%, 06/12/2027

   $      211,150  
       Sprint Capital Corp.      
 

1,435,000

    

6.88%, 11/15/2028

        1,564,150  
       Sprint Corp.      
 

1,084,000

    

7.13%, 06/15/2024

        1,188,335  
 

2,660,000

    

7.25%, 09/15/2021

        2,952,600  
 

110,000

    

7.63%, 02/15/2025

        124,025  
 

4,766,000

    

7.88%, 09/15/2023

        5,409,410  
            

 

 

 

               19,457,461  
            

 

 

 

       Transportation - 0.4%      
       Hertz Corp.
     
 

1,430,000

    

7.63%, 06/01/2022(1)

        1,415,700  
            

 

 

 

       Trucking & Leasing - 0.5%      
       Park Aerospace Holdings Ltd.      
 

1,105,000

    

5.25%, 08/15/2022(1)

        1,124,337  
 

805,000

    

5.50%, 02/15/2024(1)

        819,591  
            

 

 

 

               1,943,928  
            

 

 

 

       Total Corporate Bonds
     
      

(cost $321,599,622)

   $      333,787,177  
            

 

 

 

Senior Floating Rate Interests - 1.2%(10)

     
       Chemicals - 0.2%      
       Diamond (BC) B.V.      
 

550,000

    

0.00%, 07/12/2024(11)

   $      550,456  
            

 

 

 

       Environmental Control - 0.0%      
       HD Supply Waterworks Ltd.      
 

140,000

    

0.00%, 08/01/2024(11)

        140,832  
            

 

 

 

       Healthcare-Products - 0.4%      
       INC Research LLC      
 

1,360,000

    

0.00%, 06/27/2024(11)

        1,369,629  
            

 

 

 

       Insurance - 0.3%      
       Asurion LLC      
 

105,000

    

0.00%, 11/03/2023(11)

        105,788  
 

445,000

    

0.00%, 07/11/2025(11)

        455,987  
 

485,000

    

8.73%, 03/03/2021

        485,606  
            

 

 

 

               1,047,381  
            

 

 

 

       Leisure Time - 0.1%      
       Hayward Industries, Inc.
     
 

300,000

    

0.00%, 07/18/2024(11)

        302,250  
            

 

 

 

       Machinery-Diversified - 0.2%      
       Gardner Denver, Inc.
     
 

851,309

    

4.55%, 07/30/2020

        855,208  
            

 

 

 

       Total Senior Floating Rate Interests
     
      

(cost $4,220,603)

   $      4,265,756  
            

 

 

 

Convertible Bonds - 2.1%

     
       Commercial Services - 0.2%      
       Cardtronics, Inc.      
 

800,000

    

1.00%, 12/01/2020

   $      763,000  
            

 

 

 

       Diversified Financial Services - 0.3%      
       Blackhawk Network Holdings, Inc.
     
 

930,000

    

1.50%, 01/15/2022(1)

        1,043,344  
            

 

 

 

       Home Builders - 0.2%      
       M/I Homes, Inc.
     
 

873,000

    

3.00%, 03/01/2018

        874,091  
            

 

 

 

       Internet - 0.3%      
       Priceline Group, Inc.
     
 

870,000

    

0.90%, 09/15/2021

                    1,035,844  
            

 

 

 

       Media - 0.4%      
       DISH Network Corp.
     
 

770,000

    

3.38%, 08/15/2026(1)

        956,725  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

  470,000     

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023(1)

        $        531,100  
               

 

 

 

                  1,487,825  
               

 

 

 

       Oil & Gas - 0.2%  
  130,000     

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

           122,281  
  1,645,000     

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

           478,078  
               

 

 

 

                  600,359  
               

 

 

 

       Semiconductors - 0.4%  
       Microchip Technology, Inc.         
  656,000     

1.63%, 02/15/2027(1)

           726,520  
  684,000     

2.25%, 02/15/2037(1)

           747,270  
               

 

 

 

                  1,473,790  
               

 

 

 

       Software - 0.1%  
  412,000     

ServiceNow, Inc.
0.00%, 06/01/2022(1)(12)

           429,510  
               

 

 

 

      

Total Convertible Bonds
(cost $8,678,912)

        $        7,707,763  
               

 

 

 

Common Stocks - 1.0%         
       Banks - 0.3%  
  96,368      MGIC Investment Corp.*         $        1,124,615  
               

 

 

 

       Energy - 0.3%  
  104,555,002      KCA Deutag*(1)(3)(4)            940,890  
               

 

 

 

       Pharmaceuticals, Biotechnology & Life Sciences - 0.1%         
  35,700      Endo International plc*            393,414  
               

 

 

 

       Utilities - 0.3%  
  3,200,000      TCEH Corp.*(3)(4)            3  
  78,357      Vistra Energy Corp.            1,287,406  
               

 

 

 

                  1,287,409  
               

 

 

 

      

Total Common Stocks
(cost $5,042,063)

        $        3,746,328  
               

 

 

 

Preferred Stocks - 0.1%         
       Diversified Financials - 0.1%  
  13,575      GMAC Capital Trust Series 2 6.97%(9)            360,416  
               

 

 

 

      

Total Preferred Stocks
(cost $356,566)

        $        360,416  
               

 

 

 

      

Total Long-Term Investments
(cost $340,813,686)

        $        349,867,440  

Short-Term Investments - 3.9%

        
       Other Investment Pools & Funds - 3.9%  
  14,043,967      Fidelity Institutional Government Fund, Institutional Class         $        14,043,967  
               

 

 

 

      

Total Short-Term Investments
(cost $14,043,967)

        $        14,043,967  
               

 

 

 

      

Total Investments
(cost $354,857,653)^

     100.9%        $        363,911,407  
       Other Assets and Liabilities      (0.9)%           (3,215,422
         

 

 

 

     

 

 

 

       Total Net Assets      100.0%        $                360,695,985  
         

 

 

 

     

 

 

 

 

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.


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

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

Unrealized Appreciation

   $        16,951,349  

Unrealized Depreciation

        (7,897,595
     

 

 

 

Net Unrealized Appreciation

   $              9,053,754  
     

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $170,164,435, which represented 47.2% of total net assets.
(2) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(3) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

         Period
    Acquired
               Shares/ Par              Security            Cost Basis  
  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 July 31, 2017, the aggregate value of these securities was $940,893, which represents 0.3% of total net assets.

 

(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 July 31, 2017, the aggregate fair value of these securities was $940,893, 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.
(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 $6,847,943 at July 31, 2017.
(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) 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 July 31, 2017, the aggregate value of these securities was $8,218,803, which represented 2.3% of total net assets.
(9) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 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 July 31, 2017.
(11) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(12) Security is a zero-coupon bond.

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2017

 

      Reference Entity            Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Cost Basis      Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                   

Buy protection:

                   

CDX.NA.HY.28

     USD        6,020,000        (5.00%)       06/20/22      $ 396,675      $ 480,543      $ 83,868  
             

 

 

    

 

 

    

 

 

 

Total

              $ 396,675      $ 480,543      $ 83,868  
             

 

 

    

 

 

    

 

 

 


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

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

Foreign Currency Contracts Outstanding at July 31, 2017

 

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

EUR

   Sell    08/31/17    UBS    $ 173,156      $ 174,325      $ (1,169

EUR

   Sell    08/31/17    UBS      810,269        821,815        (11,546

EUR

   Sell    08/31/17    BOA      787,467        800,469        (13,002

EUR

   Sell    08/31/17    DEUT      3,541,792        3,606,262        (64,470
                 

 

 

 

Total

 

   $ (90,187
                 

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BOA

   Banc of America Securities LLC

DEUT

   Deutsche Bank Securities, Inc.

UBS

   UBS AG

Currency Abbreviations:

EUR

   Euro

USD

   United States Dollar

Index Abbreviations:

CDX.NA.HY

   Credit Derivatives North American High Yield


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $     $      $     $  

Corporate Bonds

     333,787,177              333,787,177        

Senior Floating Rate Interests

     4,265,756              4,265,756        

Convertible Bonds

     7,707,763              7,707,763        

Common Stocks

         

Banks

     1,124,615       1,124,615               

Energy

     940,890                    940,890  

Pharmaceuticals, Biotechnology & Life Sciences

     393,414       393,414               

Utilities

     1,287,409       1,287,406              3  

Preferred Stocks

     360,416       360,416               

Short-Term Investments

     14,043,967       14,043,967               

Swaps - Credit Default(2)

     83,868              83,868        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     363,995,275     $     17,209,818      $     345,844,564     $        940,893  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (90,187   $      $ (90,187   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (90,187   $      $ (90,187   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

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

 

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

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


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value    

Asset & Commercial Mortgage Backed Securities - 2.9%

 

   Asset-Backed - Finance & Insurance - 0.2%  

$

     1,360,000     

HSI Asset Securitization Corp. Trust
1.50%, 02/25/2036(1)

   $ 1,320,834  
        

 

 

 
   Asset-Backed - Home Equity - 0.2%  
     787,243     

GSAA Home Equity Trust
5.99%, 06/25/2036(1)

     422,300  
     742,219     

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036(2)

     461,037  
        

 

 

 
     883,337  
        

 

 

 
   Whole Loan Collateral CMO - 2.5%  
     832,494     

Adjustable Rate Mortgage Trust
1.77%, 11/25/2035(1)

     821,069  
     1,227,125     

Banc of America Funding Trust
6.05%, 10/25/2036(2)

     1,121,335  
     420,765     

Bear Stearns Adjustable Rate Mortgage Trust
2.83%, 10/25/2035(1)

     412,997  
     733,631     

Chase Mortgage Finance Trust
3.22%, 12/25/2035(1)

     710,529  
     536,423     

Deutsche Alt-A Securities Mortgage Loan Trust
1.38%, 12/25/2036(1)

     491,148  
     260,141     

GreenPoint Mortgage Funding Trust
2.13%, 10/25/2045(1)

     202,433  
     748,093     

GSR Mortgage Loan Trust
3.55%, 10/25/2035(1)

     665,737  
  

HarborView Mortgage Loan Trust

 

     640,538     

1.42%, 01/19/2038(1)

     601,746  
     620,016     

2.23%, 10/25/2037(1)

     603,704  
     2,872,172     

IndyMac Index Mortgage Loan Trust
1.52%, 01/25/2036(1)

     2,362,525  
     1,146,678     

JP Morgan Mortgage Trust
3.29%, 01/25/2037(1)

     1,140,714  
     173,013     

Lehman XS Trust
1.47%, 06/25/2047(1)

     150,043  
     583,554     

Luminent Mortgage Trust
1.43%, 10/25/2046(1)

     548,179  
  

MASTR Adjustable Rate Mortgages Trust

 

     1,269,782     

1.47%, 05/25/2037(1)

     814,891  
     15,875     

3.32%, 11/21/2034(1)

     16,253  
     115,729     

Residential Asset Securitization Trust
1.68%, 03/25/2035(1)

     104,862  
  

Residential Funding Mortgage Securities, Inc.

 

     259,258     

3.94%, 02/25/2036(1)

     235,371  
     493,316     

6.00%, 07/25/2037

     458,645  
     685,992     

Structured Adjustable Rate Mortgage Loan Trust
3.58%, 06/25/2035(1)

     600,958  
  

WaMu Mortgage Pass-Through Certificates Trust

 

     758,442     

1.55%, 12/25/2046(1)

     683,993  
     729,205     

1.65%, 06/25/2044(1)

     704,709  
  

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

 

     256,746     

1.32%, 02/25/2037(1)

     180,706  
     902,068     

1.61%, 11/25/2046(1)

     759,273  
        

 

 

 
     14,391,820  
        

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $15,593,195)

   $     16,595,991  
        

 

 

 

Foreign Government Obligations - 3.3%

 

   Argentina - 0.2%  

  ARS

     18,856,000     

Argentina Politica Monet
26.25%, 06/21/2020(1)

     1,123,261  
        

 

 

 
   Brazil - 1.4%  
  

Brazil Notas do Tesouro Nacional

 

  BRL

     11,360,172     

6.00%, 05/15/2019(3)

     3,795,034  


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

     11,824,280     

6.00%, 08/15/2022(3)

   $ 3,978,264  
        

 

 

 
           7,773,298  
        

 

 

 
   Colombia - 0.3%  

  COP

     4,959,648,981     

Colombian TES
4.75%, 02/23/2023(3)

     1,799,544  
        

 

 

 
   Russia - 0.6%  

  RUB

     221,109,678     

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(3)

     3,584,388  
        

 

 

 
   South Africa - 0.2%  

  ZAR

     20,089,191     

South Africa Government Bond - CPI Linked
1.88%, 02/28/2033(3)

     1,387,231  
        

 

 

 
   Thailand - 0.6%  

  THB

     113,000,000     

Bank of Thailand
1.49%, 02/17/2018(1)

     3,396,989  
        

 

 

 
     

Total Foreign Government Obligations
(cost $18,130,352)

   $     19,064,711  
        

 

 

 

Senior Floating Rate Interests - 5.1%(4)

 

   Aerospace/Defense - 0.1%  

$

     240,000     

MacDonald, Dettwiler and Associates Ltd.
0.00%, 07/06/2024(5)

   $ 239,950  
     599,843     

TransDigm, Inc.
4.23%, 06/09/2023

     602,590  
        

 

 

 
           842,540  
        

 

 

 
   Airlines - 0.2%  
     326,700     

American Airlines, Inc.
3.73%, 04/28/2023

     328,170  
     982,500     

Delta Air Lines, Inc.
3.73%, 08/24/2022

     987,167  
        

 

 

 
           1,315,337  
        

 

 

 
   Auto Parts & Equipment - 0.0%  
     140,000     

USI, Inc.
4.18%, 05/16/2024

     139,563  
        

 

 

 
   Chemicals - 0.1%  
     297,130     

Huntsman International LLC
4.23%, 04/01/2023

     298,523  
     338,250     

Minerals Technologies, Inc.
3.48%, 02/14/2024

     339,519  
        

 

 

 
           638,042  
        

 

 

 
   Commercial Services - 0.4%  
     114,139     

Camelot UK Holdco Ltd.
4.73%, 10/03/2023

     115,366  
     150,000     

Clean Harbors, Inc.
3.23%, 06/27/2024

     150,499  
     104,475     

DigitalGlobe, Inc.
3.98%, 01/15/2024

     104,541  
     198,000     

Hertz Corp.
3.99%, 06/30/2023

     197,588  
     116,504     

KAR Auction Services, Inc.
3.81%, 03/09/2023

     117,183  
     210,000     

PSAV Holdings LLC
4.67%, 04/27/2024

     211,312  
     144,275     

Quikrete Holdings, Inc.
3.98%, 11/15/2023

     144,734  
     222,750     

Russell Investment Group
6.97%, 06/01/2023

     225,396  
     189,525     

Team Health Holdings, Inc.
3.98%, 02/06/2024

     188,756  
     290,000     

Tempo Acquisition LLC
4.23%, 05/01/2024

     292,236  
     172,771     

Trans Union LLC
3.73%, 04/09/2023

     173,027  


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

     149,250     

Xerox Business Services LLC
5.23%, 12/07/2023

   $ 150,966  
        

 

 

 
                 2,071,604  
        

 

 

 
   Distribution/Wholesale - 0.1%  
     498,750     

American Builders & Contractors Supply Co., Inc.
3.73%, 10/31/2023

     501,244  
     183,155     

Nexeo Solutions LLC
5.05%, 06/09/2023

     185,521  
     119,400     

Univar, Inc.
3.98%, 07/01/2022

     119,997  
        

 

 

 
           806,762  
        

 

 

 
   Diversified Financial Services - 0.3%  
     199,500     

AlixPartners LLP
4.30%, 04/04/2024

     200,964  
     500,000     

Delos Finance S.a.r.l.
3.55%, 10/06/2023

     501,040  
     155,000     

Fortress Investment Group LLC
1.38%, 06/14/2022

     156,842  
     433,160     

RPI Finance Trust
3.30%, 03/27/2023

     435,083  
     225,000     

Telenet Financing USD LLC
3.98%, 06/30/2025

     226,125  
        

 

 

 
           1,520,054  
        

 

 

 
      Electric - 0.1%   
     119,700     

AES Corp.
3.19%, 05/24/2022

     119,371  
     151,280     

Calpine Corp.
4.05%, 05/31/2023

     151,763  
     125,000     

Helix Gen Funding LLC
4.96%, 06/02/2024

     126,125  
        

 

 

 
           397,259  
        

 

 

 
  

Energy-Alternate Sources - 0.2%

 

     750,565     

MEG Energy Corp.
4.73%, 12/31/2023

     746,346  
     

TEX Operations Co. LLC

  
     35,000     

3.98%, 08/04/2023

     35,096  
     144,275     

3.98%, 08/04/2023

     144,672  
        

 

 

 
           926,114  
        

 

 

 
  

Engineering & Construction - 0.0%

 

     225,000     

Brand Energy & Infrastructure Services, Inc.
5.56%, 06/21/2024

     226,687  
        

 

 

 
  

Entertainment - 0.0%

 

     219,450     

Eldorado Resorts LLC
3.56%, 04/17/2024

     218,901  
        

 

 

 
  

Environmental Control - 0.0%

 

     132,075     

Advanced Disposal Services, Inc.
3.94%, 11/10/2023

     133,087  
        

 

 

 
   Food - 0.1%  
     319,200     

JBS USA LLC
3.80%, 10/30/2022

     316,308  
     300,000     

Post Holdings, Inc.
3.49%, 05/24/2024

     301,218  
        

 

 

 
           617,526  
        

 

 

 
  

Healthcare-Products - 0.1%

 

     150,000     

INC Research LLC
0.00%, 06/27/2024(5)

     151,062  
     100,000     

Kinetic Concepts, Inc.
4.55%, 02/02/2024

     100,281  


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

     104,213     

Revlon Consumer Products Corp.
4.73%, 09/07/2023

   $ 93,993  
        

 

 

 
           345,336  
        

 

 

 
     

Healthcare-Services - 0.2%

  
     206,850     

Acadia Healthcare Co., Inc.
3.98%, 02/16/2023

     209,113  
     

Community Health Systems, Inc.

  
     82,849     

3.96%, 12/31/2019

     82,820  
     143,864     

4.23%, 01/27/2021

     143,585  
     243,775     

Envision Healthcare Corp.
4.30%, 12/01/2023

     245,148  
     298,500     

inVentiv Health, Inc.
4.95%, 11/09/2023

     298,661  
     322,774     

MPH Acquisition Holdings LLC
4.30%, 06/07/2023

     325,033  
        

 

 

 
           1,304,360  
        

 

 

 
     

Household Products/Wares - 0.1%

  
     290,000     

Galleria Co.
4.25%, 09/29/2023

     291,995  
        

 

 

 
     

Insurance - 0.1%

  
     707,727     

Asurion LLC
4.23%, 11/03/2023

     713,035  
     99,486     

HUB International Ltd.
4.42%, 10/02/2020

     100,138  
        

 

 

 
           813,173  
        

 

 

 
     

Lodging - 0.1%

  
     188,299     

Boyd Gaming Corp.
3.69%, 09/15/2023

     189,024  
     175,000     

Caesars Entertainment Operating Co.
0.00%, 03/31/2024(5)

     175,766  
     168,725     

Station Casinos LLC
3.73%, 06/08/2023

     168,953  
        

 

 

 
           533,743  
        

 

 

 
     

Media - 0.3%

  
     100,000     

CBS Radio, Inc.
0.00%, 10/17/2023(5)

     100,063  
     296,250     

Charter Communications Operating LLC
3.48%, 01/15/2024

     298,226  
     301,120     

CSC Holdings LLC
3.48%, 07/17/2025

     300,443  
     327,525     

Numericable U.S. LLC
4.56%, 01/14/2025

     329,045  
     275,000     

UPC Financing Partnership
3.98%, 04/15/2025

     276,375  
     673,321     

Virgin Media Bristol LLC
3.98%, 01/31/2025

     676,607  
        

 

 

 
           1,980,759  
        

 

 

 
     

Oil & Gas - 0.2%

  
     110,000     

Chesapeake Energy Corp.
8.69%, 08/23/2021

     118,003  
     1,200,250     

Energy Transfer Equity L.P.
3.97%, 02/02/2024

     1,204,451  
     96,555     

Peabody Energy Corp.
5.73%, 03/31/2022

     97,351  
        

 

 

 
                 1,419,805  
        

 

 

 
     

Packaging & Containers - 0.3%

  
     421,949     

Berry Plastics Group, Inc.
3.47%, 02/08/2020

     423,620  
     164,588     

Flex Acquisition Co., Inc.
4.55%, 12/29/2023

     165,469  


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

     963,781     

Reynolds Group Holdings, Inc.
4.23%, 02/05/2023

   $ 967,771  
        

 

 

 
           1,556,860  
        

 

 

 
     

Pharmaceuticals - 0.2%

  
     370,000     

Endo Luxembourg Finance Co. I S.a r.l.
5.50%, 04/29/2024

     375,550  
     595,168     

Quintiles IMS, Inc.
3.30%, 03/07/2024

     599,382  
        

 

 

 
           974,932  
        

 

 

 
     

Real Estate - 0.1%

  
     456,506     

DTZ U.S. Borrower LLC
4.56%, 11/04/2021

     458,789  
        

 

 

 
     

Real Estate Investment Trusts - 0.1%

  

EUR

     209,475     

Equinix, Inc.
3.25%, 01/05/2024

     249,941  

$

     261,688     

MGM Growth Properties Operating Partnership L.P.
3.48%, 04/25/2023

     262,637  
        

 

 

 
           512,578  
        

 

 

 
     

Retail - 0.3%

  
     263,017     

Albertsons LLC
4.29%, 12/21/2022

     262,570  
     110,952     

B&G Foods, Inc.
3.48%, 11/02/2022

     111,542  
     124,427     

B.C. Unlimited Liability Co.
3.51%, 02/16/2024

     124,360  
     300,000     

Bass Pro Group LLC
6.30%, 12/16/2023

     292,188  
     242,443     

Coty, Inc.
3.73%, 10/27/2022

     243,505  
     127,725     

Harbor Freight Tools USA, Inc.
4.48%, 08/18/2023

     128,250  
     317,886     

Michaels Stores, Inc.
3.98%, 01/30/2023

     317,927  
     183,615     

Yum! Brands, Inc.
3.23%, 06/16/2023

     184,500  
        

 

 

 
                 1,664,842  
        

 

 

 
     

Semiconductors - 0.0%

  
     162,639     

ON Semiconductor Corp.
3.48%, 03/31/2023

     163,208  
        

 

 

 
     

Software - 0.7%

  
     165,000     

Almonde, Inc.
4.74%, 06/13/2024

     166,284  
     249,375     

Change Healthcare Holdings, Inc.
3.98%, 03/01/2024

     250,747  
     277,904     

Dell, Inc.
3.74%, 09/07/2023

     279,476  
     

First Data Corp.

  
     893,287     

3.48%, 07/08/2022

     895,681  
     446,918     

3.73%, 04/26/2024

     449,314  
     261,317     

Global Payments, Inc.
3.23%, 04/22/2023

     262,112  
     229,753     

Go Daddy Operating Co. LLC
3.73%, 02/15/2024

     230,743  
     565,397     

Infor U.S., Inc.
4.05%, 02/01/2022

     565,499  
     18,702     

MA FinanceCo LLC
3.98%, 06/21/2024

     18,708  
     126,298     

Seattle Spinco, Inc.
4.03%, 06/21/2024

     126,337  
     228,242     

SS&C Technologies, Inc.

3.48%, 07/08/2022

     229,490  
     210,000     

Verint Systems, Inc.
3.47%, 06/29/2024

     210,525  


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

        $            490,050   

WEX, Inc.
3.98%, 06/30/2023

      $ 495,088  
        

 

 

 
           4,180,004  
        

 

 

 
   Telecommunications - 0.6%      
500,000   

Level 3 Financing, Inc.
3.48%, 02/22/2024

        501,955  
181,059   

MaxLinear, Inc.
3.72%, 05/12/2024

        181,512  
438,900   

Sprint Communications, Inc.
3.75%, 02/02/2024

        440,326  
989,926   

Telesat Canada
4.30%, 11/17/2023

        999,409  
225,000   

Unitymedia Hessen GmbH & Co. KG
0.00%, 09/30/2025(5)

        224,474  
980,648   

Univision Communications, Inc.
3.98%, 03/15/2024

        976,696  
100,095   

Zayo Group LLC
3.72%, 01/19/2024

        100,459  
        

 

 

 
           3,424,831  
        

 

 

 
   Trucking & Leasing - 0.1%      
300,000   

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.98%, 03/20/2022

        299,766  
        

 

 

 
  

Total Senior Floating Rate Interests
(cost $29,604,566)

      $         29,778,457  
        

 

 

 

U.S. Government Agencies - 5.1%

 

   FNMA - 5.1%      
28,900,000   

3.50%, 08/01/2047(6)

        29,753,451  
707   

10.50%, 12/01/2018

        710  
        

 

 

 
           29,754,161  
        

 

 

 
  

Total U.S. Government Agencies
(cost $29,648,558)

      $ 29,754,161  
        

 

 

 

U.S. Government Securities - 84.2%

 

   U.S. Treasury Securities - 84.2%      
   U.S. Treasury Bonds - 7.4%      
35,708,081   

U.S. Treasury Bonds
2.50%, 01/15/2029(3)

        43,146,789  
        

 

 

 
           43,146,789  
        

 

 

 
   U.S. Treasury Notes - 76.8%      
19,276,628   

0.13%, 04/15/2018(3)(7)

        19,218,894  
20,705,428   

0.13%, 04/15/2019(3)

        20,733,546  
4,259,542   

0.13%, 04/15/2020(3)

        4,275,528  
154,042,923   

0.13%, 04/15/2021(3)

        154,301,715  
39,451,530   

0.13%, 01/15/2023(3)

        39,298,695  
65,010,941   

0.13%, 07/15/2024(3)

        64,228,664  
4,318,943   

0.25%, 01/15/2025(3)

        4,267,120  
42,630,681   

0.38%, 07/15/2025(3)

        42,569,506  
73,668,424   

0.63%, 01/15/2024(3)

        75,131,479  
20,272,688   

1.13%, 01/15/2021(3)(8)

        21,088,684  
        

 

 

 
           445,113,831  
        

 

 

 
           488,260,620  
        

 

 

 
  

Total U.S. Government Securities
(cost $488,324,624)

      $ 488,260,620  
        

 

 

 
  

Total Long-Term Investments
(cost $581,301,295)

      $ 583,453,940  

Short-Term Investments - 5.0%

 

   Other Investment Pools & Funds - 4.6%      
26,884,353   

Fidelity Institutional Government Fund, Institutional Class

      $ 26,884,353  
        

 

 

 
   U.S. Treasury - 0.4%      
   FHLB - 0.4%      
1,000,000   

1.04%, 10/12/2017(7)(9)

        997,830  


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

1,000,000   

1.09%, 10/05/2017(9)

      $ 998,118   
        

 

 

 
           1,995,948   
        

 

 

 
  

Total Short-Term Investments
(cost $28,880,476)

      $ 28,880,301   
        

 

 

 
  

Total Investments
(cost $610,181,771)^

     105.6%      $ 612,334,241   
  

Other Assets and Liabilities

     (5.6)%        (32,471,716)  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $         579,862,525   
     

 

 

    

 

 

 

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    $         4,097,718  
Unrealized Depreciation      (1,945,248
  

 

 

 
Net Unrealized Appreciation    $         2,152,470  
  

 

 

 

 

(1) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(2) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(3) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(4) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of July 31, 2017.
(5) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(6) Represents or includes a TBA transaction.
(7) This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.
(8) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.
(9) The rate shown represents current yield to maturity.

Futures Contracts Outstanding at July 31, 2017

Description

           Number of        
Contracts
           Expiration  
Date
             Notional
Amount
    

Market

Value †

     Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

                    

U.S. Treasury 10-Year Note Future

   110                 09/20/2017           $         13,833,598      $         13,847,968      $ 14,370   

U.S. Treasury 5-Year Note Future

   126                 09/29/2017             14,879,679        14,886,703        7,024   
                    

 

 

 

Total

                     $ 21,394   
                    

 

 

 

Short position contracts:

                    

Long Gilt Future

   80                 09/27/2017           $ 13,456,042      $ 13,301,667      $ 154,375   

U.S. 10-Year Ultra Future

   20                 09/20/2017             2,694,339        2,700,937        (6,598)  

U.S. Treasury 2-Year Note Future

   201                 09/29/2017             43,419,712        43,485,094        (65,382)  
                    

 

 

 

Total

                     $ 82,395   
                    

 

 

 
                    
                    

 

 

 

Total futures contracts

                     $         103,789   
                    

 

 

 


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2017

 

    Reference Entity   Counter-
party
 

Notional

Amount (a)

 

(Pay)/Receive
Fixed

Rate/Implied
Credit Spread (b)

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

Credit default swaps on indices:

              

Sell protection:

 

CMBX.NA.AAA.6

  GSC        USD           19,478,734   0.50%    05/11/63    $             —          $ (15,638)     $ 90,302      $ 105,940  
            

 

 

    

 

 

   

 

 

    

 

 

 
                    
            

 

 

    

 

 

   

 

 

    

 

 

 

Total traded indices

       $             —          $ (15,638   $ 90,302      $ 105,940  
            

 

 

    

 

 

   

 

 

    

 

 

 
                    
            

 

 

    

 

 

   

 

 

    

 

 

 

Total OTC contracts

       $             —          $ (15,638   $      90,302      $      105,940  
            

 

 

    

 

 

   

 

 

    

 

 

 

 

(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 July 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.  

 

OTC Interest Rate Swap Contracts Outstanding at July 31, 2017  

    Counter-    

      party      

  

    Payments made

    by Fund

  

        Payments received

        by Fund

  

Notional

Amount

    Expiration          
      Date
   Upfront
Premiums
Paid
     Upfront
Premiums
Received
    

Market

Value †

     Unrealized
Appreciation/
(Depreciation)
 

    BCLY

   2.29% Fixed    CPURNSA      USD        29,572,000     01/15/22    $ —          $ —          $ (516,859)      $ (516,859)  

     BOA

   2.12% Fixed    CPURNSA      USD        9,480,000     01/15/24      —            —            (118,435)        (118,435)  

     BOA

   CPURNSA    2.11% Fixed      USD        21,160,000     07/15/27      —            —            (93,563)        (93,563)  

    DEUT

   1.44% Fixed    CPURNSA      USD        16,190,000     09/11/20      —            —            219,603        219,603  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ —          $ —          $ (509,254)      $ (509,254)  
                

 

 

    

 

 

    

 

 

    

 

 

 
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2017  

Payments made

by Fund

   Payments received by
Fund
  

Notional Amount

   

Expiration          

      Date

  

Upfront
Premiums

Paid

     Upfront
Premiums
Received
    

Market

Value †

     Unrealized
Appreciation/
(Depreciation)
 

12M Federal Funds Rate

   0.93% Fixed      USD        13,439,000     08/22/24    $ —          $ —          $ 732,349      $ 732,349  

12M Federal Funds Rate

   1.03% Fixed      USD        9,012,000     09/06/26      —            —            635,811        635,811  

12M Federal Funds Rate

   1.00% Fixed      USD        3,322,000     09/29/26      92,302            —            248,406        156,104  

3M USD LIBOR

   2.12% Fixed      USD        4,590,000     06/07/27      —            —            41,037        41,037  

3M USD LIBOR

   2.12% Fixed      USD        4,600,000     06/07/27      —            —            39,862        39,862  

3M USD LIBOR

   2.12% Fixed      USD        4,036,000     06/07/27      —            —            37,563        37,563  

3M USD LIBOR

   2.12% Fixed      USD        4,045,000     06/07/27      —            —            35,980        35,980  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   92,302          $ —          $   1,771,008      $   1,678,706  
                

 

 

    

 

 

    

 

 

    

 

 

 

Bond Forward Contracts Outstanding at July 31, 2017

Counterparty    Reference
Obligation
   Notional
Amount
            Expiration
Date
           Unrealized
Appreciation/
(Depreciation)
 

BOA

   U.S. Treasury Bonds, 0.13%, 04/15/2020    USD          7,008,066        08/28/2017       $                 15,754    

BOA

   U.S. Treasury Bonds, 0.13%, 07/15/2024    USD          11,962,318        08/28/2017         48,321    

BOA

   U.S. Treasury Bonds, 0.63%, 01/15/2024    USD          4,122,525        06/15/2017         18,010    

BOA

   U.S. Treasury Bonds, 0.63%, 01/15/2026    USD          17,482,694        08/15/2017         65,580    

BOA

   U.S. Treasury Bonds, 2.38%, 01/15/2025    USD          25,001,995        08/28/2017         142,585    
                               

 

 

 

Total

                    $ 290,250    
                               

 

 

 


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

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

ARS

   Buy             09/20/17    BNP    $ 260,221      $              239,510   $              (20,711)

ARS

   Sell             09/20/17    BNP      258,907      239,510   19,397 

AUD

   Buy             08/31/17    NAB      7,091,833      7,172,240   80,407 

AUD

   Buy             08/31/17    GSC      3,549,740      3,549,736   (4)

AUD

   Sell             08/31/17    DEUT      1,201,180      1,202,704   (1,524)

AUD

   Sell             08/31/17    BCLY      3,607,373      3,629,702   (22,329)

BRL

   Sell             09/05/17    MSC      1,753,751      1,849,808   (96,057)

BRL

   Sell             09/05/17    BNP      1,926,883      2,045,613   (118,730)

BRL

   Sell             09/20/17    GSC      3,466,229      3,693,246   (227,017)

CAD

   Buy             08/31/17    GSC      7,122,204      7,155,581   33,377 

CAD

   Buy             08/31/17    BNP      1,177,624      1,180,427   2,803 

CAD

   Buy             08/31/17    CIBC          2,367,659      2,360,050   (7,609)

CAD

   Sell             08/31/17    BNP      1,216,436      1,214,933   1,503 

CAD

   Sell             08/31/17    RBC      705,387      707,774   (2,387)

CAD

   Sell             08/31/17    CSFB      1,200,671      1,204,500   (3,829)

CAD

   Sell             08/31/17    BNP      1,685,317      1,691,596   (6,279)

CHF

   Sell             08/31/17    BCLY      4,966,356      4,902,794   63,562 

COP

   Sell             09/20/17    CBK      1,531,079      1,510,216   20,863 

EUR

   Sell             08/31/17    DEUT      9,808,935      9,987,485   (178,550)

GBP

   Sell             08/31/17    BCLY      1,176,996      1,182,179   (5,183)

GBP

   Sell             08/31/17    DEUT      8,164,991      8,260,724   (95,733)

JPY

   Sell             08/31/17    HSBC      4,160,267      4,203,163   (42,896)

JPY

   Sell             08/31/17    BCLY      4,157,648      4,203,153   (45,505)

RUB

   Sell             09/20/17    MSC      1,824,011      1,752,165   71,846 

RUB

   Sell             09/20/17    MSC      1,819,105      1,752,148   66,957 

THB

   Sell             09/20/17    JPM      3,334,964      3,400,710   (65,746)

ZAR

   Sell             09/20/17    GSC      1,463,621      1,430,465   33,156 
                

 

Total

  $              (546,218)
                

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    
BCLY    Barclays   
BNP    BNP Paribas Securities Services   
BOA    Banc of America Securities LLC   
CBK    Citibank NA   
CIBC    Canadian Imperial Bank of Commerce   
CSFB    Credit Suisse First Boston Corp.   
DEUT    Deutsche Bank Securities, Inc.   
GSC    Goldman Sachs & Co.   
HSBC    HSBC Bank USA   
JPM    JP Morgan Chase & Co.   
MSC    Morgan Stanley   
NAB    National Australia Bank Limited   
RBC    RBC Dominion Securities, Inc.   

Currency Abbreviations:

    
ARS    Argentine Peso   
AUD    Australian Dollar   
BRL    Brazilian Real   
CAD    Canadian Dollar   
CHF    Swiss Franc   
COP    Colombian Peso   
EUR    Euro   


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

GBP    British Pound   
JPY    Japanese Yen   
RUB    Russian Ruble   
THB    Thai Baht   
ZAR    South African Rand   

Index Abbreviations:

    
CMBX.NA    Markit Commercial Mortgage Backed North American   
CPURNSA    Consumer Price All Urban Non-Seasonally Adjusted   

Other Abbreviations:

    
CMO    Collateralized Mortgage Obligation   
FNMA    Federal National Mortgage Association   
LIBOR    London Interbank Offered Rate   
OTC    Over-the-Counter   
TBA    To Be Announced   


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

           Level 3(1)      

 

 

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 16,595,991       $ —       $ 16,595,991       $ —   

Foreign Government Obligations

     19,064,711         —         19,064,711         —   

Senior Floating Rate Interests

     29,778,457         —         29,778,457         —   

U.S. Government Agencies

     29,754,161         —         29,754,161         —   

U.S. Government Securities

     488,260,620         —         488,260,620         —   

Short-Term Investments

     28,880,301         26,884,353         1,995,948         —   

Bond Forward Contracts(2)

     290,250         —         290,250         —   

Foreign Currency Contracts(2)

     393,871         —         393,871         —   

Futures Contracts(2)

     175,769         175,769         —         —   

Swaps - Credit Default(2)

     105,940         —         105,940         —   

Swaps - Interest Rate(2)

     1,898,309         —         1,898,309         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         615,198,380       $         27,060,122       $         588,138,258       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (940,089)      $ —       $ (940,089)      $         —   

Futures Contracts(2)

     (71,980)        (71,980)        —         —   

Swaps - Interest Rate(2)

     (728,857)        —         (728,857)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (1,740,926)      $ (71,980)      $ (1,668,946)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

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


 

  Hartford International Equity Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value    

Common Stocks - 94.5%

 

  

Argentina - 0.6%

  
2,502   

Grupo Financiero Galicia S.A. ADR

   $ 90,873  
1,613   

Pampa Energia S.A. ADR*

     87,667  
2,727   

YPF S.A. ADR

     55,085  
     

 

 

 
                  233,625  
     

 

 

 
  

Australia - 0.8%

  
7,453   

BHP Billiton plc

     135,898  
13,893   

Resolute Mining Ltd.

     11,999  
57,869   

South32 Ltd.

     134,971  
17,012   

Western Areas Ltd.*

     32,263  
     

 

 

 
        315,131  
     

 

 

 
  

Austria - 0.1%

  
1,536   

Zumtobel Group AG

     30,415  
     

 

 

 
  

Belgium - 0.9%

  
1,302   

Ageas

     58,614  
5,097   

AGFA-Gevaert N.V.*

     23,779  
1,985   

Anheuser-Busch InBev N.V.

     239,456  
1,044   

Orange Belgium S.A.

     25,750  
     

 

 

 
        347,599  
     

 

 

 
  

Brazil - 1.3%

  
41,030   

BR Malls Participacoes S.A.

     173,680  
6,500   

Cia de Saneamento do Parana (Preference Shares)

     22,095  
2,600   

Cia Paranaense de Energia (Preference Shares)

     21,603  
5,100   

Itau Unibanco Holding S.A. (Preference Shares)

     61,036  
25,522   

Kroton Educacional S.A.

     123,422  
10,130   

Lojas Renner S.A.

     95,181  
3,186   

Petroleo Brasileiro S.A. ADR*

     28,069  
1,400   

Telefonica Brasil S.A. (Preference Shares)

     20,971  
     

 

 

 
        546,057  
     

 

 

 
  

Canada - 13.6%

  
5,404   

Bank of Montreal

     409,867  
8,311   

Bank of Nova Scotia

     517,759  
1,582   

Barrick Gold Corp.

     26,748  
3,978   

BCE, Inc.

     186,720  
9,048   

Cameco Corp.

     92,675  
3,966   

Canadian Imperial Bank of Commerce

     344,256  
384   

Canadian National Railway Co.

     30,344  
4,236   

Centerra Gold, Inc.*

     22,594  
6,232   

CI Financial Corp.

     135,762  
3,884   

Descartes Systems Group, Inc.*

     97,447  
10,418   

Eldorado Gold Corp.

     22,086  
5,286   

Emera, Inc.

     196,728  
9,918   

EnCana Corp.

     99,836  
6,810   

First Quantum Minerals Ltd.

     75,269  
7,196   

Fortis, Inc.

     262,386  
5,281   

Great-West Lifeco, Inc.

     150,710  
10,275   

Hydro One Ltd.(1)

     184,278  
1,525   

Ivanhoe Mines Ltd. Class A*

     6,018  
5,370   

Kinross Gold Corp.*

     22,124  
14,196   

Klondex Mines Ltd.*

     45,204  
3,829   

Loblaw Cos. Ltd.

     208,534  
2,795   

Magna International, Inc.

     133,299  
5,948   

Manulife Financial Corp.

     122,514  
3,538   

National Bank of Canada

     159,341  
1,781   

Northern Dynasty Minerals Ltd.*

     2,528  
1,747   

Painted Pony Energy Ltd.*

     6,376  
5,656   

Power Financial Corp.

     153,246  
4,018   

Raging River Exploration, Inc.*

     25,750  
5,493   

Rogers Communications, Inc. Class B

     285,632  
6,985   

Royal Bank of Canada

     521,095  
7,106   

Shaw Communications, Inc. Class B

     158,221  


 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

21,328  

StorageVault Canada, Inc.

   $ 39,346  
4,627  

TELUS Corp.

     167,118  
10,217  

Toronto-Dominion Bank

     526,687  
3,834  

Tricon Capital Group, Inc.

     32,290  
4,276  

Uranium Participation Corp.*

     13,102  
    

 

 

 
                 5,483,890  
    

 

 

 
 

China - 7.2%

  
38,000  

361 Degrees International Ltd.

     13,369  
13,551  

AAC Technologies Holdings, Inc.

     182,040  
3,257  

Alibaba Group Holding Ltd. ADR*

     504,672  
1,295  

BeiGene Ltd. ADR*

     91,285  
24,000  

China BlueChemical Ltd. Class H

     6,760  
46,000  

China Construction Bank Corp. Class H

     38,194  
32,496  

China Longyuan Power Group Corp. Ltd. Class H

     23,765  
39,200  

CSPC Pharmaceutical Group Ltd.

     61,086  
1,785  

Ctrip.com International Ltd. ADR*

     106,618  
72,000  

Daphne International Holdings Ltd.*

     6,451  
15,920  

ENN Energy Holdings Ltd.

     108,078  
17,888  

Gree Electric Appliances, Inc. of Zhuhai Class A

     104,315  
12,250  

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

     54,563  
2,339  

JD.com, Inc. ADR*

     105,653  
741  

Kweichow Moutai Co., Ltd. Class A

     52,982  
12,200  

Midea Group Co., Ltd. Class A

     74,646  
585  

NetEase, Inc. ADR

     182,099  
1,275  

New Oriental Education & Technology Group, Inc. ADR*

     101,567  
53,960  

PICC Property & Casualty Co., Ltd. Class H

     100,385  
74,660  

Semiconductor Manufacturing International Corp.*

     81,841  
12,885  

Tencent Holdings Ltd.

     514,291  
25,000  

TravelSky Technology Ltd. Class H

     66,197  
2,736  

Weibo Corp. ADR*

     210,535  
25,452  

Wuxi Biologics Cayman, Inc.*(1)

     114,050  
49,000  

Xtep International Holdings Ltd.

     18,242  
    

 

 

 
       2,923,684  
    

 

 

 
 

Denmark - 0.9%

  
1,401  

D/S Norden A/S*

     27,793  
1,982  

DSV A/S

     127,969  
917  

Genmab A/S*

     208,399  
    

 

 

 
       364,161  
    

 

 

 
 

Finland - 0.2%

  
11,791  

Nokia Oyj

     75,240  
    

 

 

 
 

France - 5.8%

  
340  

Air France-KLM*

     4,604  
4,166  

Alstom S.A.

     149,252  
6,085  

BNP Paribas S.A.

     471,561  
1,236  

Capgemini SE

     134,563  
6,549  

Cie de Saint-Gobain

     363,382  
1,176  

Cie Generale des Etablissements Michelin

     159,273  
2,781  

Coface S.A.

     26,296  
2,971  

Engie S.A.

     47,852  
847  

Essilor International S.A.

     107,236  
549  

L’Oreal S.A.

     113,742  
1,003  

Legrand S.A.

     69,285  
398  

Metropole Television S.A.

     9,630  
260  

Renault S.A.

     23,424  
2,416  

Rexel S.A.

     38,258  
2,948  

Schneider Electric SE*

     231,368  
1,250  

Societe Generale S.A.

     73,293  
179  

Sopra Steria Group

     30,955  
2,569  

Television Francaise

     37,589  
2,572  

Total S.A.

     130,796  
1,461  

Valeo S.A.

     101,157  
381  

Vicat S.A.

     27,828  
    

 

 

 
       2,351,344  
    

 

 

 


 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

 

Germany - 4.3%

  
2,135  

Beiersdorf AG

   $ 234,292  
11,838  

Deutsche Bank AG

     210,807  
1,376  

Deutsche Lufthansa AG

     29,550  
18,396  

E.ON SE

               181,987  
802  

Hamburger Hafen und Logistik AG

     22,430  
1,137  

HeidelbergCement AG

     112,588  
5,933  

Infineon Technologies AG

     128,843  
3,097  

Innogy SE(1)

     130,074  
1,507  

METRO AG

     16,935  
1,507  

Metro Wholesale & Food Specialist AG*

     30,444  
975  

Rheinmetall AG

     97,295  
1,489  

RWE AG*

     31,374  
836  

Salzgitter AG

     37,507  
1,045  

SAP SE

     110,650  
1,074  

Volkswagen AG (Preference Shares)

     165,169  
4,169  

Zalando SE*(1)

     186,593  
    

 

 

 
       1,726,538  
    

 

 

 
 

Greece - 0.4%

  
9,460  

Alpha Bank A.E.*

     22,679  
8,176  

Hellenic Telecommunications Organization S.A.

     104,337  
3,412  

OPAP S.A.

     39,260  
    

 

 

 
       166,276  
    

 

 

 
 

Hong Kong - 1.7%

  
16,555  

AIA Group Ltd.

     130,213  
31,635  

AMVIG Holdings Ltd.

     9,194  
2,100  

Dah Sing Financial Holdings Ltd.

     14,859  
570,000  

G-Resources Group Ltd.*

     7,442  
56,400  

Man Wah Holdings Ltd.

     48,685  
216,000  

NetMind Financial Holdings Ltd.*

     1,022  
145,000  

Pacific Basin Shipping Ltd.*

     31,683  
35,777  

Sands China Ltd.

     165,701  
69,500  

Sino Biopharmaceutical Ltd.

     61,357  
14,260  

Sun Hung Kai Properties Ltd.

     220,634  
    

 

 

 
       690,790  
    

 

 

 
 

Hungary - 0.3%

  
16,791  

Magyar Telekom Telecommunications plc

     30,341  
2,670  

OTP Bank plc

     99,361  
    

 

 

 
       129,702  
    

 

 

 
 

India - 2.8%

  
8,408  

Allahabad Bank*

     9,808  
4,802  

Bharat Financial Inclusion Ltd.*

     63,178  
1,614  

Britannia Industries Ltd.

     98,650  
3,911  

Canara Bank

     22,423  
8,670  

Corp. Bank*

     6,847  
4,676  

Emami Ltd.

     80,809  
1,401  

HDFC Bank Ltd. ADR

     135,589  
28,991  

ICICI Bank Ltd.

     136,421  
16,585  

ICICI Bank Ltd. ADR

     154,406  
5,353  

Indiabulls Housing Finance Ltd.

     97,964  
673  

Maruti Suzuki India Ltd.

     81,288  
11,399  

NTPC Ltd.

     29,181  
10,304  

State Bank of India

     50,176  
9,985  

TVS Motor Co., Ltd.

     90,676  
7,551  

Zee Entertainment Enterprises Ltd.

     63,772  
    

 

 

 
       1,121,188  
    

 

 

 
 

Ireland - 1.2%

  
13,923  

Bank of Ireland Group plc*

     116,198  
52,259  

Cairn Homes plc*

     96,818  
4,291  

CRH plc

     150,618  
51,540  

Hibernia plc REIT

     86,268  
1,412  

Smurfit Kappa Group plc

     41,989  
    

 

 

 
       491,891  
    

 

 

 


 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Italy - 2.9%

  
3,552  

Assicurazioni Generali S.p.A.

   $ 64,427  
6,303  

Banca Popolare dell’Emilia Romagna SC

     34,626  
16,511  

Davide Campari-Milano S.p.A.

     122,056  
20,926  

Eni S.p.A.

     331,324  
23,341  

FinecoBank Banca Fineco S.p.A.

     204,568  
7,932  

Geox S.p.A.

     31,475  
7,560  

Leonardo S.p.A.

     131,743  
7,292  

Saipem S.p.A.*

     29,920  
11,868  

UniCredit S.p.A.*

     233,253  
    

 

 

 
               1,183,392  
    

 

 

 
 

Japan - 11.7%

  
2,250  

Aisan Industry Co., Ltd.

     20,096  
200  

Alpha Systems, Inc.

     3,887  
1,500  

Alpine Electronics, Inc.

     27,348  
1,900  

Avex Group Holdings, Inc.

     24,985  
540  

Benesse Holdings, Inc.

     20,667  
1,700  

Canon, Inc.

     59,144  
700  

Cawachi Ltd.

     17,277  
4,450  

Chiyoda Corp.

     26,727  
1,170  

Chubu Steel Plate Co., Ltd.

     7,779  
4,300  

Citizen Watch Co., Ltd.

     31,971  
900  

CMIC Holdings Co., Ltd.

     12,500  
2,700  

Dai-ichi Life Holdings, Inc.

     46,640  
750  

DeNA Co., Ltd.

     16,477  
2,925  

Eisai Co., Ltd.

     156,755  
1,200  

Exedy Corp.

     37,556  
1,175  

Fuji Media Holdings, Inc.

     16,977  
9,670  

Fujitsu Ltd.

     72,010  
2,500  

Funai Electric Co., Ltd.

     22,664  
600  

Gendai Agency, Inc.

     3,075  
3,200  

Gree, Inc.

     24,585  
4,366  

Hino Motors Ltd.

     51,386  
1,300  

Hisaka Works Ltd.

     11,663  
3,030  

Honda Motor Co., Ltd.

     84,815  
920  

Honeys Holdings Co., Ltd.

     10,392  
1,600  

Hosiden Corp.

     18,506  
2,900  

Ichiyoshi Securities Co., Ltd.

     26,002  
2,400  

Inpex Corp.

     23,356  
1,400  

Japan Petroleum Exploration Co., Ltd.

     29,074  
2,000  

Japan Steel Works Ltd.

     33,030  
1,900  

JGC Corp.

     30,436  
2,800  

JSR Corp.

     49,342  
4,520  

KDDI Corp.

     119,766  
2,400  

Keihin Corp.

     34,533  
4,370  

Komatsu Ltd.

     117,193  
1,000  

Kuroda Electric Co., Ltd.

     19,120  
1,600  

Kyoei Steel Ltd.

     24,692  
500  

Melco Holdings, Inc.

     16,739  
900  

Miraial Co., Ltd.

     8,636  
33,670  

Mitsubishi Heavy Industries Ltd.

     133,867  
8,290  

Mitsubishi Motors Corp.

     59,801  
23,339  

Mitsubishi UFJ Financial Group, Inc.

     148,065  
5,100  

Mitsui Fudosan Co., Ltd.

     117,046  
44,300  

Mizuho Financial Group, Inc.

     78,782  
2,400  

Nakayama Steel Works Ltd.

     14,545  
1,300  

Neturen Co., Ltd.

     11,967  
2,600  

Nichicon Corp.

     28,575  
1,125  

Nidec Corp.

     123,963  
2,200  

Nikon Corp.

     38,763  
490  

Nintendo Co., Ltd.

     166,411  
1,300  

Nippon Chemi-Con Corp.

     5,252  
1,379  

Nippon Telegraph & Telephone Corp.

     67,486  


 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

5,985  

Nippon Television Holdings, Inc.

   $ 102,325  
1,900  

Nissin Kogyo Co., Ltd.

     31,821  
1,900  

NOK Corp.

               43,491  
1,600  

Oita Bank Ltd.

     6,029  
3,746  

Ono Pharmaceutical Co., Ltd.

     81,947  
8,000  

Pacific Metals Co., Ltd.*

     21,461  
638  

PAL GROUP Holdings Co., Ltd.

     20,364  
17,300  

Pioneer Corp.*

     34,161  
400  

Proto Corp.

     6,253  
2,000  

Rakuten, Inc.

     24,430  
1,500  

Relia, Inc.

     16,035  
1,040  

Sankyo Co., Ltd.

     34,135  
1,000  

Sanyo Shokai Ltd.

     15,059  
3,910  

Seven & I Holdings Co., Ltd.

     157,591  
3,800  

Shinko Electric Industries Co., Ltd.

     27,649  
2,730  

Showa Corp.*

     26,372  
2,765  

SoftBank Group Corp.

     222,852  
4,195  

Sony Corp.

     172,349  
14,000  

Sumitomo Chemical Co., Ltd.

     81,818  
6,850  

Sumitomo Mitsui Financial Group, Inc.

     264,313  
1,300  

Sumitomo Mitsui Trust Holdings, Inc.

     47,740  
2,100  

Sumitomo Riko Co., Ltd.

     21,966  
910  

Suzuken Co., Ltd.

     30,391  
7,725  

T&D Holdings, Inc.

     113,957  
360  

Taiyo Yuden Co., Ltd.

     6,045  
4,010  

Takeda Pharmaceutical Co., Ltd.

     211,836  
2,300  

Tochigi Bank Ltd.

     9,359  
2,200  

Tokai Rika Co., Ltd.

     40,397  
2,482  

Tokio Marine Holdings, Inc.

     104,376  
790  

Tokyo Seimitsu Co., Ltd.

     27,402  
3,600  

Tokyo Steel Manufacturing Co., Ltd.

     30,860  
2,200  

Toppan Forms Co., Ltd.

     22,875  
7,000  

Toshiba Machine Co., Ltd.

     33,240  
9,000  

Toyo Engineering Corp.

     23,671  
5,845  

Toyo Tire & Rubber Co., Ltd.

     119,978  
1,600  

Toyoda Gosei Co., Ltd.

     37,751  
760  

TV Asahi Holdings Corp.

     13,819  
2,300  

Ushio, Inc.

     32,279  
1,600  

Xebio Holdings Co., Ltd.

     30,135  
1,190  

Yamato Kogyo Co., Ltd.

     33,356  
    

 

 

 
       4,734,212  
    

 

 

 
 

Kazakhstan - 0.0%

  
746  

KazMunaiGas Exploration Production JSC GDR

     7,273  
    

 

 

 
 

Luxembourg - 0.4%

  
7,900  

Biotoscana Investments S.A.*

     69,035  
3,832  

SES S.A.

     90,145  
    

 

 

 
       159,180  
    

 

 

 
 

Malaysia - 2.8%

  
197,400  

DiGi.Com Bhd

     221,306  
31,600  

Kuala Lumpur Kepong Bhd

     182,982  
67,400  

Petronas Chemicals Group Bhd

     109,496  
44,500  

Public Bank Bhd

     210,793  
52,600  

Sime Darby Bhd

     116,093  
81,700  

Telekom Malaysia Bhd

     121,362  
57,346  

Tenaga Nasional Bhd

     189,072  
    

 

 

 
       1,151,104  
    

 

 

 
 

Mexico - 0.6%

  
3,794  

Controladora Vuela Cia de Aviacion S.A.B. de C.V. ADR*

     51,978  
11,050  

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

     69,798  
59,400  

Wal-Mart de Mexico S.A.B. de C.V.

     137,468  
    

 

 

 
       259,244  
    

 

 

 
 

Netherlands - 2.4%

  
2,464  

AerCap Holdings N.V.*

     120,982  


 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

1,560  

Fugro N.V.*

   $ 25,057  
1,668  

Heineken Holding N.V.

     163,863  
2,661  

Heineken N.V.

               277,673  
10,692  

ING Groep N.V.

     199,768  
715  

Koninklijke Philips N.V.

     27,324  
10,864  

PostNL N.V.

     51,423  
3,782  

Royal Dutch Shell plc Class B

     107,741  
    

 

 

 
       973,831  
    

 

 

 
 

Norway - 0.1%

  
1,271  

Statoil ASA

     23,887  
4,408  

Storebrand ASA

     36,768  
    

 

 

 
       60,655  
    

 

 

 
 

Poland - 0.2%

  
3,848  

Alior Bank S.A.*

     68,549  
    

 

 

 
 

Portugal - 0.3%

  
2,598  

CTT-Correios de Portugal S.A.

     16,941  
6,131  

Galp Energia SGPS S.A.

     98,222  
    

 

 

 
       115,163  
    

 

 

 
 

Russia - 1.6%

  
11,404  

Gazprom PJSC ADR

     44,393  
940  

Lukoil PJSC ADR

     43,799  
41,343  

Sberbank of Russia PJSC*

     113,768  
2,000  

Sberbank of Russia PJSC ADR

     23,285  
7,600  

Surgutneftegas OJSC ADR

     33,119  
1,857  

X5 Retail Group N.V. GDR*

     71,829  
10,243  

Yandex N.V. Class A*

     296,842  
    

 

 

 
       627,035  
    

 

 

 
 

Singapore - 3.0%

  
107,200  

CapitaLand Mall Trust REIT

     158,916  
10,360  

DBS Group Holdings Ltd.

     165,279  
36,779  

Oversea-Chinese Banking Corp. Ltd.

     308,037  
89,000  

Singapore Telecommunications Ltd.

     260,567  
100,200  

Suntec REIT

     140,473  
10,428  

United Overseas Bank Ltd.

     184,530  
    

 

 

 
       1,217,802  
    

 

 

 
 

South Africa - 0.3%

  
959  

Anglo American Platinum Ltd.*

     23,484  
9,543  

Gold Fields Ltd.

     38,070  
7,691  

Grindrod Ltd.*

     7,225  
5,785  

Impala Platinum Holdings Ltd.*

     15,446  
21,983  

Nampak Ltd.*

     31,881  
8,288  

Raubex Group Ltd.

     14,936  
    

 

 

 
       131,042  
    

 

 

 
 

South Korea - 3.6%

  
1,225  

Celltrion Healthcare Co., Ltd.*

     54,460  
476  

CJ CheilJedang Corp.

     157,323  
1,324  

CJ E&M Corp.

     88,334  
523  

Cuckoo Electronics Co., Ltd.

     65,698  
144  

Hugel, Inc.*

     74,797  
3,433  

ING Life Insurance Korea Ltd.*(1)

     115,809  
945  

KB Financial Group, Inc.

     50,246  
1,591  

KT Corp.

     49,471  
3,048  

KT Corp. ADR

     55,443  
845  

NHN Entertainment Corp.*

     57,910  
211  

Samsung Electronics Co., Ltd.

     453,751  
1,197  

Samsung SDI Co., Ltd.

     179,870  
771  

Shinhan Financial Group Co., Ltd.

     36,643  
2,325  

Tongyang Life Insurance Co., Ltd.

     20,219  
    

 

 

 
       1,459,974  
    

 

 

 
 

Spain - 1.3%

  
1,471  

Almirall S.A.

     14,244  


 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

46,728  

CaixaBank S.A.

   $ 243,390  
3,429  

Industria de Diseno Textil S.A.

     136,112  
2,653  

Neinor Homes SLU*(1)

     61,137  
3,517  

Repsol S.A.

     58,902  
    

 

 

 
       513,785  
    

 

 

 
 

Sweden - 1.3%

  
7,410  

Assa Abloy AB Class B

     158,744  
3,086  

Atlas Copco AB Class A

     111,614  
6,674  

Qliro Group AB*

     13,732  
13,149  

SAS AB*

     31,430  
8,198  

Telefonaktiebolaget LM Ericsson Class B

     53,061  
35,879  

Telia Co., AB

     168,662  
    

 

 

 
       537,243  
    

 

 

 
 

Switzerland - 7.1%

  
4,846  

ABB Ltd.

     113,524  
497  

Adecco Group AG

     37,918  
1,035  

Baloise Holding AG

     166,289  
140  

Barry Callebaut AG*

     199,659  
2,425  

GAM Holding AG*

     38,233  
5,208  

Julius Baer Group Ltd.*

     294,809  
1,065  

Kuehne + Nagel International AG

     185,463  
3,901  

LafargeHolcim Ltd.*

     233,089  
5,725  

Nestle S.A.

     483,244  
4,614  

Novartis AG

     393,010  
616  

Roche Holding AG

     155,952  
74  

SGS S.A.

     163,554  
20,154  

UBS Group AG*

     350,487  
160  

Zurich Insurance Group AG

     48,765  
    

 

 

 
               2,863,996  
    

 

 

 
 

Taiwan - 3.5%

  
65,000  

Acer, Inc.*

     31,940  
16,500  

Catcher Technology Co., Ltd.

     189,633  
40,000  

Chunghwa Telecom Co., Ltd.

     135,208  
53,000  

Compal Electronics, Inc.

     35,200  
211,674  

E.Sun Financial Holding Co., Ltd.

     134,942  
214,674  

First Financial Holding Co., Ltd.

     144,997  
201,066  

Hua Nan Financial Holdings Co., Ltd.

     117,517  
480  

Largan Precision Co., Ltd.

     87,580  
4,880  

MediaTek, Inc.

     42,958  
99,000  

Shin Kong Financial Holding Co., Ltd.

     26,465  
250,082  

Taishin Financial Holding Co., Ltd.

     117,604  
35,050  

Taiwan Semiconductor Manufacturing Co., Ltd.

     247,765  
61,830  

WPG Holdings Ltd.

     86,590  
    

 

 

 
       1,398,399  
    

 

 

 
 

Thailand - 0.3%

  
7,580  

Siam Cement PCL

     115,218  
    

 

 

 
 

United Kingdom - 8.5%

  
2,528  

Anglo American plc*

     41,818  
4,261  

AstraZeneca plc

     253,969  
21,377  

Aviva plc

     151,948  
31,827  

BP plc

     186,944  
1,546  

British American Tobacco plc

     96,170  
61,805  

BT Group plc

     255,767  
20,472  

Centrica plc

     53,630  
59,821  

Cobham plc

     104,737  
11,764  

Glencore plc*

     51,896  
1,232  

Go-Ahead Group plc

     29,178  
29,186  

Grainger plc

     101,269  
6,227  

Halfords Group plc

     27,375  
16,107  

Hays plc

     35,421  
15,791  

HSBC Holdings plc

     158,145  
20,751  

Ibstock plc(1)

     69,816  
16,114  

J Sainsbury plc

     52,064  


 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

14,474     

Just Eat plc*

      $ 118,555  
2,134     

Lonmin plc*

        2,330  
9,099     

Marks & Spencer Group plc

        38,672  
21,151     

National Grid plc

        261,720  
12,779     

QinetiQ Group plc

        40,646  
1,110     

Reckitt Benckiser Group plc

        107,922  
11,002     

RELX plc

        239,638  
19,472     

SIG plc

        42,519  
9,468     

SSE plc

        172,302  
5,783     

Standard Chartered plc*

        64,644  
1,678     

SThree plc

        7,035  
2,909     

Ultra Electronics Holdings plc

        80,400  
5,386     

Unilever N.V.

        313,883  
27,696     

Worldpay Group plc(1)

        135,151  
6,782     

WPP plc

        138,311  
          

 

 

 
             3,433,875  
          

 

 

 
    

United States - 0.4%

     
3,365     

Thomson Reuters Corp.

        154,114  
          

 

 

 
    

Vietnam - 0.1%

     
7,622     

Vietnam Dairy Products JSC

        51,166  
          

 

 

 
    

Total Common Stocks
(cost $33,681,411)

      $ 38,213,783  
          

 

 

 

Exchange Traded Funds - 3.1%

     
    

Other Investment Pools & Funds - 3.1%

     
925     

iShares Core MSCI EAFE ETF

      $ 57,905  
25,019     

iShares MSCI ACWI ex U.S. ETF

        1,180,646  
          

 

 

 
             1,238,551  
          

 

 

 
    

Total Exchange Traded Funds
(cost $1,223,267)

      $ 1,238,551  
          

 

 

 
    

Total Long-Term Investments
(cost $34,904,678)

      $ 39,452,334  
          

 

 

 

Short-Term Investments - 2.6%

     
    

Other Investment Pools & Funds - 2.6%

     
1,041,817     

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

      $ 1,041,817  
          

 

 

 
    

Total Short-Term Investments
(cost $1,041,817)

      $ 1,041,817  
          

 

 

 
    

Total Investments
(cost $35,946,495)^

     100.2%      $ 40,494,151  
    

Other Assets and Liabilities

     (0.2)%        (68,337
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $       40,425,814  
       

 

 

    

 

 

 

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

   $ 5,041,500  

Unrealized Depreciation

     (493,844
  

 

 

 

Net Unrealized Appreciation

   $           4,547,656  
  

 

 

 


 

  Hartford International Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

* Non-income producing.
(1) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $996,908, which represented 2.5% of total net assets.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ACWI    All Country World Index
ADR    American Depositary Receipt
ETF    Exchange Traded Fund
GDR    Global Depositary Receipt
JSC    Joint Stock Company
MSCI    Morgan Stanley Capital International
OJSC    Open Joint Stock Company
PJSC    Private Joint Stock Company
REIT    Real Estate Investment Trust


 

  Hartford International Equity Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

  Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

           

Common Stocks

           

Argentina

   $ 233,625       $ 233,625       $ —       $ —   

Australia

     315,131         —         315,131         —   

Austria

     30,415         —         30,415         —   

Belgium

     347,599         23,779         323,820         —   

Brazil

     546,057         546,057         —         —   

Canada

     5,483,890         5,483,890         —         —   

China

     2,923,684         1,520,794         1,402,890         —   

Denmark

     364,161         —         364,161         —   

Finland

     75,240         —         75,240         —   

France

     2,351,344         27,828         2,323,516         —   

Germany

     1,726,538         30,444         1,696,094         —   

Greece

     166,276         143,597         22,679         —   

Hong Kong

     690,790         9,194         681,596         —   

Hungary

     129,702         —         129,702         —   

India

     1,121,188         289,995         831,193         —   

Ireland

     491,891         255,005         236,886         —   

Italy

     1,183,392         31,475         1,151,917         —   

Japan

     4,734,212         10,854         4,723,358         —   

Kazakhstan

     7,273         7,273         —         —   

Luxembourg

     159,180         69,035         90,145         —   

Malaysia

     1,151,104         342,668         808,436         —   

Mexico

     259,244         259,244         —         —   

Netherlands

     973,831         120,982         852,849         —   

Norway

     60,655         —         60,655         —   

Poland

     68,549         —         68,549         —   

Portugal

     115,163         —         115,163         —   

Russia

     627,035         482,439         144,596         —   

Singapore

     1,217,802         —         1,217,802         —   

South Africa

     131,042         22,161         108,881         —   

South Korea

     1,459,974         225,712         1,234,262         —   

Spain

     513,785         14,244         499,541         —   

Sweden

     537,243         —         537,243         —   

Switzerland

     2,863,996         —         2,863,996         —   

Taiwan

     1,398,399         —         1,398,399         —   

Thailand

     115,218         —         115,218         —   

United Kingdom

     3,433,875         280,660         3,153,215         —   

United States

     154,114         154,114         —         —   

Vietnam

     51,166         —         51,166         —   

Exchange Traded Funds

     1,238,551         1,238,551         —         —   

Short-Term Investments

     1,041,817         1,041,817         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       40,494,151       $       12,865,437       $       27,628,714       $                     —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1)  For the period ended July 31, 2017, investments valued at $434,715 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $450,973 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and there were no transfers in and out of Level 3.

 

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

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


 

  The Hartford International Growth Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value  

Common Stocks - 96.5%

     
    

Australia - 2.9%

     
104,507     

Aristocrat Leisure Ltd.

      $ 1,694,730  
406,044     

Qantas Airways Ltd.

        1,725,716  
580,483     

South32 Ltd.

        1,353,891  
207,702     

Treasury Wine Estates Ltd.

        2,022,138  
          

 

 

 
             6,796,475  
          

 

 

 
    

Austria - 0.7%

     
23,772     

ams AG*

        1,713,165  
          

 

 

 
    

Belgium - 1.9%

     
19,819     

Anheuser-Busch InBev N.V.

        2,390,815  
26,653     

UCB S.A.

        1,940,923  
          

 

 

 
             4,331,738  
          

 

 

 
    

Brazil - 0.6%

     
307,585     

BR Malls Participacoes S.A.

        1,302,010  
          

 

 

 
    

Canada - 2.4%

     
28,900     

Bank of Nova Scotia

        1,800,412  
88,543     

Cameco Corp.

        906,913  
58,467     

Magna International, Inc.

        2,788,408  
          

 

 

 
             5,495,733  
          

 

 

 
    

China - 12.8%

     
185,879     

AAC Technologies Holdings, Inc.

        2,497,035  
46,469     

Alibaba Group Holding Ltd. ADR*

        7,200,372  
17,605     

Ctrip.com International Ltd. ADR*

        1,051,547  
155,000     

ENN Energy Holdings Ltd.

        1,052,270  
9,763     

NetEase, Inc. ADR

        3,039,027  
46,385     

New Oriental Education & Technology Group, Inc. ADR*

        3,695,029  
508,000     

PICC Property & Casualty Co., Ltd. Class H

        945,062  
318,000     

Ping An Insurance Group Co. of China Ltd. Class H

        2,353,872  
194,669     

Tencent Holdings Ltd.

        7,770,011  
          

 

 

 
                     29,604,225  
          

 

 

 
    

Denmark - 2.0%

     
27,443     

DSV A/S

        1,771,876  
12,291     

Genmab A/S*

        2,793,272  
          

 

 

 
             4,565,148  
          

 

 

 
    

France - 10.0%

     
34,445     

Airbus SE

        2,878,107  
55,256     

Alstom S.A.

        1,979,608  
12,542     

Capgemini SE

        1,365,441  
25,520     

Cie de Saint-Gobain

        1,416,020  
11,831     

Cie Generale des Etablissements Michelin

        1,602,344  
74,418     

Edenred

        1,956,288  
8,238     

Essilor International S.A.

        1,042,985  
5,409     

Kering

        1,890,561  
29,092     

Legrand S.A.

        2,009,606  
28,378     

Safran S.A.

        2,684,861  
19,316     

Schneider Electric SE*

        1,515,981  
15,432     

Sodexo S.A.

        1,822,976  
14,410     

Valeo S.A.

        997,728  
          

 

 

 
             23,162,506  
          

 

 

 
    

Germany - 3.3%

     
20,776     

Beiersdorf AG

        2,279,934  
51,219     

Deutsche Bank AG

        912,090  
112,473     

E.ON SE

        1,112,667  
30,307     

Innogy SE(1)

        1,272,891  
34,225     

United Internet AG

        2,083,618  
          

 

 

 
             7,661,200  
          

 

 

 
    

India - 5.2%

     
70,285     

HDFC Bank Ltd.

        2,021,627  


 

  The Hartford International Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

161,084     

ICICI Bank Ltd. ADR

      $ 1,499,692  
64,048     

IndusInd Bank Ltd.

        1,643,052  
470,753     

ITC Ltd.

        2,091,805  
22,351     

Maruti Suzuki India Ltd.

        2,699,651  
152,516     

UPL Ltd.

        2,083,269  
          

 

 

 
             12,039,096  
          

 

 

 
    

Indonesia - 1.8%

     
1,284,790     

Bank Central Asia Tbk PT

        1,803,905  
6,434,761     

Telekomunikasi Indonesia Persero Tbk PT

        2,261,618  
          

 

 

 
             4,065,523  
          

 

 

 
    

Ireland - 1.0%

     
21,031     

ICON plc*

        2,207,203  
          

 

 

 
    

Italy - 2.1%

     
146,507     

Eni S.p.A.

        2,319,666  
121,290     

FinecoBank Banca Fineco S.p.A.

        1,063,026  
80,356     

UniCredit S.p.A.*

        1,579,312  
          

 

 

 
             4,962,004  
          

 

 

 
    

Japan - 9.7%

     
59,200     

Bandai Namco Holdings, Inc.

        2,057,990  
44,300     

KDDI Corp.

        1,173,816  
5,430     

Keyence Corp.

        2,508,194  
217,530     

Mitsubishi Heavy Industries Ltd.

        864,867  
49,340     

Mitsui Fudosan Co., Ltd.

        1,132,364  
105,600     

Nexon Co., Ltd.*

        2,194,839  
39,500     

Seven & I Holdings Co., Ltd.

        1,592,034  
6,850     

SMC Corp.

        2,177,664  
16,600     

SoftBank Group Corp.

        1,337,919  
46,600     

Sumitomo Mitsui Financial Group, Inc.

        1,798,097  
24,100     

Takeda Pharmaceutical Co., Ltd.

        1,273,127  
23,600     

Tokio Marine Holdings, Inc.

        992,457  
12,695     

Tokyo Electron Ltd.

        1,785,395  
46,500     

Yamaha Corp.

        1,644,389  
          

 

 

 
                     22,533,152  
          

 

 

 
    

Luxembourg - 0.4%

     
37,348     

SES S.A.

        878,581  
          

 

 

 
    

Mexico - 0.6%

     
578,500     

Wal-Mart de Mexico S.A.B. de C.V.

        1,338,812  
          

 

 

 
    

Netherlands - 3.7%

     
23,375     

AerCap Holdings N.V.*

        1,147,712  
16,795     

ASML Holding N.V.

        2,532,704  
145,131     

ING Groep N.V.

        2,711,604  
47,939     

Wolters Kluwer N.V.

        2,132,012  
          

 

 

 
             8,524,032  
          

 

 

 
    

Norway - 0.8%

     
98,303     

DNB ASA

        1,931,112  
          

 

 

 
    

Singapore - 1.5%

     
6,621     

Broadcom Ltd.

        1,633,136  
121,200     

DBS Group Holdings Ltd.

        1,933,578  
          

 

 

 
             3,566,714  
          

 

 

 
    

South Korea - 3.2%

     
34,530     

ING Life Insurance Korea Ltd.*(1)

        1,164,834  
2,958     

Samsung Electronics Co., Ltd.

        6,361,117  
          

 

 

 
             7,525,951  
          

 

 

 
    

Spain - 1.5%

     
203,348     

CaixaBank S.A.

        1,059,167  
62,016     

Industria de Diseno Textil S.A.

        2,461,687  
          

 

 

 
             3,520,854  
          

 

 

 
    

Switzerland - 6.6%

     
95,118     

ABB Ltd.

        2,228,265  
36,263     

Julius Baer Group Ltd.*

        2,052,741  


 

  The Hartford International Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

35,902     

Novartis AG

      $ 3,058,050  
3,589     

Partners Group Holding AG

        2,329,864  
20,530     

Temenos Group AG*

        1,984,559  
206,334     

UBS Group AG*

        3,588,244  
          

 

 

 
             15,241,723  
          

 

 

 
    

Taiwan - 4.7%

     
137,000     

Catcher Technology Co., Ltd.

        1,574,528  
12,815     

Largan Precision Co., Ltd.

        2,338,216  
983,485     

Taiwan Semiconductor Manufacturing Co., Ltd.

        6,952,156  
          

 

 

 
             10,864,900  
          

 

 

 
    

United Kingdom - 16.2%

     
42,252     

AstraZeneca plc

        2,518,348  
209,349     

Aviva plc

        1,488,058  
278,993     

BAE Systems plc

        2,213,483  
61,481     

British American Tobacco plc

        3,824,471  
326,494     

BT Group plc

        1,351,129  
128,287     

Compass Group plc

        2,737,280  
293,378     

Grainger plc

        1,017,954  
40,377     

IHS Markit Ltd.*

        1,883,587  
164,451     

Just Eat plc*

        1,347,001  
100,511     

Prudential plc

        2,452,518  
28,427     

Reckitt Benckiser Group plc

        2,763,880  
45,268     

Spectris plc

        1,469,284  
207,725     

UBM plc

        1,983,445  
111,730     

Unilever N.V.

        6,511,357  
504,636     

Worldpay Group plc(1)

        2,462,527  
67,129     

WPP plc

        1,369,015  
          

 

 

 
             37,393,337  
          

 

 

 
    

United States - 0.9%

     
7,858     

Allergan plc

        1,982,809  
          

 

 

 
    

Total Common Stocks
(cost $184,559,298)

      $ 223,208,003  
          

 

 

 

Exchange Traded Funds - 0.6%

     
    

Other Investment Pools & Funds - 0.6%

     
32,295     

iShares MSCI ACWI ex U.S. ETF

      $ 524,001  
          

 

 

 
    

Total Exchange Traded Funds
(cost $1,486,782)

      $ 1,524,001  
          

 

 

 
    

Total Long-Term Investments
(cost $186,046,080)

      $         224,732,004  
          

 

 

 

Short-Term Investments - 2.1%

     
    

Other Investment Pools & Funds - 2.1%

     
4,739,085     

Morgan Stanley Institutional Liquidity Funds, Institutional Class

      $ 739,085  
          

 

 

 
    

Total Short-Term Investments
(cost $4,739,085)

      $ 4,739,085  
          

 

 

 
    

Total Investments
(cost $190,785,165)^

     99.2%      $ 229,471,089  
    

Other Assets and Liabilities

     0.8%        1,864,604  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 231,335,693  
       

 

 

    

 

 

 

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

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

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

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


 

  The Hartford International Growth Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

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

Unrealized Appreciation

      $         40,012,689  

Unrealized Depreciation

        (1,326,765
     

 

 

 

Net Unrealized Appreciation

      $ 38,685,924  
     

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $4,900,252, which represented 2.1% of total net assets.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ACWI    All Country World Index
ADR    American Depositary Receipt
ETF    Exchange Traded Fund
MSCI    Morgan Stanley Capital International


 

  The Hartford International Growth Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

           Level 3(1)      

 

 

Assets

 

Common Stocks

 

Australia

   $ 6,796,475       $ —       $ 6,796,475       $ —   

Austria

     1,713,165         —         1,713,165         —   

Belgium

     4,331,738         —         4,331,738         —   

Brazil

     1,302,010         1,302,010         —         —   

Canada

     5,495,733         5,495,733         —         —   

China

     29,604,225         14,985,975         14,618,250         —   

Denmark

     4,565,148         —         4,565,148         —   

France

     23,162,506         —         23,162,506         —   

Germany

     7,661,200         —         7,661,200         —   

India

     12,039,096         3,521,319         8,517,777         —   

Indonesia

     4,065,523         —         4,065,523         —   

Ireland

     2,207,203         2,207,203         —         —   

Italy

     4,962,004         —         4,962,004         —   

Japan

     22,533,152         —         22,533,152         —   

Luxembourg

     878,581         —         878,581         —   

Mexico

     1,338,812         1,338,812         —         —   

Netherlands

     8,524,032         1,147,712         7,376,320         —   

Norway

     1,931,112         —         1,931,112         —   

Singapore

     3,566,714         1,633,136         1,933,578         —   

South Korea

     7,525,951         1,164,834         6,361,117         —   

Spain

     3,520,854         —         3,520,854         —   

Switzerland

     15,241,723         —         15,241,723         —   

Taiwan

     10,864,900         —         10,864,900         —   

United Kingdom

     37,393,337         1,883,587         35,509,750         —   

United States

     1,982,809         1,982,809         —         —   

Exchange Traded Funds

     1,524,001         1,524,001         —         —   

Short-Term Investments

     4,739,085         4,739,085         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         229,471,089       $         42,926,216       $         186,544,873       $         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended July 31, 2017, investments valued at $5,633,024 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor ; there were no transfers from Level 2 to Level 1 and there were no transfers in and out of Level 3.

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


 

  The Hartford International Opportunities Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 96.9%

  
 

Argentina - 0.2%

  
294,506  

YPF S.A. ADR

   $ 5,949,021  
    

 

 

 
 

Canada - 8.0%

  
813,389  

Canadian National Railway Co.

     64,275,183  
713,837  

Canadian Natural Resources Ltd.

     21,831,646  
3,740,160  

EnCana Corp.

     37,649,094  
1,106,945  

Magna International, Inc.

     52,792,420  
2,393,227  

Manulife Financial Corp.

     49,294,621  
663,258  

TransCanada Corp.

     33,887,736  
    

 

 

 
       259,730,700  
    

 

 

 
 

China - 9.2%

  
1,051,000  

AAC Technologies Holdings, Inc.

     14,118,777  
517,350  

Alibaba Group Holding Ltd. ADR*

     80,163,382  
28,189,000  

China Construction Bank Corp. Class H

     23,405,734  
584,078  

Ctrip.com International Ltd. ADR*

     34,886,979  
118,411  

NetEase, Inc. ADR

     36,858,976  
482,772  

New Oriental Education & Technology Group, Inc. ADR*

     38,457,618  
1,227,600  

Tencent Holdings Ltd.

     48,998,380  
253,585  

Weibo Corp. ADR*

     19,513,366  
    

 

 

 
       296,403,212  
    

 

 

 
 

Denmark - 0.9%

  
121,642  

Genmab A/S*

     27,644,550  
    

 

 

 
 

France - 13.3%

  
613,653  

Airbus SE

     51,274,749  
2,421,141  

AXA S.A.

     71,504,707  
829,396  

BNP Paribas S.A.

     64,274,587  
283,198  

Capgemini SE

     30,831,610  
885,029  

Cie de Saint-Gobain

     49,107,336  
443,260  

Cie Generale des Etablissements Michelin

     60,033,393  
287,742  

Essilor International S.A.

     36,430,047  
256,392  

Safran S.A.

     24,257,417  
338,342  

Schneider Electric SE*

     26,554,157  
70,103  

Unibail-Rodamco SE REIT

     17,533,068  
    

 

 

 
       431,801,071  
    

 

 

 
 

Germany - 6.3%

  
384,083  

Beiersdorf AG

     42,148,825  
108,728  

Brenntag AG

     6,161,309  
185,127  

Continental AG

     41,703,095  
2,783,308  

Deutsche Bank AG

     49,564,182  
717,058  

Deutsche Wohnen AG

     28,415,902  
909,956  

Vonovia SE

     36,875,827  
    

 

 

 
               204,869,140  
    

 

 

 
 

Greece - 0.1%

  
1,462,509  

Alpha Bank A.E.*

     3,506,057  
    

 

 

 
 

Hong Kong - 1.5%

  
1,450,604  

Hong Kong Exchanges and Clearing Ltd.

     41,325,111  
379,227  

Melco Resorts & Entertainment Ltd. ADR

     7,660,385  
    

 

 

 
       48,985,496  
    

 

 

 
 

India - 3.5%

  
11,513,037  

ICICI Bank Ltd.

     54,176,182  
2,822,005  

Power Grid Corp. of India Ltd.

     9,820,197  
6,383,492  

State Bank of India

     31,084,649  
508,065  

Tata Motors Ltd. ADR

     17,497,759  
    

 

 

 
       112,578,787  
    

 

 

 
 

Israel - 0.3%

  
332,435  

Teva Pharmaceutical Industries Ltd. ADR

     10,694,434  
    

 

 

 
 

Italy - 3.4%

  
986,122  

Assicurazioni Generali S.p.A.

     17,886,483  


 

  The Hartford International Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

420,475  

Banca Generali S.p.A.

   $ 14,915,791  
61,800  

Ferrari N.V.

     6,503,189  
1,479,562  

FinecoBank Banca Fineco S.p.A.

     12,967,377  
2,865,594  

UniCredit S.p.A.*

     56,320,211  
    

 

 

 
       108,593,051  
    

 

 

 
 

Japan - 17.4%

  
167,400  

Daikin Industries Ltd.

     17,723,190  
167,860  

Daito Trust Construction Co., Ltd.

     28,372,260  
737,820  

Daiwa House Industry Co., Ltd.

     25,736,178  
113,160  

FANUC Corp.

     23,136,096  
2,354,050  

ITOCHU Corp.

     36,915,048  
1,362,600  

Japan Tobacco, Inc.

     47,349,160  
4,146,060  

Kawasaki Heavy Industries Ltd.

     13,200,630  
4,465,170  

Mitsubishi Heavy Industries Ltd.

     17,752,852  
187,920  

Murata Manufacturing Co., Ltd.

     29,234,591  
585,460  

Nippon Telegraph & Telephone Corp.

     28,651,352  
493,450  

Omron Corp.

     24,619,245  
822,870  

Ono Pharmaceutical Co., Ltd.

     18,000,882  
1,204,760  

Seven & I Holdings Co., Ltd.

     48,557,434  
801,200  

SoftBank Group Corp.

     64,574,751  
753,720  

Sony Financial Holdings, Inc.

     13,030,345  
1,659,560  

Sumitomo Mitsui Financial Group, Inc.

     64,035,418  
1,462,013  

Tokio Marine Holdings, Inc.

     61,482,398  
    

 

 

 
               562,371,830  
    

 

 

 
 

Luxembourg - 0.1%

  
178,505  

SES S.A.

     4,199,183  
    

 

 

 
 

Mexico - 1.5%

  
1,503,235  

America Movil S.A.B. de C.V. Class L, ADR

     26,577,195  
2,712,050  

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

     17,130,741  
1,052,950  

Infraestructura Energetica Nova, S.A.B. de C.V.

     5,961,936  
    

 

 

 
       49,669,872  
    

 

 

 
 

Netherlands - 1.3%

  
763,730  

AerCap Holdings N.V.*

     37,499,143  
1,707,648  

DP Eurasia N.V.*(1)

     4,393,490  
    

 

 

 
       41,892,633  
    

 

 

 
 

South Africa - 0.5%

  
4,406,837  

FirstRand Ltd.

     17,334,335  
    

 

 

 
 

South Korea - 2.4%

  
364,152  

ING Life Insurance Korea Ltd.*(1)

     12,284,293  
29,985  

Samsung Electronics Co., Ltd.

     64,482,111  
    

 

 

 
       76,766,404  
    

 

 

 
 

Spain - 5.2%

  
8,916,681  

Banco Santander S.A.

     60,706,258  
9,077,073  

Iberdrola S.A.

     71,553,988  
934,911  

Industria de Diseno Textil S.A.

     37,110,720  
    

 

 

 
       169,370,966  
    

 

 

 
 

Switzerland - 8.7%

  
1,120,356  

ABB Ltd.

     26,245,818  
574,184  

Julius Baer Group Ltd.*

     32,502,844  
212,380  

LafargeHolcim Ltd.*

     12,689,958  
1,122,258  

Novartis AG

     95,591,370  
4,281,969  

UBS Group AG*

     74,465,432  
130,828  

Zurich Insurance Group AG

     39,873,694  
    

 

 

 
       281,369,116  
    

 

 

 
 

Taiwan - 3.0%

  
13,726,595  

Taiwan Semiconductor Manufacturing Co., Ltd.

     97,031,918  
    

 

 

 
 

United Kingdom - 10.1%

  
719,458  

AstraZeneca plc

     42,881,890  
4,427,952  

Aviva plc

     31,473,998  
2,925,816  

BAE Systems plc

     23,212,921  


 

  The Hartford International Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

1,052,104     

British American Tobacco plc

      $ 65,446,904  
5,456,157     

BT Group plc

        22,579,198  
11,462,096     

Glencore plc*

        50,563,825  
1,581,257     

Just Eat plc*

        12,951,916  
829,096     

Unilever N.V.

        48,317,734  
1,441,243     

WPP plc

        29,392,406  
          

 

 

 
             326,820,792  
          

 

 

 
    

Total Common Stocks
(cost $2,777,083,179)

      $ 3,137,582,568  
          

 

 

 

Exchange Traded Funds - 1.0%

     
    

Other Investment Pools & Funds - 1.0%

     
650,745     

iShares MSCI ACWI ex U.S. ETF

      $ 30,708,656  
          

 

 

 
    

Total Exchange Traded Funds
(cost $29,406,748)

      $ 30,708,656  
          

 

 

 
    

Total Long-Term Investments
(cost $2,806,489,927)

      $         3,168,291,224  
          

 

 

 

Short-Term Investments - 2.2%

     
    

Other Investment Pools & Funds - 2.2%

     
71,504,568     

Fidelity Institutional Government Fund, Institutional Class

      $ 71,504,568  
          

 

 

 
    

Total Short-Term Investments
(cost $71,504,568)

      $ 71,504,568  
          

 

 

 
    

Total Investments
(cost $2,877,994,495)^

     100.1%      $ 3,239,795,792  
    

Other Assets and Liabilities

     (0.1)%        (1,669,703
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 3,238,126,089  
       

 

 

    

 

 

 

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

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

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

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

 

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

Unrealized Appreciation

      $         387,613,908  

Unrealized Depreciation

        (25,812,611
     

 

 

 

Net Unrealized Appreciation

      $ 361,801,297  
     

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $16,677,783, which represented 0.5% of total net assets.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ACWI    All Country World Index
ADR    American Depositary Receipt
ETF    Exchange Traded Fund
MSCI    Morgan Stanley Capital International
REIT    Real Estate Investment Trust


 

 The Hartford International Opportunities Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

           Level 3(1)      

 

 

Assets

 

Common Stocks

 

Argentina

   $ 5,949,021      $ 5,949,021      $      $  

Canada

     259,730,700        259,730,700                

China

     296,403,212        209,880,321        86,522,891         

Denmark

     27,644,550               27,644,550         

France

     431,801,071               431,801,071         

Germany

     204,869,140               204,869,140         

Greece

     3,506,057               3,506,057         

Hong Kong

     48,985,496        7,660,385        41,325,111         

India

     112,578,787        17,497,759        95,081,028         

Israel

     10,694,434        10,694,434                

Italy

     108,593,051               108,593,051         

Japan

     562,371,830               562,371,830         

Luxembourg

     4,199,183               4,199,183         

Mexico

     49,669,872        49,669,872                

Netherlands

     41,892,633        41,892,633                

South Africa

     17,334,335               17,334,335         

South Korea

     76,766,404        12,284,293        64,482,111         

Spain

     169,370,966               169,370,966         

Switzerland

     281,369,116               281,369,116         

Taiwan

     97,031,918               97,031,918         

United Kingdom

     326,820,792               326,820,792         

Exchange Traded Funds

     30,708,656        30,708,656                

Short-Term Investments

     71,504,568        71,504,568                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       3,239,795,792      $       717,472,642      $       2,522,323,150      $       —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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


 

  The Hartford International Small Company Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value    

Common Stocks - 98.9%

 

 

Australia - 5.1%

  
85,718  

Domino’s Pizza Enterprises Ltd.

   $ 3,654,308  
442,190  

Estia Health Ltd.

     1,027,131  
1,446,881  

Japara Healthcare Ltd.

     2,361,912  
605,610  

Karoon Gas Australia Ltd.*

     654,816  
968,377  

Mantra Group Ltd.

     2,332,647  
1,121,886  

oOh!media Ltd.

     3,610,629  
484,573  

Regis Healthcare Ltd.

     1,430,664  
140,684  

Seek Ltd.

     1,923,703  
2,503,447  

Tox Free Solutions Ltd.

     4,786,591  
    

 

 

 
                 21,782,401  
    

 

 

 
 

Austria - 5.2%

  
44,376  

ams AG*

     3,198,024  
68,368  

Andritz AG

     4,185,741  
91,810  

Buwog AG*

     2,699,185  
16,845  

Lenzing AG

     3,011,109  
41,735  

Porr AG

     1,487,859  
58,833  

RHI AG

     2,223,117  
23,685  

Schoeller-Bleckmann Oilfield Equipment AG*

     1,794,452  
158,419  

Wienerberger AG

     3,641,753  
    

 

 

 
       22,241,240  
    

 

 

 
 

Belgium - 1.8%

  
23,784  

Cie d’Entreprises CFE

     3,510,992  
21,852  

Galapagos N.V.*

     1,736,055  
79,105  

Ontex Group N.V.

     2,712,811  
    

 

 

 
       7,959,858  
    

 

 

 
 

China - 0.9%

  
828,000  

Wuxi Biologics Cayman, Inc.*(1)

     3,710,247  
    

 

 

 
 

France - 6.4%

  
41,447  

Eurazeo S.A.

     3,383,091  
32,139  

ID Logistics Group*

     5,193,301  
49,412  

Imerys S.A.

     4,283,250  
142,928  

Innate Pharma S.A.*

     1,832,783  
186,984  

Maisons du Monde S.A.(1)

     6,931,629  
27,162  

Orpea

     3,114,750  
16,090  

Virbac S.A.*

     2,871,388  
    

 

 

 
       27,610,192  
    

 

 

 
 

Germany - 2.0%

  
18,913  

Aumann AG*(1)

     1,259,596  
161,018  

SAF-Holland S.A.

     2,845,070  
19,867  

Sartorius AG (Preference Shares)

     1,877,725  
43,726  

STRATEC Biomedical AG

     2,674,500  
    

 

 

 
       8,656,891  
    

 

 

 
 

Hong Kong - 0.9%

  
904,000  

Cathay Pacific Airways Ltd.

     1,416,354  
2,622,000  

Value Partners Group Ltd.

     2,436,142  
    

 

 

 
       3,852,496  
    

 

 

 
 

Ireland - 0.7%

  
1,732,335  

Cairn Homes plc*

     3,209,406  
    

 

 

 
 

Italy - 10.5%

  
638,622  

Anima Holding S.p.A.(1)

     5,182,752  
400,526  

Autogrill S.p.A.

     4,755,491  
155,531  

Brunello Cucinelli S.p.A.

     4,568,789  
375,261  

Cerved Information Solutions S.p.A.

     4,303,745  
27,521  

DiaSorin S.p.A.

     2,400,323  
369,150  

FinecoBank Banca Fineco S.p.A.

     3,235,354  
721,207  

Infrastrutture Wireless Italiane S.p.A.(1)

     4,653,020  
74,239  

Interpump Group S.p.A.

     2,258,815  
168,117  

Moncler S.p.A.

     4,514,667  


 

  The Hartford International Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

530,751  

OVS S.p.A.(1)

   $ 4,014,869  
168,326  

Salvatore Ferragamo S.p.A.

     4,879,145  
    

 

 

 
       44,766,970  
    

 

 

 
 

Japan - 35.3%

  
40,600  

Ain Holdings, Inc.

     2,926,118  
220,700  

Alps Electric Co., Ltd.

     6,001,546  
107,100  

Asahi Intecc Co., Ltd.

     4,809,359  
426,200  

Daikyonishikawa Corp.

     6,365,598  
144,100  

Dip Corp.

     3,039,896  
20,420  

Disco Corp.

     3,619,121  
355,100  

DMG Mori Co., Ltd.

     5,890,616  
174,500  

EPS Holdings, Inc.

     2,861,863  
74,900  

Ezaki Glico Co., Ltd.

     3,938,286  
292,800  

Ferrotec Holdings Corp.

     4,344,852  
182,800  

H2O Retailing Corp.

     2,991,175  
221,200  

Hitachi Metals Ltd.

     3,078,681  
777,500  

Ichigo, Inc.

     2,374,709  
1,779,000  

IHI Corp.*

     5,863,488  
447,700  

Itoham Yonekyu Holdings, Inc.

     4,164,032  
122,900  

Jamco Corp.

     3,115,431  
727,400  

Kenedix, Inc.

     3,724,093  
264,500  

Kobe Steel Ltd.*

     3,308,369  
149,478  

Kyudenko Corp.

     5,637,936  
99,600  

Minebea Mitsumi, Inc.

     1,640,941  
28,900  

Mitsubishi Materials Corp.

     970,870  
155,300  

Miura Co., Ltd.

     3,142,335  
107,000  

Nippon Shinyaku Co., Ltd.

     6,753,267  
57,900  

Nippon Shokubai Co., Ltd.

     3,787,879  
1,889,000  

Nippon Yusen KK*

     3,606,087  
48,200  

PeptiDream, Inc.*

     1,514,492  
299,900  

Persol Holdings Co., Ltd.

     5,686,045  
434,600  

Sanwa Holdings Corp.

     4,706,116  
136,600  

SCSK Corp.

     5,764,543  
1,199,000  

Shinsei Bank Ltd.

     1,976,254  
1,183,000  

Taiheiyo Cement Corp.

     4,438,945  
477,900  

Takara Leben Co., Ltd.

     2,192,325  
150,600  

Teijin Ltd.

     3,019,436  
117,600  

Tenma Corp.

     2,373,197  
78,900  

Tokyo Ohka Kogyo Co., Ltd.

     2,568,334  
378,200  

Tokyo Steel Manufacturing Co., Ltd.

     3,241,998  
35,642  

Tokyo TY Financial Group, Inc.

     948,563  
214,200  

Toyo Tire & Rubber Co., Ltd.

     4,396,785  
160,900  

W-Scope Corp.

     3,415,937  
56,900  

Yamato Kogyo Co., Ltd.

     1,594,927  
119,600  

Zenkoku Hosho Co., Ltd.

     5,143,130  
    

 

 

 
                 150,937,575  
    

 

 

 
 

Jersey - 0.4%

  
191,751  

Sanne Group plc

     1,748,205  
    

 

 

 
 

Luxembourg - 1.7%

  
1,697,000  

L’Occitane International S.A.

     3,927,345  
149,682  

Reinet Investments SCA

     3,189,485  
    

 

 

 
       7,116,830  
    

 

 

 
 

Netherlands - 2.0%

  
92,111  

IMCD Group N.V.

     5,161,458  
191,452  

Intertrust N.V.(1)

     3,287,427  
    

 

 

 
       8,448,885  
    

 

 

 
 

Norway - 1.3%

  
320,455  

Kongsberg Gruppen ASA

     5,449,417  
    

 

 

 
 

South Korea - 2.9%

  
83,537  

Hotel Shilla Co., Ltd.

     4,844,909  
41,824  

Korea Aerospace Industries Ltd.

     1,934,622  
237,483  

Nexen Tire Corp.

     2,822,846  


 

  The Hartford International Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

78,544  

Samsung Securities Co., Ltd.

   $ 2,847,087  
    

 

 

 
       12,449,464  
    

 

 

 
 

Spain - 1.1%

  
299,710  

Melia Hotels International S.A.

     4,645,538  
    

 

 

 
 

Switzerland - 2.2%

  
40,107  

Galenica AG*(1)

     1,864,554  
281,019  

OC Oerlikon Corp. AG*

     4,111,579  
9,389  

Tecan Group AG

     1,751,083  
9,048  

u-blox Holding AG*

     1,796,717  
    

 

 

 
       9,523,933  
    

 

 

 
 

Taiwan - 1.3%

  
243,000  

Catcher Technology Co., Ltd.

     2,792,776  
333,000  

Globalwafers Co., Ltd.

     2,621,496  
    

 

 

 
       5,414,272  
    

 

 

 
 

United Kingdom - 17.2%

  
448,430  

Abcam plc

     6,074,980  
1,469,726  

B&M European Value Retail S.A.

     6,984,972  
206,978  

Concentric AB

     3,247,580  
199,715  

Consort Medical plc

     2,806,318  
827,658  

ConvaTec Group plc*(1)

     3,392,882  
793,291  

Elementis plc

     3,100,833  
90,444  

Genus plc

     2,063,248  
427,772  

Grainger plc

     1,484,270  
1,353,467  

Hays plc

     2,976,440  
144,495  

Hikma Pharmaceuticals plc

     2,689,725  
192,431  

Hill & Smith Holdings plc

     3,402,174  
397,408  

Hunting plc*

     2,459,547  
876,627  

Ibstock plc(1)

     2,949,386  
75,618  

James Fisher & Sons plc

     1,566,396  
177,291  

Keller Group plc

     2,058,477  
201,389  

Kier Group plc

     3,422,664  
620,558  

Ophir Energy plc*

     597,366  
718,065  

Polypipe Group plc

     3,801,030  
734,450  

Rentokil Initial plc

     2,814,789  
945,783  

Restaurant Group plc

     4,172,866  
1,190,537  

Tyman plc

     5,544,907  
99,271  

Ultra Electronics Holdings plc

     2,743,701  
1,360,199  

Volution Group plc

     3,414,316  
    

 

 

 
       73,768,867  
    

 

 

 
 

Total Common Stocks
(cost $364,388,581)

   $           423,292,687  
    

 

 

 

Exchange Traded Funds - 0.5%

  
 

Other Investment Pools & Funds - 0.5%

  
88,800  

Electra Private Equity plc

   $ 1,977,707  
    

 

 

 
 

Total Exchange Traded Funds
(cost $3,486,046)

   $ 1,977,707  
    

 

 

 
 

Total Long-Term Investments
(cost $367,874,627)

   $ 425,270,394  
    

 

 

 

Short-Term Investments - 0.7%

  
 

Other Investment Pools & Funds - 0.7%

  
3,175,726  

Morgan Stanley Institutional Liquidity Funds, Institutional Class

   $ 3,175,726  
    

 

 

 
 

Total Short-Term Investments
(cost $3,175,726)

   $ 3,175,726  
    

 

 

 


 

  The Hartford International Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Total Investments
(cost $371,050,353)^

     100.1%      $ 428,446,120  
  Other Assets and Liabilities      (0.1)%        (490,562
    

 

 

    

 

 

 
  Total Net Assets      100.0%      $           427,955,558  
    

 

 

    

 

 

 

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:

UnrealizedAppreciation

  $ 72,223,410  

UnrealizedDepreciation

    (14,827,643
   

 

 

 

Net  Unrealized Appreciation

  $           57,395,767  
   

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $37,246,362, which represented 8.7% of total net assets.

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


 

  The Hartford International Small Company Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

           Level 3(1)      

 

 

Assets

 

Common Stocks

 

Australia

   $ 21,782,401      $ 4,786,591      $ 16,995,810      $  

Austria

     22,241,240        11,215,722        11,025,518         

Belgium

     7,959,858        3,510,992        4,448,866         

China

     3,710,247        3,710,247                

France

     27,610,192        14,996,318        12,613,874         

Germany

     8,656,891               8,656,891         

Hong Kong

     3,852,496               3,852,496         

Ireland

     3,209,406        3,209,406                

Italy

     44,766,970        4,653,020        40,113,950         

Japan

     150,937,575               150,937,575         

Jersey

     1,748,205        1,748,205                

Luxembourg

     7,116,830        3,189,485        3,927,345         

Netherlands

     8,448,885        8,448,885                

Norway

     5,449,417               5,449,417         

South Korea

     12,449,464               12,449,464         

Spain

     4,645,538               4,645,538         

Switzerland

     9,523,933               9,523,933         

Taiwan

     5,414,272               5,414,272         

United Kingdom

     73,768,867        35,172,000        38,596,867         

Exchange Traded Funds

     1,977,707        1,977,707                

Short-Term Investments

     3,175,726        3,175,726                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       428,446,120      $       99,794,304      $       328,651,816      $       —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended July 31, 2017, investments valued at $16,347,162 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $38,171,456 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

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


 

  The Hartford International Value Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 93.1%

  
 

Australia - 0.6%

  
4,879,906  

Resolute Mining Ltd.

   $ 4,214,560  
6,222,262  

Western Areas Ltd.*

     11,800,520  
    

 

 

 
       16,015,080  
    

 

 

 
 

Austria - 0.4%

  
563,772  

Zumtobel Group AG

     11,163,537  
    

 

 

 
 

Belgium - 1.6%

  
477,772  

Ageas

     21,508,669  
1,870,657  

AGFA-Gevaert N.V.*

     8,727,283  
383,017  

Orange Belgium S.A.

     9,447,042  
    

 

 

 
       39,682,994  
    

 

 

 
 

Brazil - 1.0%

  
957,200  

Cia Paranaense de Energia (Preference Shares)

     7,953,261  
1,169,287  

Petroleo Brasileiro S.A. ADR*

     10,301,418  
516,200  

Telefonica Brasil S.A. (Preference Shares)

     7,732,199  
    

 

 

 
       25,986,878  
    

 

 

 
 

Canada - 1.8%

  
579,753  

Barrick Gold Corp.

     9,802,441  
1,554,302  

Centerra Gold, Inc.*

     8,290,442  
3,828,098  

Eldorado Gold Corp.

     8,115,568  
978,973  

Ivanhoe Mines Ltd. Class A*

     3,863,282  
1,970,942  

Kinross Gold Corp.*

     8,120,281  
528,033  

Northern Dynasty Minerals Ltd.*

     749,644  
629,161  

Painted Pony Energy Ltd.*

     2,296,116  
1,494,226  

Uranium Participation Corp.*

     4,578,258  
    

 

 

 
       45,816,032  
    

 

 

 
 

China - 0.5%

  
9,474,000  

361 Degrees International Ltd.

     3,333,058  
1,568,000  

China BlueChemical Ltd. Class H

     441,803  
26,741,300  

Daphne International Holdings Ltd.*

     2,396,001  
18,393,000  

Xtep International Holdings Ltd.

     6,847,566  
    

 

 

 
       13,018,428  
    

 

 

 
 

Denmark - 0.4%

  
514,204  

D/S Norden A/S*

     10,200,861  
    

 

 

 
 

France - 9.7%

  
125,942  

Air France-KLM*

     1,705,252  
545,474  

Alstom S.A.

     19,542,217  
447,002  

BNP Paribas S.A.

     34,640,713  
516,787  

Cie de Saint-Gobain

     28,674,804  
1,020,551  

Coface S.A.

     9,650,058  
1,090,413  

Engie S.A.

     17,562,410  
146,151  

Metropole Television S.A.

     3,536,159  
95,260  

Renault S.A.

     8,582,153  
886,803  

Rexel S.A.

     14,042,928  
458,803  

Societe Generale S.A.

     26,901,780  
65,358  

Sopra Steria Group

     11,302,687  
944,168  

Television Francaise

     13,814,759  
948,129  

Total S.A.

     48,215,843  
140,010  

Vicat S.A.

     10,226,398  
    

 

 

 
               248,398,161  
    

 

 

 
 

Germany - 3.6%

  
505,759  

Deutsche Lufthansa AG

     10,861,182  
1,486,549  

E.ON SE

     14,706,053  
283,023  

Hamburger Hafen und Logistik AG

     7,915,498  
553,255  

METRO AG

     6,217,136  
553,255  

Metro Wholesale & Food Specialist AG*

     11,176,611  
161,074  

Rheinmetall AG

     16,073,568  
546,614  

RWE AG*

     11,517,469  


 

  The Hartford International Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

306,740  

Salzgitter AG

   $ 13,761,789  
    

 

 

 
       92,229,306  
    

 

 

 
 

Greece - 1.0%

  
3,479,071  

Alpha Bank A.E.*

     8,340,340  
1,269,562  

Hellenic Telecommunications Organization S.A.

     16,201,348  
    

 

 

 
       24,541,688  
    

 

 

 
 

Hong Kong - 0.9%

  
10,707,788  

AMVIG Holdings Ltd.

     3,111,932  
803,060  

Dah Sing Financial Holdings Ltd.

     5,682,382  
214,614,205  

G-Resources Group Ltd.*

     2,801,981  
35,872,000  

NetMind Financial Holdings Ltd.*

     169,743  
51,947,275  

Pacific Basin Shipping Ltd.*

     11,350,468  
    

 

 

 
       23,116,506  
    

 

 

 
 

Hungary - 0.4%

  
6,162,172  

Magyar Telekom Telecommunications plc

     11,134,794  
    

 

 

 
 

India - 1.0%

  
3,029,332  

Allahabad Bank*

     3,533,768  
1,435,479  

Canara Bank

     8,230,134  
3,046,522  

Corp. Bank*

     2,405,828  
4,183,468  

NTPC Ltd.

     10,709,489  
    

 

 

 
       24,879,219  
    

 

 

 
 

Italy - 4.7%

  
1,303,727  

Assicurazioni Generali S.p.A.

     23,647,268  
2,313,133  

Banca Popolare dell’Emilia Romagna SC

     12,707,279  
2,204,312  

Eni S.p.A.

     34,901,180  
2,897,693  

Geox S.p.A.

     11,498,333  
2,676,466  

Saipem S.p.A.*

     10,982,015  
1,360,784  

UniCredit S.p.A.*

     26,744,767  
    

 

 

 
               120,480,842  
    

 

 

 
 

Japan - 32.8%

  
822,350  

Aisan Industry Co., Ltd.

     7,344,861  
81,770  

Alpha Systems, Inc.

     1,589,269  
739,795  

Alpine Electronics, Inc.

     13,488,009  
711,660  

Avex Group Holdings, Inc.

     9,358,366  
220,900  

Benesse Holdings, Inc.

     8,454,250  
605,805  

Canon, Inc.

     21,076,459  
203,865  

Cawachi Ltd.

     5,031,614  
1,519,100  

Chiyoda Corp.

     9,123,925  
405,205  

Chubu Steel Plate Co., Ltd.

     2,694,138  
1,561,550  

Citizen Watch Co., Ltd.

     11,610,392  
307,640  

CMIC Holdings Co., Ltd.

     4,272,884  
994,630  

Dai-ichi Life Holdings, Inc.

     17,181,226  
292,115  

DeNA Co., Ltd.

     6,417,503  
227,058  

Eisai Co., Ltd.

     12,168,385  
431,990  

Exedy Corp.

     13,519,970  
356,415  

Fuji Media Holdings, Inc.

     5,149,605  
3,534,065  

Fujitsu Ltd.

     26,317,220  
933,015  

Funai Electric Co., Ltd.

     8,458,239  
208,550  

Gendai Agency, Inc.

     1,068,808  
1,166,280  

Gree, Inc.

     8,960,264  
434,225  

Hisaka Works Ltd.

     3,895,592  
1,113,055  

Honda Motor Co., Ltd.

     31,156,465  
343,255  

Honeys Holdings Co., Ltd.

     3,877,210  
569,955  

Hosiden Corp.

     6,592,247  
1,075,655  

Ichiyoshi Securities Co., Ltd.

     9,644,535  
873,310  

Inpex Corp.

     8,498,646  
529,455  

Japan Petroleum Exploration Co., Ltd.

     10,995,367  
741,070  

Japan Steel Works Ltd.

     12,238,934  
688,340  

JGC Corp.

     11,026,591  
1,036,505  

JSR Corp.

     18,265,301  
877,125  

Keihin Corp.

     12,620,881  
367,255  

Kuroda Electric Co., Ltd.

     7,021,753  


 

  The Hartford International Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

580,475  

Kyoei Steel Ltd.

   $ 8,958,282  
190,120  

Melco Holdings, Inc.

     6,364,885  
305,540  

Miraial Co., Ltd.

     2,931,802  
4,245,400  

Mitsubishi Heavy Industries Ltd.

     16,879,079  
3,035,195  

Mitsubishi Motors Corp.

     21,894,670  
5,170,955  

Mitsubishi UFJ Financial Group, Inc.

     32,805,107  
16,575,615  

Mizuho Financial Group, Inc.

     29,477,650  
647,510  

Nakayama Steel Works Ltd.

     3,924,175  
467,420  

Neturen Co., Ltd.

     4,302,674  
944,745  

Nichicon Corp.

     10,382,927  
811,610  

Nikon Corp.

     14,300,377  
466,210  

Nippon Chemi-Con Corp.

     1,883,400  
449,455  

Nippon Television Holdings, Inc.

     7,684,271  
56,460  

Nishimatsuya Chain Co., Ltd.

     618,344  
695,755  

Nissin Kogyo Co., Ltd.

     11,652,309  
679,510  

NOK Corp.

     15,554,015  
565,880  

Oita Bank Ltd.

     2,132,348  
2,955,845  

Pacific Metals Co., Ltd.*

     7,929,449  
241,135  

PAL GROUP Holdings Co., Ltd.

     7,696,669  
6,345,805  

Pioneer Corp.*

     12,530,590  
151,545  

Proto Corp.

     2,368,876  
562,285  

Relia, Inc.

     6,010,748  
399,045  

Sankyo Co., Ltd.

     13,097,613  
368,282  

Sanyo Shokai Ltd.

     5,546,072  
1,411,505  

Shinko Electric Industries Co., Ltd.

     10,270,064  
962,740  

Showa Corp.*

     9,300,186  
808,230  

Sumitomo Mitsui Financial Group, Inc.

     31,186,186  
488,795  

Sumitomo Mitsui Trust Holdings, Inc.

     17,950,037  
762,245  

Sumitomo Riko Co., Ltd.

     7,973,070  
318,740  

Suzuken Co., Ltd.

     10,644,941  
1,534,825  

T&D Holdings, Inc.

     22,641,367  
118,710  

Taiyo Yuden Co., Ltd.

     1,993,381  
588,370  

Takeda Pharmaceutical Co., Ltd.

     31,081,720  
832,965  

Tochigi Bank Ltd.

     3,389,423  
812,090  

Tokai Rika Co., Ltd.

     14,911,921  
279,840  

Tokyo Seimitsu Co., Ltd.

     9,706,611  
1,310,570  

Tokyo Steel Manufacturing Co., Ltd.

     11,234,440  
726,400  

Toppan Forms Co., Ltd.

     7,552,747  
2,536,040  

Toshiba Machine Co., Ltd.

     12,042,691  
3,336,995  

Toyo Engineering Corp.

     8,776,673  
597,475  

Toyoda Gosei Co., Ltd.

     14,097,138  
159,460  

TV Asahi Holdings Corp.

     2,899,523  
843,465  

Ushio, Inc.

     11,837,496  
583,555  

Xebio Holdings Co., Ltd.

     10,990,824  
432,150  

Yamato Kogyo Co., Ltd.

     12,113,315  
    

 

 

 
               838,638,995  
    

 

 

 
 

Kazakhstan - 0.1%

  
289,449  

KazMunaiGas Exploration Production JSC GDR

     2,822,128  
    

 

 

 
 

Netherlands - 4.1%

  
570,377  

Fugro N.V.*

     9,161,470  
1,501,795  

ING Groep N.V.

     28,059,290  
261,015  

Koninklijke Philips N.V.

     9,974,960  
3,987,095  

PostNL N.V.

     18,872,090  
1,387,899  

Royal Dutch Shell plc Class B

     39,538,060  
    

 

 

 
       105,605,870  
    

 

 

 
 

Norway - 0.9%

  
466,297  

Statoil ASA

     8,763,621  
1,617,866  

Storebrand ASA

     13,494,996  
    

 

 

 
       22,258,617  
    

 

 

 
 

Portugal - 0.2%

  
968,117  

CTT-Correios de Portugal S.A.

     6,313,121  
    

 

 

 
 

Russia - 2.1%

  
4,186,412  

Gazprom PJSC ADR

     16,296,571  


 

 The Hartford International Value Fund

 

 

 Schedule of Investments – (continued)

 July 31, 2017 (Unaudited)

 

 

346,915  

Lukoil PJSC ADR

   $ 16,164,588  
742,005  

Sberbank of Russia PJSC ADR

     8,638,929  
2,776,480  

Surgutneftegas OJSC ADR

     12,099,189  
    

 

 

 
       53,199,277  
    

 

 

 
 

South Africa - 1.7%

  
351,806  

Anglo American Platinum Ltd.*

     8,615,182  
3,502,138  

Gold Fields Ltd.

     13,970,917  
694,037  

Grindrod Ltd.*

     651,972  
2,122,951  

Impala Platinum Holdings Ltd.*

     5,668,301  
6,652,459  

Nampak Ltd.*

     9,647,714  
2,985,753  

Raubex Group Ltd.

     5,380,756  
    

 

 

 
       43,934,842  
    

 

 

 
 

South Korea - 2.6%

  
349,062  

KB Financial Group, Inc.

     18,559,689  
521,798  

KT Corp.

     16,224,956  
153,337  

NHN Entertainment Corp.*

     10,508,563  
285,136  

Shinhan Financial Group Co., Ltd.

     13,551,649  
849,906  

Tongyang Life Insurance Co., Ltd.

     7,391,075  
    

 

 

 
               66,235,932  
    

 

 

 
 

Spain - 1.1%

  
539,933  

Almirall S.A.

     5,228,434  
4,215,702  

CaixaBank S.A.

     21,958,090  
    

 

 

 
       27,186,524  
    

 

 

 
 

Sweden - 1.3%

  
2,461,828  

Qliro Group AB*

     5,065,472  
4,029,724  

SAS AB*

     9,632,172  
3,008,694  

Telefonaktiebolaget LM Ericsson Class B

     19,473,496  
    

 

 

 
       34,171,140  
    

 

 

 
 

Switzerland - 4.7%

  
182,406  

Adecco Group AG

     13,916,300  
889,827  

GAM Holding AG*

     14,029,016  
245,183  

Julius Baer Group Ltd.*

     13,879,079  
423,376  

LafargeHolcim Ltd.*

     25,297,220  
2,011,727  

UBS Group AG*

     34,984,868  
58,668  

Zurich Insurance Group AG

     17,880,804  
    

 

 

 
       119,987,287  
    

 

 

 
 

Taiwan - 2.0%

  
23,743,525  

Acer, Inc.*

     11,667,363  
19,361,720  

Compal Electronics, Inc.

     12,858,938  
1,779,105  

MediaTek, Inc.

     15,661,298  
36,902,325  

Shin Kong Financial Holding Co., Ltd.

     9,864,841  
    

 

 

 
       50,052,440  
    

 

 

 
 

United Kingdom - 11.9%

  
927,852  

Anglo American plc*

     15,348,266  
525,664  

AstraZeneca plc

     31,331,176  
8,104,686  

BP plc

     47,604,914  
5,226,015  

BT Group plc

     21,626,802  
7,505,187  

Centrica plc

     19,661,110  
451,845  

Go-Ahead Group plc

     10,701,153  
2,297,770  

Halfords Group plc

     10,101,554  
5,914,155  

Hays plc

     13,005,952  
5,771,002  

HSBC Holdings plc

     57,796,054  
5,913,922  

J Sainsbury plc

     19,107,652  
757,159  

Lonmin plc*

     826,625  
3,340,240  

Marks & Spencer Group plc

     14,196,412  
7,146,005  

SIG plc

     15,604,072  
2,122,486  

Standard Chartered plc*

     23,725,715  


 

  The Hartford International Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

 

590,725  

SThree plc

      $ 2,476,553  
       

 

 

 
          303,114,010  
       

 

 

 
 

Total Common Stocks
(cost $2,167,128,313)

      $ 2,380,184,509  
       

 

 

 
 

Total Long-Term Investments
(cost $2,167,128,313)

      $ 2,380,184,509  
       

 

 

 

Short-Term Investments - 6.1%

     
 

Other Investment Pools & Funds - 6.1%

     
156,534,814  

Fidelity Institutional Government Fund, Institutional Class

      $ 156,534,814  
       

 

 

 
 

Total Short-Term Investments
(cost $156,534,814)

      $ 156,534,814  
       

 

 

 
 

Total Investments
(cost $2,323,663,127)^

     99.2%      $ 2,536,719,323  
 

Other Assets and Liabilities

     0.8%        20,934,312  
    

 

 

    

 

 

 
 

Total Net Assets

     100.0%      $     2,557,653,635  
    

 

 

    

 

 

 

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

   $       284,520,731  

Unrealized Depreciation

     (71,464,535
  

 

 

 

Net Unrealized Appreciation

   $ 213,056,196  
  

 

 

 

 

* Non-income producing.

 

Futures Contracts Outstanding at July 31, 2017

 

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

Long position contracts:

              

EAFE (mini MSCI) Index Future

     794        09/15/2017      $     75,438,359      $     76,974,330      $ 1,535,971  
              

 

 

 

    

              
              

 

 

 

Total futures contracts

               $     1,535,971  
              

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Index Abbreviations:

    
EAFE    Europe, Australasia and Far East   
MSCI    Morgan Stanley Capital International   

Other Abbreviations:

    
ADR    American Depositary Receipt   
GDR    Global Depositary Receipt   
JSC    Joint Stock Company   
OJSC    Open Joint Stock Company   
PJSC    Private Joint Stock Company   


 

  The Hartford International Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

           Level 3(1)      

 

 

Assets

 

Common Stocks

 

Australia

   $ 16,015,080      $      $ 16,015,080      $  

Austria

     11,163,537               11,163,537         

Belgium

     39,682,994        8,727,283        30,955,711         

Brazil

     25,986,878        25,986,878                

Canada

     45,816,032        45,816,032                

China

     13,018,428               13,018,428         

Denmark

     10,200,861               10,200,861         

France

     248,398,161        10,226,398        238,171,763         

Germany

     92,229,306        11,176,611        81,052,695         

Greece

     24,541,688        16,201,348        8,340,340         

Hong Kong

     23,116,506        3,111,932        20,004,574         

Hungary

     11,134,794               11,134,794         

India

     24,879,219               24,879,219         

Italy

     120,480,842        11,498,333        108,982,509         

Japan

     838,638,995        3,762,946        834,876,049         

Kazakhstan

     2,822,128        2,822,128                

Netherlands

     105,605,870               105,605,870         

Norway

     22,258,617               22,258,617         

Portugal

     6,313,121               6,313,121         

Russia

     53,199,277               53,199,277         

South Africa

     43,934,842        6,032,728        37,902,114         

South Korea

     66,235,932               66,235,932         

Spain

     27,186,524        5,228,434        21,958,090         

Sweden

     34,171,140               34,171,140         

Switzerland

     119,987,287               119,987,287         

Taiwan

     50,052,440               50,052,440         

United Kingdom

     303,114,010        38,883,332        264,230,678         

Short-Term Investments

     156,534,814        156,534,814                

Futures Contracts(2)

     1,535,971        1,535,971                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       2,538,255,294      $       347,545,168      $       2,190,710,126      $         —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the period ended July 31, 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 $31,431,110 were transferred from Level 2 to Level 1 due to the discontuniation of a fair valuation factor and there were no transfers in and out of Level 3.

 

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

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


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value    

Common Stocks - 113.9%

  
   Automobiles & Components - 2.6%   

4,454

   Hankook Tire Co., Ltd.    $             248,902  

13,700

   Keihin Corp.      197,128  

5,748

   Tenneco, Inc.      317,865  
     

 

 

 
        763,895  
     

 

 

 
   Banks - 4.8%   

30,400

   Banco ABC Brasil S.A. (Preference Shares)      159,587  

29,000

   Bank of Kyoto Ltd.      277,969  

29,100

   Banregio Grupo Financiero S.A.B. de C.V.      190,725  

229,000

   Chongqing Rural Commercial Bank Co., Ltd. Class H      168,729  

10,263

   Hilltop Holdings, Inc.      256,883  

15,000

   Sterling Bancorp      346,500  
     

 

 

 
        1,400,393  
     

 

 

 
   Capital Goods - 11.3%   

5,049

   AGCO Corp.      364,235  

9,289

   Alstom S.A.      332,789  

3,695

   Applied Industrial Technologies, Inc.      208,768  

10,900

   Daifuku Co., Ltd.      376,442  

21,700

   Hazama Ando Corp.      149,741  

20,000

   Hino Motors Ltd.      235,394  

3,363

   Moog, Inc. Class A*      249,938  

17,956

   Rexel S.A.      284,341  

3,072

   Teledyne Technologies, Inc.*      418,837  

9,993

   Terex Corp.      393,424  

6,910

   Timken Co.      314,405  
     

 

 

 
        3,328,314  
     

 

 

 
   Commercial & Professional Services - 2.3%   

7,056

   Robert Half International, Inc.      319,284  

10,268

   TriNet Group, Inc.*      359,380  
     

 

 

 
        678,664  
     

 

 

 
   Consumer Durables & Apparel - 9.1%   

13,542

   Acushnet Holdings Corp.      250,121  

23,600

   Alpine Electronics, Inc.      430,277  

58,000

   ANTA Sports Products Ltd.      198,842  

4,209

   Carter’s, Inc.      365,047  

1,700

   Deckers Outdoor Corp.*      110,262  

86,000

   Haier Electronics Group Co., Ltd.*      221,448  

12,340

   La-Z-Boy, Inc.      417,092  

14,508

   Moncler S.p.A.      389,602  

37,361

   OVS S.p.A.(1)      282,618  
     

 

 

 
        2,665,309  
     

 

 

 
   Consumer Services - 2.8%   

5,721

   Cheesecake Factory, Inc.      272,205  

2,041

   China Lodging Group Ltd. ADR*      207,631  

21,892

   Melia Hotels International S.A.      339,329  
     

 

 

 
        819,165  
     

 

 

 
   Diversified Financials - 8.4%   

10,591

   Banca Generali S.p.A.      375,702  

8,700

   Jafco Co., Ltd.      416,061  

38,886

   MFA Financial, Inc. REIT      330,142  

20,545

   MTGE Investment Corp. REIT      382,137  

24,183

   Redwood Trust, Inc. REIT      417,640  

11,120

   Solar Capital Ltd.      242,972  

7,666

   Voya Financial, Inc.      300,814  
     

 

 

 
        2,465,468  
     

 

 

 
   Energy - 4.2%   

33,618

   Enerplus Corp.      303,351  

15,700

   Japan Petroleum Exploration Co., Ltd.      326,047  

25,237

   Laredo Petroleum, Inc.*      327,071  


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

38,186

   Precision Drilling Corp.*    $ 110,875  

73,300

   United Tractors Tbk PT      165,591  
     

 

 

 
                    1,232,935  
     

 

 

 
   Food & Staples Retailing - 0.6%   

4,012

   GS Retail Co., Ltd.      173,464  
     

 

 

 
   Food, Beverage & Tobacco - 2.3%   

1,959

   Post Holdings, Inc.*      162,989  

3,897

   Sanderson Farms, Inc.      509,533  
     

 

 

 
        672,522  
     

 

 

 
   Health Care Equipment & Services - 6.4%   

6,000

   Glaukos Corp.*      241,080  

8,481

   Globus Medical, Inc. Class A*      260,791  

7,614

   Haemonetics Corp.*      313,164  

6,933

   HealthSouth Corp.      295,068  

7,377

   LifePoint Health, Inc.*      438,194  

29,857

   UDG Healthcare plc      333,342  
     

 

 

 
        1,881,639  
     

 

 

 
   Household & Personal Products - 2.6%   

7,140

   Nu Skin Enterprises, Inc. Class A      452,390  

11,525

   Pola Orbis Holdings, Inc.      319,742  
     

 

 

 
        772,132  
     

 

 

 
   Insurance - 4.6%   

3,225

   Assurant, Inc.      339,496  

9,565

   Assured Guaranty Ltd.      430,521  

8,870

   Coface S.A.      83,872  

17,964

   MBIA, Inc.*      182,694  

39,198

   Storebrand ASA      326,959  
     

 

 

 
        1,363,542  
     

 

 

 
   Materials - 7.9%   

5,638

   Cabot Corp.      306,312  

45,038

   Centerra Gold, Inc.*      240,227  

21,805

   Graphic Packaging Holding Co.      287,608  

9,847

   Methanex Corp.      436,609  

9,503

   Salzgitter AG      426,349  

39,100

   Tokyo Steel Manufacturing Co., Ltd.      335,172  

3,709

   Vidrala S.A.      289,306  
     

 

 

 
        2,321,583  
     

 

 

 
   Media - 2.3%   

26,047

   Television Francaise      381,111  

31,916

   UBM plc      304,747  
     

 

 

 
        685,858  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 3.0%   

4,063

   ICON plc*      426,412  

11,800

   MiMedx Group, Inc.*      176,528  

16,000

   Momenta Pharmaceuticals, Inc.*      264,800  
     

 

 

 
        867,740  
     

 

 

 
   Real Estate - 8.5%   

21,941

   Axiare Patrimonio SOCIMI S.A. REIT      409,736  

518,304

   Beni Stabili S.p.A. SIIQ REIT      414,159  

171,500

   Corp. Inmobiliaria Vesta S.A.B. de C.V.      259,141  

18,162

   Entra ASA(1)      241,379  

13,986

   LaSalle Hotel Properties REIT      413,146  

4,365

   Life Storage, Inc. REIT      318,820  

9,078

   Potlatch Corp. REIT      434,382  
     

 

 

 
        2,490,763  
     

 

 

 
   Retailing - 1.1%   

35,062

   Chico’s FAS, Inc.      320,817  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 6.3%   

13,410

   ASM Pacific Technology Ltd.      173,307  

19,760

   Entegris, Inc.*      515,736  


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

10,751

   First Solar, Inc.*    $ 530,132  

2,026

   MKS Instruments, Inc.      169,475  

3,099

   Silicon Motion Technology Corp. ADR      127,400  

54,929

   Win Semiconductors Corp.      321,426  
     

 

 

 
        1,837,476  
     

 

 

 
  

Software & Services - 5.8%

  

4,501

   Aspen Technology, Inc.*      255,972  

9,198

   Cardtronics plc Class A*      287,898  

4,573

   Momo, Inc. ADR*      200,892  

20,000

   Nexon Co., Ltd.*      415,689  

1,833

   SINA Corp.*      173,787  

2,148

   Temenos Group AG*      207,639  

5,740

   Yandex N.V. Class A*      166,345  
     

 

 

 
        1,708,222  
     

 

 

 
  

Technology Hardware & Equipment - 5.6%

  

4,398

   Arrow Electronics, Inc.*      357,513  

12,832

   Ciena Corp.*      330,424  

177,521

   E Ink Holdings, Inc.      189,789  

41,000

   Elite Material Co., Ltd.      202,779  

5,582

   Lumentum Holdings, Inc.*      349,433  

6,732

   Spectris plc      218,504  
     

 

 

 
        1,648,442  
     

 

 

 
  

Telecommunication Services - 0.9%

  

39,565

   Vonage Holdings Corp.*      261,525  
     

 

 

 
  

Transportation - 8.2%

  

176,446

   Air New Zealand Ltd.      444,215  

38,800

   Grupo Aeroportuario del Centro Norte S.A.B. de C.V.      245,081  

11,235

   Hitachi Transport System Ltd.      258,603  

89,730

   International Container Terminal Services, Inc.      189,886  

21,485

   Marten Transport Ltd.      342,686  

56,537

   PostNL N.V.      267,606  

78,497

   Qantas Airways Ltd.      333,618  

13,331

   Swift Transportation Co.*      339,941  
     

 

 

 
        2,421,636  
     

 

 

 
  

Utilities - 2.3%

  

44,400

   Cia de Saneamento do Parana (Preference Shares)      150,926  

31,136

   ENN Energy Holdings Ltd.      211,377  

10,471

   Indraprastha Gas Ltd.      192,364  

259,001

   SJVN Ltd.      134,467  
     

 

 

 
        689,134  
     

 

 

 
  

Total Common Stocks
(cost $28,904,183)

   $ 33,470,638  
     

 

 

 
Exchange Traded Funds - 4.0%   
  

Other Investment Pools & Funds - 4.0%

  

9,539

   iShares Core MSCI EAFE ETF    $ 597,141  

4,133

   iShares Russell 2000 ETF      584,861  
     

 

 

 
        1,182,002  
     

 

 

 
  

Total Exchange Traded Funds
(cost $1,049,314)

   $ 1,182,002  
     

 

 

 
  

Total Long-Term Investments
(cost $29,953,497)

   $         34,652,640  
Short-Term Investments - 1.6%   
  

Other Investment Pools & Funds - 1.6%

  

482,757

   Morgan Stanley Institutional Liquidity Funds, Institutional Class    $ 482,757  
     

 

 

 
  

Total Short-Term Investments
(cost $482,757)

   $ 482,757  
     

 

 

 


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Total Investments
(cost $30,436,254)^

     119.5%      $ 35,135,397  
  

Total Securities Sold Short
(proceeds $15,437,580)

     (56.5)%      $         (16,606,604
   Other Assets and Liabilities      37.0%        10,870,917  
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $ 29,399,710  
     

 

 

    

 

 

 

Securities Sold Short - (54.7%)

     

Common Stocks - (54.7%)

     
   Banks - (3.6%)      

(29,282)

   Aozora Bank Ltd.       $ (112,532

(3,900)

   Beneficial Bancorp, Inc.         (60,840

(2,098)

   CVB Financial Corp.         (45,191

(21,114)

   FinecoBank Banca Fineco S.p.A.         (185,050

(641)

   Independent Bank Corp.         (45,735

(11,411)

   Kearny Financial Corp.         (166,600

(31,117)

   Seven Bank Ltd.         (123,141

(3,992)

   Suruga Bank Ltd.         (96,263

(7,157)

   TFS Financial Corp.         (114,369

(2,044)

   Westamerica Bancorp         (111,848
        

 

 

 
           (1,061,569
        

 

 

 
   Capital Goods - (4.1%)      

(1,700)

   Actuant Corp. Class A         (41,140

(1,671)

   Aircastle Ltd.         (39,335

(2,427)

   Chicago Bridge & Iron Co. N.V.         (45,482

(1,886)

   CIRCOR International, Inc.         (94,413

(8,000)

   KBR, Inc.         (119,360

(7,313)

   Keihan Holdings Co., Ltd.         (47,314

(8,535)

   Kornit Digital Ltd.         (176,675

(97)

   Rational AG         (60,910

(44,716)

   Salini Impregilo S.p.A.         (157,074

(8,683)

   Sunrun, Inc.         (65,383

(14,337)

   Titan International, Inc.         (182,797

(16,310)

   Zardoya Otis S.A.         (171,099
        

 

 

 
           (1,200,982
        

 

 

 
   Commercial & Professional Services - (3.9%)      

(5,614)

   Aggreko plc         (62,760

(1,690)

   Bertrandt AG         (160,948

(18,949)

   Capita plc         (164,646

(8,889)

   Covanta Holding Corp.         (134,224

(12,640)

   IPH Ltd.         (45,717

(5,527)

   Mobile Mini, Inc.         (170,231

(2,709)

   Outsourcing, Inc.         (135,321

(4,668)

   Relia, Inc.         (49,900

(1,935)

   Ritchie Bros Auctioneers, Inc.         (54,632

(887)

   Sohgo Security Services Co., Ltd.         (37,599

(1,800)

   WageWorks, Inc.         (117,360
        

 

 

 
           (1,133,338
        

 

 

 
   Consumer Durables & Apparel - (1.9%)      

(6,496)

   G-III Apparel Group Ltd.         (169,091

(1,800)

   LGI Homes, Inc.         (79,740

(2,469)

   Tod’s S.p.A.         (171,568

(6,123)

   Vista Outdoor, Inc.         (141,380
        

 

 

 
           (561,779
        

 

 

 
   Consumer Services - (1.3%)      

(12,732)

   Belmond Ltd. Class A         (166,153

(1,844)

   Domino’s Pizza Enterprises Ltd.         (78,613

(6,670)

   Fuji Kyuko Co., Ltd.         (70,210

(5,276)

   Houghton Mifflin Harcourt Co.         (63,048
        

 

 

 
           (378,024
        

 

 

 
   Diversified Financials - (2.5%)      

(21,282)

   Gentera S.A.B. de C.V.         (32,277

(21,542)

   IG Group Holdings plc         (180,945


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

(15,738)

   LendingClub Corp.    $ (79,792

(30,957)

   Platinum Asset Management Ltd.      (135,443

(34,548)

   Ratos AB Class B      (165,041

(26,836)

   Singapore Exchange Ltd.      (149,780
     

 

 

 
        (743,278
     

 

 

 
   Energy - (2.8%)  

(14,800)

   Helix Energy Solutions Group, Inc.      (96,792

(15,500)

   Kosmos Energy Ltd.      (102,300

(5,126)

   Nippon Gas Co., Ltd.      (160,877

(3,792)

   PDC Energy, Inc.      (178,831

(3,800)

   RSP Permian, Inc.      (130,568

(3,820)

   SM Energy Co.      (66,430

(33,369)

   Tullow Oil plc      (74,217
     

 

 

 
        (810,015
     

 

 

 
   Food, Beverage & Tobacco - (2.2%)  

(1,454)

   Aryzta AG      (46,724

(4,474)

   Bakkafrost P/F      (175,766

(2,900)

   Cal-Maine Foods, Inc.      (110,635

(7,739)

   Cott Corp.      (120,112

(11,171)

   Pioneer Foods Group Ltd.      (118,790

(4,864)

   Wessanen      (85,794
     

 

 

 
        (657,821
     

 

 

 
   Health Care Equipment & Services - (4.7%)  

(7,328)

   K2M Group Holdings, Inc.      (178,290

(83,637)

   Life Healthcare Group Holdings Ltd.      (160,743

(1,835)

   Nevro Corp.      (157,920

(6,435)

   Novocure Ltd.      (132,561

(1,867)

   Penumbra, Inc.      (152,441

(104,771)

   Raffles Medical Group Ltd.      (99,402

(32,590)

   Regis Healthcare Ltd.      (96,219

(1,551)

   Sartorius AG (Preference Shares)      (146,592

(7,728)

   Tenet Healthcare Corp.      (134,081

(144,823)

   Universal Medical Financial & Technical Advisory Services Co., Ltd.(1)      (115,222
     

 

 

 
                (1,373,471
     

 

 

 
   Household & Personal Products - (0.7%)  

(4,537)

   Ontex Group N.V.      (155,591

(1,594)

   Revlon, Inc. Class A      (31,163

(299)

   WD-40 Co.      (31,888
     

 

 

 
        (218,642
     

 

 

 
   Insurance - (3.2%)  

(585)

   AMERISAFE, Inc.      (33,784

(5,669)

   AmTrust Financial Services, Inc.      (90,704

(15,667)

   Discovery Ltd.      (166,774

(1,285)

   Erie Indemnity Co. Class A      (163,786

(2,557)

   Mercury General Corp.      (153,139

(2,529)

   ProAssurance Corp.      (156,292

(7,495)

   Trupanion, Inc.      (178,531
     

 

 

 
        (943,010
     

 

 

 
   Materials - (3.8%)  

(3,306)

   Allegheny Technologies, Inc.      (62,616

(2,831)

   Calgon Carbon Corp.      (45,296

(5,140)

   CF Industries Holdings, Inc.      (150,859

(7,533)

   Flotek Industries, Inc.      (63,428

(2,733)

   FP Corp.      (149,518

(55,062)

   Galaxy Resources Ltd.      (81,102

(60,549)

   Impala Platinum Holdings Ltd.      (161,666

(51,478)

   Independence Group NL      (124,359

(415)

   Kansai Paint Co., Ltd.      (9,493

(23,716)

   Saracen Mineral Holdings Ltd.      (25,688

(500)

   Scotts Miracle-Gro Co. (The)      (47,995

(25,679)

   UACJ Corp.      (75,793

(1,600)

   WR Grace & Co.      (110,336
     

 

 

 
                (1,108,149
     

 

 

 


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

   Real Estate - (3.1%)  

(2,028)

   Aedifica S.A. REIT    $ (185,722

(360)

   Alexander’s, Inc. REIT      (156,596

(57,271)

   Ichigo, Inc.      (174,922

(68,458)

   IMMOFINANZ AG      (166,503

(7,123)

   Investors Real Estate Trust REIT      (44,305

(100)

   QTS Realty Trust, Inc. Class A, REIT      (5,347

(2,902)

   Seritage Growth Properties REIT      (135,727

(5,687)

   Spirit Realty Capital, Inc. REIT      (45,098
     

 

 

 
        (914,220
     

 

 

 
   Retailing - (4.4%)  

(137,436)

   China Harmony New Energy Auto Holding Ltd.      (66,212

(4,807)

   Core-Mark Holding Co., Inc.      (176,273

(2,279)

   Duluth Holdings, Inc. Class B      (44,167

(8,300)

   Etsy, Inc.      (119,271

(2,209)

   Fnac Darty S.A.      (209,201

(34,504)

   Groupon, Inc.      (129,735

(3,661)

   IDOM, Inc.      (24,249

(4,850)

   Lumber Liquidators Holdings, Inc.      (119,844

(259,954)

   Pou Sheng International Holdings Ltd.      (51,528

(2,685)

   Signet Jewelers Ltd.      (164,215

(5,375)

   Yoox Net-A-Porter Group S.p.A.      (178,033
     

 

 

 
        (1,282,728
     

 

 

 
   Semiconductors & Semiconductor Equipment - (0.5%)  

(3,278)

   Inphi Corp.      (125,875

(1,134)

   Xperi Corp.      (33,170
     

 

 

 
        (159,045
     

 

 

 
   Software & Services - (6.4%)  

(494)

   Baozun, Inc. ADR      (16,035

(1,300)

   Bitauto Holdings Ltd. ADR      (41,080

(7,458)

   Five9, Inc.      (164,523

(3,200)

   Gigamon, Inc.      (127,200

(12,793)

   Gogo, Inc.      (155,819

(16,915)

   IRESS Ltd.      (174,639

(3,500)

   MINDBODY, Inc. Class A      (90,825

(7,430)

   Monotype Imaging Holdings, Inc.      (140,055

(9,722)

   Pandora Media, Inc.      (87,012

(4,048)

   Q2 Holdings, Inc.      (157,467

(10,917)

   Quotient Technology, Inc.      (126,637

(7,558)

   Silver Spring Networks, Inc.      (85,481

(989)

   SMS Co., Ltd.      (31,297

(3,800)

   Square, Inc. Class A      (100,130

(4,340)

   Twilio, Inc. Class A      (126,598

(3,400)

   Virtusa Corp.      (112,710

(4,370)

   Yelp, Inc.      (142,156
     

 

 

 
                (1,879,664
     

 

 

 
   Technology Hardware & Equipment - (3.0%)  

(1,700)

   3D Systems Corp.      (28,560

(2,385)

   Ai Holdings Corp.      (65,712

(7,884)

   Cray, Inc.      (162,411

(2,600)

   Diebold Nixdorf, Inc.      (60,840

(3,736)

   Fabrinet      (168,157

(4,446)

   Finisar Corp.      (121,020

(18,002)

   Fitbit, Inc. Class A      (92,890

(11,033)

   Infinera Corp.      (129,417

(700)

   ViaSat, Inc.      (46,263
     

 

 

 
        (875,270
     

 

 

 
   Telecommunication Services - (1.9%)  

(8,074)

   Cellnex Telecom SAU(1)      (181,603

(14,972)

   Inmarsat plc      (153,226


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

(15,354)

   ORBCOMM, Inc.    $ (178,260

(11,158)

   Windstream Holdings, Inc.      (42,289
     

 

 

 
        (555,378
     

 

 

 
   Transportation - (0.7%)   

(39,717)

   BBA Aviation plc      (157,078

(39,305)

   Controladora Vuela Cia de Aviacion S.A.B. de C.V. Class A      (54,048
     

 

 

 
        (211,126
     

 

 

 
  

Total Common Stocks
(Proceeds $(14,970,191))

   $ (16,067,509
     

 

 

 

Exchange Traded Funds - (1.8%)

  
   Other Investment Pools & Funds - 1.8%   

(6,219)

   iShares MSCI Brazil Capped ETF    $ (235,078

(8,848)

   iShares MSCI India ETF      (304,017
     

 

 

 
  

Total Exchange Traded Funds
(cost $(467,389))

   $ (539,095
     

 

 

 
  

Total Securities Sold Short
(Proceeds $(15,437,580))

   $       (16,606,604
     

 

 

 

 

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

   $             5,375,933  

Unrealized Depreciation

     (676,790
  

 

 

 

Net Unrealized Appreciation

   $ 4,699,143  
  

 

 

 

 

*   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 July 31, 2017, the aggregate value of these securities was $523,997, which represented 1.8% of total net assets.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Index Abbreviations:       
MSCI   Morgan Stanley Capital International   
Other Abbreviations:       
ADR   American Depositary Receipt   
ETF   Exchange Traded Fund   
MSCI   Morgan Stanley Capital International   
REIT   Real Estate Investment Trust   


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

    Level 1(1)

 

    Level 2(1)

 

        Level 3(1)    

 

 

Assets

        

Common Stocks

        

Automobiles & Components

   $ 763,895     $ 317,865     $ 446,030     $  

Banks

     1,400,393       953,695       446,698        

Capital Goods

     3,328,314       1,949,607       1,378,707        

Commercial & Professional Services

     678,664       678,664              

Consumer Durables & Apparel

     2,665,309       1,142,522       1,522,787        

Consumer Services

     819,165       479,836       339,329        

Diversified Financials

     2,465,468       1,673,705       791,763        

Energy

     1,232,935       906,888       326,047        

Food & Staples Retailing

     173,464             173,464        

Food, Beverage & Tobacco

     672,522       672,522              

Health Care Equipment & Services

     1,881,639       1,548,297       333,342        

Household & Personal Products

     772,132       452,390       319,742        

Insurance

     1,363,542       952,711       410,831        

Materials

     2,321,583       1,270,756       1,050,827        

Media

     685,858             685,858        

Pharmaceuticals, Biotechnology & Life Sciences

     867,740       867,740              

Real Estate

     2,490,763       2,490,763              

Retailing

     320,817       320,817              

Semiconductors & Semiconductor Equipment

     1,837,476       1,342,743       494,733        

Software & Services

     1,708,222       1,084,894       623,328        

Technology Hardware & Equipment

     1,648,442       1,037,370       611,072        

Telecommunication Services

     261,525       261,525              

Transportation

     2,421,636       927,708       1,493,928        

Utilities

     689,134       150,926       538,208        

Exchange Traded Funds

     1,182,002       1,182,002              

Short-Term Investments

     482,757       482,757              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 35,135,397     $ 23,148,703     $ 11,986,694     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Securities Sold Short

        

Banks

   $ (1,061,569   $ (544,583   $ (516,986   $  

Capital Goods

     (1,200,982     (764,585     (436,397      

Commercial & Professional Services

     (1,133,338     (476,447     (656,891      

Consumer Durables & Apparel

     (561,779     (561,779            

Consumer Services

     (378,024     (229,201     (148,823      

Diversified Financials

     (743,278     (112,069     (631,209      

Energy

     (810,015     (574,921     (235,094      

Food, Beverage & Tobacco

     (657,821     (611,097     (46,724      

Health Care Equipment & Services

     (1,373,471     (755,293     (618,178      

Household & Personal Products

     (218,642     (63,051     (155,591      

Insurance

     (943,010     (776,236     (166,774      

Materials

     (1,108,149     (480,530     (627,619      

Real Estate

     (914,220     (572,795     (341,425      

Retailing

     (1,282,728     (962,706     (320,022      

Semiconductors & Semiconductor Equipment

     (159,045     (159,045            

Software & Services

     (1,879,664     (1,673,728     (205,936      

Technology Hardware & Equipment

     (875,270     (809,558     (65,712      

Telecommunication Services

     (555,378     (220,549     (334,829      

Transportation

     (211,126     (54,048     (157,078      

Securities Sold Short - ETF

        

Diversified Financials

     (539,095     (539,095            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       (16,606,604   $       (10,941,316   $       (5,665,288   $                 —  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended July 31, 2017, investments valued at $238,320 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $355,155 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and there were no transfers in and out of Level 3.

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


 

  The Hartford MidCap Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value    

Common Stocks - 99.6%

 

   Automobiles & Components - 1.1%  

2,240,651

   Harley-Davidson, Inc.    $         109,052,484  
     

 

 

 
   Banks - 5.1%  

453,484

   Cullen/Frost Bankers, Inc.      41,167,278  

676,132

   East West Bancorp, Inc.      38,526,001  

141,037

   First Citizens BancShares, Inc. Class A      51,904,437  

1,396,409

   First Republic Bank      140,101,715  

1,065,041

   M&T Bank Corp.      173,761,439  

308,747

   Prosperity Bancshares, Inc.      19,790,683  

233,938

   South State Corp.      19,592,307  
     

 

 

 
        484,843,860  
     

 

 

 
   Capital Goods - 8.4%  

2,694,821

   Allison Transmission Holdings, Inc.      101,864,234  

1,421,405

   Fastenal Co.      61,063,559  

1,139,973

   Heico Corp. Class A      80,995,081  

1,657,714

   IDEX Corp.      193,189,989  

1,001,907

   Lennox International, Inc.      171,326,097  

543,738

   Middleby Corp.*      71,055,682  

388,999

   MSC Industrial Direct Co., Inc. Class A      27,700,619  

1,257,704

   PACCAR, Inc.      86,089,839  

375,352

   Sensata Technologies Holding N.V.*      16,935,882  
     

 

 

 
        810,220,982  
     

 

 

 
   Commercial & Professional Services - 7.9%  

606,061

   Cintas Corp.      81,727,326  

732,552

   Dun & Bradstreet Corp.      81,137,459  

854,417

   Equifax, Inc.      124,266,408  

1,931,216

   Robert Half International, Inc.      87,387,524  

4,895,136

   TransUnion*      224,344,083  

306,923

   UniFirst Corp.      43,659,797  

1,701,054

   Waste Connections, Inc.      110,534,489  
     

 

 

 
        753,057,086  
     

 

 

 
   Consumer Durables & Apparel - 2.3%  

66,216

   NVR, Inc.*      172,852,895  

2,579,441

   Under Armour, Inc. Class C*      46,713,677  
     

 

 

 
        219,566,572  
     

 

 

 
   Consumer Services - 1.3%  

1,603,989

   Choice Hotels International, Inc.      103,697,889  

177,525

   Wynn Resorts Ltd.      22,961,083  
     

 

 

 
        126,658,972  
     

 

 

 
   Diversified Financials - 5.4%  

322,834

   Credit Acceptance Corp.*      80,417,949  

659,730

   Factset Research Systems, Inc.      110,320,051  

1,076,799

   Financial Engines, Inc.      41,402,922  

564,678

   Moody’s Corp.      74,328,565  

1,030,652

   MSCI, Inc.      112,289,535  

1,135,501

   Northern Trust Corp.      99,367,693  
     

 

 

 
        518,126,715  
     

 

 

 
   Energy - 1.4%  

314,440

   Diamondback Energy, Inc.*      30,148,507  

818,201

   Newfield Exploration Co.*      23,506,915  

1,031,493

   Parsley Energy, Inc. Class A*      30,202,115  

1,147,600

   Patterson-UTI Energy, Inc.      22,194,584  

2,457,271

   WPX Energy, Inc.*      26,489,381  
     

 

 

 
        132,541,502  
     

 

 

 
   Food & Staples Retailing - 0.7%  

754,194

   PriceSmart, Inc.      63,540,845  
     

 

 

 
   Health Care Equipment & Services - 4.1%  

1,273,167

   Patterson Cos., Inc.      53,116,527  

1,342,782

   STERIS plc      109,906,707  


 

  The Hartford MidCap Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

303,719

   Teleflex, Inc.    $ 62,936,651  

988,137

   Varian Medical Systems, Inc.*      95,967,866  

1,171,003

   Veeva Systems, Inc. Class A*      74,663,151  
     

 

 

 
        396,590,902  
     

 

 

 
   Insurance - 6.2%  

138,705

   Alleghany Corp.*      85,073,325  

184,535

   Fairfax Financial Holdings Ltd.      87,995,109  

2,032,360

   FNF Group      99,301,110  

182,828

   Markel Corp.*      195,902,030  

70,676

   White Mountains Insurance Group Ltd.      61,106,470  

952,688

   WR Berkley Corp.      65,706,891  
     

 

 

 
        595,084,935  
     

 

 

 
   Materials - 3.2%  

2,510,333

   Ball Corp.      105,182,953  

1,367,725

   Packaging Corp. of America      149,738,533  

1,786,020

   Silgan Holdings, Inc.      54,116,406  
     

 

 

 
        309,037,892  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 12.7%  

382,319

   Aerie Pharmaceuticals, Inc.*      20,759,922  

1,184,584

   Agios Pharmaceuticals, Inc.*      66,265,629  

2,238,879

   Alkermes plc*      121,817,406  

875,102

   Alnylam Pharmaceuticals, Inc.*      72,405,939  

927,214

   Bluebird Bio, Inc.*      87,389,920  

2,528,022

   Ionis Pharmaceuticals, Inc.*      132,468,353  

3,600,457

   Ironwood Pharmaceuticals, Inc.*      63,908,112  

240,327

   Mettler-Toledo International, Inc.*      137,726,597  

1,717,645

   Neurocrine Biosciences, Inc.*      82,498,489  

806,035

   Puma Biotechnology, Inc.*      76,613,627  

930,083

   Sage Therapeutics, Inc.*      74,174,119  

883,717

   TESARO, Inc.*      112,815,312  

1,202,040

   Ultragenyx Pharmaceutical, Inc.*      79,719,293  

504,974

   Waters Corp.*      87,582,691  
     

 

 

 
            1,216,145,409  
     

 

 

 
   Retailing - 2.3%  

830,419

   Advance Auto Parts, Inc.      93,015,232  

1,901,046

   CarMax, Inc.*      125,944,298  
     

 

 

 
        218,959,530  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 1.9%  

1,374,132

   MKS Instruments, Inc.      114,946,142  

910,444

   Silicon Laboratories, Inc.*      68,374,344  
     

 

 

 
        183,320,486  
     

 

 

 
   Software & Services - 19.5%  

2,108,812

   Akamai Technologies, Inc.*      99,409,398  

134,630

   Black Knight Financial Services, Inc. Class A*      5,721,775  

1,254,644

   Blackbaud, Inc.      115,853,827  

3,232,491

   Cadence Design Systems, Inc.*      119,278,918  

340,470

   CoStar Group, Inc.*      93,816,509  

7,445,039

   Genpact Ltd.      215,906,131  

2,221,666

   Global Payments, Inc.      209,658,620  

1,792,062

   Guidewire Software, Inc.*      129,315,194  

872,783

   ServiceNow, Inc.*      96,398,882  

2,298,493

   Teradata Corp.*      73,138,047  

2,101,080

   Total System Services, Inc.      133,334,537  

1,528,248

   Vantiv, Inc. Class A*      97,120,160  

2,042,237

   VeriSign, Inc.*      206,613,117  

1,238,738

   WEX, Inc.*      134,626,046  

1,135,919

   Zillow Group, Inc. Class A*      51,604,800  

2,083,704

   Zillow Group, Inc. Class C*      94,100,073  
     

 

 

 
        1,875,896,034  
     

 

 

 
   Technology Hardware & Equipment - 8.9%  

2,620,752

   CDW Corp. of Delaware    $ 166,234,299  

2,139,364

   CommScope Holding Co., Inc.*      78,685,808  


 

  The Hartford MidCap Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

2,657,691

   Finisar Corp.*       $ 72,342,349  

1,910,578

   II-VI, Inc.*         72,793,022  

2,027,792

   Keysight Technologies, Inc.*         84,335,869  

4,424,697

   National Instruments Corp.         182,032,035  

5,330,204

   Trimble, Inc.*         199,509,536  
        

 

 

 
           855,932,918  
        

 

 

 
   Transportation - 5.0%      

1,223,313

   Alaska Air Group, Inc.         104,262,967  

242,198

   AMERCO         94,108,455  

1,647,632

   Genesee & Wyoming, Inc. Class A*         107,359,701  

4,884,490

   JetBlue Airways Corp.*         107,116,866  

1,808,479

   Spirit Airlines, Inc.*         70,259,409  
        

 

 

 
           483,107,398  
        

 

 

 
   Utilities - 2.2%      

588,409

   Black Hills Corp.         40,988,571  

1,051,511

   NiSource, Inc.         27,402,376  

2,803,744

   UGI Corp.         141,504,960  
        

 

 

 
           209,895,907  
        

 

 

 
  

Total Common Stocks
(cost $7,469,138,307)

      $ 9,561,580,429  
        

 

 

 
  

Total Long-Term Investments
(cost $7,469,138,307)

      $ 9,561,580,429  
        

 

 

 

Short-Term Investments - 0.4%

     
   Other Investment Pools & Funds - 0.4%      

43,270,979

   BlackRock Liquidity Funds TempFund Portfolio, Institutional Class       $ 43,270,979  
        

 

 

 
  

Total Short-Term Investments
(cost $43,270,979)

      $ 43,270,979  
        

 

 

 
  

Total Investments
(cost $7,512,409,286)^

     100.0%      $ 9,604,851,408  
   Other Assets and Liabilities      0.0%        (581,969
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $     9,604,269,439  
     

 

 

    

 

 

 

 

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

   $ 2,207,725,121  

Unrealized Depreciation

     (115,282,999
  

 

 

 

Net Unrealized Appreciation

   $     2,092,442,122  
  

 

 

 

 

*   Non-income producing.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Other Abbreviations:        
MSCI    Morgan Stanley Capital International   


 

  The Hartford MidCap Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

         Level 2(1)    

 

         Level 3(1)    

 

 

Assets

           

Common Stocks

           

Automobiles & Components

   $ 109,052,484      $ 109,052,484      $      $  

Banks

     484,843,860        484,843,860                

Capital Goods

     810,220,982        810,220,982                

Commercial & Professional Services

     753,057,086        753,057,086                

Consumer Durables & Apparel

     219,566,572        219,566,572                

Consumer Services

     126,658,972        126,658,972                

Diversified Financials

     518,126,715        518,126,715                

Energy

     132,541,502        132,541,502                

Food & Staples Retailing

     63,540,845        63,540,845                

Health Care Equipment & Services

     396,590,902        396,590,902                

Insurance

     595,084,935        595,084,935                

Materials

     309,037,892        309,037,892                

Pharmaceuticals, Biotechnology & Life Sciences

     1,216,145,409        1,216,145,409                

Retailing

     218,959,530        218,959,530                

Semiconductors & Semiconductor Equipment

     183,320,486        183,320,486                

Software & Services

     1,875,896,034        1,875,896,034                

Technology Hardware & Equipment

     855,932,918        855,932,918                

Transportation

     483,107,398        483,107,398                

Utilities

     209,895,907        209,895,907                

Short-Term Investments

     43,270,979        43,270,979                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   9,604,851,408      $   9,604,851,408      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value    

Common Stocks - 97.8%

 

   Automobiles & Components - 1.8%  

366,027

   Goodyear Tire & Rubber Co.    $           11,533,511  
     

 

 

 
   Banks - 12.3%  

143,025

   Bank of the Ozarks, Inc.      6,171,529  

244,104

   Comerica, Inc.      17,651,160  

419,217

   FNB Corp.      5,743,273  

117,674

   IBERIABANK Corp.      9,513,943  

175,665

   MB Financial, Inc.      7,184,698  

171,183

   Provident Financial Services, Inc.      4,539,773  

73,211

   South State Corp.      6,131,421  

189,449

   Sterling Bancorp      4,376,272  

121,257

   Western Alliance Bancorp*      6,108,928  

270,612

   Zions Bancorp      12,264,136  
     

 

 

 
        79,685,133  
     

 

 

 
   Capital Goods - 8.3%  

110,727

   Generac Holdings, Inc.*      3,982,850  

59,564

   Granite Construction, Inc.      2,919,827  

78,553

   Hubbell, Inc. Class B      9,331,311  

369,160

   Milacron Holdings Corp.*      6,637,497  

114,472

   Moog, Inc. Class A*      8,507,559  

875,795

   Sanwa Holdings Corp.      9,483,646  

156,773

   Sensata Technologies Holding N.V.*      7,073,598  

109,163

   WESCO International, Inc.*      5,594,604  
     

 

 

 
        53,530,892  
     

 

 

 
   Commercial & Professional Services - 1.4%  

157,802

   Clean Harbors, Inc.*      8,963,154  
     

 

 

 
   Consumer Durables & Apparel - 3.7%  

218,280

   D.R. Horton, Inc.      7,790,413  

56,008,723

   Global Brands Group Holding Ltd.*      5,300,098  

110,772

   Lennar Corp. Class A      5,808,884  

129,843

   Toll Brothers, Inc.      5,010,641  
     

 

 

 
        23,910,036  
     

 

 

 
   Consumer Services - 1.6%  

193,821

   Norwegian Cruise Line Holdings Ltd.*      10,673,722  
     

 

 

 
   Diversified Financials - 0.3%  

27,431

   Raymond James Financial, Inc.      2,281,985  
     

 

 

 
   Energy - 6.5%  

175,246

   Delek US Holdings, Inc.      4,575,673  

184,936

   Diamondback Energy, Inc.*      17,731,664  

73,229

   Energen Corp.*      3,901,641  

375,191

   Newfield Exploration Co.*      10,779,237  

423,061

   QEP Resources, Inc.*      3,625,633  

450,970

   Trican Well Service Ltd.*      1,320,265  
     

 

 

 
        41,934,113  
     

 

 

 
   Food, Beverage & Tobacco - 2.3%  

45,594

   Ingredion, Inc.      5,622,652  

114,371

   Post Holdings, Inc.*      9,515,667  
     

 

 

 
        15,138,319  
     

 

 

 
   Health Care Equipment & Services - 5.7%  

221,241

   Acadia Healthcare Co., Inc.*      11,710,286  

400,866

   Brookdale Senior Living, Inc.*      5,692,297  

163,613

   Envision Healthcare Corp.*      9,232,682  

129,319

   STERIS plc      10,584,760  
     

 

 

 
        37,220,025  
     

 

 

 
   Insurance - 9.7%  

62,096

   Assurant, Inc.      6,536,846  

363,797

   CNO Financial Group, Inc.      8,323,675  

68,489

   Hanover Insurance Group, Inc.      6,496,867  


 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

119,680

   Reinsurance Group of America, Inc.    $ 16,779,136  

226,675

   Unum Group      11,363,218  

304,390

   XL Group Ltd.      13,514,916  
     

 

 

 
        63,014,658  
     

 

 

 
   Materials - 8.1%  

102,096

   Alcoa Corp.      3,716,294  

88,406

   Bemis Co., Inc.      3,745,762  

105,661

   Cabot Corp.      5,740,562  

126,221

   Celanese Corp. Series A      12,138,674  

75,316

   Crown Holdings, Inc.*      4,479,043  

180,109

   Louisiana-Pacific Corp.*      4,522,537  

112,525

   Reliance Steel & Aluminum Co.      8,142,309  

142,939

   Westlake Chemical Corp.      10,057,188  
     

 

 

 
        52,542,369  
     

 

 

 
   Media - 1.3%  

148,535

   John Wiley & Sons, Inc. Class A      8,206,559  
     

 

 

 
   Real Estate - 7.8%  

98,776

   American Assets Trust, Inc. REIT      4,011,293  

109,000

   Equity LifeStyle Properties, Inc. REIT      9,515,700  

64,797

   Extra Space Storage, Inc. REIT      5,151,362  

136,150

   Forest City Realty Trust, Inc. Class A REIT      3,319,337  

24,500

   LaSalle Hotel Properties REIT      723,730  

59,645

   Life Storage, Inc. REIT      4,356,471  

85,470

   PS Business Parks, Inc. REIT      11,492,296  

500,106

   STORE Capital Corp. REIT      11,697,479  
     

 

 

 
        50,267,668  
     

 

 

 
   Retailing - 0.2%  

41,188

   Camping World Holdings, Inc. Class A      1,316,368  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 3.8%  

279,791

   Microsemi Corp.*      14,571,515  

237,543

   Silicon Motion Technology Corp. ADR      9,765,393  
     

 

 

 
        24,336,908  
     

 

 

 
   Software & Services - 4.0%  

239,786

   Booz Allen Hamilton Holding Corp.      8,224,660  

244,902

   SS&C Technologies Holdings, Inc.      9,492,401  

83,006

   VeriSign, Inc.*      8,397,717  
     

 

 

 
        26,114,778  
     

 

 

 
   Technology Hardware & Equipment - 8.6%  

165,092

   Acacia Communications, Inc.*      7,226,077  

220,995

   Arrow Electronics, Inc.*      17,964,684  

277,022

   CommScope Holding Co., Inc.*      10,188,869  

90,486

   Harris Corp.      10,357,932  

242,108

   Keysight Technologies, Inc.*      10,069,272  
     

 

 

 
        55,806,834  
     

 

 

 
   Telecommunication Services - 1.2%  

122,581

   Millicom International Cellular S.A.      7,681,111  
     

 

 

 
   Transportation - 3.9%  

150,355

   Genesee & Wyoming, Inc. Class A*      9,797,132  

310,906

   Knight Transportation, Inc.      11,083,799  

133,110

   Schneider National, Inc. Class B      2,877,838  

51,990

   Swift Transportation Co.*      1,325,745  
     

 

 

 
        25,084,514  
     

 

 

 
   Utilities - 5.3%  

281,047

   Alliant Energy Corp.      11,390,835  

215,477

   Great Plains Energy, Inc.      6,649,620  

320,983

   UGI Corp.      16,200,012  
     

 

 

 
        34,240,467  
     

 

 

 
  

Total Common Stocks
(cost $550,707,321)

   $         633,483,124  
     

 

 

 


 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Total Long-Term Investments
(cost $550,707,321)

      $         633,483,124  
        

 

 

 

Short-Term Investments - 1.9%

     
   Other Investment Pools & Funds - 1.9%      

12,110,380

   Morgan Stanley Institutional Liquidity Funds, Institutional Class       $ 12,110,380  
        

 

 

 
  

Total Short-Term Investments
(cost $12,110,380)

      $ 12,110,380  
        

 

 

 
  

Total Investments
(cost $562,817,701)^

     99.7%      $ 645,593,504  
   Other Assets and Liabilities      0.3%        1,751,314  
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $ 647,344,818  
     

 

 

    

 

 

 

 

Note:  

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

 

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

 

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

 

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

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

Unrealized Appreciation

   $         105,779,841  

Unrealized Depreciation

     (23,004,038
  

 

 

 

Net Unrealized Appreciation

   $ 82,775,803  
  

 

 

 
*   Non-income producing.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Other Abbreviations:        
ADR    American Depositary Receipt   
REIT    Real Estate Investment Trust   


 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

         Level 3(1)    

 

 

Assets

           

Common Stocks

           

Automobiles & Components

   $ 11,533,511      $ 11,533,511      $      $  

Banks

     79,685,133        79,685,133                

Capital Goods

     53,530,892        44,047,246        9,483,646         

Commercial & Professional Services

     8,963,154        8,963,154                

Consumer Durables & Apparel

     23,910,036        18,609,938        5,300,098         

Consumer Services

     10,673,722        10,673,722                

Diversified Financials

     2,281,985        2,281,985                

Energy

     41,934,113        41,934,113                

Food, Beverage & Tobacco

     15,138,319        15,138,319                

Health Care Equipment & Services

     37,220,025        37,220,025                

Insurance

     63,014,658        63,014,658                

Materials

     52,542,369        52,542,369                

Media

     8,206,559        8,206,559                

Real Estate

     50,267,668        50,267,668                

Retailing

     1,316,368        1,316,368                

Semiconductors & Semiconductor Equipment

     24,336,908        24,336,908                

Software & Services

     26,114,778        26,114,778                

Technology Hardware & Equipment

     55,806,834        55,806,834                

Telecommunication Services

     7,681,111               7,681,111         

Transportation

     25,084,514        25,084,514                

Utilities

     34,240,467        34,240,467                

Short-Term Investments

     12,110,380        12,110,380                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     645,593,504      $     623,128,649      $       22,464,855      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

  Hartford Moderate Allocation Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount           Market Value  

Affiliated Investment Companies - 100.1%

     
    

Alternative Funds - 7.2%

     
2,170,391     

Hartford Real Total Return Fund, Class F*

      $ 19,468,410  
1,629,634     

The Hartford Global Real Asset Fund, Class F*

        14,683,005  
          

 

 

 
    

Total Alternative Funds
(cost $34,053,637)

      $ 34,151,415  
          

 

 

 
    

Domestic Equity Funds - 43.8%

     
2,490,632     

Hartford Core Equity Fund, Class F*

        68,442,567  
2,144,357     

Hartford Small Cap Core Fund, Class F*

        28,991,706  
2,228,746     

The Hartford Equity Income Fund, Class F

        43,995,451  
539,418     

The Hartford Growth Opportunities Fund, Class F*

        24,268,400  
1,485,820     

The Hartford MidCap Fund, Class F*

        43,772,256  
          

 

 

 
    

Total Domestic Equity Funds
(cost $197,185,186)

      $ 209,470,380  
          

 

 

 
    

International/Global Equity Funds - 15.2%

     
1,911,622     

Hartford Schroders International Multi-Cap Value Fund, Class F

        19,077,990  
2,322,665     

The Hartford International Opportunities Fund, Class F*

        39,020,765  
893,853     

The Hartford International Small Company Fund, Class F*

        14,659,188  
          

 

 

 
    

Total International/Global Equity Funds
(cost $66,477,467)

      $ 72,757,943  
          

 

 

 
    

Multi-Strategy Funds - 5.1%

     
2,083,362     

The Hartford Global All-Asset Fund, Class F*

        24,396,166  
          

 

 

 
    

Total Multi-Strategy Funds
(cost $23,021,147)

      $ 24,396,166  
          

 

 

 
    

Taxable Fixed Income Funds - 28.8%

     
878,312     

The Hartford Inflation Plus Fund, Class F*

        9,766,826  
4,403,888     

The Hartford Quality Bond Fund, Class F

        44,038,881  
985,802     

The Hartford Short Duration Fund, Class F

        9,769,300  
3,789,788     

The Hartford Strategic Income Fund, Class F

        34,183,890  
567,313     

The Hartford Total Return Bond Fund, Class F*

        5,939,762  
3,267,928     

The Hartford World Bond Fund, Class F*

                34,149,844  
          

 

 

 
    

Total Taxable Fixed Income Funds
(cost $136,248,682)

      $ 137,848,503  
          

 

 

 
    

Total Affiliated Investment Companies
(cost $456,986,119)

      $ 478,624,407  
          

 

 

 
    

Total Long-Term Investments
(cost $456,986,119)

      $ 478,624,407  
          

 

 

 
    

Total Investments
(cost $456,986,119)^

     100.1%      $ 478,624,407  
    

Other Assets and Liabilities

     (0.1)%        (547,596
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 478,076,811  
       

 

 

    

 

 

 

 

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

   $        21,638,288  

Unrealized Depreciation

     0  
  

 

 

 

Net Unrealized Appreciation

   $ 21,638,288  
  

 

 

 

 

*   Non-income producing.

 

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


 

  Hartford Moderate Allocation Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

           

Affiliated Investment Companies

   $         478,624,407      $         478,624,407      $ —        $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 478,624,407      $ 478,624,407      $                     —        $                     —    
  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount                     Market Value    

Asset & Commercial Mortgage Backed Securities - 5.6%

     
 

Asset-Backed - Finance & Insurance - 0.5%

     
        $          33,551  

Lehman XS Trust
1.75%11/25/2035(1)

      $ 22,283  
37,070  

Long Beach Mortgage Loan Trust
1.40%12/25/2036(1)

        17,753  
250,000  

Sound Point CLO Ltd.
5.90%07/15/2025(1)(2)

        248,206  
       

 

 

 
                   288,242  
       

 

 

 
 

Asset-Backed - Home Equity - 0.9%

     
 

GSAA Home Equity Trust

     
128,167  

1.32%, 12/25/2036(1)

        61,396  
44,424  

1.45%, 05/25/2047(1)

        36,478  
124,417  

1.53%, 05/25/2047(1)

        96,747  
54,573  

1.55%, 04/25/2047(1)

        37,619  
56,984  

5.88%, 09/25/2036(3)

        28,929  
64,827  

Merrill Lynch Mortgage Investors Trust
1.38%08/25/2037(1)

        40,982  
13,321  

Nomura Home Equity Loan, Inc. Home Equity Loan Trust
1.39%02/25/2037(1)

        11,428  
367,500  

Renaissance Home Equity Loan Trust
5.91%04/25/2037(3)

        205,527  
40,000  

Soundview Home Loan Trust
1.48%11/25/2036(1)

        31,846  
       

 

 

 
          550,952  
       

 

 

 
 

Commercial Mortgage - Backed Securities - 0.9%

     
140,750  

Carrington Mortgage Loan Trust
1.47%10/25/2036(1)

        92,674  
50,000  

Citigroup Commercial Mortgage Trust
4.40%03/10/2047(1)(2)

        37,390  
175,000  

Commercial Mortgage Trust
4.57%10/15/2045(1)(2)

        78,169  
 

FREMF Mortgage Trust

     
30,000  

3.97%, 07/25/2049(1)(2)

        28,947  
115,000  

3.98%, 03/25/2027(1)(2)

        108,995  
45,000  

4.21%, 05/25/2027(1)(2)

        42,748  
105,000  

GS Mortgage Securities Trust
3.72%01/10/2047(2)

        53,726  
140,000  

JP Morgan Chase Commercial Mortgage Securities Trust
2.73%10/15/2045(1)(2)

        59,140  
15,000  

Wells Fargo Commercial Mortgage Trust
4.10%05/15/2048(1)

        13,181  
115,599  

WF-RBS Commercial Mortgage Trust
3.02%11/15/2047(2)

        48,877  
       

 

 

 
          563,847  
       

 

 

 
 

Whole Loan Collateral CMO - 3.3%

     
20,791  

Adjustable Rate Mortgage Trust
1.75%01/25/2036(1)

        19,504  
 

Alternative Loan Trust

     
46,204  

1.39%, 02/25/2047(1)

        43,059  
52,430  

1.68%, 04/25/2035(1)

        46,489  
74,498  

2.13%, 08/25/2035(1)

        66,139  
205,097  

5.50%, 10/25/2035

        197,403  
 

Bear Stearns Alt-A Trust

     
62,656  

1.55%, 08/25/2036(1)

        58,539  
55,210  

1.75%, 11/25/2035(1)

        54,965  
37,668  

3.63%, 09/25/2035(1)

        37,426  
23,520  

CHL Mortgage Pass-Through Trust
3.26%03/20/2036(1)

        21,539  
246,000  

Connecticut Avenue Securities
5.48%04/25/2029(1)

        276,324  
64,484  

Countrywide Alternative Loan Trust
1.37%04/25/2047(1)

        57,419  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

 

Fannie Mae Connecticut Avenue Securities

     
$            40,000  

4.78%, 07/25/2029(1)

                      $ 42,890  
80,143  

5.58%, 05/25/2029(1)

        89,242  
125,754  

Impac Secured Assets Trust
1.41%08/25/2036(1)

        101,049  
48,630  

Luminent Mortgage Trust
1.43%10/25/2046(1)

        45,682  
23,812  

MASTR Adjustable Rate Mortgages Trust
3.32%11/21/2034(1)

        24,379  
121,864  

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.05%06/25/2036(1)

        110,416  
 

Residential Accredit Loans, Inc.

     
37,631  

1.40%, 01/25/2037(1)

        29,839  
102,684  

1.48%, 02/25/2036(1)

        77,849  
79,971  

1.48%, 08/25/2037(1)

        76,745  
 

Residential Asset Securitization Trust

     
125,499  

1.68%, 03/25/2035(1)

        113,714  
47,898  

5.50%, 06/25/2035

        44,124  
12,293  

Structured Adjustable Rate Mortgage Loan Trust
1.39%01/25/2037(1)

        10,249  
 

WaMu Mortgage Pass-Through Certificates Trust

     
75,888  

1.48%, 03/25/2047(1)

        65,186  
82,292  

1.53%, 06/25/2047(1)

        74,127  
105,376  

1.55%, 12/25/2046(1)

        95,032  
43,055  

1.65%, 06/25/2044(1)

        41,608  
25,035  

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1.40%12/25/2036(1)

        21,748  
105,000  

Wells Fargo Commercial Mortgage Trust
2.88%05/15/2048(1)(2)

        66,088  
28,906  

Wells Fargo Mortgage Backed Securities Trust
3.13%03/25/2036(1)

        28,321  
       

 

 

 
                 2,037,094  
       

 

 

 
 

Total Asset & Commercial Mortgage Backed Securities
(cost $3,413,249)

      $ 3,440,135  
       

 

 

 

Corporate Bonds - 20.2%

     
 

Aerospace/Defense - 0.1%

     
 

DAE Funding LLC

     
$            10,000  

4.50%, 08/01/2022(2)(4)

      $ 10,175  
10,000  

5.00%, 08/01/2024(2)(4)

        10,213  
50,000  

Lockheed Martin Corp.
3.35%09/15/2021

        52,304  
       

 

 

 
          72,692  
       

 

 

 
 

Apparel - 0.0%

     
25,000  

Hanesbrands, Inc.
4.88%05/15/2026(2)

        25,500  
       

 

 

 
 

Auto Manufacturers - 0.1%

     
10,000  

General Motors Co.
6.60%04/01/2036

        11,753  
50,000  

General Motors Financial Co., Inc.
4.00%10/06/2026

        49,873  
       

 

 

 
          61,626  
       

 

 

 
 

Auto Parts & Equipment - 0.1%

     
50,000  

Delphi Corp.
4.15%03/15/2024

        52,861  
       

 

 

 
 

Beverages - 0.1%

     
50,000  

Anheuser-Busch InBev Worldwide, Inc.
3.75%07/15/2042

        48,150  
25,000  

Molson Coors Brewing Co.
4.20%07/15/2046

        24,701  
       

 

 

 
          72,851  
       

 

 

 

 


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Biotechnology - 0.1%

     
$            50,000   

Celgene Corp.
3.25%08/15/2022

                      $ 51,682  
        

 

 

 
  

Chemicals - 0.3%

     
  

Agrium, Inc.

     
25,000   

3.38%, 03/15/2025

               25,052  
40,000   

4.13%, 03/15/2035

        39,861  
50,000   

Chemours Co.
6.63%05/15/2023

        53,693  
10,000   

Eastman Chemical Co.
4.65%10/15/2044

        10,598  
35,000   

Hexion, Inc.
10.38%02/01/2022(2)

        35,438  
10,000   

Methanex Corp.
5.65%12/01/2044

        9,685  
40,000   

Platform Specialty Products Corp.
6.50%02/01/2022(2)

        41,500  
        

 

 

 
           215,827  
        

 

 

 
  

Coal - 0.1%

     
20,000   

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

        20,700  
45,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%04/01/2023(2)

        42,412  
  

Peabody Energy Corp.

     
5,000   

6.00%, 03/31/2022(2)

        5,100  
5,000   

6.38%, 03/31/2025(2)

        5,050  
        

 

 

 
           73,262  
        

 

 

 
  

Commercial Banks - 4.8%

     
EUR          200,000   

Banco Bilbao Vizcaya Argentaria S.A.
7.00%02/19/2019(1)(5)(6)

        248,598  
200,000   

Banco de Sabadell S.A.
6.50%05/18/2022(1)(6)

        241,983  
  

Bank of America Corp.

     
$            75,000   

4.00%, 01/22/2025

        77,273  
50,000   

4.75%, 04/21/2045

        53,683  
  

Capital One Financial Corp.

     
25,000   

2.45%, 04/24/2019

        25,184  
30,000   

3.20%, 02/05/2025

        29,789  
400,000   

Credit Agricole S.A.
8.13%12/23/2025(1)(2)(6)

        477,500  
200,000   

Credit Suisse Group AG
6.25%12/18/2024(1)(5)(6)

        214,689  
  

Goldman Sachs Group, Inc.

     
25,000   

3.50%, 01/23/2025

        25,391  
75,000   

3.50%, 11/16/2026

        74,822  
200,000   

HSBC Holdings plc
6.00%05/22/2027(1)(6)

        209,770  
200,000   

Intesa Sanpaolo S.p.A.
7.70%09/17/2025(1)(2)(6)

        212,750  
  

JPMorgan Chase & Co.

     
25,000   

2.95%, 10/01/2026

        24,421  
50,000   

6.30%, 04/23/2019

        53,762  
100,000   

Morgan Stanley
3.95%04/23/2027

        101,819  
200,000   

Sberbank of Russia Via SB Capital S.A.
5.13%10/29/2022(5)

        206,626  
200,000   

Societe Generale S.A.
8.25%11/29/2018(1)(5)(6)

        212,208  
  

UBS Group AG

     
200,000   

6.88%, 03/22/2021(1)(5)(6)

        215,650  
200,000   

7.00%, 02/19/2025(1)(5)(6)

        224,250  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            10,000   

Wells Fargo & Co.
4.75%12/07/2046

      $ 10,831  
        

 

 

 
                  2,940,999  
        

 

 

 
  

Commercial Services - 0.6%

     
  

APX Group, Inc.

     
30,000   

7.63%, 09/01/2023(2)(4)

                        30,525  
45,000   

7.88%, 12/01/2022

        48,937  
  

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

     
35,000   

5.25%, 03/15/2025(2)

        34,081  
15,000   

5.50%, 04/01/2023

        15,113  
45,000   

Brand Energy & Infrastructure Services, Inc.
8.50%07/15/2025(2)

        47,925  
55,000   

GW Honos Security Corp.
8.75%05/15/2025(2)

        58,575  
  

Herc Rentals, Inc.

     
23,000   

7.50%, 06/01/2022(2)

        24,898  
13,000   

7.75%, 06/01/2024(2)

        14,105  
35,000   

Hertz Corp.
5.50%10/15/2024(2)

        28,525  
60,000   

United Rentals North America, Inc.
4.63%07/15/2023

        62,850  
        

 

 

 
           365,534  
        

 

 

 
  

Construction Materials - 0.3%

     
25,000   

CRH America, Inc.
5.75%01/15/2021

        27,612  
30,000   

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

        31,425  
  

Standard Industries, Inc.

     
65,000   

5.38%, 11/15/2024(2)

        68,413  
25,000   

6.00%, 10/15/2025(2)

        26,719  
        

 

 

 
           154,169  
        

 

 

 
  

Distribution/Wholesale - 0.0%

     
10,000   

American Builders & Contractors Supply Co., Inc.
5.63%04/15/2021(2)

        10,300  
        

 

 

 
  

Diversified Financial Services - 0.7%

     
50,000   

Discover Financial Services
3.75%03/04/2025

        50,214  
15,000   

FBM Finance, Inc.
8.25%08/15/2021(2)

        16,088  
10,000   

Hexion, Inc.
13.75%02/01/2022(2)

        9,150  
50,000   

International Lease Finance Corp.
7.13%09/01/2018(2)

        52,787  
55,000   

Nationstar Mortgage LLC / Nationstar Capital Corp.
7.88%10/01/2020

        56,408  
  

Navient Corp.

     
30,000   

5.50%, 01/25/2023

        30,635  
35,000   

5.63%, 08/01/2033

        29,750  
30,000   

5.88%, 10/25/2024

        30,563  
40,000   

6.13%, 03/25/2024

        41,500  
10,000   

6.50%, 06/15/2022

        10,650  
25,000   

7.25%, 09/25/2023

        27,351  
25,000   

OneMain Financial Holdings LLC
6.75%12/15/2019(2)

        26,175  
  

Springleaf Finance Corp.

     
15,000   

5.25%, 12/15/2019

        15,619  
5,000   

6.13%, 05/15/2022

        5,250  
20,000   

7.75%, 10/01/2021

        22,425  
20,000   

8.25%, 12/15/2020

        22,450  
5,000   

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%06/01/2025(2)

        5,185  
        

 

 

 
           452,200  
        

 

 

 

 


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Electric - 0.5%

     
$            25,000   

AES Corp.
5.50%03/15/2024

                      $ 26,125  
25,000   

Dominion Energy, Inc.
2.85%08/15/2026

                 24,137  
10,000   

Duke Energy Florida LLC
3.40%10/01/2046

        9,380  
  

Dynegy, Inc.

     
25,000   

6.75%, 11/01/2019

        25,922  
10,000   

7.63%, 11/01/2024

        9,862  
25,000   

8.00%, 01/15/2025(2)

        24,750  
25,000   

Fortis, Inc.
3.06%10/04/2026

        24,277  
25,000   

ITC Holdings Corp.
3.25%06/30/2026

        24,869  
10,000   

NRG Energy, Inc.
7.25%05/15/2026

        10,575  
55,000   

SCANA Corp.
4.13%02/01/2022

        57,195  
25,000   

Southern Power Co.
5.15%09/15/2041

        26,876  
25,000   

Southwestern Electric Power Co.
2.75%10/01/2026

        24,242  
80,000   

Texas Competitive Electric Holdings Co. LLC
11.50%10/01/2020(5)(7)(8)(9)

         
        

 

 

 
           288,210  
        

 

 

 
  

Electrical Components & Equipment - 0.1%

     
10,000   

EnerSys
5.00%04/30/2023(2)

        10,275  
20,000   

General Cable Corp.
5.75%10/01/2022

        20,500  
10,000   

WESCO Distribution, Inc.
5.38%12/15/2021

        10,300  
        

 

 

 
           41,075  
        

 

 

 
  

Entertainment - 0.2%

     
10,000   

Eldorado Resorts, Inc.
6.00%04/01/2025

        10,700  
35,000   

Jacobs Entertainment, Inc.
7.88%02/01/2024(2)

        37,975  
35,000   

Penn National Gaming, Inc.
5.63%01/15/2027(2)

        36,050  
25,000   

Pinnacle Entertainment, Inc.
5.63%05/01/2024(2)

        25,937  
10,000   

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%08/15/2021(2)

        10,200  
30,000   

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

        30,975  
        

 

 

 
           151,837  
        

 

 

 
  

Environmental Control - 0.1%

     
5,000   

CD&R Waterworks Merger Sub LLC
6.13%08/15/2025(2)(4)

        5,100  
25,000   

Clean Harbors, Inc.
5.13%06/01/2021

        25,500  
5,000   

Tervita Escrow Corp.
7.63%12/01/2021(2)

        5,075  
        

 

 

 
           35,675  
        

 

 

 
  

Food - 0.2%

     
  

Post Holdings, Inc.

     
30,000   

5.00%, 08/15/2026(2)

        30,787  
20,000   

6.00%, 12/15/2022(2)

        21,150  
  

TreeHouse Foods, Inc.

     
35,000   

4.88%, 03/15/2022

        36,225  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            15,000   

6.00%, 02/15/2024(2)

                      $ 16,088  
        

 

 

 
                    104,250  
        

 

 

 
  

Forest Products & Paper - 0.0%

     
10,000   

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

        10,400  
        

 

 

 
  

Healthcare-Products - 0.3%

     
  

Alere, Inc.

     
70,000   

6.50%, 06/15/2020

        71,137  
50,000   

7.25%, 07/01/2018

        50,250  
55,000   

Sterigenics-Nordion Holdings LLC
6.50%05/15/2023(2)

        56,925  
        

 

 

 
           178,312  
        

 

 

 
  

Healthcare-Services - 0.7%

     
  

Community Health Systems, Inc.

     
20,000   

5.13%, 08/01/2021

        20,125  
50,000   

6.88%, 02/01/2022

        42,875  
35,000   

7.13%, 07/15/2020

        33,731  
  

Envision Healthcare Corp.

     
25,000   

5.13%, 07/01/2022(2)

        25,812  
75,000   

5.63%, 07/15/2022

        77,812  
35,000   

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

        38,019  
  

HCA, Inc.

     
55,000   

5.38%, 02/01/2025

        58,575  
15,000   

6.50%, 02/15/2020

        16,387  
10,000   

7.05%, 12/01/2027

        11,263  
35,000   

7.50%, 11/15/2095

        36,006  
5,000   

MPH Acquisition Holdings LLC
7.13%06/01/2024(2)

        5,413  
  

Tenet Healthcare Corp.

     
5,000   

6.75%, 06/15/2023

        4,938  
55,000   

8.13%, 04/01/2022

        59,180  
        

 

 

 
           430,136  
        

 

 

 
  

Home Builders - 0.6%

     
35,000   

AV Homes, Inc.
6.63%05/15/2022(2)

        36,225  
  

Beazer Homes USA, Inc.

     
15,000   

6.75%, 03/15/2025

        15,806  
40,000   

8.75%, 03/15/2022

        44,643  
  

KB Home

     
75,000   

7.00%, 12/15/2021

        83,906  
15,000   

7.63%, 05/15/2023

        16,875  
25,000   

Lennar Corp.
4.88%12/15/2023

        26,563  
50,000   

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

        52,375  
20,000   

Toll Brothers Finance Corp.
4.38%04/15/2023

        20,875  
75,000   

William Lyon Homes, Inc.
5.75%04/15/2019

        76,125  
        

 

 

 
           373,393  
        

 

 

 
  

Household Products - 0.1%

     
  

Revlon Consumer Products Corp.

     
25,000   

5.75%, 02/15/2021

        20,750  
50,000   

6.25%, 08/01/2024

        38,000  
        

 

 

 
           58,750  
        

 

 

 
  

Housewares - 0.1%

     
40,000   

American Greetings Corp.
7.88%02/15/2025(2)

        43,500  
        

 

 

 
  

Insurance - 0.2%

     
50,000   

CNA Financial Corp.
3.95%05/15/2024

        52,096  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Genworth Holdings, Inc.

     
$              25,000  

4.90%, 08/15/2023

                      $ 20,875  
5,000  

7.20%, 02/15/2021

        4,738  
5,000  

MGIC Investment Corp.
5.75%08/15/2023

        5,450  
30,000  

USIS Merger Sub, Inc.
6.88%05/01/2025(2)

        31,050  
       

 

 

 
                 114,209  
       

 

 

 
 

Internet - 0.2%

     
55,000  

Netflix, Inc.
5.88%02/15/2025

        61,600  
 

Zayo Group LLC / Zayo Capital, Inc.

     
30,000  

6.00%, 04/01/2023

        31,613  
30,000  

6.38%, 05/15/2025

        32,512  
       

 

 

 
          125,725  
       

 

 

 
 

Iron/Steel - 0.2%

     
15,000  

Nucor Corp.
4.00%08/01/2023

        16,003  
5,000  

Signode Industrial Group U.S., Inc.
6.38%05/01/2022(2)

        5,225  
20,000  

Steel Dynamics, Inc.
5.13%10/01/2021

        20,600  
 

United States Steel Corp.

     
5,000  

6.88%, 04/01/2021

        5,181  
15,000  

7.38%, 04/01/2020

        16,294  
5,000  

7.50%, 03/15/2022

        5,200  
25,000  

8.38%, 07/01/2021(2)

        27,656  
       

 

 

 
          96,159  
       

 

 

 
 

IT Services - 0.1%

     
30,000  

Conduent Finance, Inc. / Xerox Business Services LLC
10.50%12/15/2024(2)

        35,100  
25,000  

Dell, Inc.
5.40%09/10/2040

        22,125  
       

 

 

 
          57,225  
       

 

 

 
 

Leisure Time - 0.2%

     
EUR            100,000  

Cirsa Funding Luxembourg S.A.
5.88%05/15/2023(5)

        124,949  
       

 

 

 
 

Lodging - 0.2%

     
$             15,000  

Boyd Gaming Corp.
6.38%04/01/2026

        16,350  
50,000  

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

        53,750  
40,000  

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%11/15/2021(2)

        41,700  
25,000  

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%05/15/2025(2)

        25,000  
       

 

 

 
          136,800  
       

 

 

 
 

Machinery - Construction & Mining - 0.1%

     
35,000  

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%03/15/2024(2)

        37,975  
       

 

 

 
 

Machinery-Diversified - 0.1%

     
45,000  

Cloud Crane LLC
10.13%08/01/2024(2)

        50,625  
       

 

 

 
 

Media - 1.9%

     
15,000  

Belo Corp.
7.25%09/15/2027

        17,081  
25,000  

CBS Corp.
3.50%01/15/2025

        25,412  
 

CCO Holdings LLC / CCO Holdings Capital Corp.

     
40,000  

5.13%, 02/15/2023

        41,400  
15,000  

5.13%, 05/01/2023(2)

        15,750  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            5,000  

5.25%, 09/30/2022

      $ 5,156  
20,000  

5.75%, 02/15/2026(2)

                        21,500  
85,000  

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%12/15/2021(2)

                   86,886  
100,000  

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%07/23/2020

        103,421  
 

Clear Channel Worldwide Holdings, Inc.

     
50,000  

6.50%, 11/15/2022

        51,813  
10,000  

7.63%, 03/15/2020

        10,075  
 

Cox Communications, Inc.

     
15,000  

3.35%, 09/15/2026(2)

        14,787  
25,000  

4.50%, 06/30/2043(2)

        23,626  
65,000  

CSC Holdings LLC
5.25%06/01/2024

        67,503  
 

DISH DBS Corp.

     
50,000  

5.88%, 07/15/2022

        54,422  
70,000  

6.75%, 06/01/2021

        77,350  
25,000  

7.88%, 09/01/2019

        27,588  
35,000  

Gray Television, Inc.
5.13%10/15/2024(2)

        35,831  
60,000  

Liberty Interactive LLC
8.25%02/01/2030

        65,400  
5,000  

Sinclair Television Group, Inc.
5.13%02/15/2027(2)

        4,950  
 

TEGNA, Inc.

     
15,000  

4.88%, 09/15/2021(2)

        15,431  
40,000  

6.38%, 10/15/2023

        42,350  
 

Time Warner Cable LLC

     
25,000  

4.50%, 09/15/2042

        23,558  
75,000  

5.00%, 02/01/2020

        79,856  
40,000  

Tribune Media Co.
5.88%07/15/2022

        41,900  
EUR            72,900  

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
5.75%01/15/2023(5)

        90,612  
$            50,000  

Univision Communications, Inc.
5.13%02/15/2025(2)

        50,125  
 

Viacom, Inc.

     
25,000  

3.45%, 10/04/2026

        24,253  
50,000  

6.25%, 02/28/2057(1)

        51,375  
       

 

 

 
          1,169,411  
       

 

 

 
 

Metal Fabricate/Hardware - 0.0%

     
15,000  

Novelis Corp.
5.88%09/30/2026(2)

        15,788  
       

 

 

 
 

Mining - 0.1%

     
10,000  

Barrick Gold Corp.
5.25%04/01/2042

        11,465  
5,000  

Freeport-McMoRan, Inc.
5.45%03/15/2043

        4,600  
15,000  

Kaiser Aluminum Corp.
5.88%05/15/2024

        15,937  
15,000  

New Gold, Inc.
6.38%05/15/2025(2)

        15,563  
       

 

 

 
          47,565  
       

 

 

 
 

Miscellaneous Manufacturing - 0.3%

     
 

Bombardier, Inc.

     
50,000  

5.75%, 03/15/2022(2)

        50,750  
60,000  

6.13%, 01/15/2023(2)

        61,200  
30,000  

Carlisle Cos., Inc.
3.75%11/15/2022

        30,603  
50,000  

Ingersoll-Rand Global Holding Co., Ltd.
4.25%06/15/2023

        54,355  
       

 

 

 
          196,908  
       

 

 

 


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Office/Business Equipment - 0.0%

     
$            20,000   

CDW LLC / CDW Finance Corp.
5.50%12/01/2024

      $         21,900  
        

 

 

 
  

Oil & Gas - 2.4%

     
10,000   

Anadarko Petroleum Corp.
4.50%07/15/2044

        9,359  
30,000   

Antero Resources Corp.
5.63%06/01/2023

        30,750  
40,000   

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%11/15/2022(2)

        40,900  
50,000   

California Resources Corp.
8.00%12/15/2022(2)

        31,875  
  

Concho Resources, Inc.

     
10,000   

5.50%, 10/01/2022

        10,313  
115,000   

5.50%, 04/01/2023

        118,737  
  

Continental Resources, Inc.

     
20,000   

3.80%, 06/01/2024

        18,500  
50,000   

4.90%, 06/01/2044

        42,750  
10,000   

5.00%, 09/15/2022

        9,906  
40,000   

Denbury Resources, Inc.
9.00%05/15/2021(2)

        38,100  
40,000   

Devon Energy Corp.
3.25%05/15/2022

        40,397  
15,000   

Energen Corp.
4.63%09/01/2021

        15,187  
  

Ensco plc

     
25,000   

4.70%, 03/15/2021

        24,375  
20,000   

5.75%, 10/01/2044

        13,350  
  

Hess Corp.

     
25,000   

4.30%, 04/01/2027

        24,822  
25,000   

6.00%, 01/15/2040

        26,147  
25,000   

7.88%, 10/01/2029

        30,606  
  

Laredo Petroleum, Inc.

     
15,000   

5.63%, 01/15/2022

        15,169  
30,000   

6.25%, 03/15/2023

        30,937  
15,000   

7.38%, 05/01/2022

        15,544  
50,000   

Marathon Oil Corp.
2.70%06/01/2020

        49,818  
30,000   

Matador Resources Co.
6.88%04/15/2023

        31,800  
  

MEG Energy Corp.

     
10,000   

6.38%, 01/30/2023(2)

        8,375  
10,000   

6.50%, 01/15/2025(2)

        9,675  
20,000   

7.00%, 03/31/2024(2)

        16,450  
25,000   

Murphy Oil Corp.
4.00%06/01/2022

        24,625  
  

Noble Holding International Ltd.

     
20,000   

6.20%, 08/01/2040

        12,200  
25,000   

7.75%, 01/15/2024

        19,896  
10,000   

PDC Energy, Inc.
6.13%09/15/2024(2)

        10,263  
  

Petrobras Global Finance B.V.

     
150,000   

4.38%, 05/20/2023

        145,312  
40,000   

5.38%, 01/27/2021

        41,100  
15,000   

5.63%, 05/20/2043

        12,799  
53,000   

6.13%, 01/17/2022

        55,698  
30,000   

7.38%, 01/17/2027

        32,475  
10,000   

8.38%, 05/23/2021

        11,250  
15,000   

8.75%, 05/23/2026

        17,625  
75,000   

Petroleos de Venezuela S.A.
6.00%11/15/2026(5)

        24,382  
  

Petroleos Mexicanos

     
10,000   

4.88%, 01/24/2022

        10,436  
10,000   

6.50%, 03/13/2027(2)

        11,010  
10,000   

6.75%, 09/21/2047(2)

        10,520  
20,000   

6.75%, 09/21/2047

        21,040  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$              30,000   

Pioneer Natural Resources Co.
3.95%07/15/2022

      $ 31,602  
  

QEP Resources, Inc.

     
35,000   

5.25%, 05/01/2023

        34,027  
5,000   

5.38%, 10/01/2022

        4,913  
  

Rice Energy, Inc.

     
5,000   

6.25%, 05/01/2022

        5,225  
10,000   

7.25%, 05/01/2023

        10,738  
  

Rowan Cos., Inc.

     
65,000   

4.88%, 06/01/2022

        61,587  
10,000   

5.85%, 01/15/2044

        7,624  
10,000   

Shell International Finance B.V.
3.75%09/12/2046

        9,666  
  

SM Energy Co.

     
30,000   

5.00%, 01/15/2024

        27,900  
10,000   

6.75%, 09/15/2026

        9,950  
10,000   

Transocean, Inc.
6.80%03/15/2038

        7,450  
  

WPX Energy, Inc.

     
30,000   

5.25%, 09/15/2024

        29,550  
10,000   

6.00%, 01/15/2022

        10,275  
10,000   

8.25%, 08/01/2023

        11,000  
  

YPF S.A.

     
35,000   

8.50%, 07/28/2025(5)

        38,860  
10,000   

8.88%, 12/19/2018(5)

        10,717  
        

 

 

 
                   1,475,557  
        

 

 

 
  

Oil & Gas Services - 0.0%

     
  

Weatherford International Ltd.

     
5,000   

5.95%, 04/15/2042

        4,200  
15,000   

6.50%, 08/01/2036

        13,200  
        

 

 

 
           17,400  
        

 

 

 
  

Packaging & Containers - 0.6%

     
EUR            100,000   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
6.75%05/15/2024(2)

        132,788  
$              15,000   

Ball Corp.
4.00%11/15/2023

        15,309  
50,000   

Berry Plastics Corp.
6.00%10/15/2022

        53,125  
20,000   

Flex Acquisition Co., Inc.
6.88%01/15/2025(2)

        21,000  
  

Owens-Brockway Glass Container, Inc.

     
30,000   

5.88%, 08/15/2023(2)

        33,244  
30,000   

6.38%, 08/15/2025(2)

        33,825  
  

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

     
35,000   

5.13%, 07/15/2023(2)

        36,838  
25,000   

7.00%, 07/15/2024(2)

        27,031  
30,000   

WestRock MWV LLC
7.38%09/01/2019

        33,137  
        

 

 

 
           386,297  
        

 

 

 
  

Pharmaceuticals - 0.9%

     
75,000   

Allergan Funding SCS
4.55%03/15/2035

        80,386  
25,000   

Allergan, Inc.
2.80%03/15/2023

        24,944  
50,000   

Cardinal Health, Inc.
3.20%03/15/2023

        51,087  
125,000   

Endo Finance LLC
5.75%01/15/2022(2)

        115,437  
95,000   

Endo Finance LLC / Endo Finco, Inc.
5.38%01/15/2023(2)

        81,225  
25,000   

McKesson Corp.
3.80%03/15/2024

        26,311  
16,000   

PRA Holdings, Inc.
9.50%10/01/2023(2)

        17,660  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            10,000   

Valeant Pharmaceuticals International
6.38%10/15/2020(2)

      $         9,725  
  

Valeant Pharmaceuticals International, Inc.

     
160,000   

5.88%, 05/15/2023(2)

        137,600  
20,000   

6.13%, 04/15/2025(2)

        17,025  
5,000   

7.00%, 03/15/2024(2)

        5,325  
        

 

 

 
           566,725  
        

 

 

 
  

Pipelines - 0.3%

     
  

Energy Transfer Equity L.P.

     
5,000   

5.50%, 06/01/2027

        5,250  
40,000   

7.50%, 10/15/2020

        45,200  
25,000   

Energy Transfer L.P.
5.20%02/01/2022

        27,140  
25,000   

Kinder Morgan, Inc.
5.05%02/15/2046

        25,294  
10,000   

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

        10,825  
50,000   

Williams Cos., Inc.
3.70%01/15/2023

        49,484  
        

 

 

 
           163,193  
        

 

 

 
  

Real Estate Investment Trusts - 0.2%

     
75,000   

American Tower Corp.
3.40%02/15/2019

        76,666  
50,000   

Brixmor Operating Partnership L.P.
3.85%02/01/2025

        49,386  
5,000   

HCP, Inc.
5.38%02/01/2021

        5,473  
        

 

 

 
           131,525  
        

 

 

 
  

Retail - 0.4%

     
15,000   

1011778 BC ULC / New Red Finance, Inc.
4.25%05/15/2024(2)

        15,085  
40,000   

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

        41,900  
25,000   

CVS Health Corp.
5.13%07/20/2045

        28,689  
25,000   

L Brands, Inc.
6.75%07/01/2036

        23,750  
25,000   

Lithia Motors, Inc.
5.25%08/01/2025(2)

        25,750  
45,000   

Party City Holdings, Inc.
6.13%08/15/2023(2)

        47,250  
40,000   

United Rentals North America Co.
4.88%01/15/2028

        40,100  
        

 

 

 
           222,524  
        

 

 

 
  

Semiconductors - 0.2%

     
35,000   

Entegris, Inc.
6.00%04/01/2022(2)

        36,650  
45,000   

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

        47,742  
  

Sensata Technologies B.V.

     
55,000   

5.00%, 10/01/2025(2)

        57,888  
10,000   

5.63%, 11/01/2024(2)

        10,875  
        

 

 

 
           153,155  
        

 

 

 
  

Software - 0.5%

     
20,000   

Camelot Finance S.A.
7.88%10/15/2024(2)

        21,750  
20,000   

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%03/01/2025(2)

        20,675  
  

Fidelity National Information Services, Inc.

     
25,000   

3.00%, 08/15/2026

        24,495  
14,000   

3.50%, 04/15/2023

        14,570  
  

First Data Corp.

     


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$              15,000   

5.38%, 08/15/2023(2)

      $ 15,656  
70,000   

7.00%, 12/01/2023(2)

        75,513  
80,000   

Infor U.S., Inc.
6.50%05/15/2022

        83,300  
  

Microsoft Corp.

     
25,000   

2.40%, 08/08/2026

        24,121  
15,000   

4.25%, 02/06/2047

        16,235  
10,000   

RP Crown Parent LLC
7.38%10/15/2024(2)

        10,450  
        

 

 

 
           306,765  
        

 

 

 
  

Telecommunications - 0.6%

     
25,000   

AT&T, Inc.
4.35%06/15/2045

        22,650  
25,000   

Embarq Corp.
8.00%06/01/2036

        25,406  
25,000   

Level 3 Communications, Inc.
5.75%12/01/2022

        25,938  
35,000   

Level 3 Financing, Inc.
5.38%08/15/2022

        35,962  
  

Nokia Oyj

     
5,000   

3.38%, 06/12/2022

        5,059  
5,000   

4.38%, 06/12/2027

        5,150  
25,000   

Qwest Capital Funding, Inc.
6.88%07/15/2028

        23,250  
  

Sprint Capital Corp.

     
25,000   

6.88%, 11/15/2028

        27,250  
15,000   

6.90%, 05/01/2019

        15,956  
  

Sprint Communications, Inc.

     
25,000   

6.00%, 11/15/2022

        26,375  
17,000   

9.00%, 11/15/2018(2)

        18,403  
  

Sprint Corp.

     
40,000   

7.13%, 06/15/2024

        43,850  
25,000   

7.25%, 09/15/2021

        27,750  
5,000   

7.63%, 02/15/2025

        5,638  
35,000   

7.88%, 09/15/2023

        39,725  
25,000   

Telecom Italia Capital S.A.
6.00%09/30/2034

        27,650  
25,000   

Verizon Communications, Inc.
4.13%08/15/2046

        22,105  
        

 

 

 
           398,117  
        

 

 

 
  

Transportation - 0.3%

     
10,000   

FedEx Corp.
4.55%04/01/2046

        10,604  
40,000   

Hertz Corp.
7.63%06/01/2022(2)

        39,600  
25,000   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.
3.38%02/01/2022(2)

        25,843  
EUR            100,000   

Russian Railways via RZD Capital plc
4.60%03/06/2023

        133,651  
        

 

 

 
           209,698  
        

 

 

 
  

Total Corporate Bonds
(cost $11,881,949)

      $    12,491,236  
        

 

 

 

Foreign Government Obligations - 8.0%

     
  

Argentina - 1.5%

     
  

Argentina Treasury Bill

     
$              14,739   

2.80%, 11/24/2017

      $ 14,604  
14,524   

2.81%, 11/10/2017

        14,407  
33,804   

2.82%, 01/26/2018

        33,308  
162,346   

3.08%, 06/15/2018

        157,779  
84,759   

3.15%, 12/15/2017

        83,832  
48,533   

3.15%, 05/24/2018

        47,346  
85,608   

3.32%, 04/27/2018

        83,608  
  

Argentine Republic Government International Bond

     
EUR              70,000   

2.26%, 12/31/2038(3)

        50,971  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            150,000   

2.50%, 12/31/2038(3)

      $ 97,425  
155,000   

6.88%, 01/26/2027

        159,340  
10,000   

7.13%, 06/28/2117(2)

        9,080  
150,000   

7.50%, 04/22/2026

        161,475  
        

 

 

 
           913,175  
        

 

 

 
  

Brazil - 0.3%

     
BRL              26,948   

Brazil Notas do Tesouro Nacional
6.00%08/15/2050(10)

        9,446  
  

Brazilian Government International Bond

     
$              60,000   

7.13%, 01/20/2037

        69,750  
75,000   

8.25%, 01/20/2034

        95,512  
        

 

 

 
           174,708  
        

 

 

 
  

Bulgaria - 0.4%

     
EUR            200,000   

Bulgaria Government International Bond
1.88%03/21/2023(5)

        251,941  
        

 

 

 
  

Colombia - 0.2%

     
$            100,000   

Colombia Government International Bond
7.38%09/18/2037

        129,750  
        

 

 

 
  

Croatia - 0.4%

     
  

Croatia Government International Bond

     
EUR            100,000   

3.00%, 03/20/2027

        121,487  
$            100,000   

6.63%, 07/14/2020(5)

        110,550  
        

 

 

 
           232,037  
        

 

 

 
  

Dominican Republic - 0.2%

     
100,000   

Dominican Republic International Bond
5.50%01/27/2025(5)

        105,250  
        

 

 

 
  

Hungary - 0.5%

     
  

Hungary Government International Bond

     
170,000   

5.38%, 02/21/2023

        190,582  
30,000   

5.75%, 11/22/2023

        34,575  
45,000   

6.25%, 01/29/2020

        49,050  
36,000   

6.38%, 03/29/2021

        40,564  
        

 

 

 
                   314,771  
        

 

 

 
  

Indonesia - 0.9%

     
  

Indonesia Government International Bond

     
EUR            105,000   

3.75%, 06/14/2028(5)

        137,382  
$            202,000   

3.85%, 07/18/2027(2)

        203,988  
200,000   

4.75%, 01/08/2026(5)

        215,822  
        

 

 

 
           557,192  
        

 

 

 
  

Ivory Coast - 0.3%

     
199,755   

Ivory Coast Government International Bond
5.75%12/31/2032(3)(5)

        195,800  
        

 

 

 
  

Mexico - 0.7%

     
  

Mexican Bonos

     
MXN            170,800   

6.50%, 06/09/2022

        9,495  
162,200   

8.00%, 12/07/2023

        9,684  
  

Mexico Government International Bond

     
$            102,000   

4.00%, 10/02/2023

        107,406  
158,000   

4.75%, 03/08/2044

        159,896  
34,000   

5.75%, 10/12/2110

        35,853  
102,000   

6.05%, 01/11/2040

        121,074  
        

 

 

 
           443,408  
        

 

 

 
  

Morocco - 0.2%

     
EUR            100,000   

Morocco Government International Bond
3.50%06/19/2024(5)

        130,272  
        

 

 

 
  

Panama - 0.1%

     
$              45,000   

Panama Government International Bond
9.38%04/01/2029

        67,050  
        

 

 

 


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Peru - 0.1%

     
$              30,000   

Peruvian Government International Bond
8.75%11/21/2033

      $ 46,425  
        

 

 

 
  

Romania - 0.1%

     
  

Romanian Government International Bond

     
EUR                5,000   

3.63%, 04/24/2024(5)

        6,740  
65,000   

3.88%, 10/29/2035(5)

        80,698  
        

 

 

 
           87,438  
        

 

 

 
  

Russia - 0.6%

     
  

Russian Foreign Bond - Eurobond

     
$            200,000   

4.88%, 09/16/2023(5)

        216,016  
100,000   

5.00%, 04/29/2020(5)

        105,897  
22,000   

12.75%, 06/24/2028(5)

        38,605  
        

 

 

 
           360,518  
        

 

 

 
  

South Africa - 0.0%

     
ZAR            340,000   

Republic of South Africa Government Bond
6.25%03/31/2036

        18,360  
        

 

 

 
  

Turkey - 0.9%

     
  

Turkey Government International Bond

     
$            100,000   

5.63%, 03/30/2021

        106,568  
257,000   

6.88%, 03/17/2036

        291,654  
65,000   

7.00%, 06/05/2020

        71,393  
50,000   

7.38%, 02/05/2025

        58,391  
        

 

 

 
           528,006  
        

 

 

 
  

Ukraine - 0.3%

     
  

Ukraine Government International Bond

     
100,000   

7.75%, 09/01/2019(5)

        103,894  
100,000   

7.75%, 09/01/2023(5)

        101,167  
        

 

 

 
           205,061  
        

 

 

 
  

Uruguay - 0.0%

     
  

Uruguay Government International Bond

     
15,000   

7.63%, 03/21/2036

        20,520  
5,000   

8.00%, 11/18/2022

        6,107  
UYU              80,000   

9.88%, 06/20/2022(2)

        3,010  
        

 

 

 
           29,637  
        

 

 

 
  

Venezuela - 0.3%

     
  

Venezuela Government International Bond

     
$            100,000   

7.75%, 10/13/2019(5)

        42,750  
180,000   

9.00%, 05/07/2023(5)

        70,200  
152,000   

9.25%, 05/07/2028(5)

        58,140  
        

 

 

 
           171,090  
        

 

 

 
  

Total Foreign Government Obligations
(cost $4,813,297)

      $ 4,961,889  
        

 

 

 

Municipal Bonds - 0.8%

     
  

General - 0.1%

     
$            175,000   

Puerto Rico Commonwealth Government Employees Retirement System
6.15%07/01/2038

      $ 74,812  
        

 

 

 
  

General Obligation - 0.7%

     
220,000   

City of Chicago, IL, GO
7.05%01/01/2029

        238,491  
200,000   

Illinois State, GO
5.10%06/01/2033

        200,534  
        

 

 

 
           439,025  
        

 

 

 
  

Total Municipal Bonds
(cost $472,970)

      $ 513,837  
        

 

 

 

Senior Floating Rate Interests - 20.9%(11)

     
  

Advertising - 0.4%

     
$            276,454   

Acosta Holdco, Inc.
4.48%09/26/2021

      $ 251,457  
        

 

 

 


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Aerospace/Defense - 0.5%

     
$            115,000   

MacDonald, Dettwiler and Associates Ltd.
0.00%07/06/2024(12)

      $ 114,976  
223,308   

TransDigm, Inc.
4.23%06/09/2023

        224,331  
        

 

 

 
           339,307  
        

 

 

 
  

Biotechnology - 0.2%

     
103,166   

Sterigenics-Nordion Holdings LLC
4.23%05/15/2022

        103,123  
        

 

 

 
  

Chemicals - 0.6%

     
161,470   

Chemours Co.
3.73%05/12/2022

        162,547  
105,000   

Diamond (BC) B.V.
0.00%07/12/2024(12)

        105,087  
99,750   

MacDermid, Inc.
4.23%06/07/2023

        100,231  
        

 

 

 
           367,865  
        

 

 

 
  

Coal - 0.6%

     
354,211   

Ascent Resources - Marcellus LLC
5.47%08/04/2020

        216,661  
179,550   

Foresight Energy LLC
7.05%03/28/2022

        173,041  
        

 

 

 
           389,702  
        

 

 

 
  

Commercial Services - 1.5%

     
224,487   

PSAV Holdings LLC
4.70%04/27/2024

        225,890  
114,425   

Quikrete Holdings, Inc.
3.98%11/15/2023

        114,789  
133,650   

Russell Investment Group
6.97%06/01/2023

        135,238  
124,688   

Team Health Holdings, Inc.
3.98%02/06/2024

        124,181  
140,000   

Tempo Acquisition LLC
4.23%05/01/2024

        141,079  
199,000   

Xerox Business Services LLC
5.23%12/07/2023

        201,289  
        

 

 

 
           942,466  
        

 

 

 
  

Distribution/Wholesale - 0.6%

     
113,853   

Nexeo Solutions LLC
5.02%06/09/2023

        115,324  
258,700   

Wilsonart LLC
4.80%12/19/2023

        260,705  
        

 

 

 
                   376,029  
        

 

 

 
  

Diversified Financial Services - 0.7%

     
204,488   

EVO Payments International LLC
6.24%12/22/2023

        206,406  
105,000   

Fortress Investment Group LLC
1.38%06/14/2022

        106,247  
125,000   

Telenet Financing USD LLC
3.98%06/30/2025

        125,625  
        

 

 

 
           438,278  
        

 

 

 
  

Electric - 0.5%

     
112,728   

Calpine Corp.
4.05%05/31/2023

        113,087  
100,000   

Helix Gen Funding LLC
4.96%06/02/2024

        100,900  
151,215   

Seadrill Partners Finco LLC
4.30%02/21/2021

        103,330  
        

 

 

 
           317,317  
        

 

 

 


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Electronics - 0.2%

     
$            134,663   

Oberthur Technologies S.A.
5.05%01/10/2024

      $       134,284  
        

 

 

 
  

Engineering & Construction - 0.2%

     
150,000   

Brand Energy & Infrastructure Services, Inc.
5.51%06/21/2024

        151,125  
        

 

 

 
  

Food - 0.4%

     
109,171   

Hostess Brands LLC
3.73%08/03/2022

        110,087  
120,000   

Post Holdings, Inc.
3.49%05/24/2024

        120,487  
        

 

 

 
           230,574  
        

 

 

 
  

Healthcare-Products - 0.5%

     
197,481   

Alere, Inc.
4.49%06/18/2022

        197,696  
100,000   

INC Research LLC
0.00%06/27/2024(12)

        100,708  
        

 

 

 
           298,404  
        

 

 

 
  

Healthcare-Services - 2.4%

     
216,008   

Catalent Pharma Solutions, Inc.
3.98%05/20/2021

        217,397  
155,600   

CDRH Parent, Inc.
5.32%07/01/2021

        123,442  
78,265   

Community Health Systems, Inc.
4.21%01/27/2021

        78,113  
287,580   

Envision Healthcare Corp.
4.30%12/01/2023

        289,199  
149,250   

inVentiv Health, Inc.
4.95%11/09/2023

        149,331  
122,745   

MPH Acquisition Holdings LLC
4.30%06/07/2023

        123,604  
134,072   

Ortho-Clinical Diagnostics, Inc.
5.05%06/30/2021

        134,532  
141,377   

Surgery Center Holdings, Inc.
4.98%11/03/2020

        142,349  
216,700   

U.S. Renal Care, Inc.
5.55%12/31/2022

        212,546  
        

 

 

 
           1,470,513  
        

 

 

 
  

Household Products/Wares - 0.1%

     
90,000   

Galleria Co.
4.25%09/29/2023

        90,619  
        

 

 

 
  

Insurance - 1.1%

     
236,062   

Asurion LLC
4.23%11/03/2023

        237,832  
449,888   

Sedgwick Claims Management Services, Inc.
3.98%03/01/2021

        450,612  
        

 

 

 
           688,444  
        

 

 

 
  

Internet - 0.2%

     
141,544   

Lands’ End, Inc.
4.48%04/04/2021

        117,482  
        

 

 

 
  

Leisure Time - 0.1%

     
60,000   

Delta 2 (LUX) S.a.r.l.
8.00%07/29/2022

        60,064  
        

 

 

 
  

Lodging - 0.2%

     
113,970   

Boyd Gaming Corp.
3.69%09/15/2023

        114,409  
        

 

 

 
  

Machinery-Construction & Mining - 1.1%

     
596,882    American Rock Salt Holdings LLC
4.98%05/20/2021
        596,882  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            100,831   

Neff Rental LLC
7.66%06/09/2021

      $ 101,251  
        

 

 

 
                   698,133  
        

 

 

 
  

Machinery-Diversified - 0.3%

     
168,933   

Gardner Denver, Inc.
4.55%07/30/2020

        169,707  
        

 

 

 
  

Media - 0.6%

     
108,011   

CSC Holdings LLC
3.48%07/17/2025

        107,767  
5,367   

Mission Broadcasting, Inc.
3.74%01/17/2024

        5,412  
43,904   

Nexstar Broadcasting, Inc.
3.74%01/17/2024

        44,269  
220,000   

Virgin Media Bristol LLC
3.98%01/31/2025

        221,074  
        

 

 

 
           378,522  
        

 

 

 
  

Miscellaneous Manufacturing - 0.7%

     
400,267   

Sram LLC
4.79%03/15/2024

        404,270  
        

 

 

 
  

Oil & Gas - 0.6%

     
115,000   

California Resources Corp.
11.60%12/31/2021

        123,683  
100,000   

Chesapeake Energy Corp.
8.69%08/23/2021

        107,275  
185,250   

Drillships Ocean Ventures, Inc.
7.75%07/25/2021

        163,205  
        

 

 

 
           394,163  
        

 

 

 
  

Oil & Gas Services - 0.5%

     
333,790   

Pacific Drilling S.A.
4.75%06/03/2018

        125,448  
423,855   

Paragon Offshore Finance Co.
6.00%07/18/2021

        159,476  
        

 

 

 
           284,924  
        

 

 

 
  

Packaging & Containers - 0.8%

     
164,588   

Flex Acquisition Co., Inc.
4.55%12/29/2023

        165,469  
309,765   

Reynolds Group Holdings, Inc.
4.23%02/05/2023

        311,048  
        

 

 

 
           476,517  
        

 

 

 
  

Pharmaceuticals - 0.5%

     
150,000   

Endo Luxembourg Finance Co. I S.a r.l.
5.50%04/29/2024

        152,250  
167,959   

Valeant Pharmaceuticals International, Inc.
5.98%04/01/2022

        171,069  
        

 

 

 
           323,319  
        

 

 

 
  

Real Estate - 0.5%

     
295,240   

DTZ U.S. Borrower LLC
4.49%11/04/2021

        296,717  
        

 

 

 
  

REITS - 0.2%

     
103,688   

MGM Growth Properties Operating Partnership L.P.
3.48%04/25/2023

        104,064  
        

 

 

 
  

Retail - 0.7%

     
150,000   

Bass Pro Group LLC
6.30%12/16/2023

        146,094  
275,000   

Rite Aid Corp.
5.12%06/21/2021

        276,031  
        

 

 

 
           422,125  
        

 

 

 
  

Software - 1.9%

     
200,000   

Almonde, Inc.
4.74%06/13/2024

        201,556  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            149,625   

Change Healthcare Holdings, Inc.
3.98%03/01/2024

      $ 150,448  
  

First Data Corp.

     
105,362   

3.48%, 07/08/2022

        105,644  
313,657   

3.73%, 04/26/2024

        315,338  
415,800   

WEX, Inc.
3.98%06/30/2023

        420,075  
        

 

 

 
           1,193,061  
        

 

 

 
  

Telecommunications - 1.0%

     
125,000   

Level 3 Financing, Inc.
3.48%02/22/2024

        125,489  
97,959   

LTS Buyer LLC
4.55%04/13/2020

        98,302  
224,438   

Sprint Communications, Inc.
3.75%02/02/2024

        225,167  
149,195   

Univision Communications, Inc.
3.98%03/15/2024

        148,594  
        

 

 

 
           597,552  
        

 

 

 
  

Transportation - 0.2%

     
128,228   

Kenan Advantage Group, Inc.

4.23%07/31/2022

        128,260  
        

 

 

 
  

Trucking & Leasing - 0.3%

     
155,000   

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.98%03/20/2022

        154,879  
        

 

 

 
  

Total Senior Floating Rate Interests
(cost $13,556,862)

      $ 12,907,675  
        

 

 

 

Equity Linked Securities - 10.8%

     
  

Banks - 10.8%

     
$                3,691   

Celegen Corp. (Barclays Bank plc)
12.00%10/25/2017(2)

      $ 504,265  
3,237   

Cummins, Inc.(Barclays Bank plc)
12.00%08/23/2017(2)

        516,528  
5,925   

Eastman Chemical Co. (Merrill Lynch International Co. C.V.)
12.00%10/25/2017(2)

        499,359  
3,068   

Facebook, Inc., Class A (Barclays Bank plc)
12.00%10/25/2017(2)

        499,900  
6,070   

HCA Holdings, Inc., (Sociate Generale S.A.)
12.00%09/20/2017(2)

        494,003  
29,081   

HP Inc., (Societe Generale S.A.)
12.00%09/20/2017(2)

        533,381  
8,787   

Las Vegas Sands, Corp (BNP Paribas Arbitrage Issuance B.V.)
12.00%08/23/2017(2)

        528,187  
6,155   

LyondellBasell Industrial, Class A (HSBC Bank plc)
12.00%08/23/2017(2)

        533,208  
4,897   

Manpower Group, Inc. (Barclays Bank plc)
12.00%08/23/2017(2)

        518,886  
4,761   

Packaging Corp. of America (Societe Generale S.A.)
12.00%09/20/2017(2)

        513,748  
9,756   

Paypal Holdings (HSBC Bank plc)
12.00%09/20/2017(2)

        530,531  
4,559   

Prudential Financial, Inc. (Merrill Lynch International Co. C.V.)
12.00%10/25/2017(2)

        514,802  
5,761   

Western Digital Corp. (BNP Paribas Arbitrage Issuance B.V.)
12.00%08/23/2017(2)

        491,471  
        

 

 

 
           6,678,269  
        

 

 

 
  

Total Equity Linked Securities
(cost $6,560,919)

      $    6,678,269  
        

 

 

 

U.S. Government Agencies - 1.4%

     
  

FHLMC - 0.4%

     
$            250,000   

FHLMC
4.68%10/25/2029(1)

      $ 269,275  
        

 

 

 


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

FNMA - 1.0%

     
$            600,000   

FNMA
3.50%08/01/2047(13)

      $ 617,719  
        

 

 

 
  

Total U.S. Government Agencies
(cost $864,458)

      $ 886,994  
        

 

 

 

Common Stocks - 20.5%

     
  

Automobiles & Components - 1.1%

     
11,721   

Ford Motor Co.

      $ 131,510  
1,369   

General Motors Co.

        49,257  
38,997   

Hota Industrial Manufacturing Co., Ltd.

        178,482  
11,977   

Nissan Motor Co., Ltd.

        118,923  
28,566   

Superalloy Industrial Co., Ltd.

        122,984  
53,287   

Xinyi Glass Holdings Ltd.*

        55,061  
        

 

 

 
           656,217  
        

 

 

 
  

Banks - 1.0%

     
188,453   

Agricultural Bank of China Ltd. Class H

        87,903  
9,763   

Bank Hapoalim BM

        67,626  
3,467   

Credit Agricole S.A.

        60,854  
840   

Danske Bank A/S

        34,018  
32,674   

Dubai Islamic Bank PJSC

        54,049  
8,911   

Kiatnakin Bank PCL

        17,875  
9,514   

Malayan Banking Bhd

        21,199  
18,842   

MGIC Investment Corp.*

        219,886  
1,162   

National Bank of Canada

        52,333  
        

 

 

 
                   615,743  
        

 

 

 
  

Capital Goods - 1.2%

     
1,251   

ACS Actividades de Construccion y Servicios S.A.

        47,891  
4,728   

Altra Industrial Motion Corp.

        210,632  
560   

Asahi Glass Co., Ltd.

        23,570  
8,378   

ITOCHU Corp.

        131,380  
2,986   

Marubeni Corp.

        19,787  
1,082   

Mitsubishi Corp.

        23,492  
9,714   

Mitsui & Co., Ltd.

        141,249  
12,722   

Sumitomo Corp.

        171,961  
        

 

 

 
           769,962  
        

 

 

 
  

Commercial & Professional Services - 0.3%

     
14,901   

Dai Nippon Printing Co., Ltd.

        164,360  
        

 

 

 
  

Consumer Durables & Apparel - 0.0%

     
460   

Berkeley Group Holdings plc

        21,215  
        

 

 

 
  

Consumer Services - 0.4%

     
1,620   

Darden Restaurants, Inc.

        135,886  
1,802   

H&R Block, Inc.

        54,961  
3,136   

TUI AG

        49,290  
        

 

 

 
           240,137  
        

 

 

 
  

Diversified Financials - 0.7%

     
995   

AGNC Investment Corp. REIT

        21,074  
18,198   

Annaly Capital Management, Inc. REIT

        218,922  
9,843   

Chimera Investment Corp. REIT

        185,245  
2,993   

Two Harbors Investment Corp. REIT

        29,601  
        

 

 

 
           454,842  
        

 

 

 
  

Energy - 0.7%

     
12,143   

Hindustan Petroleum Corp. Ltd.

        72,508  
15,759   

Repsol S.A.

        263,930  
38,737   

Star Petroleum Refining PCL

        17,927  
8,757   

Thai Oil PCL

        22,566  
838   

Valero Energy Corp.

        57,797  
        

 

 

 
           434,728  
        

 

 

 
  

Food & Staples Retailing - 0.5%

     
635   

Casino Guichard Perrachon S.A.

        38,729  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

3,249   

Wal-Mart Stores, Inc.

   $ 259,888  
     

 

 

 
        298,617  
     

 

 

 
  

Food, Beverage & Tobacco - 0.4%

 

10,106   

Marine Harvest ASA*

     188,411  
45,204   

WH Group Ltd.(2)

     42,385  
     

 

 

 
        230,796  
     

 

 

 
  

Health Care Equipment & Services - 0.1%

 

215   

UnitedHealth Group, Inc.

     41,239  
     

 

 

 
  

Insurance - 1.1%

 

466   

Baloise Holding AG

     74,870  
3,856   

CNA Financial Corp.

     200,319  
8,268   

CNP Assurances

     199,603  
3,101   

NN Group N.V.

     125,696  
3,124   

Old Republic International Corp.

     61,293  
391   

Prudential Financial, Inc.

     44,273  
     

 

 

 
        706,054  
     

 

 

 
  

Materials - 0.5%

 

17,054   

CSR Ltd.

     53,511  
509   

Domtar Corp.

     19,882  
768   

LyondellBasell Industries N.V. Class A

     69,189  
16,058   

PTT Global Chemical PCL

     34,865  
4,827   

Severstal PJSC GDR

     66,337  
11,844   

Vedanta Ltd.

     51,651  
     

 

 

 
        295,435  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 1.2%

 

473   

AbbVie, Inc.

     33,067  
349   

Amgen, Inc.

     60,904  
1,655   

Daiichi Sankyo Co., Ltd.

     36,094  
792   

Gilead Sciences, Inc.

     60,263  
1,869   

Johnson & Johnson

     248,054  
887   

Merck & Co., Inc.

     56,662  
4,233   

Pfizer, Inc.

     140,366  
907   

Sanofi

     86,427  
     

 

 

 
        721,837  
     

 

 

 
  

Real Estate - 1.5%

 

1,754   

Apple Hospitality, Inc. REIT

     32,379  
28,832   

Ascendas REIT

     57,399  
3,635   

Barwa Real Estate Co.

     33,365  
62,657   

Guangzhou R&F Properties Co., Ltd. Class H

     111,868  
8,866   

Henderson Land Development Co., Ltd.

     51,243  
3,679   

Hospitality Properties Trust REIT

     106,912  
11,404   

Kerry Properties Ltd.

     39,963  
87,781   

New World Development Co., Ltd.

     118,544  
4,971   

Omega Healthcare Investors, Inc. REIT

     157,034  
2,774   

Sun Hung Kai Properties Ltd.

     42,920  
7,717   

Swire Properties Ltd.

     26,658  
14,223   

Wharf Holdings Ltd.

     120,890  
7,465   

Wheelock & Co., Ltd.

     56,252  
     

 

 

 
        955,427  
     

 

 

 
  

Retailing - 0.3%

 

16,943   

Harvey Norman Holdings Ltd.

     59,242  
2,418   

Target Corp.

     137,028  
     

 

 

 
                196,270  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 0.7%

 

5,664   

Intel Corp.

     200,902  
16,019   

Radiant Opto-Electronics Corp.

     38,054  
32,250   

Taiwan Semiconductor Manufacturing Co., Ltd.

     227,972  
     

 

 

 
        466,928  
     

 

 

 
  

Software & Services - 1.9%

 

1,835   

Alibaba Group Holding Ltd. ADR*

     284,333  


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

1,049   

IBM Corp.

   $ 151,759  
506   

Mixi, Inc.

     27,810  
237   

NAVER Corp.

     170,172  
853   

NetEase, Inc. ADR

     265,522  
6,806   

Tencent Holdings Ltd.

     271,654  
     

 

 

 
        1,171,250  
     

 

 

 
  

Technology Hardware & Equipment - 3.0%

 

22,580   

Advantech Co., Ltd.

     170,806  
7,326   

Asustek Computer, Inc.

     68,134  
24,489   

Catcher Technology Co., Ltd.

     281,450  
49,777   

Compal Electronics, Inc.

     33,059  
7,797   

Hon Hai Precision Industry Co., Ltd.

     30,323  
1,601   

Largan Precision Co., Ltd.

     292,117  
11,399   

Pegatron Corp.

     37,178  
128,862   

Primax Electronics Ltd.

     281,455  
1,523   

Seagate Technology plc

     50,198  
860,843   

Tongda Group Holdings Ltd.

     249,714  
3,258   

Venture Corp. Ltd.

     31,650  
89,152   

Yageo Corp.

     339,519  
     

 

 

 
        1,865,603  
     

 

 

 
  

Telecommunication Services - 1.7%

 

6,626   

AT&T, Inc.

     258,414  
53,252   

Bezeq The Israeli Telecommunication Corp. Ltd.

     79,027  
9,994   

CenturyLink, Inc.

     232,560  
109,756   

HKT Trust & HKT Ltd. UNIT

     143,891  
13,670   

Intouch Holdings PCL NVDR

     24,540  
10,686   

MegaFon PJSC GDR

     102,577  
651   

Nippon Telegraph & Telephone Corp.

     31,859  
1,227   

Ooredoo QSC

     32,286  
43,835   

PCCW Ltd.

     24,652  
559   

Proximus S.A.

     19,657  
7,620   

Spark New Zealand Ltd.

     21,463  
18,773   

Telia Co., AB

     88,249  
5,833   

Telstra Corp. Ltd.

     19,136  
     

 

 

 
        1,078,311  
     

 

 

 
  

Transportation - 0.3%

 

27,262   

Air New Zealand Ltd.

     68,634  
1,517   

bpost S.A.

     41,530  
103,348   

Hutchison Port Holdings Trust UNIT

     49,059  
     

 

 

 
        159,223  
     

 

 

 
  

Utilities - 1.9%

 

1,477   

Avangrid, Inc.

     67,085  
7,522   

CenterPoint Energy, Inc.

     212,045  
6,178   

CEZ AS

     112,086  
50,227   

China Power International Development Ltd.

     17,217  
41,613   

China Resources Power Holdings Co., Ltd.

     79,237  
3,235   

Entergy Corp.

     248,189  
3,655   

FirstEnergy Corp.

     116,631  
49,137   

HK Electric Investments & HK Electric Investments Ltd. UNIT(2)

     46,600  
444   

Innogy SE(2)

     18,648  
632   

Korea Electric Power Corp.

     25,197  
1,711   

Public Service Enterprise Group, Inc.

     76,944  
6,878   

Transmissora Alianca de Energia Eletrica S.A. UNIT

     51,215  
1,370   

Vistra Energy Corp.

     22,509  
1,290   

Xcel Energy, Inc.

     61,030  
     

 

 

 
        1,154,633  
     

 

 

 
  

Total Common Stocks
(cost $11,004,485)

   $         12,698,827  
     

 

 

 

Convertible Bonds - 3.7%

  
  

Biotechnology - 0.2%

 

$        132,000   

Illumina, Inc.
0.50%06/15/2021

   $ 141,322  
     

 

 

 

 


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Commercial Services - 0.2%

 

$        152,000   

Cardtronics, Inc.
1.00%12/01/2020

   $ 144,970  
     

 

 

 
  

Diversified Financial Services - 0.1%

 

20,000   

Blackhawk Network Holdings, Inc.
1.50%01/15/2022(2)

     22,438  
     

 

 

 
  

Healthcare-Products - 0.2%

 

88,000   

Hologic, Inc.
0.00%12/15/2043(14)

     109,945  
     

 

 

 
  

Home Builders - 0.2%

 

110,000   

Toll Brothers Finance Corp.
0.50%09/15/2032

     109,794  
     

 

 

 
  

Internet - 0.6%

 

  

Priceline Group, Inc.

  
121,000   

0.35%, 06/15/2020

     190,121  
20,000   

0.90%, 09/15/2021

     23,812  
165,000   

WebMD Health Corp.
2.63%06/15/2023

     164,794  
     

 

 

 
        378,727  
     

 

 

 
  

Media - 0.3%

 

158,000   

DISH Network Corp.
3.38%08/15/2026(2)

     196,315  
10,000   

Liberty Media Corp-Liberty Formula One
1.00%01/30/2023(2)

     11,300  
     

 

 

 
        207,615  
     

 

 

 
  

Oil & Gas - 0.2%

 

20,000   

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

     5,813  
135,000   

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

     126,984  
     

 

 

 
        132,797  
     

 

 

 
  

Pharmaceuticals - 0.4%

 

132,000   

Ironwood Pharmaceuticals, Inc.
2.25%06/15/2022

     169,620  
55,000   

Teva Pharmaceutical Finance Co. LLC
0.25%02/01/2026

     58,850  
     

 

 

 
        228,470  
     

 

 

 
  

Semiconductors - 0.5%

 

  

Microchip Technology, Inc.

  
64,000   

1.63%, 02/15/2027(2)

     70,880  
77,000   

1.63%, 02/15/2025

     120,312  
89,000   

2.25%, 02/15/2037(2)

     97,233  
     

 

 

 
        288,425  
     

 

 

 
  

Software - 0.8%

 

165,000   

Envestnet, Inc.
1.75%12/15/2019

     160,978  
175,000   

ServiceNow, Inc.
0.00%06/01/2022(2)(14)

     182,438  
132,000   

Workday, Inc.
0.75%07/15/2018

     169,125  
     

 

 

 
        512,541  
     

 

 

 
  

Total Convertible Bonds
(cost $2,169,853)

   $         2,277,044  
     

 

 

 

Preferred Stocks - 0.0%

  
  

Diversified Financials - 0.0%

 

250   

GMAC Capital Trust Series 2 6.97%(1)

   $ 6,638  
     

 

 

 
  

Total Preferred Stocks
(cost $6,567)

   $ 6,638  
     

 

 

 


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    

Total Long-Term Investments
(cost $54,744,609)

      $ 56,862,544  

Short-Term Investments - 3.6%

     
    

Foreign Government Obligations - 0.6%

     
JPY     40,350,000     

Japan Treasury Discount Bill
0.01%10/10/2017(15)

      $ 366,072  
          

 

 

 
    

Other Investment Pools & Funds - 3.0%

     
1,877,741     

Morgan Stanley Institutional Liquidity Funds, Institutional Class

        1,877,741  
          

 

 

 
    

Total Short-Term Investments
(cost $2,232,078)

      $ 2,243,813  
          

 

 

 
    

Total Investments Excluding Purchased Options
(cost $56,976,687)

     95.5%      $         59,106,357  
    

Total Purchased Options
(cost $281,031)

     0.5%      $ 312,117  
       

 

 

    

 

 

 
    

Total Investments
(cost $57,257,718)^

     96.0%      $ 59,418,474  
    

Other Assets and Liabilities

     4.0%        2,482,438  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 61,900,912  
       

 

 

    

 

 

 

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

      $         3,651,423  

Unrealized Depreciation

        (1,490,667
     

 

 

 

Net Unrealized Appreciation

      $ 2,160,756  
     

 

 

 

 

* Non-income producing.
(1) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(2) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $11,999,018, which represented 19.4% 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) 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 $55,000 at July 31, 2017.
(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 July 31, 2017, the aggregate value of these securities was $3,582,665, which represented 5.8% of total net assets.
(6) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(7) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(8) The following security is considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    

    Period

  Acquired

       Shares/ Par             Security    Cost Basis      
 

06/2015

   $             80,000      Texas Competitive Electric Holdings Co. LLC    $           —      

At July 31, 2017, the aggregate value of these securities was $0, which represents 0.0% of total net assets.

 

(9) This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 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.
(10) The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(11) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of July 31, 2017.
(12) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(13) Represents or includes a TBA transaction.
(14) Security is a zero-coupon bond.
(15) The rate shown represents current yield to maturity.

Exchange Traded Option Contracts Outstanding at July 31, 2017

 

Description    Exercise Price/FX Rate/ Rate      Expiration
Date
            Number of
Contracts
     Market
Value †
    Premiums   
Paid   
(Received)  
by Fund   
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

                  

Calls

                  

Energy Select Sector SPDR ETF

     67.00 USD        09/15/17            USD       1,011        $ 123,342       $ 92,045      $ 31,297  

S&P 500 index

     2,450.00 USD        08/18/17            USD       51          154,020         150,713        3,307  

iShares MSCI EAFE ETF

     68.00 USD        09/15/17            USD       993          34,755         38,273        (3,518)  
          

 

 

    

 

 

   

 

 

    

 

 

 

Total Calls

             2,055        $   312,117       $ 281,031      $ 31,086  
          

 

 

    

 

 

   

 

 

    

 

 

 

Total purchased option contracts

             2,055      $ 312,117     $   281,031      $ 31,086  
          

 

 

    

 

 

   

 

 

    

 

 

 

Written option contracts:

                  

Calls

                  

Energy Select Sector SPDR ETF

     70.00 USD        09/15/17            USD       (1,011)       $ (25,275)      $ (22,198)      $ (3,077)  
          

 

 

    

 

 

   

 

 

    

 

 

 

Total written option contracts

             (1,011)      $ (25,275   $ (22,198)      $       (3,077)  
          

 

 

    

 

 

   

 

 

    

 

 

 

Futures Contracts Outstanding at July 31, 2017

Description   

Number of  

Contracts  

       Expiration
Date
     Notional
Amount
    

Market      

Value †      

    

    Unrealized    

    Appreciation/    

    (Depreciation)    

 

Long position contracts:

                

FTSE 100 Index Future

     35          09/15/2017      $         3,443,337      $         3,375,686      $ (67,651)   

SGX Nifty 50 Index Future

     207          08/31/2017        4,155,784        4,183,884        28,100    

U.S. 10-Year Ultra Future

     1          09/20/2017        135,080        135,047        (33)   

U.S. Treasury 5-Year Note Future

     20          09/29/2017        2,362,641        2,362,969        328    

U.S. Treasury Long Bond Future

     4          09/20/2017        610,851        611,875        1,024    

U.S. Ultra Bond Future

     9          09/20/2017        1,470,329        1,480,500        10,171    
                

 

 

 

Total

                 $   (28,061)   
                

 

 

 

Short position contracts:

                

Euro-BOBL Future

     5          09/07/2017      $ 786,179      $ 781,663      $ 4,516    

Euro-Bund Future

     2          09/07/2017        386,461        383,433        3,028    

FTSE 250 Index Future

     67          09/15/2017        3,475,594        3,476,589        (995)   

Long Gilt Future

     6          09/27/2017        1,009,271        997,625        11,646    

MSCI Taiwan Index Future

     56          08/30/2017        2,205,126        2,184,000        21,126    

Mini MSCI EAFE Index Future

     41          09/15/2017      $ 3,896,357      $ 3,974,745      $ (78,388)   

Mini MSCI Emerging Markets Index future

     18          09/15/2017        907,481        958,050        (50,569)   

S&P 500 (E-Mini) Future

     74          09/15/2017        8,984,741        9,131,600        (146,859)   


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

U.S. Treasury 10-Year Note Future

     70                        09/20/2017                            8,803,280                            8,812,344        (9,064)  

U.S. Treasury 2-Year Note Future

     16           09/29/2017           3,456,299           3,461,500        (5,201)  
                       

 

 

 

Total

                        $ (250,760)  
                       

 

 

 

Total futures contracts

                        $             (278,821)  
                       

 

 

 

TBA Sale Commitments Outstanding at July 31, 2017

 

Description   

Principal    

Amount    

     Maturity Date      Market Value †     

Unrealized  

Appreciation/  

(Depreciation)  

 

FNMA, 3.50%

   $                 800,000        08/01/2047      $         (823,625)      $ (5,000)  
        

 

 

    

 

 

 
           

 

 

 

Total (proceeds $818,625)

         $ (823,625)      $                 (5,000)  
        

 

 

    

 

 

 
           

 

 

 

At July 31, 2017, the aggregate market value of TBA Sale Commitments represents (1.3)% of total net assets.

OTC Credit Default Swap Contracts Outstanding at July 31, 2017

 

        Reference Entity    Counter-
party
     Notional
Amount (a)
    

(Pay)/Receive

Fixed

Rate/Implied
Credit Spread (b)

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

Credit default swaps on indices:

 

                      

Buy protection:

                         

ABX.HE.AAA.06

     JPM        USD        4,938        (0.18%)        07/25/45      $ 106          $      $ 92     $ (14)  

ABX.HE.AAA.07

     MSC        USD        245,921        (0.09%)        08/25/37        58,139                   23,666       (34,473)  

CMBX.NA.A.7

     JPM        USD        80,000        (2.00%)        01/17/47        3,059                   1,254       (1,805)  

CMBX.NA.A.9

     MSC        USD        40,000        (2.00%)        09/17/58        1,396                   1,056       (340)  

CMBX.NA.A.9

     DEUT        USD        35,000        (2.00%)        09/17/58        1,761                   922       (839)  

CMBX.NA.A.9

     MSC        USD        50,000        (2.00%)        09/17/58        2,202                   1,320       (882)  

CMBX.NA.AA.7

     CSI        USD        30,000        (1.50%)        01/17/47        925                   (144     (1,069)  

CMBX.NA.AA.7

     MSC        USD        70,000        (1.50%)        01/17/47        811                   (332     (1,143)  

CMBX.NA.AA.7

     CSI        USD        85,000        (1.50%)        01/17/47        2,620                   (408     (3,028)  

CMBX.NA.AA.7

     CSI        USD        90,000        (1.50%)        01/17/47        2,774                   (432     (3,206)  

CMBX.NA.AA.7

     CSI        USD        100,000        (1.50%)        01/17/47        3,082                   (480     (3,562)  

CMBX.NA.AA.8

     MSC        USD        35,000        (1.50%)        10/17/57        1,398                   464       (934)  

CMBX.NA.AAA.6

     JPM        USD        19,824        (0.50%)        05/11/63        —            (74)        (92     (18)  

CMBX.NA.AAA.6

     GSC        USD        152,642        (0.50%)        05/11/63        —            (144)        (705     (561)  

CMBX.NA.AJ.4

     JPM        USD        30,095        (0.96%)        02/17/51        7,310                   4,170       (3,140)  

CMBX.NA.AS.7

     GSC        USD        265,000        (1.00%)        01/17/47        7,390                   (2,108     (9,498)  

CMBX.NA.AS.8

     DEUT        USD        30,000        (1.00%)        10/17/57        2,179                   (88     (2,267)  

CMBX.NA.BB.8

     CSI        USD        50,000        (5.00%)        10/17/57        11,674                   12,087       413   

CMBX.NA.BB.8

     JPM        USD        25,000        (5.00%)        10/17/57        5,837                   6,043       206   

CMBX.NA.BB.8

     CSI        USD        25,000        (5.00%)        10/17/57        5,891                   6,044       153   

CMBX.NA.BB.8

     CSI        USD        25,000        (5.00%)        10/17/57        5,990                   6,043       53   

CMBX.NA.BB.8

     JPM        USD        25,000        (5.00%)        10/17/57        5,990                   6,043       53   

CMBX.NA.BB.8

     GSC        USD        20,000        (5.00%)        10/17/57        4,867                   4,834       (33)  

CMBX.NA.BB.8

     GSC        USD        25,000        (5.00%)        10/17/57        6,131                   6,043       (88)  

CMBX.NA.BB.9

     CSI        USD        115,000        (5.00%)        09/17/58        24,004                   20,042       (3,962)  

CMBX.NA.BB.9

     MSC        USD        986,000        (5.00%)        09/17/58        222,865                       171,698       (51,167)  

CMBX.NA.BBB.10

     MSC        USD        35,000        (3.00%)        11/17/59        2,279                   3,614       1,335   

CMBX.NA.BBB.10

     MSC        USD        50,000        (3.00%)        11/17/59        3,890                   5,163       1,273   

CMBX.NA.BBB.10

     MSC        USD        40,000        (3.00%)        11/17/59        3,915                   4,130       215   

CMBX.NA.BBB.7

     GSC        USD        25,000        (3.00%)        01/17/47        2,128                   2,201       73   

CMBX.NA.BBB.7

     MSC        USD        60,000        (3.00%)        01/17/47        6,088                   5,281       (807)  

CMBX.NA.BBB.7

     CSI        USD        150,000        (3.00%)        01/17/47        14,375                   13,203       (1,172)  

CMBX.NA.BBB.7

     CSI        USD        160,000        (3.00%)        01/17/47        15,333                   14,083       (1,250)  

CMBX.NA.BBB.7

     DEUT        USD        25,000        (3.00%)        01/17/47        1,802                   2,201       399   

CMBX.NA.BBB.7

     GSC        USD        15,000        (3.00%)        01/17/47        1,029                   1,320       291   

CMBX.NA.BBB.7

     MSC        USD        35,000        (3.00%)        01/17/47        2,862                   3,080       218   

CMBX.NA.BBB.7

     DEUT        USD        25,000        (3.00%)        01/17/47        2,351                   2,201       (150)  

CMBX.NA.BBB.7

     MSC        USD        425,000        (3.00%)        01/17/47        40,733                   37,409       (3,324)  

CMBX.NA.BBB.9

     MSC        USD        15,000        (3.00%)        09/17/58      $ 1,629                 $ 1,707     $ 78   

CMBX.NA.BBB.9

     MSC        USD        45,000        (3.00%)        09/17/58        5,345                   5,113       (232)  

CMBX.NA.BBB.9

     MSC        USD        145,000        (0.50%)        09/17/58        1,813                   1,212       (601)  

CMBX.NA.BBB.9

     DEUT        USD        100,000        (3.00%)        09/17/58        12,203                   11,379       (824)  

CMBX.NA.BBB.9

     JPM        USD        110,000        (3.00%)        09/17/58        13,659                   12,517       (1,142)  
                 

 

 

    

 

 

    

 

 

   

 

 

 

Total

                  $     519,835          $     (218)      $ 392,846     $     (126,771)  
                 

 

 

    

 

 

    

 

 

   

 

 

 

 


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Sell protection:

                          

CMBX.NA.AJ.4

     MLI        USD        30,095        0.96%        02/17/51      $ —          $ (5,192)      $ (4,172)      $ 1,020   

CMBX.NA.BB.6

     CSI        USD        115,000        5.00%        05/11/63        —            (24,026)        (21,714)        2,312   

CMBX.NA.BB.6

     CSI        USD        70,000        5.00%        05/11/63        —            (14,115)        (13,217)        898   

CMBX.NA.BB.6

     CSI        USD        40,000        5.00%        05/11/63        —            (7,843)        (7,542)        301   

CMBX.NA.BB.6

     CSI        USD        47,000        5.00%        05/11/63        —            (8,589)        (8,862)        (273)  

CMBX.NA.BB.6

     CSI        USD        20,000        5.00%        05/11/63        —            (3,367)        (3,776)        (409)  

CMBX.NA.BB.6

     GSC        USD        25,000        5.00%        05/11/63        —            (4,236)        (4,720)        (484)  

CMBX.NA.BB.6

     CSI        USD        85,000        5.00%        05/11/63        —            (15,533)        (16,026)        (493)  

CMBX.NA.BB.6

     CSI        USD        85,000        5.00%        05/11/63        —            (15,533)        (16,026)        (493)  

CMBX.NA.BB.6

     CSI        USD        85,000        5.00%        05/11/63        —            (15,533)        (16,026)        (493)  

CMBX.NA.BB.6

     CSI        USD        40,000        5.00%        05/11/63        —            (7,024)        (7,541)        (517)  

CMBX.NA.BB.6

     CSI        USD        90,000        5.00%        05/11/63        —            (16,447)        (16,969)        (522)  

CMBX.NA.BB.6

     MSC        USD        25,000        5.00%        05/11/63        —            (4,125)        (4,721)        (596)  

CMBX.NA.BB.6

     JPM        USD        25,000        5.00%        05/11/63        —            (4,049)        (4,721)        (672)  

CMBX.NA.BB.6

     MSC        USD        170,000        5.00%        05/11/63        —            (31,068)        (32,052)        (984)  

CMBX.NA.BB.6

     GSC        USD        20,000        5.00%        05/11/63        —            (2,633)        (3,774)        (1,141)  

CMBX.NA.BB.6

     CSI        USD        50,000        5.00%        05/11/63        —            (7,377)        (9,441)        (2,064)  

CMBX.NA.BB.6

     GSC        USD        80,000        5.00%        05/11/63        —            (8,692)        (15,083)        (6,391)  

CMBX.NA.BB.8

     MSC        USD        306,000        5.00%        10/17/57        —            (85,038)        (73,883)        11,155   

CMBX.NA.BB.8

     MSC        USD        60,000        5.00%        10/17/57        —            (17,143)        (14,486)        2,657   

CMBX.NA.BB.8

     MSC        USD        50,000        5.00%        10/17/57        —            (14,265)        (12,072)        2,193   

CMBX.NA.BB.8

     GSC        USD        60,000        5.00%        10/17/57        —            (16,598)        (14,487)        2,111   

CMBX.NA.BB.8

     GSC        USD        5,000        5.00%        10/17/57        —            (1,645)        (1,208)        437   

CMBX.NA.BB.8

     GSC        USD        125,000        5.00%        10/17/57        —            (25,699)        (30,181)        (4,482)  

CMBX.NA.BB.8

     MLI        USD        115,000        5.00%        10/17/57        —            (10,316)        (27,767)        (17,451)  

CMBX.NA.BB.8

     GSC        USD        110,000        5.00%        10/17/57        —            (5,582)        (26,559)        (20,977)  

CMBX.NA.BB.9

     CSI        USD        270,000        5.00%        09/17/58        —            (72,702)        (46,979)        25,723   

CMBX.NA.BB.9

     GSC        USD        275,000        5.00%        09/17/58        —            (73,532)        (47,849)        25,683   

CMBX.NA.BB.9

     CSI        USD        270,000        5.00%        09/17/58        —            (71,938)        (46,979)        24,959   

CMBX.NA.BB.9

     GSC        USD        171,000        5.00%        09/17/58        —            (46,825)        (29,753)        17,072   

CMBX.NA.BB.9

     GSC        USD        35,000        5.00%        09/17/58        —            (9,557)        (6,090)        3,467   

CMBX.NA.BB.9

     JPM        USD        20,000        5.00%        09/17/58        —            (5,369)        (3,480)        1,889   

CMBX.NA.BB.9

     MLI        USD        15,000        5.00%        09/17/58        —            (4,138)        (2,610)        1,528   

CMBX.NA.BB.9

     GSC        USD        15,000        5.00%        09/17/58        —            (4,096)        (2,610)        1,486   

CMBX.NA.BB.9

     GSC        USD        15,000        5.00%        09/17/58        —            (4,060)        (2,610)        1,450   

CMBX.NA.BB.9

     MLI        USD        15,000        5.00%        09/17/58        —            (4,026)        (2,609)        1,417   

PrimeX.ARM.2

     JPM        USD        220,751        4.58%        12/25/37        9,078                   2,255         (6,823)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $ 9,078         $ (667,911)      $ (596,340)      $ 62,493   
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total traded indices

                  $ 528,913         $ (668,129)      $ (203,494)      $ (64,278)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Credit default swaps on single-name issues:

 

                       

Sell protection:

                          

Republic of Turkey

     BCLY        USD        59,000        1.00%/1.81%        06/20/22      $ —         $ (2,484)      $ (2,111)      $ 373   

Republic of Turkey

     MSC        USD        35,000        1.00%/1.81%        06/20/22        —           (1,585)        (1,253)        332   

United Mexican States

     BOA        USD        61,000        1.00%/1.02%        06/20/22        —           (501)               501   

United Mexican States

     MSC        USD        30,000        1.00%/1.02%        06/20/22        —           (212)               212   
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $ —         $ (4,782)      $ (3,364)      $ 1,418   
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total single-name issues

                  $ —         $ (4,782)      $ (3,364)      $ 1,418   
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC contracts

                  $     528,913         $     (672,911)      $     (206,858)      $     (62,860)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

(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 July 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2017

 

        Reference Entity   

Notional

Amount (a)

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

Credit default swaps on indices:

                  

Buy protection:

                  

CDX.EM.27

     USD        655,000        (1.00%)          06/20/22      $ (27,408   $ (25,337   $ 2,071  

CDX.NA.HY.28

     USD        777,000        (5.00%)          06/20/22        58,504       62,002       3,498  

CDX.NA.HY.28

     USD        1,900,000        (5.00%)          06/20/22        (129,616     (151,434     (21,818

CDX.NA.IG.28

     USD        1,010,000        (1.00%)          06/20/22        (15,686     (20,941     (5,255

ITRAXX.EUR.27

     EUR        4,765,000        (1.00%)          06/20/22        59,638       134,815       75,177  

ITRAXX.XOV.27

     EUR        4,562,000        (5.00%)          06/20/22        (453,102     (658,195     (205,093
              

 

 

   

 

 

   

 

 

 

Total

               $ (507,670   $ (659,090   $ (151,420
              

 

 

   

 

 

   

 

 

 

Total

               $   (507,670   $     (659,090   $     (151,420
              

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2017

 

  Counter-

    party

   Payments made
by Fund
          Payments received
        by Fund
          

Notional

Amount

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

  BCLY

   1.90% Fixed   CPURNSA         USD        1,731,000        07/15/24      $ —          $ —        $     25,313      $ 25,313  
                   

 

 

    

 

 

    

 

 

    

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2017

 

Payments made

by Fund

     Payments received by
  Fund
              Notional Amount      Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

3M USD LIBOR

     2.12% Fixed          USD        270,000        06/07/27      $ —          $ —        $ 2,414      $ 2,414  

3M USD LIBOR

     2.12% Fixed          USD        275,000        06/07/27        —            —          2,383        2,383  

3M USD LIBOR

     2.12% Fixed          USD        240,000        06/07/27        —            —          2,234        2,234  

3M USD LIBOR

     2.12% Fixed          USD        245,000        06/07/27        —            —          2,179        2,179  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $ —          $ —        $     9,210      $ 9,210  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 2017

 

Reference Entity      Counter-
  party
    

Notional
Amount

     Payments
received (paid)
by the Fund
    Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

GS Client REIT

     GSC        USD        3,609,755       
1M LIBOR -
0.30%
 
 
    01/31/18      $ —        $ —        $ —        $ 0  

GS Client REIT

     GSC        USD        3,898,883       

(1M LIBOR

+ 0.40%)

 

 

    01/31/18        —          —          —          0  

Russell 1000 Growth Index

     BOA        USD        4,667,952       
1M LIBOR
+ 0.30%
 
 
    05/31/18        —          —          —          0  

Russell 1000 Value Index

     BOA        USD        4,679,082       

(1M LIBOR

+ 0.31%)

 

 

    05/31/18        —          —          —          0  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $         —          $     —          $         —        $ 0  
                

 

 

    

 

 

    

 

 

    

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2017

 

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

BRL

   Buy        09/05/17    GSC       $ 79,896      $ 82,461      $ 2,565   

BRL

   Buy        09/05/17    GSC                  1,242        1,274        32   

BRL

   Sell        09/05/17    BCLY         9,001        9,552        (551)  

BRL

   Sell             09/05/17    GSC         79,461        83,735                    (4,274)  

CHF

   Sell        08/31/17    BCLY                     644,545                    636,296        8,249   

CNH

   Buy        09/20/17    GSC         394,000        399,220        5,220   


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

CNH

   Buy        09/20/17    SCB         18,929        19,124        195   

CNH

   Sell        09/20/17    UBS         197,000        199,032        (2,032)  

CNH

   Sell                 09/20/17    UBS         197,000        199,791        (2,791)  

EGP

   Buy        10/30/17    CBK         18,488        18,458        (30)  

EGP

   Buy        03/06/18    GSC                  3,263        3,241        (22)  

EGP

   Buy        03/06/18    GSC         4,063        4,025        (38)  

EGP

   Buy        03/06/18    CBK         9,111        8,836        (275)  

EGP

   Buy        03/29/18    CBK         21,905        22,316        411   

EGP

   Sell        03/06/18    GSC         15,852        16,102        (250)  

EGP

   Sell        03/29/18    GSC         22,006        22,316        (310)  

EUR

   Buy        08/31/17    DEUT         260,888        265,637        4,749   

EUR

   Buy        09/07/17    BOA         124,283        124,562        279   

EUR

   Buy        09/20/17    SSG         236,289                    249,289                      13,000   

EUR

   Buy        09/20/17    NAB         57,294        59,355        2,061   

EUR

   Buy        09/20/17    MSC         5,777        5,935        158   

EUR

   Sell        08/08/17    MSC         235,759        243,966        (8,207)  

EUR

   Sell        08/08/17    BCLY         234,156        242,782        (8,626)  

EUR

   Sell        08/31/17    DEUT         476,354        485,025        (8,671)  

EUR

   Sell        09/20/17    MSC         5,729        5,935        (206)  

EUR

   Sell        09/20/17    BOA         259,383        259,974        (591)  

EUR

   Sell        09/20/17    HSBC         56,247        59,355        (3,108)  

EUR

   Sell        09/20/17    BCLY         861,562        911,687        (50,125)  

GBP

   Sell        08/31/17    DEUT         592,725        599,675        (6,950)  

INR

   Buy        09/20/17    BCLY         9,360        9,446        86   

JPY

   Sell        08/31/17    HSBC         265,738        268,478        (2,740)  

JPY

   Sell        08/31/17    BCLY         265,563        268,470        (2,907)  

JPY

   Sell        10/10/17    BCLY         357,886        367,288        (9,402)  

MXN

   Buy        09/20/17    CIB         123,524        123,280        (244)  

MXN

   Sell        09/20/17    GSC         16,006        15,821        185   

MXN

   Sell        09/20/17    RBC         105,703        107,459        (1,756)  

NOK

   Sell        08/31/17    GSC               122,472        124,602        (2,130)  

PEN

   Buy        09/20/17    GSC         9,160        9,212        52   

PLN

   Buy        09/20/17    BOA         9,452        9,734        282   

RON

   Buy        08/28/17    CBK         103,918        114,305        10,387   

RON

   Buy        08/28/17    CBK         1,184        1,299        115   

RON

   Sell        08/28/17    BNP         43,340        44,164        (824)  

RON

   Sell        08/28/17    JPM         70,189        71,441        (1,252)  

TRY

   Buy        09/20/17    JPM         9,738        9,792        54   

ZAR

   Sell        09/20/17    BCLY         9,254        9,254        —   
                       

 

 

 

Total

                        $ (70,232)  
                       

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY    Barclays
BNP    BNP Paribas Securities Services
BOA    Banc of America Securities LLC
CBK    Citibank NA
CIB    Credit Agricole
CSI    Credit Suisse International
DEUT    Deutsche Bank Securities, Inc.
GSC    Goldman Sachs & Co.
HSBC    HSBC Bank USA
JPM    JP Morgan Chase & Co.
MLI    Merrill Lynch International
MSC    Morgan Stanley
NAB    National Australia Bank Limited
RBC    RBC Dominion Securities, Inc.
SCB    Standard Chartered Bank
SSG    State Street Global Markets LLC
UBS    UBS AG


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Currency Abbreviations:

BRL    Brazilian Real
CHF    Swiss Franc
CNH    Chinese Renminbi
EGP    Egyptian Pound
EUR    Euro
GBP    British Pound
INR    Indian Rupee
JPY    Japanese Yen
MXN    Mexican Peso
NOK    Norwegian Krone
PEN    Peruvian Sol
PLN    Polish Zloty
RON    New Romanian Leu
TRY    Turkish Lira
USD    United States Dollar
UYU    Uruguayan Peso
ZAR    South African Rand

Index Abbreviations:

ABX.HE    Markit Asset Backed Security Home Equity
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
EAFE    Europe, Australasia and Far East
ITRAXX.EUR    Markit iTraxx - Europe
ITRAXX.XOV    Markit iTraxx Index - Europe Crossover
MSCI    Morgan Stanley Capital International
PrimeX.ARM    Markit PrimeX Adjustable Rate Mortgage Backed Security
S&P    Standard & Poors

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
LIBOR    London Interbank Offered Rate
MSCI    Morgan Stanley Capital International
NVDR    Non-Voting Depositary Receipt
OTC    Over-the-Counter
PAC    Planned Amortization Class
PJSC    Private Joint Stock Company
REIT    Real Estate Investment Trust
SPDR    Standard & Poor’s Depositary Receipt
TBA    To Be Announced

Municipal Abbreviations:

GO    General Obligation


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments

  31 July, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

    Level 1(1)

 

    Level 2(1)

 

        Level 3(1)    

 

 

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 3,440,135     $     $ 3,440,135     $  

Corporate Bonds

     12,491,236             12,491,236        

Foreign Government Obligations

     4,961,889             4,961,889        

Municipal Bonds

     513,837             513,837        

Senior Floating Rate Interests

     12,907,675             12,907,675        

Equity Linked Securities

     6,678,269                   6,678,269  

U.S. Government Agencies

     886,994             886,994        

Common Stocks

        

Automobiles & Components

     656,217       303,751       352,466        

Banks

     615,743       290,094       325,649        

Capital Goods

     769,962       210,632       559,330        

Commercial & Professional Services

     164,360             164,360        

Consumer Durables & Apparel

     21,215             21,215        

Consumer Services

     240,137       190,847       49,290        

Diversified Financials

     454,842       454,842              

Energy

     434,728       98,290       336,438        

Food & Staples Retailing

     298,617       259,888       38,729        

Food, Beverage & Tobacco

     230,796             230,796        

Health Care Equipment & Services

     41,239       41,239              

Insurance

     706,054       305,885       400,169        

Materials

     295,435       123,936       171,499        

Pharmaceuticals, Biotechnology & Life Sciences

     721,837       599,316       122,521        

Real Estate

     955,427       296,325       659,102        

Retailing

     196,270       137,028       59,242        

Semiconductors & Semiconductor Equipment

     466,928       200,902       266,026        

Software & Services

     1,171,250       701,614       469,636        

Technology Hardware & Equipment

     1,865,603       50,198       1,815,405        

Telecommunication Services

     1,078,311       746,178       332,133        

Transportation

     159,223             159,223        

Utilities

     1,154,633       855,648       298,985        

Convertible Bonds

     2,277,044             2,277,044        

Preferred Stocks

     6,638       6,638              

Short-Term Investments

     2,243,813       1,877,741       366,072        

Purchased Options

     312,117       312,117              

Foreign Currency Contracts(2)

     48,080             48,080        

Futures Contracts(2)

     79,939       79,939              

Swaps - Credit Default(2)

     214,682             214,682        

Swaps - Interest Rate(2)

     34,523             34,523        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       59,795,698     $         8,143,048     $         44,974,381     $         6,678,269  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (118,312   $     $ (118,312   $  

Futures Contracts(2)

     (358,760     (358,760            

Swaps - Credit Default(2)

     (428,962           (428,962      

TBA Sale Commitments

     (823,625           (823,625      

Written Options

     (25,275     (25,275            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (1,754,934   $ (384,035   $ (1,370,899   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) ) For the period ended July 31, 2017, investments valued at $101,838 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $210,271 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and there were no transfers in and out of Level 3.

 

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


 

  Hartford Multi-Asset Income Fund

 

 

  Schedule of Investments – (continued)

  31 July, 2017 (Unaudited)

 

 

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

 

     Equity Linked Securities      Total  
  

 

 

 

Beginning balance

       $ 5,525,915      $ 5,525,915  

Purchases

     6,560,921        6,560,921  

Sales

     (5,408,412)        (5,408,412)  

Accrued discounts/(premiums)

     -        -  

Total realized gain/(loss)

     (224,952)        (224,952)  
Net change in unrealized appreciation/depreciation      224,797        224,797  

Transfers into Level 3

     -        -  

Transfers out of Level 3

     -        -  
  

 

 

 

Ending balance

       $                     6,678,269      $           6,678,269  
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at July 31, 2017 was $117,349.

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


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount

     Market Value    

Municipal Bonds - 98.6%

  
   Alabama - 1.8%  

$

     145,000     

Alabama 21st Century Auth Rev
5.00%06/01/2021

   $ 161,346  
     200,000     

Birmingham, AL, Water Works Board Water Rev
5.00%01/01/2029

     241,694  
        

 

 

 
           403,040  
        

 

 

 
   Alaska - 0.5%  
     100,000     

CIVICVentures, AK, Rev
5.00%09/01/2023

     116,402  
        

 

 

 
   Arizona - 1.1%  
     200,000     

Salt Verde Financial Corp., AZ, Rev
5.00%12/01/2037

     239,144  
        

 

 

 
   California - 7.9%  
     250,000     

Abag Finance Auth for Nonprofit Corps., CA, Rev
6.00%08/01/2030

     289,875  
     170,000     

Alameda Corridor, CA, Transportation Auth Rev
0.00%10/01/2018(1)

     165,678  
     160,000     

California County Tobacco Securitization Agency
5.00%06/01/2020

     175,165  
     250,000     

California Health Facs Finance Auth Rev
5.88%07/01/2025

     273,060  
     45,000     

Elk Grove, CA, Finance Auth Special Tax
5.00%09/01/2032

     52,112  
     150,000     

Inglewood, CA, Redevelopment Agency
5.00%05/01/2027

     182,247  
     90,000     

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%06/01/2034

     97,586  
     

Orange County, CA, Community Facs Dist

  
     100,000     

5.00%, 08/15/2023

     115,616  
     150,000     

5.00%, 08/15/2033

     166,926  
     10,000     

Palomar Health, CA, Rev
3.00%11/01/2017

     10,025  
     255,000     

San Joaquin Hills, CA, Transportation Corridor Agency
0.00%01/15/2025(1)

     197,347  
        

 

 

 
           1,725,637  
        

 

 

 
   Colorado - 1.6%  
     150,000     

Denver Convention Center Hotel, CO, Auth Rev
5.00%12/01/2040

     169,296  
     

E-470 Public Highway, CO, Auth Rev

  
     45,000     

1.88%, 09/01/2039(2)

     45,477  
     25,000     

5.00%, 09/01/2019

     26,895  
     100,000     

Park Creek, CO, Metropolitan Dist Rev
5.00%12/01/2023

     112,673  
        

 

 

 
           354,341  
        

 

 

 
   Connecticut - 2.1%  
     50,000     

City of Hartford, CT, GO
5.00%07/01/2027

     54,565  
     100,000     

Connecticut State Health & Educational Facs Auth
3.25%09/01/2021(3)

     100,215  
     250,000     

Town of Hamden, CT, GO
5.00%08/15/2025

     297,635  
        

 

 

 
           452,415  
        

 

 

 
   District of Columbia - 2.4%  
     

Dist of Columbia, GO

  
     300,000     

5.00%, 06/01/2025

     371,028  
     150,000     

5.00%, 07/01/2042

     149,992  
        

 

 

 
           521,020  
        

 

 

 
   Florida - 3.4%  
     200,000     

City of Port State Lucie, FL
4.00%07/01/2027

     216,184  


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

     

Lee County, FL, Airport Rev

  

$

     125,000     

5.00%, 10/01/2032

   $ 146,326  
     100,000     

5.00%, 10/01/2033

     116,583  
     

Miami-Dade County, FL, Aviation Rev

  
     15,000     

5.00%, 10/01/2029

     17,487  
     15,000     

5.00%, 10/01/2031

     17,298  
     20,000     

5.00%, 10/01/2032

     22,954  
     20,000     

5.00%, 10/01/2033

     22,860  
     65,000     

Miami-Dade County, FL, Seaport Department Rev
5.00%10/01/2023

     75,067  
     100,000     

Orange County, FL, Health Facs Auth
5.00%08/01/2031

     111,760  
        

 

 

 
                 746,519  
        

 

 

 
   Georgia - 1.6%  
     70,000     

Burke County, GA, DA Rev
2.35%10/01/2032(2)

     70,654  
     40,000     

Georgia Housing & Finance Auth Rev
3.50%06/01/2039

     42,112  
     100,000     

Monroe County, GA, DA Rev
2.40%01/01/2039(2)

     100,307  
     125,000     

Municipal Electric Auth, GA
5.00%11/01/2022

     144,794  
        

 

 

 
           357,867  
        

 

 

 
   Illinois - 18.6%  
     100,000     

Chicago, IL, Board of Education
5.75%04/01/2035

     106,869  
     250,000     

Chicago, IL, Midway International Airport Rev
5.00%01/01/2041

     273,162  
     100,000     

Chicago, IL, O’Hare International Airport Rev
5.00%01/01/2029

     117,852  
     250,000     

Chicago, IL, Park Dist, GO
5.00%01/01/2020

     260,593  
     

Chicago, IL, Transit Auth Rev

  
     75,000     

5.00%, 06/01/2020

     82,109  
     160,000     

5.25%, 12/01/2024

     179,542  
     250,000     

City of Chicago, IL, GO
5.00%01/01/2026

     261,965  
     105,000     

City of Chicago, IL, Waterworks Rev
5.00%11/01/2018

     110,005  
     

Cook County, IL, Community High School Dist No. 212 Leyden

  
     105,000     

5.00%, 12/01/2027

     120,653  
     170,000     

5.00%, 12/01/2030

     191,973  
     105,000     

Cook County, IL, GO
5.00%11/15/2028

     112,365  
     

Illinois State Finance Auth Rev

  
     90,000     

4.50%, 05/15/2020

     92,530  
     125,000     

5.00%, 08/15/2017

     125,130  
     15,000     

5.00%, 07/01/2018

     15,555  
     150,000     

5.00%, 11/15/2030

     169,679  
     150,000     

5.00%, 02/15/2033

     162,906  
     245,000     

5.00%, 08/15/2035

     267,667  
     150,000     

5.00%, 10/01/2041

     170,013  
     

Illinois State, GO

  
     50,000     

5.00%, 02/01/2027

     55,080  
     250,000     

5.00%, 05/01/2029

     265,242  
     150,000     

Kane Cook & DuPage Counties, IL, GO
5.00%01/01/2035

     165,900  
     100,000     

Kane McHenry Cook & DeKalb Counties, IL, USD GO
5.00%01/01/2023

     115,645  
     150,000     

Kendall Kane & Will County, IL, USD GO
5.00%02/01/2024

     175,091  
     125,000     

Metropolitan Pier & Exposition Auth, IL
0.00%06/15/2020(1)

     116,506  
     

Regional Transportation, IL, Auth Rev

  
     80,000     

5.00%, 06/01/2026

     93,025  


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

    125,000     

6.25%, 07/01/2022

   $ 150,900  
    90,000     

University of Illinois, IL, Auxiliary Facs Rev
5.00%04/01/2024

     101,451  
       

 

 

 
          4,059,408  
       

 

 

 
   Indiana - 0.4%  
    85,000     

Indianapolis, IN, Airport Auth Rev
4.75%01/01/2030

     90,288  
       

 

 

 
   Louisiana - 3.2%  
    

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

  
    100,000     

5.75%, 11/15/2030

     103,179  
    100,000     

6.00%, 11/15/2030

     105,182  
    

Louisiana State Public Facs Auth Rev

  
    100,000     

5.00%, 05/15/2035

     112,091  
    100,000     

5.00%, 05/15/2047

     111,333  
    40,000     

6.38%, 05/15/2031

     47,699  
    200,000     

New Orleans, LA, Aviation Board
5.00%01/01/2038(4)

     223,838  
       

 

 

 
          703,322  
       

 

 

 
   Massachusetts - 1.9%  
    100,000     

Commonwealth of Massachusetts, GO
4.00%09/01/2034

     108,141  
    100,000     

Massachusetts Health & Educational Facs Auth
5.00%07/01/2039

     106,227  
    200,000     

Massachusetts State PA
4.00%07/01/2046

     206,510  
       

 

 

 
          420,878  
       

 

 

 
   Michigan - 3.0%  
    150,000     

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%07/01/2046

     167,946  
    

Michigan Finance Auth

  
    150,000     

5.00%, 04/01/2019

     158,172  
    100,000     

5.00%, 07/01/2035

     108,842  
    100,000     

5.00%, 05/15/2038

     110,784  
    50,000     

State of Michigan
5.00%03/15/2027

     62,073  
    35,000     

Wayne County, MI, Airport Auth Rev
5.00%12/01/2030

     40,768  
       

 

 

 
          648,585  
       

 

 

 
   Minnesota - 1.4%  
    20,000     

Duluth, MN, ISD, No. 709
4.00%02/01/2027

     22,283  
    100,000     

Minneapolis-St Paul, MN, Metropolitan Airports Commission
5.00%01/01/2031

     116,469  
    100,000     

Rochester, MN, Healthcare & Housing Rev Facs
4.00%12/01/2019

     103,484  
    50,000     

Saint Paul, MN, Housing & Redevelopment Auth
5.25%11/15/2028

     54,713  
       

 

 

 
                296,949  
       

 

 

 
   Missouri - 1.3%  
    100,000     

Kirkwood, MO, IDA
5.25%05/15/2032

     107,020  
    150,000     

Saint Louis, MO, Airport Rev.
5.00%07/01/2042

     174,296  
       

 

 

 
          281,316  
       

 

 

 
   Montana - 0.8%  
    150,000     

Montana Facs Finance Auth
5.00%02/15/2033

     172,875  
       

 

 

 
   Nebraska - 0.5%  
    100,000     

Central Plains, NE, Energy Proj Gas Rev
5.25%12/01/2021

     115,609  
       

 

 

 


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

   Nevada - 1.6%  

$

     90,000     

Clark County, NV
2.25%12/01/2019

   $ 90,019  
     250,000     

Clark County, NV, School Dist GO
5.00%06/15/2022

     253,787  
        

 

 

 
           343,806  
        

 

 

 
   New Jersey - 3.7%  
     50,000     

City of Atlantic, NJ, GO
5.00%03/01/2020

     53,868  
     205,000     

City of Bayonne, NJ, GO
5.00%07/01/2034

     232,388  
     285,000     

New Jersey Educational Facs Auth Rev
5.00%09/01/2019

     299,036  
     

New Jersey Health Care Facs Financing Auth Rev

  
     150,000     

5.00%, 07/01/2022

     173,839  
     50,000     

5.25%, 07/01/2026

     57,859  
        

 

 

 
           816,990  
        

 

 

 
   New York - 6.8%  
     250,000     

City of New York, NY, GO
5.00%12/01/2035

     295,768  
     100,000     

Liberty Corp., NY, Development Goldman Sachs Headquarters
5.25%10/01/2035

     125,533  
     40,000     

Long Island, NY, Power Auth
1.74%05/01/2033(2)

     40,147  
     

Metropolitan Transportation Auth, NY, Rev

  
     100,000     

5.25%, 11/15/2036

     120,994  
     70,000     

5.25%, 11/15/2040

     78,282  
     100,000     

New York City Water & Sewer System
5.00%06/15/2043

     112,138  
     130,000     

New York City, NY, Transitional Finance Auth
5.00%11/01/2038

     150,796  
     150,000     

New York State Dormitory Auth Rev
5.00%03/15/2031

     178,482  
     

New York Transportation Development Corp. Rev

  
     75,000     

5.00%, 08/01/2018

     77,249  
     100,000     

5.00%, 07/01/2046

     108,241  
     80,000     

Town of Oyster Bay, NY, GO
3.00%08/15/2020

     78,948  
     100,000     

TSASC, Inc., NY
5.00%06/01/2023

     115,530  
        

 

 

 
                     1,482,108  
        

 

 

 
   North Carolina - 0.1%  
     25,000     

North Carolina Medical Care Commission Rev
5.00%10/01/2027

     30,880  
        

 

 

 
   Ohio - 3.7%  
     200,000     

American Municipal Power, Inc., OH
4.00%02/15/2036

     208,672  
     

Buckeye, OH, Tobacco Settlement Finance Auth

  
     250,000     

6.00%, 06/01/2042

     236,727  
     150,000     

6.50%, 06/01/2047

     147,461  
     

City of Cleveland, OH, Airport System Rev

  
     60,000     

5.00%, 01/01/2022

     69,097  
     55,000     

5.00%, 01/01/2023

     64,655  
     70,000     

County of Montgomery, OH
5.00%05/01/2039

     72,845  
        

 

 

 
           799,457  
        

 

 

 
   Oregon - 0.5%  
     95,000     

Washington County, OR, School Dist No. 48, GO
0.00%06/15/2035(1)

     107,709  
        

 

 

 
   Pennsylvania - 6.7%  
     100,000     

Delaware River, PA, JT Toll Bridge Commission
5.00%07/01/2047

     115,182  


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

     90,000     

Harrisburg, PA, School Dist GO
5.00%11/15/2026(4)

   $ 108,136  
     100,000     

Lancaster County, PA, Hospital Auth
5.13%07/01/2037

     107,265  
     100,000     

Montgomery County, PA, IDA Rev
5.00%12/01/2025

     114,162  
     150,000     

Pennsylvania Higher Educational Facs Auth Rev
5.00%05/01/2025

     179,045  
     

Pennsylvania Turnpike Commission Rev

  
     250,000     

1.80%, 12/01/2021(2)

     250,937  
     150,000     

5.00%, 12/01/2025

     180,657  
     90,000     

5.00%, 12/01/2031

     104,471  
     115,000     

Philadelphia, PA, School Dist GO
5.00%09/01/2019

     122,252  
     150,000     

Reading, PA, School Dist GO
5.00%03/01/2025(4)

     177,084  
        

 

 

 
                 1,459,191  
        

 

 

 
   Puerto Rico - 0.5%  
     200,000     

Commonwealth of Puerto Rico, GO
6.00%07/01/2039*

     115,750  
        

 

 

 
   Rhode Island - 1.2%  
     80,000     

Rhode Island Health & Educational Bldg Corp.
5.00%05/15/2028

     94,143  
     155,000     

Rhode Island Housing & Mortgage Finance Corp.
4.00%10/01/2032

     158,720  
        

 

 

 
           252,863  
        

 

 

 
   South Carolina - 0.3%  
     50,000     

South Carolina State Public Service Auth
5.00%12/01/2034

     55,251  
        

 

 

 
   Tennessee - 2.0%  
     150,000     

Shelby County, TN, Health Educational & Housing Facs Board Rev
5.00%09/01/2025

     167,723  
     245,000     

Tennessee Housing Development Agency Rev
3.50%01/01/2047

     260,317  
        

 

 

 
           428,040  
        

 

 

 
   Texas - 13.6%  
     

Arlington, TX, Higher Education Finance Corp. Rev

  
     150,000     

4.00%, 08/15/2030

     163,527  
     250,000     

5.00%, 02/15/2027

     305,570  
     250,000     

Central Texas Turnpike System Rev
5.00%08/15/2042

     277,640  
     200,000     

City of Austin, TX, Airport System Rev
5.00%11/15/2031

     229,226  
     250,000     

City of San Antonio, TX, Electric & Gas Systems Rev
5.00%02/01/2032

     298,287  
     250,000     

Dallas/Fort Worth, TX, International Airport Rev
5.00%11/01/2043

     273,027  
     150,000     

El Paso, TX, ISD GO
5.00%08/15/2027

     184,099  
     100,000     

Harris County-Houston, TX, Sports Auth
5.00%11/15/2020

     111,409  
     75,000     

Kerrville, TX, Health Facs Development Corp.
5.00%08/15/2023

     85,215  
     150,000     

Lower Colorado River, TX, Auth Rev
5.00%05/15/2040

     170,123  
     100,000     

New Hope, TX, Cultural Education Facs Finance Corp.
5.00%11/01/2031

     107,179  
     185,000     

North Texas Tollway Auth Rev
6.25%01/01/2039

     198,140  
     180,000     

Northside, TX, ISD GO
1.65%08/01/2045(2)

     180,976  
     100,000     

Tarrant County, TX, Cultural Education Facs Finance Corp.
4.50%11/15/2021

     100,110  


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

     250,000     

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%12/15/2025

      $ 290,135  
           

 

 

 
              2,974,663  
           

 

 

 
     

Virginia - 1.2%

     
     150,000     

Chesapeake Bay, VA, Bridge & Tunnel Dist
5.00%07/01/2046

        166,971  
     90,000     

Wise County, VA, IDA Rev
1.88%11/01/2040(2)

        90,780  
           

 

 

 
              257,751  
           

 

 

 
     

Washington - 2.7%

     
     300,000     

State of Washington, GO
5.00%08/01/2032

        357,678  
     115,000     

Washington State Health Care Facs Auth Rev
5.00%01/01/2026

        136,881  
     100,000     

Washington State Housing Finance Commission Rev
7.00%07/01/2050(3)

        98,225  
           

 

 

 
              592,784  
           

 

 

 
     

Wisconsin - 0.5%

     
     100,000     

Public Finance Auth, WI
5.00%05/15/2019(3)

        104,867  
           

 

 

 
     

Total Municipal Bonds
(cost $21,161,835)

      $ 21,527,725  
           

 

 

 
     

Total Long-Term Investments
(cost $21,161,835)

      $ 21,527,725  
           

 

 

 

Short-Term Investments - 3.3%

     
     

Other Investment Pools & Funds - 3.3%

     
     706,548     

Morgan Stanley Institutional Liquidity Funds, Institutional Class

      $ 706,548  
           

 

 

 
     

Total Short-Term Investments
(cost $706,548)

      $ 706,548  
           

 

 

 
     

Total Investments
(cost $21,868,383)^

     101.9%      $ 22,234,273  
     

Other Assets and Liabilities

     (1.9)%        (408,057
        

 

 

    

 

 

 
     

Total Net Assets

     100.0%      $         21,826,216  
        

 

 

    

 

 

 

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    $ 501,740  
Unrealized Depreciation      (135,850
  

 

 

 
Net Unrealized Appreciation    $         365,890  
  

 

 

 

 

* 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 July 31, 2017.
(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $303,307, 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 $499,060 at July 31, 2017.

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


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

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


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

           Level 3(1)      

 

 

Assets

 

Municipal Bonds

   $ 21,527,725      $      $ 21,527,725      $  

Short-Term Investments

     706,548        706,548                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       22,234,273      $       706,548      $       21,527,725      $       —  
  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount

     Market Value  

Municipal Bonds - 97.4%

  
 

Alabama - 1.0%

 

 

Alabama Federal Aid Highway Finance Auth

  
$        1,615,000  

5.00%, 09/01/2026

   $ 1,908,559  
980,000  

5.00%, 09/01/2034

     1,177,695  
1,415,000  

Birmingham, AL, Water Works Board Water Rev
5.00%01/01/2029

     1,709,985  
2,000,000  

Jefferson County, AL, Sewer Rev
5.00%10/01/2017

     2,010,940  
    

 

 

 
               6,807,179  
    

 

 

 
 

Alaska - 0.4%

 

2,000,000  

CIVICVentures, AK, Rev
5.00%09/01/2025

     2,368,440  
    

 

 

 
 

Arizona - 0.9%

 

1,380,000  

Pima County, AZ, IDA Education Rev, Legacy Traditional Charter School
8.50%07/01/2039

     1,557,482  
3,000,000  

Salt River, AZ, Agricultural Improvement
5.00%12/01/2027

     3,482,070  
855,000  

Salt Verde Financial Corp., AZ
5.25%12/01/2020

     948,964  
    

 

 

 
       5,988,516  
    

 

 

 
 

California - 9.9%

 

 

Alameda Corridor, CA, Transportation Auth

  
600,000  

5.00%, 10/01/2024

     711,600  
500,000  

5.00%, 10/01/2025

     597,040  
800,000  

California County Tobacco Securitization Agency
4.00%06/01/2018

     818,384  
1,050,000  

California County, CA, Tobacco Securitization
5.00%06/01/2022

     1,198,407  
1,000,000  

California State Communities DA Rev
5.63%10/01/2032

     1,081,340  
 

California State Health Facs

  
750,000  

5.00%, 02/01/2029

     884,670  
1,500,000  

6.00%, 07/01/2029

     1,641,900  
1,000,000  

California State Public Works Board, Correctional Facs Improvement
6.00%03/01/2035

     1,126,920  
2,000,000  

California State Public Works Board, Lease Rev
5.25%10/01/2023

     2,313,680  
2,000,000  

California State Public Works Board, State University Trustees
6.25%04/01/2034

     2,177,380  
2,000,000  

California State, GO
5.00%08/01/2029

     2,429,240  
780,000  

City of Los Angeles, CA, Department of Airports
5.00%05/15/2030

     921,422  
910,000  

Elk Grove, CA, Finance Auth Special Tax
5.00%09/01/2032

     1,053,816  
660,000  

Foothill-Eastern, CA, Transportation Corridor Agency
5.00%01/15/2053(1)

     661,888  
4,705,000  

Golden State, CA, Tobacco Securitization Corp.
5.75%06/01/2047

     4,704,953  
 

Hemet, CA, USD Finance Auth Special Tax

  
1,440,000  

5.00%, 09/01/2030

     1,602,907  
535,000  

5.00%, 09/01/2031

     592,876  
 

Inglewood, CA, Redevelopment Agency

  
800,000  

5.00%, 05/01/2028

     962,776  
800,000  

5.00%, 05/01/2029

     952,912  
5,225,000  

Long Beach, CA, Finance Auth Natural Gas
2.24%11/15/2027(1)

     4,912,754  
3,600,000  

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%06/01/2034

     3,903,444  
1,000,000  

Oakland, CA, Airport Rev
5.00%05/01/2026

     1,126,570  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Orange County, CA, Community Facs Dist, Special Tax

  
$        1,000,000  

5.00%, 08/15/2034

   $ 1,110,150  
1,000,000  

5.00%, 08/15/2036

     1,118,590  
2,500,000  

5.00%, 08/15/2041

     2,778,025  
480,000  

Palomar Health, CA, Rev
3.00%11/01/2017

     481,195  
500,000  

Port of Oakland, CA
5.00%05/01/2023

     579,095  
1,000,000  

Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation
5.00%09/01/2029

     1,170,430  
1,150,000  

San Bernardino, CA, USD GO
5.00%08/01/2021

     1,316,071  
1,000,000  

San Buenaventura, CA, Community Memorial Health System
7.50%12/01/2041

     1,154,930  
3,000,000  

San Diego, CA, Redevelopment Agency Tax Allocation
7.00%11/01/2039

     3,401,340  
 

San Diego, CA, USD GO

  
805,000  

4.00%, 07/01/2034

     860,714  
865,000  

4.00%, 07/01/2035

     919,850  
875,000  

San Joaquin Hills, CA, Transportation Auth
5.00%01/15/2029

     1,006,163  
 

San Jose, CA, Redevelopment Agency

  
2,575,000  

5.00%, 08/01/2022

     2,582,648  
500,000  

6.50%, 08/01/2023

     526,065  
 

San Mateo, CA, Joint Powers Finance Auth

  
1,250,000  

5.00%, 06/15/2029

     1,499,212  
1,250,000  

5.00%, 06/15/2030

     1,491,225  
1,335,000  

Santa Cruz County, CA, Redevelopment Agency
6.63%09/01/2029

     1,489,019  
 

Santa Margarita, CA, Water Dist Special Tax

  
500,000  

4.25%, 09/01/2021

     536,325  
500,000  

5.00%, 09/01/2022

     554,465  
500,000  

5.00%, 09/01/2023

     559,590  
1,095,000  

5.00%, 09/01/2028

     1,211,618  
1,500,000  

Stockton, CA, Redevelopment Agency
5.00%09/01/2029

     1,772,115  
 

Tustin, CA, Community Facs Dist, Special Tax

  
775,000  

5.00%, 09/01/2020

     858,010  
600,000  

5.00%, 09/01/2021

     681,996  
    

 

 

 
               66,035,720  
    

 

 

 
 

Colorado - 1.4%

  
1,330,000  

Colorado Health Facs Auth Rev
2.09%10/01/2039(1)

     1,336,517  
3,610,000  

Denver, CO, Convention Center Hotel Auth
5.00%12/01/2027

     4,287,200  
1,510,000  

E-470 Public Highway, CO, Auth Rev
1.88%09/01/2039(1)

     1,526,006  
2,000,000  

Park Creek, CO, Metropolitan Dist
5.00%12/01/2029

     2,239,540  
    

 

 

 
       9,389,263  
    

 

 

 
 

Connecticut - 3.1%

  
5,000,000  

City of Bridgeport, CT, GO
5.00%08/15/2025

     5,968,850  
1,500,000  

City of New Britain, CT, GO
5.00%03/01/2031

     1,757,640  
2,600,000  

City of New Haven, CT, GO
5.00%08/01/2024

     3,047,486  
 

Connecticut Housing Finance Auth

  
740,000  

4.00%, 11/15/2044

     787,663  
1,855,000  

4.00%, 11/15/2045

     1,988,560  
700,000  

Connecticut State Health & Educational Facs Auth
2.88%09/01/2020(2)

     700,091  
2,500,000  

Connecticut State, GO
5.00%04/15/2029

     2,906,575  
 

Town of Hamden, CT, GO

  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$        1,000,000   

4.00%, 08/15/2018

   $ 1,026,470  
2,065,000   

5.00%, 08/15/2025(3)

     2,448,512  
     

 

 

 
                20,631,847  
     

 

 

 
  

District of Columbia - 0.2%

  
  

Dist of Columbia Rev

  
735,000   

5.00%, 07/01/2032

     752,273  
270,000   

5.00%, 07/01/2037

     274,633  
     

 

 

 
        1,026,906  
     

 

 

 
  

Florida - 4.7%

  
  

City of Port State Lucie, FL

  
2,410,000   

4.00%, 07/01/2028

     2,581,592  
2,415,000   

4.00%, 07/01/2029

     2,565,648  
  

Collier County, FL, IDA

  
200,000   

6.25%, 05/15/2035(2)

     201,938  
500,000   

7.00%, 05/15/2024(2)

     562,690  
1,885,000   

Florida Village Community Development Dist No.
8 6.38%05/01/2038

     1,936,328  
1,040,000   

Greater Orlando, FL, Aviation Auth
5.00%10/01/2024

     1,178,185  
2,000,000   

Jacksonville, FL, Econ Development Commission
6.25%09/01/2027(2)

     2,005,160  
1,750,000   

Lakeland, FL, Retirement Community Rev
6.38%01/01/2043

     1,810,777  
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

     1,167,270  
  

Miami-Dade County, FL, Aviation Rev

  
1,000,000   

5.00%, 10/01/2024

     1,148,510  
2,500,000   

5.00%, 10/01/2026

     2,860,700  
200,000   

5.00%, 10/01/2035

     221,464  
3,000,000   

Miami-Dade County, FL, GO
5.00%07/01/2032

     3,523,500  
2,000,000   

Miami-Dade County, FL, School Board
5.00%08/01/2027

     2,405,880  
  

Orange County, FL, Health Facs Auth

  
1,190,000   

5.00%, 08/01/2024

     1,383,137  
1,280,000   

5.00%, 08/01/2025

     1,475,405  
1,350,000   

5.00%, 08/01/2026

     1,543,077  
1,000,000   

Palm Beach County, FL, Health Facs Auth
6.75%06/01/2024

     1,207,810  
715,000   

River Bend Community Development Dist, FL, Capital Improvement Rev
7.13%11/01/2015

     7  
245,000   

Village, FL, Community Development Dist No. 11
3.25%05/01/2019

     250,140  
775,000   

Volusia County, FL, School Board
5.00%08/01/2025

     931,093  
     

 

 

 
        31,065,311  
     

 

 

 
  

Georgia - 1.7%

  
2,860,000   

Burke County, GA, DA Rev
2.35%10/01/2032(1)

     2,886,712  
1,500,000   

Dekalb Newton and Gwinnett Counties, GA, Joint DA
6.00%07/01/2034

     1,641,900  
1,500,000   

Marietta, GA, DA Life University, Inc. Proj
7.00%06/15/2030

     1,578,120  
2,650,000   

Monroe County, GA, DA Rev
2.40%01/01/2039(1)

     2,658,136  
  

Municipal Electric Auth, GA

  
1,000,000   

5.00%, 11/01/2022

     1,158,350  
1,075,000   

5.00%, 01/01/2024

     1,227,747  
     

 

 

 
        11,150,965  
     

 

 

 

 


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Hawaii - 0.2%

 

$        1,000,000   

Hawaii State Dept of Transportation
5.00%08/01/2022

   $         1,159,450  
     

 

 

 
  

Illinois - 15.5%

 

745,000   

Aurora, IL, Tax Increment Rev
6.75%12/30/2027

     770,576  
2,000,000   

Chicago O’Hare International Airport
5.00%01/01/2034

     2,325,800  
1,255,000   

Chicago, IL, Board of Education
6.00%01/01/2020

     1,306,342  
1,510,000   

Chicago, IL, Board of Education, GO
5.00%12/01/2042

     1,298,751  
565,000   

Chicago, IL, Board of Education, Special Tax
6.00%04/01/2046

     610,980  
  

Chicago, IL, Metropolitan Water Reclamation Dist GO

  
3,500,000   

5.00%, 12/01/2027

     4,210,955  
2,530,000   

5.00%, 12/01/2031

     2,828,616  
  

Chicago, IL, Midway International Airport

  
500,000   

5.00%, 01/01/2021

     554,450  
1,420,000   

5.00%, 01/01/2031

     1,602,669  
  

Chicago, IL, O’Hare International Airport

  
650,000   

5.00%, 01/01/2029

     773,110  
2,545,000   

5.00%, 01/01/2030

     2,980,449  
  

Chicago, IL, Park Dist, GO

  
65,000   

5.00%, 01/01/2019

     68,015  
275,000   

5.00%, 01/01/2020

     286,652  
700,000   

5.00%, 01/01/2025

     793,303  
2,750,000   

5.00%, 01/01/2026

     3,099,305  
100,000   

5.00%, 01/01/2036

     105,618  
500,000   

5.25%, 01/01/2037

     530,035  
  

Chicago, IL, Transit Auth

  
3,000,000   

5.00%, 06/01/2020

     3,279,960  
800,000   

5.25%, 12/01/2027

     883,112  
5,000,000   

5.25%, 12/01/2028

     5,497,950  
  

City of Chicago, IL, GO

  
1,700,000   

4.00%, 01/01/2018

     1,706,069  
980,000   

5.00%, 01/01/2021

     1,014,721  
700,000   

5.00%, 12/01/2023

     717,836  
2,000,000   

5.00%, 01/01/2024

     2,090,180  
  

City of Chicago, IL, Wastewater Transmission Rev

  
715,000   

5.00%, 01/01/2028

     804,818  
1,785,000   

5.00%, 01/01/2029

     1,996,701  
  

City of Chicago, IL, Waterworks Rev

  
135,000   

5.00%, 11/01/2023

     152,906  
1,000,000   

5.00%, 11/01/2027

     1,157,750  
1,020,000   

5.00%, 11/01/2028

     1,145,542  
3,465,000   

Cook County, IL, Community Consolidated School Dist No. 15, GO
5.00%12/01/2024

     4,113,024  
  

Cook County, IL, Community High School Dist No. 212 Leyden

  
1,775,000   

5.00%, 12/01/2026

     2,054,935  
1,000,000   

5.00%, 12/01/2034

     1,112,560  
3,415,000   

Cook County, IL, GO
5.00%11/15/2027

     3,875,786  
1,400,000   

Illinois Finance Auth Rev, Art Institute of Chicago
6.00%03/01/2038

     1,510,208  
3,000,000   

Illinois Finance Auth Rev, Silver Cross Hospital and Medicine
5.50%08/15/2030

     3,087,180  
4,000,000   

Illinois Metropolitan Pier & Exposition Auth
0.00%12/15/2024(4)

     3,175,080  
  

Illinois State Finance Auth Rev

  
1,000,000   

5.00%, 11/15/2023

     1,187,320  
4,000,000   

5.00%, 02/15/2027

     4,545,280  
700,000   

5.00%, 10/01/2028

     833,630  
665,000   

5.00%, 11/15/2028

     767,151  
1,650,000   

5.00%, 11/15/2031

     1,859,170  
1,500,000   

5.00%, 11/15/2033

     1,675,890  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$        1,510,000   

5.00%, 11/15/2034

   $ 1,684,224  
1,240,000   

7.75%, 08/15/2034

     1,406,693  
1,500,000   

Illinois State GO
5.00%08/01/2025

     1,602,990  
  

Illinois State, GO

  
1,500,000   

5.00%, 01/01/2022

     1,568,175  
985,000   

5.00%, 02/01/2026

     1,063,633  
1,200,000   

5.00%, 02/01/2027

     1,321,920  
950,000   

5.00%, 05/01/2033

     990,204  
1,500,000   

5.25%, 01/01/2021

     1,611,645  
1,250,000   

6.50%, 06/15/2022

     1,404,800  
  

Kane Cook & DuPage Counties, IL, GO

  
2,800,000   

5.00%, 01/01/2031

     3,133,004  
1,700,000   

5.00%, 01/01/2034

     1,883,328  
1,700,000   

5.00%, 01/01/2035

     1,880,200  
  

Kane McHenry Cook & DeKalb Counties, IL, USD GO

  
1,250,000   

5.00%, 01/01/2027

     1,454,675  
2,000,000   

5.00%, 01/01/2029

     2,374,660  
1,665,000   

Kendall Kane & Will County, IL, USD GO
5.00%02/01/2034

     1,858,806  
  

Metropolitan Pier & Exposition Auth, IL

  
1,120,000   

0.00%, 06/15/2020(4)

     1,043,896  
2,000,000   

0.00%, 06/15/2027(4)

     1,410,600  
1,650,000   

5.00%, 12/15/2020

     1,747,268  
     

 

 

 
        103,831,106  
     

 

 

 
  

Indiana - 1.4%

  
2,000,000   

City of Whiting, IN
5.00%03/01/2046(1)

     2,262,100  
1,000,000   

Indiana State Finance Auth Hospital Rev
5.00%12/01/2029

     1,166,410  
1,625,000   

Indiana State Finance Auth Rev
5.00%03/01/2023

     1,811,062  
1,000,000   

Indianapolis, IN, Airport Auth Rev
5.00%01/01/2029

     1,126,390  
1,000,000   

Indianapolis, IN, Local Public Improvement Bond Bank
5.00%01/01/2031

     1,151,130  
775,000   

Richmond, IN, Hospital Auth Rev
5.00%01/01/2035

     856,143  
1,000,000   

Whiting, IN, Environmental Facs Rev
1.85%06/01/2044(1)

     1,006,560  
     

 

 

 
        9,379,795  
     

 

 

 
  

Kansas - 0.4%

  
  

Wyandotte County-Kansas City, KS

  
1,000,000   

5.00%, 09/01/2025

     1,195,600  
1,390,000   

5.00%, 09/01/2028

     1,638,268  
     

 

 

 
                2,833,868  
     

 

 

 
  

Kentucky - 0.3%

  
1,515,000   

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives
5.00%12/01/2023

     1,694,967  
     

 

 

 
  

Louisiana - 2.5%

  
2,000,000   

City of Shreevport, LA, Water & Sewer Rev
5.00%12/01/2027

     2,383,680  
1,000,000   

City of Shreveport LA Water & Sewer Rev
5.00%12/01/2035

     1,171,600  
800,000   

City of Shreveport, LA, Water & Sewer Rev
5.00%12/01/2036

     934,968  
  

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

  
975,000   

5.75%, 11/15/2030

     1,005,995  
1,750,000   

6.00%, 11/15/2035

     1,807,418  
4,000,000   

Louisiana State, GO
5.00%12/01/2031

     4,674,400  
155,000   

Louisiana State, Tobacco Settlement Financing Corp.
5.00%05/15/2026

     155,199  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

New Orleans, LA, Aviation Board

  
$        560,000   

5.00%, 01/01/2026(3)

   $ 656,387  
375,000   

5.00%, 01/01/2027(3)

     441,086  
750,000   

5.00%, 01/01/2034

     847,395  
2,500,000   

6.00%, 01/01/2023

     2,676,900  
     

 

 

 
        16,755,028  
     

 

 

 
  

Maryland - 0.1%

  
480,000   

Maryland Econ Development Corp.
4.00%06/01/2020

     513,509  
     

 

 

 
  

Massachusetts - 2.0%

  
6,915,000   

Commonwealth of Massachusetts, GO
1.24%11/01/2020(1)

     6,940,724  
  

Massachusetts State Development Finance Agency

  
165,000   

4.00%, 07/15/2036

     181,675  
1,200,000   

5.00%, 01/01/2019

     1,257,888  
1,000,000   

5.00%, 07/01/2029

     1,134,420  
2,000,000   

5.00%, 07/01/2030

     2,254,000  
1,200,000   

8.00%, 04/15/2031

     1,377,744  
     

 

 

 
                13,146,451  
     

 

 

 
  

Michigan - 3.4%

  
4,000,000   

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%07/01/2029

     4,655,360  
  

Michigan Finance Auth

  
1,000,000   

5.00%, 07/01/2018

     1,032,650  
2,165,000   

5.00%, 04/01/2020

     2,340,646  
665,000   

5.00%, 07/01/2027

     752,527  
665,000   

5.00%, 07/01/2028

     748,059  
650,000   

5.00%, 07/01/2029

     736,652  
2,700,000   

5.00%, 10/01/2030

     3,098,007  
2,555,000   

5.00%, 06/01/2033

     2,876,674  
1,000,000   

5.00%, 06/01/2034

     1,122,610  
735,000   

Michigan State Building Auth
5.00%04/15/2027

     898,001  
2,000,000   

Royal Oak, MI, Hospital Finance Auth
8.25%09/01/2039

     2,155,700  
2,190,000   

Wayne County, MI, Airport Auth Rev
5.00%12/01/2030

     2,531,630  
     

 

 

 
        22,948,516  
     

 

 

 
  

Minnesota - 0.2%

  
940,000   

Duluth, MN, ISD, No. 709
4.00%02/01/2027

     1,047,310  
  

Rochester, MN, Healthcare & Housing Rev Facs

  
250,000   

2.00%, 12/01/2018

     249,248  
250,000   

4.00%, 12/01/2019

     258,710  
     

 

 

 
        1,555,268  
     

 

 

 
  

Mississippi - 0.3%

  
1,850,000   

State of Mississippi
5.00%10/15/2029

     2,136,010  
     

 

 

 
  

Missouri - 1.3%

  
1,000,000   

City of State Louis MO Airport Rev
5.00%07/01/2047

     1,155,500  
  

Kirkwood, MO, IDA Retirement Community

  
1,500,000   

5.25%, 05/15/2042

     1,576,005  
1,500,000   

5.25%, 05/15/2050

     1,566,390  
3,500,000   

8.25%, 05/15/2045

     4,176,550  
     

 

 

 
        8,474,445  
     

 

 

 
  

Montana - 0.4%

  
2,500,000   

Montana Facs Finance Auth
5.00%02/15/2028

     2,971,175  
     

 

 

 
  

Nevada - 0.8%

  
  

Clark County, NV

  
1,000,000   

2.25%, 12/01/2019

     1,000,210  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$        955,000   

2.50%, 12/01/2018

   $ 960,214  
720,000   

3.00%, 12/01/2017

     722,679  
  

Las Vegas, NV, Spl Impt Dist

  
350,000   

5.00%, 06/01/2027

     369,642  
665,000   

5.00%, 06/01/2029

     694,253  
1,110,000   

Nevada State Natural Resources GO
5.00%03/01/2026

     1,313,208  
     

 

 

 
                5,060,206  
     

 

 

 
  

New Jersey - 3.7%

  
250,000   

City of Atlantic, NJ
5.00%03/01/2021

     274,042  
225,000   

City of Atlantic, NJ, GO
5.00%03/01/2022

     251,042  
550,000   

New Jersey Building Auth
4.00%06/15/2018

     561,840  
2,855,000   

New Jersey Health Care Facs Finance Auth
5.75%10/01/2031

     3,040,832  
  

New Jersey State Econ DA

  
100,000   

2.76%, 02/01/2018(1)

     100,000  
250,000   

4.00%, 07/15/2018

     255,038  
960,000   

4.88%, 09/15/2019

     988,070  
2,000,000   

New Jersey State Educational Finance Auth Rev, University of Medicine & Dentistry
7.50%12/01/2032

     2,233,660  
  

New Jersey State Transportation Trust Fund Auth

  
5,000,000   

0.00%, 12/15/2032(4)

     2,712,350  
1,000,000   

5.00%, 09/15/2017

     1,004,780  
  

New Jersey Transportation Trust Fund Auth

  
3,000,000   

5.00%, 06/15/2018

     3,080,820  
4,940,000   

5.00%, 06/15/2021

     5,101,291  
4,905,000   

New Jersey, Tobacco Settlement Financing Corp.
4.50%06/01/2023

     4,923,394  
     

 

 

 
        24,527,159  
     

 

 

 
  

New Mexico - 0.6%

  
3,000,000   

Los Alamos County, NM, Tax Improvement Rev
5.88%06/01/2027

     3,122,760  
865,000   

Montecito Estates, NM, Public Improvement Dist, Special Tax
7.00%10/01/2037

     873,477  
     

 

 

 
        3,996,237  
     

 

 

 
  

New York - 8.5%

  
4,000,000   

City of New York, NY, GO
6.25%10/15/2028

     4,255,301  
1,460,000   

Long Island, NY, Power Auth
1.74%05/01/2033(1)

     1,465,358  
940,000   

New York City, NY, Housing Development Corp.
4.50%02/15/2048

     984,180  
1,000,000   

New York City, NY, Transitional Finance Auth
5.00%07/15/2026

     1,224,320  
2,100,000   

New York Metropolitan Transportation Auth Rev
5.00%11/15/2020

     2,359,014  
905,000   

New York Mortgage Agency Rev
3.50%10/01/2034

     943,797  
  

New York State Dormitory Auth Rev

  
1,670,000   

5.00%, 03/15/2022

     1,895,834  
2,000,000   

5.00%, 12/15/2027

     2,364,140  
1,000,000   

5.00%, 03/15/2030

     1,180,960  
6,305,000   

5.00%, 03/15/2031

     7,518,356  
1,300,000   

5.00%, 12/01/2036(2)

     1,420,185  
860,000   

New York State Energy Research & DA
2.38%07/01/2026(1)

     873,640  
1,535,000   

New York State Liberty Development Corp. Rev
5.15%11/15/2034(2)

     1,694,440  
  

New York State Thruway Auth

  
1,000,000   

4.00%, 01/01/2037

     1,043,550  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$        1,000,000   

5.00%, 01/01/2019

   $ 1,056,770  
1,000,000   

New York State Urban Development Corp. Rev
5.00%03/15/2026

     1,181,920  
  

New York Transportation Development Corp. Rev

  
1,825,000   

5.00%, 08/01/2018

     1,879,732  
3,150,000   

5.00%, 07/01/2046

     3,409,591  
1,145,000   

Newburth, NY, GO

5.00%06/15/2019

     1,220,009  
2,750,000   

PA of New York and New Jersey
5.00%10/15/2025

     3,272,142  
2,500,000   

Sales Tax Asset Receivable Corp., NY
5.00%10/15/2029

     3,021,025  
245,000   

Syracuse, NY, IDA
5.00%01/01/2029

     280,398  
  

Town of Oyster Bay, NY, GO

  
285,000   

2.50%, 03/01/2018

     283,393  
125,000   

2.50%, 03/01/2019

     123,454  
615,000   

2.63%, 03/01/2020

     602,429  
450,000   

3.00%, 08/15/2017

     449,932  
500,000   

3.00%, 03/01/2018

     504,930  
100,000   

3.00%, 08/15/2018

     99,888  
205,000   

3.00%, 08/15/2019

     203,758  
175,000   

3.00%, 08/15/2020

     172,699  
50,000   

3.75%, 12/01/2018

     50,412  
275,000   

5.00%, 02/15/2018

     277,491  
95,000   

5.00%, 03/15/2019

     97,503  
2,340,000   

5.00%, 08/15/2024

     2,703,706  
1,555,000   

TSASC, Inc., NY
5.00%06/01/2026

     1,835,538  
940,000   

Ulster County, NY, Capital Resource Corp. Rev
7.50%09/15/2044(2)(5)

     862,459  
2,000,000   

Ulster County, NY, IDA Kingston Regional Senior Living
6.00%09/15/2042

     1,999,800  
  

Yonkers, NY, GO

  
885,000   

3.00%, 08/15/2019

     914,913  
1,000,000   

5.00%, 03/15/2021

     1,126,890  
     

 

 

 
                56,853,857  
     

 

 

 
  

North Carolina - 1.3%

  
1,325,000   

North Carolina Eastern Municipal Power
4.00%01/01/2020

     1,418,465  
3,000,000   

North Carolina Housing Finance Agency
4.00%07/01/2047

     3,256,770  
1,555,000   

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge 5.88%01/01/2031

     1,631,537  
1,175,000   

North Carolina Medical Care Commission Rev
5.00%10/01/2027

     1,451,372  
1,000,000   

North Carolina State Medical Care Commission, Galloway Ridge, Inc.
6.00%01/01/2039

     1,050,190  
     

 

 

 
        8,808,334  
     

 

 

 
  

Ohio - 3.3%

  
2,000,000   

Allen County, OH, Hospital Facs Rev
5.00%05/01/2023

     2,308,460  
  

Buckeye, OH, Tobacco Settlement Finance Auth

  
4,000,000   

5.88%, 06/01/2047

     3,761,960  
6,680,000   

6.00%, 06/01/2042

     6,325,359  
  

City of Cleveland, OH, Airport System Rev

  
1,165,000   

5.00%, 01/01/2022

     1,341,626  
1,060,000   

5.00%, 01/01/2023

     1,246,083  
345,000   

County of Hamilton, OH, Sales Tax Rev
5.00%12/01/2027

     430,905  
1,750,000   

County of Montgomery, OH

5.00%05/01/2039

     1,820,457  
2,000,000   

Dayton, OH, City School Dist GO
5.00%11/01/2027

     2,455,440  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$        2,275,000   

Lancaster, OH, Gas Rev
1.42%02/01/2019(1)

   $ 2,271,428  
     

 

 

 
        21,961,718  
     

 

 

 
  

Oregon - 1.6%

  
8,200,000   

Clackamas County, OR, School Dist No. 12, GO
0.00%06/15/2040(4)

     3,118,952  
2,500,000   

Oregon Health & Science University
4.00%07/01/2046

     2,614,525  
  

Port of Portland, OR, Airport Rev

  
1,000,000   

5.00%, 07/01/2031

     1,149,540  
750,000   

5.00%, 07/01/2032

     858,585  
2,885,000   

Washington County, OR, School Dist No. 48, GO
5.00%06/15/2035(5)

     3,270,955  
     

 

 

 
                11,012,557  
     

 

 

 
  

Other U.S. Territories - 0.1%

  
705,000   

Puerto Rico Highway & Transportation Auth
4.95%07/01/2026

     733,038  
     

 

 

 
  

Pennsylvania - 5.9%

  
945,000   

Allegheny County, PA
5.00%03/01/2019

     1,001,870  
500,000   

Allegheny County, PA, Hospital DA
5.38%08/15/2029

     541,280  
955,000   

Allegheny County, PA, IDA Charter School
6.75%08/15/2035

     1,014,439  
  

Beaver County, PA, GO

  
1,220,000   

5.00%, 11/15/2020

     1,337,754  
1,285,000   

5.00%, 11/15/2021

     1,441,899  
1,345,000   

5.00%, 11/15/2022

     1,536,878  
930,000   

City of Philadelphia PA Water & Wastewater Rev
5.00%11/01/2029(3)

     1,129,243  
2,000,000   

Commonwealth Finance Auth, PA
5.00%06/01/2026

     2,362,760  
750,000   

Delaware River, PA, Joint Toll Bridge Commission
5.00%07/01/2031

     894,075  
1,805,000   

Harrisburg, PA, School Dist GO
5.00%11/15/2026(3)

     2,168,726  
  

Lancaster County, PA, Hospital Auth

  
495,000   

5.00%, 07/01/2024

     550,811  
400,000   

5.00%, 07/01/2025

     442,592  
2,410,000   

Montgomery County, PA, IDA Rev
5.00%12/01/2046

     2,559,998  
2,250,000   

Pennsylvania State IDA
5.00%07/01/2021

     2,536,132  
  

Pennsylvania State Turnpike Commission Rev

  
575,000   

1.70%, 12/01/2020(1)

     575,316  
2,000,000   

1.72%, 12/01/2021(1)

     2,002,160  
300,000   

5.00%, 12/01/2027

     358,023  
1,335,000   

6.00%, 06/01/2028

     1,391,003  
  

Pennsylvania Turnpike Commission

  
1,000,000   

5.00%, 12/01/2029

     1,178,570  
1,590,000   

5.00%, 12/01/2030

     1,856,866  
2,000,000   

5.00%, 12/01/2033

     2,296,960  
925,000   

Pennsylvania Turnpike Commission Rev
1.80%12/01/2021(1)

     928,469  
  

Philadelphia, PA, Municipal Auth

  
750,000   

6.38%, 04/01/2029

     816,758  
800,000   

6.50%, 04/01/2034

     872,848  
  

Philadelphia, PA, School Dist GO

  
150,000   

3.00%, 09/01/2019

     153,375  
1,560,000   

5.00%, 09/01/2022

     1,748,027  
1,635,000   

5.00%, 09/01/2023

     1,851,310  
  

Pittsburgh, PA, School Dist GO

  
1,575,000   

5.00%, 09/01/2021

     1,791,578  
750,000   

5.00%, 09/01/2023

     850,583  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$        350,000   

Reading, PA, School Dist GO
5.00%03/01/2038(3)

   $ 398,503  
1,000,000   

Susquehanna, PA, Regional Airport Auth System Rev
5.00%01/01/2019

     1,045,450  
     

 

 

 
        39,634,256  
     

 

 

 
  

Puerto Rico - 0.8%

  
  

Commonwealth of Puerto Rico, GO

  
3,685,000   

5.75%, 07/01/2038*

     2,114,269  
5,545,000   

6.00%, 07/01/2039

     3,209,168  
     

 

 

 
        5,323,437  
     

 

 

 
  

Rhode Island - 1.2%

  
1,415,000   

Cranston, RI, GO
5.00%07/01/2019

     1,517,389  
1,000,000   

Rhode Island Commerce Corp.
5.00%06/15/2019

     1,069,920  
  

Rhode Island Health & Educational Bldg Corp.

  
1,900,000   

5.00%, 05/15/2027

     2,235,464  
1,490,000   

5.00%, 05/15/2028

     1,753,417  
1,500,000   

Rhode Island State & Providence Plantations
4.00%10/01/2018

     1,553,220  
     

 

 

 
        8,129,410  
     

 

 

 
  

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

     1,795,641  
     

 

 

 
                2,212,911  
     

 

 

 
  

South Dakota - 0.8%

  
2,960,000   

South Dakota Housing DA
3.50%11/01/2046

     3,117,058  
1,000,000   

South Dakota State Education Enhancement
5.00%06/01/2026

     1,106,730  
1,000,000   

South Dakota State Health & Educational Facs Auth
5.00%11/01/2029

     1,151,800  
     

 

 

 
        5,375,588  
     

 

 

 
  

Tennessee - 1.5%

  
1,000,000   

Shelby County, TN, Health Educational & Housing Facs Board
5.00%09/01/2037

     1,014,540  
1,350,000   

Tennessee Housing Development Agency
3.50%01/01/2047

     1,429,758  
  

Tennessee Housing Development Agency Rev

  
2,395,000   

3.50%, 07/01/2045

     2,519,061  
4,840,000   

3.50%, 01/01/2047

     5,142,597  
     

 

 

 
        10,105,956  
     

 

 

 
  

Texas - 10.2%

  
1,000,000   

Arlington, TX, Higher Education Finance Corp. Rev
5.00%08/15/2027

     1,175,820  
  

Austin, TX, Airport System Rev

  
1,125,000   

5.00%, 11/15/2028

     1,336,174  
560,000   

5.00%, 11/15/2030

     655,088  
1,500,000   

Brazos Harbor, TX, Industrial Development Corp.
5.90%05/01/2038(1)

     1,541,265  
500,000   

Clifton, TX, Higher Education Finance Corp.
4.00%08/15/2031

     541,360  
5,000,000   

Dallas County, TX, Utility & Reclamation Dist, GO
5.00%02/15/2027

     6,111,400  
1,500,000   

Dallas, TX, Area Rapid Transit Sales Tax Rev
5.00%12/01/2028

     1,826,880  
1,250,000   

Dallas, TX, ISD GO
1.50%02/15/2034(1)

     1,257,438  
1,000,000   

Denton, TX, ISD GO
0.00%08/15/2020(4)

     961,750  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Harris County - Houston, TX

                     
$          2,500,000   

5.00%, 11/15/2030

      $ 2,886,725  
250,000   

5.00%, 11/15/2032

        280,745  
350,000   

5.00%, 11/15/2034

        390,383  
2,165,000   

Irving, TX, ISD GO
5.00%02/15/2027

                 2,643,703  
1,500,000   

Kerrville, TX, Health Facs Development Corp.
5.00%08/15/2035

        1,636,545  
  

New Hope, TX, Cultural Education Facs Finance Corp.

     
700,000   

1.85%, 11/01/2020

        687,610  
1,000,000   

3.25%, 11/15/2022

        984,210  
2,375,000   

5.00%, 11/01/2031

        2,545,501  
1,000,000   

5.00%, 11/01/2046

        1,044,330  
  

North East Texas Regional Mobility Auth

     
1,200,000   

5.00%, 01/01/2025

        1,416,900  
1,870,000   

5.00%, 01/01/2026

        2,221,055  
1,965,000   

5.00%, 01/01/2027

        2,307,834  
  

North Texas Tollway Auth Rev

     
5,000,000   

0.00%, 01/01/2032(4)

        3,110,900  
1,200,000   

5.00%, 01/01/2035

        1,384,932  
1,250,000   

6.10%, 01/01/2028

        1,337,507  
1,985,000   

San Antonio, TX, Airport System Rev
5.00%07/01/2023

        2,274,214  
  

San Antonio, TX, Water Rev

     
2,200,000   

5.00%, 05/15/2026

        2,645,390  
1,115,000   

5.00%, 05/15/2031

        1,328,712  
1,000,000   

Spring Branch, TX, ISD GO
5.00%02/01/2026

        1,211,700  
  

Tarrant County, TX, Cultural Education Facs

     
1,010,000   

3.88%, 11/15/2020

        1,010,808  
2,000,000   

5.00%, 10/01/2034

        2,143,960  
1,000,000   

Tarrant County, TX, Cultural Education Facs Finance Corp.
4.50%11/15/2021

        1,001,100  
2,030,000   

Texas Municipal Gas Acquisition & Supply Corp.
6.25%12/15/2026

        2,458,005  
1,250,000   

Texas State Transportation Commission Turnpike System
5.00%08/15/2032

        1,408,287  
2,500,000   

Texas State Transportation Commission, GO
1.20%10/01/2041(1)

        2,502,350  
2,000,000   

Travis County, TX, Health Facs Development
7.13%11/01/2040

        2,371,700  
  

University of Texas

     
1,000,000   

5.00%, 08/15/2026

        1,255,250  
2,000,000   

5.00%, 07/01/2027

        2,451,740  
3,500,000   

Wylie, TX, ISD GO
0.00%08/15/2018(4)

        3,464,125  
        

 

 

 
           67,813,396  
        

 

 

 
  

Utah - 0.4%

     
2,650,000   

Utah Housing Corp.
4.00%01/01/2045

        2,829,458  
        

 

 

 
  

Vermont - 0.5%

     
2,530,000   

Vermont Housing Finance Agency
4.00%11/01/2046

        2,692,907  
900,000   

Vermont State Econ DA Waste
4.75%04/01/2036(1)(2)

        899,766  
        

 

 

 
           3,592,673  
        

 

 

 
  

Virginia - 0.5%

     
1,500,000   

Chesapeake Bay, VA, Bridge & Tunnel Dist
5.00%07/01/2051

        1,658,820  
1,750,000   

Washington County, VA, IDA
7.75%07/01/2038

        1,877,820  
        

 

 

 
           3,536,640  
        

 

 

 

 


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Washington - 2.0%

                     
$          2,060,000   

Chelan County, WA, Public Utility Dist No. 1
0.00%06/01/2028(4)

      $ 1,495,436  
1,905,000   

Grant County, WA, Utility Dist No. 2
5.00%01/01/2023

                 2,227,383  
  

Washington State Health Care Facs Auth Rev

     
1,295,000   

5.00%, 01/01/2026

        1,541,400  
780,000   

5.00%, 07/01/2028

        873,951  
2,000,000   

5.00%, 03/01/2029

        2,298,500  
3,600,000   

Washington State Health Care Facs Auth, VA Mason Medical
6.13%08/15/2037

        3,605,148  
1,150,000   

Washington State Housing Finance Commission Rev
7.00%07/01/2045(2)

        1,137,385  
        

 

 

 
           13,179,203  
        

 

 

 
  

West Virginia - 0.6%

     
  

West Virginia State Econ DA

     
2,000,000   

1.70%, 01/01/2041(1)

        1,986,300  
1,740,000   

1.90%, 03/01/2040(1)

        1,749,361  
        

 

 

 
           3,735,661  
        

 

 

 
  

Wisconsin - 1.5%

     
1,790,000   

Milwaukee County, WI, Airport Rev
5.00%12/01/2025

        2,045,845  
  

Public Finance Auth, WI

     
830,000   

3.50%, 11/15/2023(2)

        837,561  
1,500,000   

5.00%, 09/01/2025(2)

        1,636,140  
1,295,000   

Wisconsin State
6.00%05/01/2036

        1,407,380  
  

Wisconsin State Health & Educational Facs Auth Rev

     
2,000,000   

5.00%, 11/15/2027

        2,341,140  
1,700,000   

5.00%, 12/01/2028

        1,987,317  
        

 

 

 
           10,255,383  
        

 

 

 
  

Total Municipal Bonds
(cost $635,060,286)

      $ 650,540,813  
        

 

 

 
  

Total Long-Term Investments
(cost $635,060,286)

      $ 650,540,813  
        

 

 

 
Short-Term Investments - 2.9%              
  

Other Investment Pools & Funds - 2.9%

     
19,508,561   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

        19,508,561  
        

 

 

 
  

Total Short-Term Investments
(cost $19,508,561)

      $ 19,508,561  
        

 

 

 
  

Total Investments
(cost $654,568,847)^

     100.3%      $ 670,049,374  
  

Other Assets and Liabilities

     (0.3)%        (1,998,133
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 668,051,241  
     

 

 

    

 

 

 

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

    $        21,289,188  

Unrealized Depreciation

    (5,808,661
 

 

 

 

Net Unrealized Appreciation

    $        15,480,527  
 

 

 

 

 

*   Non-income producing.
(1)   Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.

 


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

(2) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $11,957,815, 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 $7,209,244 at July 31, 2017.
(4) Security is a zero-coupon bond.
(5) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Municipal Abbreviations:

    
DA    Development Authority   
GO    General Obligation   
ISD    Independent School District   
IDA    Industrial Development Authority   
PA    Port Authority   
Rev    Revenue   
USD    United School District   
VA    Veterans Administration   


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

             Level 3(1)    

 

 

Assets

 

Municipal Bonds

   $ 650,540,813       $ —       $ 650,540,813       $ —   

Short-Term Investments

     19,508,561         19,508,561         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       670,049,374       $       19,508,561       $     650,540,813       $                 —   
  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value  

Municipal Bonds - 94.5%

     
 

Arizona - 1.4%

     
$          250,000  

Arizona State Health Facs Auth Hospital System Rev
5.00%02/01/2020

                      $ 270,295  
       

 

 

 
 

California - 10.7%

     
170,000  

Alameda Corridor, CA, Transportation Auth Rev
0.00%10/01/2018(1)

                 165,679  
250,000  

Bay Area Toll Auth Bridge Rev, CA
1.88%04/01/2047(2)

        253,012  
 

California County Tobacco Securitization Agency

     
200,000  

4.00%, 06/01/2018

        204,596  
195,000  

5.00%, 06/01/2020

        213,482  
250,000  

California Health Facs Finance Auth Rev
5.88%07/01/2025

        273,060  
200,000  

Jurupa, CA, Public Financing Auth
4.00%09/01/2018

        205,780  
80,000  

Long Beach Bond Finance Auth, CA
5.25%11/15/2018

        84,038  
250,000  

Orange County, CA, Community Facs Dist
4.00%08/15/2021

        267,089  
10,000  

Palomar Health, CA, Rev
3.00%11/01/2017

        10,025  
100,000  

Riverside County, CA, Infrastructure Financing Auth
4.00%11/01/2018

        103,903  
75,000  

Roseville, CA, Natural Gas Financing Auth
5.00%02/15/2023

        84,221  
35,000  

San Jose, CA, Redevelopment Agency
6.50%08/01/2018

        35,872  
100,000  

Tustin, CA, Community Facs Dist
3.00%09/01/2019

        102,932  
       

 

 

 
          2,003,689  
       

 

 

 
 

Colorado - 2.9%

     
110,000  

Colorado Health Facs Auth Rev
2.00%09/01/2017

        110,085  
150,000  

Denver, CO, Convention Center Hotel Auth
5.00%12/01/2022

        172,467  
 

E-470 Public Highway, CO, Auth Rev

     
50,000  

0.00%, 09/01/2019(1)

        48,292  
40,000  

1.88%, 09/01/2039(2)

        40,424  
150,000  

Park Creek, CO, Metropolitan Dist
5.00%12/01/2021

        165,805  
       

 

 

 
          537,073  
       

 

 

 
 

Connecticut - 3.7%

     
150,000  

City of Bridgeport, CT, GO
4.00%08/15/2021

        163,393  
150,000  

City of New Haven, CT, GO
5.00%08/15/2021

        168,654  
100,000  

Connecticut State Health & Educational Facs Auth
3.25%09/01/2021(3)

        100,215  
250,000  

Town of Hamden, CT, GO
5.00%08/15/2019

        266,575  
       

 

 

 
          698,837  
       

 

 

 
 

District of Columbia - 0.6%

     
95,000  

Metropolitan Washington, DC, Airports Auth
5.00%10/01/2039

        105,164  
       

 

 

 
 

Florida - 2.4%

     
165,000  

Broward County, FL, Airport System Rev
5.00%10/01/2020

        183,465  
200,000  

City of Port, St. Lucie, FL
1.75%07/01/2022

        199,158  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          50,000  

Miami-Dade County, FL, Aviation Rev
5.00%10/01/2024

                      $ 59,887  
       

 

 

 
                   442,510  
       

 

 

 
 

Georgia - 1.8%

     
 

Burke County, GA, DA Rev

     
55,000  

1.85%, 12/01/2049(2)

        55,000  
70,000  

2.35%, 10/01/2032(2)

        70,654  
100,000  

Monroe County, GA, DA Rev
2.40%01/01/2039(2)

        100,307  
100,000  

Municipal Electric Auth, GA
5.00%11/01/2022

        115,835  
       

 

 

 
          341,796  
       

 

 

 
 

Guam - 0.8%

     
150,000  

Antonio B Won Pat International Airport Auth
5.00%10/01/2018

        155,262  
       

 

 

 
 

Illinois - 18.0%

     
 

Chicago, IL, Transit Auth

     
100,000  

5.00%, 06/01/2019

        106,547  
100,000  

5.00%, 06/01/2020

        109,332  
100,000  

5.00%, 12/01/2022

        112,508  
95,000  

City of Chicago, IL, GO
4.00%01/01/2020

        95,103  
250,000  

City of Chicago, IL, O’Hare International Airport
5.25%01/01/2019

        264,050  
70,000  

City of Chicago, IL, Park Dist GO
3.00%01/01/2021

        71,929  
160,000  

City of Chicago, IL, Wastewater Transmission Rev
0.00%01/01/2022(1)

        142,210  
 

City of Chicago, IL, Waterworks Rev

     
100,000  

5.00%, 11/01/2018

        104,767  
20,000  

5.00%, 11/01/2020

        21,968  
 

Cook County, IL, GO

     
90,000  

5.00%, 11/15/2017

        91,017  
100,000  

5.00%, 11/15/2019

        106,522  
150,000  

5.00%, 11/15/2022

        168,525  
50,000  

Illinois Finance Auth
5.00%08/15/2020

        54,316  
125,000  

Illinois Housing DA
3.05%08/01/2022

        132,770  
 

Illinois State Finance Auth Rev

     
90,000  

4.50%, 05/15/2020

        92,530  
125,000  

5.00%, 08/15/2017

        125,130  
100,000  

5.00%, 11/15/2021

        113,442  
150,000  

5.00%, 02/15/2022

        165,367  
130,000  

7.75%, 08/15/2034

        147,476  
250,000  

Illinois State Toll Highway Auth, Taxable Rev
5.00%12/01/2017

        253,342  
 

Illinois State, GO

     
180,000  

4.00%, 06/15/2020

        190,391  
100,000  

5.00%, 02/01/2020

        105,636  
120,000  

5.00%, 02/01/2022

        129,811  
100,000  

Kane McHenry Cook & DeKalb Counties, IL, Community School Dist GO
4.00%01/01/2020

        106,020  
 

Metropolitan Pier & Exposition Auth, IL

     
50,000  

0.00%, 12/15/2019(1)

        47,399  
50,000  

0.00%, 06/15/2021(1)

        44,750  
100,000  

Railsplitter, IL, Tobacco Settlement Auth
5.00%06/01/2018

        103,043  
50,000  

Railsplitter, IL, Tobacco Settlement Auth
5.25%06/01/2021

        56,769  
100,000  

Southern Illinois Univ
4.00%04/01/2018

        101,173  
       

 

 

 
          3,363,843  
       

 

 

 


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Louisiana - 3.8%

  
 

City of New Orleans, LA, Sewerage Service Rev

  
$            165,000  

5.00%, 06/01/2018

   $ 170,285  
110,000  

5.00%, 06/01/2021

     123,308  
100,000  

Louisiana State Public Facs Auth Rev
3.00%05/15/2018

     101,398  
 

New Orleans, LA, Aviation Board

  
75,000  

5.00%, 01/01/2019

     78,921  
200,000  

5.00%, 01/01/2023(4)

               228,320  
    

 

 

 
       702,232  
    

 

 

 
 

Maryland - 0.1%

  
20,000  

Maryland Econ Development Corp.
4.00%06/01/2020

     21,396  
    

 

 

 
 

Massachusetts - 1.7%

  
 

Massachusetts Educational Financing Auth

  
20,000  

5.00%, 07/01/2023

     23,112  
80,000  

5.00%, 07/01/2024

     92,950  
35,000  

Massachusetts Housing Finance Agency
1.50%12/01/2047(2)(4)

     35,012  
150,000  

Massachusetts State Development Finance Agency Rev
5.00%07/01/2022

     171,855  
    

 

 

 
       322,929  
    

 

 

 
 

Michigan - 4.6%

  
 

Michigan Finance Auth

  
150,000  

5.00%, 04/01/2019

     158,172  
150,000  

5.00%, 07/01/2019

     160,146  
150,000  

5.00%, 11/15/2022

     175,404  
100,000  

State of Michigan
5.00%03/15/2021

     113,067  
250,000  

Wayne County, MI, Airport Auth Rev
5.00%12/01/2021

     253,277  
    

 

 

 
       860,066  
    

 

 

 
 

Minnesota - 0.7%

  
135,000  

City of Rochester, MN, Healthcare & Housing Rev Facs
3.50%12/01/2018

     137,228  
    

 

 

 
 

Missouri - 0.9%

  
50,000  

City of State Louis, MO, Airport Rev
5.00%07/01/2023

     59,303  
100,000  

Kirkwood, MO, IDA
5.00%05/15/2022

     108,706  
    

 

 

 
       168,009  
    

 

 

 
 

Nebraska - 1.3%

  
120,000  

Central Plains, NE, Energy Proj Gas Rev
5.25%12/01/2021

     138,731  
100,000  

Washington County, NE
2.38%09/01/2030(2)

     102,045  
    

 

 

 
       240,776  
    

 

 

 
 

Nevada - 1.8%

  
90,000  

Clark County, NV
2.25%12/01/2019

     90,019  
250,000  

Clark County, NV, School Dist GO
5.00%06/15/2022

     253,787  
    

 

 

 
       343,806  
    

 

 

 
 

New Jersey - 1.9%

  
50,000  

City of Atlantic, NJ, GO
5.00%03/01/2020

     53,868  
280,000  

New Jersey Educational Facs Auth Rev
5.00%09/01/2019

     293,790  
    

 

 

 
       347,658  
    

 

 

 
 

New York - 4.0%

  
 

New York State Dormitory Auth Rev

  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            100,000  

4.00%, 12/01/2018(3)

   $ 102,738  
250,000  

4.00%, 05/01/2019

               262,400  
 

New York Transportation Development Corp. Rev

  
80,000  

5.00%, 08/01/2018

     82,399  
100,000  

5.00%, 01/01/2019

     105,329  
25,000  

Oyster Bay, NY, Public Improvement, GO
5.00%02/15/2019

     25,626  
60,000  

Town of Oyster Bay, NY, GO
3.00%08/15/2020

     59,211  
100,000  

TSASC, Inc, NY
5.00%06/01/2020

     109,624  
    

 

 

 
       747,327  
    

 

 

 
 

North Dakota - 0.8%

  
140,000  

North Dakota Housing Finance Agency
3.50%07/01/2046

     149,468  
    

 

 

 
 

Ohio - 0.7%

  
 

City of Cleveland, OH, Airport System Rev

  
60,000  

5.00%, 01/01/2022

     69,097  
60,000  

5.00%, 01/01/2023

     70,533  
    

 

 

 
       139,630  
    

 

 

 
 

Pennsylvania - 8.5%

  
165,000  

Allegheny County, PA, Hospital DA
5.38%08/15/2029

     178,622  
125,000  

Beaver County, PA, GO
4.00%11/15/2018

     129,933  
250,000  

Commonwealth of Pennsylvania, GO
5.00%08/15/2019

     269,655  
100,000  

Lancaster County, PA, Hospital Auth
5.00%07/01/2020

     107,646  
150,000  

Montgomery County, PA, IDA Rev
4.00%12/01/2020

     159,260  
250,000  

Pennsylvania Turnpike Commission Rev
1.80%12/01/2021(2)

     250,937  
150,000  

Philadelphia, IDA
5.00%12/01/2022

     171,732  
 

Philadelphia, School Dist GO

  
85,000  

4.00%, 09/01/2022

     87,707  
65,000  

5.00%, 09/01/2020

     70,690  
150,000  

Reading, PA, School Dist GO
5.00%03/01/2023(4)

     173,762  
    

 

 

 
       1,599,944  
    

 

 

 
 

Rhode Island - 2.2%

  
150,000  

Rhode Island Health & Educational Building Corp.
5.00%05/15/2022

     169,913  
60,000  

Rhode Island Housing & Mortgage Finance Corp.
4.00%10/01/2032

     61,440  
100,000  

Rhode Island Tobacco Settlement Financing Corp.
5.00%06/01/2020

     108,666  
60,000  

Rhode Island Tobacco Settlement Financing Corp.
5.00%06/01/2021

     66,459  
    

 

 

 
       406,478  
    

 

 

 
 

South Dakota - 0.6%

  
100,000  

South Dakota Health & Educational Facs Auth
5.00%11/01/2020

     111,243  
    

 

 

 
 

Tennessee - 3.2%

  
150,000  

Shelby County, TN, Health Educational & Housing Facs Board
4.00%09/01/2022

     160,517  
 

Tennessee Housing Development Agency Rev

  
170,000  

3.50%, 07/01/2045

     178,806  
245,000  

3.50%, 01/01/2047

     260,317  
    

 

 

 
       599,640  
    

 

 

 

 


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Texas - 13.0%

     
$   120,000     

Arlington, TX, Higher Education Finance Corp. Rev
4.00%02/15/2018

      $ 121,878  
  105,000     

City of San Antonio, TX, Airport System
5.00%07/01/2022

        121,044  
  200,000     

Corpus Christi Independent School Dist
2.00%08/15/2047(2)(4)

        202,720  
  210,000     

Harris County-Houston, TX, Sports Auth
5.00%11/15/2020

        233,959  
  100,000     

Kerrville, TX, Health Facs Development Corp.
5.00%08/15/2020

        108,386  
  400,000     

Leander, TX, ISD GO
0.00%08/15/2017(1)

        399,896  
      

Lower Colorado River, TX, Auth Rev

     
  120,000     

4.00%, 05/15/2020

        128,929  
  100,000     

5.00%, 05/15/2020

        110,167  
  150,000     

New Hope, TX, Cultural Education Facs Finance Corp.
1.70%11/01/2019

        148,234  
  265,000     

North Texas Tollway Auth Rev
5.63%01/01/2033

        270,132  
  100,000     

Tarrant County, TX, Cultural Education Facs Finance Corp.
4.50%11/15/2021

        100,110  
  75,000     

Texas State Municipal Gas Acquisition & Supply Corp.
5.25%12/15/2017

        76,160  
  400,000     

University of Texas
5.00%07/01/2018

        415,032  
            

 

 

 
               2,436,647  
            

 

 

 
      

Virginia - 0.5%

     
  90,000     

Wise County, VA, IDA Rev
1.88%11/01/2040(2)

        90,780  
            

 

 

 
      

Washington - 1.3%

     
  55,000     

State of Washington, GO
5.00%08/01/2019

        59,379  
  80,000     

Washington State Health Care Facs Auth Rev
5.00%10/01/2039

        85,585  
  100,000     

Washington State Housing Finance Commission
4.38%01/01/2021(3)

        100,031  
            

 

 

 
               244,995  
            

 

 

 
      

Wisconsin - 0.6%

     
  100,000     

Public Finance Auth, WI
5.00%05/15/2020(3)

        106,956  
            

 

 

 
      

Total Municipal Bonds
(cost $17,591,664)

      $ 17,695,677  
            

 

 

 
      

Total Long-Term Investments
(cost $17,591,664)

      $ 17,695,677  
            

 

 

 
Short-Term Investments - 7.8%              
      

Other Investment Pools & Funds - 7.8%

     
  1,461,658     

Morgan Stanley Institutional Liquidity Funds, Institutional Class

      $ 1,461,658  
            

 

 

 
      

Total Short-Term Investments
(cost $1,461,658)

      $ 1,461,658  
            

 

 

 
      

Total Investments
(cost $19,053,322)^

     102.3%      $         19,157,335  
      

Other Assets and Liabilities

     (2.3)%        (422,349
         

 

 

    

 

 

 
      

Total Net Assets

     100.0%      $ 18,734,986  
         

 

 

    

 

 

 

 

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.


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

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

Unrealized Appreciation

   $ 130,382  

Unrealized Depreciation

     (26,369
  

 

 

 

Net Unrealized Appreciation

   $         103,013  
  

 

 

 

 

(1) Security is a zero-coupon bond.
(2) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $409,940, which represented 2.2% 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 $634,201 at July 31, 2017.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Municipal Abbreviations:

    
DA    Development Authority   
GO    General Obligation   
ISD    Independent School District   
IDA    Industrial Development Authority   
PA    Port Authority   
Rev    Revenue   
VA    Veterans Administration   


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

             Level 3(1)    

 

 

Assets

 

Municipal Bonds

   $ 17,695,677       $ —       $ 17,695,677       $ —   

Short-Term Investments

     1,461,658         1,461,658         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       19,157,335       $       1,461,658       $       17,695,677       $                 —   
  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 28.1%

 

  

Asset-Backed - Automobile - 0.8%

  
$       550,000   

AmeriCredit Automobile Receivables Trust
3.41%10/08/2020(1)

   $ 551,454  
525,000   

Santander Drive Auto Receivables Trust
2.74%01/15/2021

     529,894  
     

 

 

 
                1,081,348  
     

 

 

 
  

Asset-Backed - Credit Card - 0.5%

  
605,000   

Cabela’s Credit Card Master Note Trust
2.71%02/17/2026(1)

     611,002  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 6.9%

  
  

BlueMountain CLO Ltd.

  
675,000   

2.59%, 11/20/2028(1)(2)

     679,286  
605,000   

3.80%, 04/13/2027(1)(2)

     605,105  
550,000   

Bowman Park CLO Ltd.
2.37%11/23/2025(1)(2)

     550,058  
250,000   

Carlyle Global Market Strategies Ltd.
2.60%04/17/2025(1)(2)

     250,809  
410,000   

Cent CLO Ltd.
2.43%07/23/2025(1)(2)

     410,553  
125,000   

HSI Asset Securitization Corp. Trust
1.50%02/25/2036(2)

     121,400  
761,308   

LCM XVII L.P.
2.65%10/15/2026(1)(2)

     763,166  
  

Madison Park Funding Ltd.

  
785,000   

2.57%, 07/20/2026(1)(2)

     788,359  
250,000   

2.61%, 10/23/2025(1)(2)

     250,128  
445,000   

Magnetite CLO Ltd.
2.60%04/15/2026(1)(2)

     445,287  
  

Nationstar HECM Loan Trust

  
255,004   

1.97%, 05/25/2027(1)

     254,816  
101,660   

2.24%, 06/25/2026(1)(2)

     102,802  
1,210,000   

NRZ Advance Receivables Trust
3.11%12/15/2050(1)

     1,215,792  
173,413   

SoFi Consumer Loan Program LLC
3.05%12/26/2025(1)

     175,409  
875,000   

Springleaf Funding Trust
3.16%11/15/2024(1)

     882,392  
265,000   

SPS Servicer Advance Receivables Trust
2.53%11/16/2048(1)

     262,837  
  

Towd Point Mortgage Trust

  
790,706   

2.75%, 10/25/2056(1)(2)

     791,565  
247,183   

2.75%, 04/25/2057(1)(2)

     249,565  
     

 

 

 
        8,799,329  
     

 

 

 
  

Asset-Backed - Home Equity - 2.0%

  
189,157   

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
2.51%08/25/2033(2)

     188,276  
146,701   

Argent Securities, Inc. Asset-Backed Pass-Through Certificates
2.28%10/25/2033(2)

     147,377  
1,166,066   

New Residential Mortgage Loan Trust
4.00%02/25/2057(1)(2)

     1,220,980  
960,000   

NRZ Advance Receivables Trust
2.58%10/15/2049(1)

     955,811  
     

 

 

 
        2,512,444  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 9.5%

  
1,100,000   

245 Park Avenue Trust
3.66%06/05/2037(1)(2)

     1,123,063  
265,000   

Citigroup Commercial Mortgage Trust
3.15%11/15/2049

     266,554  
  

Commercial Mortgage Trust

  
1,150,000   

3.35%, 02/10/2048

     1,174,486  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$       618,000   

3.63%, 10/10/2048

   $ 644,046  
925,000   

3.70%, 08/10/2048

     968,783  
  

CSAIL Commercial Mortgage Trust

  
1,180,950   

3.72%, 08/15/2048

             1,237,198  
925,000   

3.81%, 11/15/2048

     970,445  
750,000   

CSMC Trust
2.76%04/05/2033(1)

     760,460  
  

FREMF Mortgage Trust

  
610,000   

2.82%, 03/25/2045(1)(2)

     609,063  
320,000   

3.70%, 04/25/2048(1)(2)

     326,097  
1,240,000   

3.94%, 08/25/2023(1)(2)

     1,292,838  
165,000   

4.22%, 06/25/2047(1)(2)

     175,071  
184,000   

4.34%, 12/25/2044(1)(2)

     195,981  
200,000   

4.54%, 10/25/2030(1)(2)

     204,319  
720,752   

4.61%, 01/25/2048(1)(2)

     770,222  
500,000   

GS Mortgage Securities Corp.
2.52%07/15/2032(1)(2)(3)

     500,000  
350,000   

Wells Fargo Commercial Mortgage Trust
3.70%11/15/2048

     366,943  
465,000   

WF-RBS Commercial Mortgage Trust
3.61%11/15/2047

     484,652  
     

 

 

 
        12,070,221  
     

 

 

 
  

Whole Loan Collateral CMO - 8.4%

  
144,812   

Angel Oak Mortgage Trust LLC
2.81%01/25/2047(1)(2)

     145,190  
  

COLT Mortgage Loan Trust

  
240,989   

2.75%, 09/25/2046(1)(2)

     243,282  
584,550   

3.75%, 12/26/2046(1)(2)

     598,136  
  

Connecticut Avenue Securities

  
207,198   

2.68%, 01/25/2029(2)

     209,950  
567,345   

6.23%, 07/25/2025(2)

     635,428  
313,039   

Deephaven Residential Mortgage Trust
2.73%12/26/2046(1)(2)

     313,245  
  

Fannie Mae Connecticut Avenue Securities

  
1,115,000   

1.77%, 01/25/2030(2)

     1,114,993  
419,271   

2.08%, 11/25/2029(2)

     421,229  
653,524   

2.38%, 09/25/2029(2)

     659,651  
865,000   

5.48%, 01/25/2029(2)

     969,517  
850,000   

5.68%, 01/25/2029(2)

     947,229  
377,414   

GSR Mortgage Loan Trust
3.38%01/25/2036(2)

     366,187  
75,283   

IndyMac Index Mortgage Loan Trust
3.64%06/25/2036(2)

     67,516  
  

LSTAR Securities Investment Trust

  
351,076   

3.23%, 02/01/2022(1)(2)

     349,163  
256,122   

3.23%, 04/01/2022(1)(2)

     252,423  
121,288   

MortgageIT Trust
1.87%02/25/2035(2)

     117,680  
  

New Residential Mortgage Loan Trust

  
95,241   

3.75%, 05/25/2054(1)(2)

     98,867  
273,947   

3.75%, 11/25/2056(1)(2)

     284,569  
161,189   

Residential Accredit Loans, Inc.
4.12%09/25/2035(2)

     136,465  
84,081   

Residential Funding Mortgage Securities, Inc.
3.58%09/25/2035(2)

     82,788  
45,769   

Sequoia Mortgage Trust
1.69%02/20/2035(2)

     45,227  
155,172   

Springleaf Mortgage Loan Trust
3.52%12/25/2065(1)(2)

     154,875  
725,891   

Thornburg Mortgage Securities Trust
3.10%04/25/2045(2)

     727,776  
  

Towd Point Mortgage Trust

  
527,215   

2.25%, 04/25/2056(1)(2)

     526,127  
97,774   

2.75%, 04/25/2055(1)(2)

     98,598  
364,326   

2.75%, 08/25/2055(1)(2)

     368,197  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            117,538  

3.00%, 03/25/2054(1)(2)

   $ 118,895  
642,000  

3.75%, 04/25/2055(1)(2)

     659,329  
    

 

 

 
                 10,712,532  
    

 

 

 
 

Total Asset & Commercial Mortgage Backed Securities
(cost $35,488,598)

   $ 35,786,876  
    

 

 

 

U.S. Government Agencies - 103.5%

  
 

FHLMC - 39.7%

  
$            16,560  

0.00%, 11/15/2036(4)(5)

   $ 15,555  
7,290,704  

0.29%, 01/25/2027(2)(6)

     175,575  
4,407,438  

0.61%, 03/25/2027(2)(6)

     218,917  
2,829,906  

0.71%, 01/25/2024(2)(6)

     114,685  
695,000  

1.66%, 07/25/2041(2)(6)

     58,908  
2,250,000  

1.75%, 11/25/2040(2)(6)

     180,740  
291,678  

2.43%, 07/25/2029(2)

     295,775  
329,240  

2.43%, 08/25/2029(2)

     332,954  
348,013  

2.50%, 12/15/2026(6)

     22,902  
1,545,833  

2.50%, 03/15/2028(6)

     127,422  
224,221  

2.50%, 05/15/2028(6)

     17,718  
323,901  

3.00%, 05/15/2032(6)

     27,528  
1,300,000  

3.00%, 08/01/2032(3)(7)

     1,337,865  
209,947  

3.00%, 03/15/2033(6)

     27,553  
1,110,600  

3.00%, 01/01/2037

     1,132,254  
641,054  

3.00%, 06/15/2041

     656,905  
1,456,813  

3.00%, 07/15/2041

     1,491,972  
317,946  

3.00%, 01/15/2045

     293,607  
1,831,213  

3.00%, 11/01/2046

     1,837,821  
6,155,252  

3.00%, 12/01/2046

     6,172,281  
3,900,000  

3.00%, 08/01/2047(3)(7)

     3,906,359  
995,000  

3.12%, 10/25/2031(2)

     994,288  
560,250  

3.18%, 05/25/2025(2)

     577,815  
625,000  

3.43%, 01/25/2027(2)

     656,124  
407,983  

3.50%, 06/15/2026(6)

     31,806  
117,860  

3.50%, 09/15/2026(6)

     11,688  
213,306  

3.50%, 03/15/2027(6)

     21,399  
1,025,265  

3.50%, 03/15/2041(6)

     127,320  
2,492,591  

3.50%, 07/01/2047

     2,570,091  
7,800,000  

3.50%, 08/01/2047(3)(7)

     8,035,828  
1,500,000  

3.50%, 08/01/2047

     1,546,638  
343,443  

4.00%, 08/15/2026(6)

     35,556  
502,155  

4.00%, 07/15/2027(6)

     53,123  
990,381  

4.00%, 03/15/2028(6)

     105,346  
211,084  

4.00%, 06/15/2028(6)

     23,806  
412,336  

4.00%, 06/15/2041

     437,702  
571,000  

4.00%, 08/15/2043

     617,087  
380,077  

4.00%, 07/01/2044

     400,523  
10,250,000  

4.00%, 08/01/2047(3)(7)

     10,796,132  
133,176  

4.50%, 02/01/2039

     142,975  
1,301,143  

4.50%, 07/01/2042

     1,400,190  
235,225  

4.50%, 09/01/2044

     252,242  
660,000  

4.50%, 08/01/2047(3)(7)

     707,902  
291,804  

5.00%, 09/15/2033(6)

     61,514  
537,294  

5.00%, 05/01/2039

     589,237  
836,929  

5.00%, 08/01/2039

     919,870  
311,370  

5.00%, 07/01/2041

     341,882  
100,000  

5.00%, 08/01/2047(3)(7)

     108,891  
61,075  

5.50%, 08/15/2033

     68,232  
409,278  

5.50%, 04/01/2038

     455,149  
    

 

 

 
       50,535,652  
    

 

 

 
 

FNMA - 33.4%

  
$            133,758  

0.00%, 06/25/2036(4)(5)

   $ 117,174  
234,080  

1.68%, 04/25/2055(2)(6)

     12,170  
727,579  

1.88%, 06/25/2055(2)(6)

     41,798  
910,817  

1.99%, 08/25/2044(2)(6)

     46,701  
497,785  

2.00%, 09/25/2039

     484,065  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            335,000  

2.00%, 02/25/2043

   $ 280,231  
55,553  

2.50%, 06/25/2028(6)

     4,447  
29,713  

2.50%, 02/01/2030

     30,061  
262,110  

2.50%, 12/01/2031

               264,446  
2,780,000  

2.50%, 08/01/2032(3)(7)

     2,803,130  
420,000  

2.50%, 03/25/2043

     370,010  
1,891,342  

2.54%, 07/01/2026

     1,853,662  
100,000  

2.68%, 05/01/2025

     100,830  
457,295  

2.71%, 12/01/2027

     452,328  
609,120  

2.85%, 06/01/2027

     613,587  
1,140,000  

2.87%, 02/01/2032

     1,102,499  
950,000  

2.95%, 10/01/2025

     969,252  
346,798  

2.95%, 01/01/2028

     349,133  
1,170,000  

2.97%, 06/01/2027

     1,179,666  
975,000  

2.99%, 11/01/2025

     991,677  
563,981  

3.00%, 02/25/2027(6)

     47,013  
182,767  

3.00%, 09/25/2027(6)

     17,949  
507,485  

3.00%, 02/25/2028(6)

     47,476  
148,497  

3.00%, 04/25/2028(6)

     14,112  
175,216  

3.00%, 06/01/2032

     180,331  
221,521  

3.00%, 07/01/2032

     227,987  
650,000  

3.00%, 08/01/2032(3)(7)

     668,611  
1,133,027  

3.00%, 03/01/2037

     1,155,059  
482,587  

3.00%, 04/25/2045

     455,985  
6,200,000  

3.00%, 08/01/2047(3)(7)

     6,209,688  
348,496  

3.02%, 03/01/2027

     354,361  
720,800  

3.09%, 03/01/2027

     736,269  
1,340,261  

3.10%, 01/01/2027

     1,373,077  
410,000  

3.13%, 04/01/2027

     419,658  
255,000  

3.17%, 03/01/2027

     261,906  
445,000  

3.25%, 04/01/2027

     459,836  
115,200  

3.34%, 03/01/2027

     119,776  
1,340,000  

3.38%, 12/01/2029

     1,386,869  
1,973,146  

3.50%, 11/01/2026

     2,056,921  
243,951  

3.50%, 05/25/2027(6)

     26,065  
352,400  

3.50%, 10/25/2027(6)

     41,134  
86,547  

3.50%, 05/25/2030(6)

     10,935  
106,298  

3.50%, 08/25/2030(6)

     11,932  
282,852  

3.50%, 02/25/2031(6)

     28,096  
202,260  

3.50%, 09/25/2035(6)

     31,981  
268,347  

3.50%, 09/01/2043

     276,664  
460,944  

3.50%, 10/01/2044

     477,075  
495,119  

3.50%, 02/01/2045

     510,093  
936,011  

3.50%, 01/01/2046

     964,318  
459,172  

3.50%, 02/01/2046

     473,058  
959,161  

3.50%, 09/01/2046

     988,169  
404,066  

3.50%, 10/01/2046

     416,286  
161,690  

3.50%, 10/25/2046(6)

     36,534  
286,941  

3.50%, 11/01/2046

     297,046  
1,242,252  

3.57%, 10/01/2029

     1,310,520  
5,000  

3.86%, 12/01/2025

     5,408  
14,168  

3.87%, 10/01/2025

     15,241  
14,518  

3.89%, 05/01/2030

     15,353  
334,523  

3.96%, 05/01/2034

     354,583  
157,429  

3.97%, 05/01/2029

     170,372  
547,726  

4.00%, 05/25/2027(6)

     53,738  
700,000  

4.00%, 08/01/2032(3)(7)

     725,047  
710,182  

4.00%, 12/01/2040

     750,238  
177,192  

4.00%, 03/01/2041

     187,287  
53,234  

4.00%, 03/25/2042(6)

     7,962  
29,074  

4.00%, 08/01/2044

     30,636  
261,989  

4.00%, 10/01/2044

     276,057  
467,741  

4.00%, 11/01/2044

     492,907  
481,671  

4.00%, 05/01/2045

     507,388  
284,224  

4.00%, 07/01/2045

     302,313  
997,430  

4.00%, 05/01/2046

     1,052,762  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            248,821  

4.00%, 06/01/2046

   $ 262,090  
286,503  

4.00%, 04/01/2047

     304,940  
1,685,000  

4.00%, 08/01/2047(3)(7)

     1,773,923  
9,201  

4.06%, 10/01/2028

     10,083  
489,332  

4.06%, 03/01/2030

     529,735  
99,371  

4.50%, 07/25/2027(6)

     10,966  
135,016  

4.50%, 08/01/2041

     146,687  
38,540  

4.50%, 09/01/2041

     41,718  
56,961  

5.46%, 05/25/2042(2)(6)

     6,455  
325,000  

5.50%, 08/01/2047(3)(7)

     359,677  
    

 

 

 
               42,553,223  
    

 

 

 
 

GNMA - 28.3%

  
$            548,176  

2.14%, 04/20/2040

   $ 469,431  
245,161  

3.00%, 09/20/2028(6)

     23,627  
266,977  

3.00%, 09/16/2042

     246,953  
260,062  

3.00%, 09/20/2042

     241,302  
138,808  

3.00%, 02/16/2043(6)

     24,661  
79,278  

3.00%, 08/15/2045

     80,447  
185,535  

3.00%, 11/20/2045

     188,395  
10,581,150  

3.00%, 12/20/2046(8)

     10,744,253  
201,001  

3.00%, 05/20/2047

     183,870  
1,600,000  

3.00%, 08/01/2047(3)(7)

     1,623,250  
121,477  

3.50%, 02/16/2027(6)

     11,943  
289,344  

3.50%, 03/20/2027(6)

     30,303  
347,095  

3.50%, 02/20/2041(6)

     49,901  
582,415  

3.50%, 04/20/2042(6)

     82,314  
862,530  

3.50%, 10/20/2042(6)

     164,468  
496,121  

3.50%, 07/20/2043(6)

     74,941  
1,674,070  

3.50%, 03/20/2047

     1,740,978  
1,189,600  

3.50%, 04/20/2047

     1,237,145  
3,350,000  

3.50%, 08/01/2047(3)(7)

     3,480,859  
1,827,584  

4.00%, 04/16/2026(6)

     202,171  
90,887  

4.00%, 12/16/2026(6)

     10,148  
1,100,164  

4.00%, 05/20/2029(6)

     122,902  
194,326  

4.00%, 02/15/2041

     207,231  
46,643  

4.00%, 05/16/2042(6)

     7,523  
576,231  

4.00%, 09/16/2042(6)

     159,314  
164,403  

4.00%, 03/20/2043(6)

     37,314  
68,396  

4.00%, 01/20/2044(6)

     14,641  
1,158,200  

4.00%, 04/20/2047

     1,222,790  
2,425,000  

4.00%, 08/01/2047(3)(7)

     2,553,070  
800,000  

4.00%, 09/01/2047(3)(7)

     841,156  
472,440  

4.50%, 06/20/2039

     504,098  
265,958  

4.50%, 09/16/2040

     296,836  
72,012  

4.50%, 09/20/2041

     77,116  
41,552  

4.50%, 05/20/2044

     44,183  
88,483  

4.50%, 06/20/2044

     94,085  
75,317  

4.50%, 10/20/2044

     80,086  
246,433  

4.50%, 04/20/2045(6)

     57,630  
47,287  

4.50%, 01/20/2046

     50,282  
5,635,000  

4.50%, 08/01/2047(3)(7)

     5,983,666  
193,079  

5.00%, 05/20/2034

     215,007  
58,895  

5.00%, 07/15/2039

     65,747  
693,877  

5.00%, 02/16/2040(6)

     164,745  
473,778  

5.00%, 05/20/2040(6)

     115,785  
681,090  

5.00%, 04/20/2041

     838,604  
45,369  

5.00%, 06/15/2041

     49,933  
229,421  

5.00%, 10/16/2041(6)

     39,237  
43,428  

5.00%, 03/15/2044

     47,677  
183,514  

5.00%, 01/16/2047(6)

     46,406  
539,526  

5.50%, 05/20/2038

     595,498  
420,098  

5.50%, 03/20/2039(6)

     97,418  
528,168  

5.50%, 02/16/2047(6)

     128,816  
31,524  

6.00%, 01/15/2039

     35,536  
205,378  

6.00%, 09/15/2040

     231,489  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          453,710     

6.00%, 02/20/2046(6)

      $ 110,534  
          

 

 

 
             36,047,715  
          

 

 

 
    

SLM Student Loan Trust - 2.1%

     
$          477,108     

1.86%, 04/27/2026(1)(2)

      $ 478,489  
370,126     

1.98%, 05/26/2026(2)

        367,903  
855,391     

2.45%, 12/15/2033(1)(2)

        863,904  
868,125     

2.81%, 04/25/2023(2)

        889,468  
          

 

 

 
             2,599,764  
          

 

 

 
    

Total U.S. Government Agencies
(cost $131,335,287)

      $ 131,736,354  
          

 

 

 

U.S. Government Securities - 2.5%

     
    

Other Direct Federal Obligations - 0.6%

     
    

FHLB - 0.6%

     
$          700,000      Tennessee Valley Authority
4.25%09/15/2065
      $ 780,969  
          

 

 

 
    

U.S. Treasury Securities - 1.9%

     
    

U.S. Treasury Notes - 1.9%

     
2,359,034     

U.S. Treasury Notes
0.13%01/15/2023(9)

        2,349,895  
          

 

 

 
             2,349,895  
          

 

 

 
    

Total U.S. Government Securities
(cost $3,189,297)

      $ 3,130,864  
          

 

 

 
    

Total Long-Term Investments
(cost $170,013,182)

      $ 170,654,094  

Short-Term Investments - 0.6%

     
    

Other Investment Pools & Funds - 0.6%

     
825,276     

Fidelity Institutional Government Fund, Institutional Class

      $ 825,276  
          

 

 

 
    

Total Short-Term Investments
(cost $825,276)

      $ 825,276  
          

 

 

 
    

Total Investments
(cost $170,838,458)^

     134.7%      $         171,479,370  
    

Other Assets and Liabilities

     (34.7)%        (44,218,122
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 127,261,248  
       

 

 

    

 

 

 

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

      $         1,149,321  

Unrealized Depreciation

        (508,409
     

 

 

 

Net Unrealized Appreciation

      $ 640,912  
     

 

 

 

 

(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 July 31, 2017, the aggregate value of these securities was $23,527,579, which represented 18.5% of total net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(3) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $52,275,571 at July 31, 2017.
(4) Securities disclosed are principal-only strips.
(5) Security is a zero-coupon bond.
(6) Securities disclosed are interest-only strips.
(7) Represents or includes a TBA transaction.
(8) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.
(9) The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

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

Long position contracts:

                   

U.S. Treasury 10-Year Note Future

     214           09/20/2017        $       26,960,146          $         26,940,594      $ (19,552

U.S. Treasury 2-Year Note Future

     8           09/29/2017          1,731,607            1,730,750        (857

U.S. Treasury 5-Year Note Future

     20           09/29/2017          2,359,419            2,362,969        3,550  

U.S. Treasury Long Bond Future

     14           09/20/2017          2,131,962            2,141,562        9,600  

U.S. Ultra Bond Future

     39           09/20/2017          6,365,438            6,415,500                      50,062  
                   

 

 

 

Total

                    $ 42,803  
                   

 

 

 

Short position contracts:

                   

U.S. 10-Year Ultra Future

     47           09/20/2017        $ 6,337,203          $ 6,347,203      $ (10,000
                   

 

 

 

Total futures contracts

                    $ 32,803  
                   

 

 

 

 

TBA Sale Commitments Outstanding at July 31, 2017  
Description    Principal
Amount
     Maturity Date      Market Value †      Unrealized
Appreciation/
(Depreciation)
 

FHLMC, 3.00%

   $ 6,400,000        08/01/2047       $ (6,410,435)      $                 8,565  

FNMA, 2.50%

     4,250,000        08/01/2032         (4,285,361)        (22,827

FNMA, 3.00%

                 13,947,000        08/01/2047         (13,968,792)        (113,929

FNMA, 3.50%

     4,490,000        08/01/2032         (4,679,948)        (5,086

FNMA, 3.50%

     6,300,000        08/01/2047         (6,486,047)        (34,531

FNMA, 4.50%

     5,460,000        08/01/2047         (5,861,395)        (7,725

FNMA, 5.00%

     1,600,000        08/01/2047         (1,749,125)        (3,875

GNMA, 3.00%

     2,450,000        08/01/2047         (2,485,601)        (16,844
        

 

 

    

 

 

 

Total (proceeds $45,730,452)

         $         (45,926,704)      $ (196,252
        

 

 

    

 

 

 

At July 31, 2017, the aggregate market value of TBA Sale Commitments represents (36.1)% of total net assets.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2017  

    Payments made

    by Fund

   Payments received by
Fund
       Notional Amount          Expiration    
Date    
     Upfront    
Premiums    
Paid    
     Upfront    
Premiums    
Received    
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

3M USD LIBOR

   2.14% Fixed      USD        3,080,000        05/15/24      $ —          $ —        $ (14,646)      $ (14,646)  

3M USD LIBOR

   2.20% Fixed      USD        3,065,000        05/15/24        —            —          (26,057)        (26,057)  

3M USD LIBOR

   2.20% Fixed      USD        3,075,000        05/15/24        —            —          (26,142)        (26,142)  

3M USD LIBOR

   2.27% Fixed      USD        5,925,000        07/14/27        —            —          (20,618)        (20,618)  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total

               $           —          $ —        $     (87,463)      $ (87,463)  
              

 

 

    

 

 

    

 

 

    

 

 

 

 

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

JPY

   Sell      08/04/17    JPM    $     5,414,171      $           5,497,766      $             (83,595)  

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    
GSC    Goldman Sachs & Co.   
JPM    JP Morgan Chase & Co.   

Currency Abbreviations:

    
JPY    Japanese Yen   
USD    United States Dollar   


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

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   
LIBOR    London Interbank Offered Rate   
TBA    To Be Announced   


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

    Level 1(1)

 

    Level 2(1)

 

            Level 3(1)    

 

 

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 35,786,876      $ —      $ 35,786,876      $ —   

U.S. Government Agencies

     131,736,354        —        131,736,354        —   

U.S. Government Securities

     3,130,864        —        3,130,864        —   

Short-Term Investments

     825,276        825,276        —        —   

Futures Contracts(2)

     63,212        63,212        —        —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       171,542,582      $       888,488      $       170,654,094      $ —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (83,595   $ —      $ (83,595   $ —   

Futures Contracts(2)

     (30,409     (30,409           —   

Swaps - Interest Rate(2)

     (87,463     —        (87,463     —   

TBA Sale Commitments

     (45,926,704     —        (45,926,704     —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (46,128,171   $ (30,409   $ (46,097,762   $                 —   
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

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


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value    

Common Stocks - 61.0%

 

 

Automobiles & Components - 2.2%

  
4,559  

Bridgestone Corp.

   $ 191,804  
56,000  

Brilliance China Automotive Holdings Ltd.

     141,681  
6,300  

BYD Co., Ltd. Class H

     39,211  
22,800  

Fuyao Glass Industry Group Co., Ltd. Class H(1)

     77,609  
36,000  

Geely Automobile Holdings Ltd.

     83,129  
62,500  

Great Wall Motor Co., Ltd. Class H

     80,048  
74,000  

Guangzhou Automobile Group Co., Ltd. Class H

     159,019  
369  

Hankook Tire Co., Ltd.

     20,621  
25,267  

Hota Industrial Manufacturing Co., Ltd.

     115,643  
9,049  

Hu Lane Associate, Inc.

     53,943  
317  

Hyundai Motor Co.

     41,037  
13,740  

Isuzu Motors Ltd.

     188,406  
20,000  

Minth Group Ltd.

     92,090  
6,213  

Subaru Corp.

     224,147  
8,079  

Superalloy Industrial Co., Ltd.

     34,782  
3,841  

Suzuki Motor Corp.

     182,068  
6,457  

Tokai Rika Co., Ltd.

     118,566  
4,722  

Toyota Industries Corp.

     253,344  
5,693  

TS Tech Co., Ltd.

     168,727  
    

 

 

 
               2,265,875  
    

 

 

 
 

Banks - 1.1%

  
52,850  

China Merchants Bank Co., Ltd. Class H

     173,535  
170,000  

Chongqing Rural Commercial Bank Co., Ltd. Class H

     125,257  
12,400  

Grupo Financiero Banorte S.A.B. de C.V. Series O

     82,184  
1,235  

KB Financial Group, Inc.

     65,665  
66,691  

Mitsubishi UFJ Financial Group, Inc.

     423,095  
13,958  

San-In Godo Bank Ltd.

     113,371  
3,876  

Sumitomo Mitsui Trust Holdings, Inc.

     142,339  
3,850  

Woori Bank

     65,754  
    

 

 

 
       1,191,200  
    

 

 

 
 

Capital Goods - 2.8%

  
5,431  

Airtac International Group

     73,462  
12,798  

Bizlink Holding, Inc.

     95,316  
14,000  

China Communications Construction Co., Ltd. Class H

     18,646  
127  

CJ Corp.

     22,014  
2,774  

Daifuku Co., Ltd.

     95,803  
590  

FANUC Corp.

     120,628  
26,000  

Haitian International Holdings Ltd.

     74,483  
1,735  

Harmonic Drive Systems, Inc.

     74,944  
30,263  

Hazama Ando Corp.

     208,831  
733  

Hirata Corp.

     82,951  
5,578  

HizeAero Co., Ltd.*

     44,961  
258  

Hyundai Heavy Industries Co., Ltd.*

     40,200  
20,995  

ITOCHU Corp.

     329,233  
9,910  

JGC Corp.

     158,749  
8,760  

Kinden Corp.

     136,354  
4,047  

Minebea Mitsumi, Inc.

     66,676  
617  

Nidec Corp.

     67,987  
7,346  

Nippo Corp.

     149,448  
1,787  

Samsung Heavy Industries Co., Ltd.*

     17,884  
83  

SK Holdings Co., Ltd.

     20,131  
611  

SMC Corp.

     194,241  
6,884  

Tadano Ltd.

     85,262  
17,884  

Taisei Corp.

     171,186  
18,840  

Takuma Co., Ltd.

     192,954  
21,657  

Toshiba Machine Co., Ltd.

     102,841  
7,211  

Toshiba Plant Systems & Services Corp.

     117,426  
6,660  

Voltronic Power Technology Corp.

     114,203  
39,000  

Weichai Power Co., Ltd. Class H

     37,536  
38,800  

Zoomlion Heavy Industry Science and Technology Co., Ltd.

     19,748  
    

 

 

 
       2,934,098  
    

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Commercial & Professional Services - 0.4%

  
5,199  

Aeon Delight Co., Ltd.

   $ 173,678  
7,494  

Recruit Holdings Co., Ltd.

     129,719  
3,749  

Wolters Kluwer N.V.

     166,731  
    

 

 

 
       470,128  
    

 

 

 
 

Consumer Durables & Apparel - 1.3%

  
8,119  

Alpine Electronics, Inc.

     148,026  
25,000  

ANTA Sports Products Ltd.

     85,708  
983  

Bandai Namco Holdings, Inc.

     34,173  
7,699  

Casio Computer Co., Ltd.

     126,113  
32,000  

Haier Electronics Group Co., Ltd.*

     82,399  
7,200  

Nien Made Enterprise Co., Ltd.

     87,861  
3,383  

Sankyo Co., Ltd.

     111,038  
10,016  

Sekisui Chemical Co., Ltd.

     184,498  
15,000  

Shenzhou International Group Holdings Ltd.

     100,202  
5,821  

Sony Corp.

     239,152  
1,507  

Token Corp.

     191,593  
    

 

 

 
               1,390,763  
    

 

 

 
 

Consumer Services - 0.5%

  
58,000  

China Yuhua Education Corp. Ltd.(1)

     19,789  
19,000  

Galaxy Entertainment Group Ltd.

     117,308  
5,447  

HIS Co., Ltd.

     167,478  
3,575  

Melco Resorts & Entertainment Ltd. ADR

     72,215  
1,900  

Tarena International, Inc. ADR

     36,670  
56,800  

Wynn Macau Ltd.

     122,722  
    

 

 

 
       536,182  
    

 

 

 
 

Diversified Financials - 0.3%

  
7,000  

Chailease Holding Co., Ltd.

     20,123  
26,000  

China Everbright Ltd.

     59,212  
8,319  

GTY Technology Holdings, Inc. UNIT*

     87,058  
1,309  

Korea Investment Holdings Co., Ltd.

     83,289  
1,200  

Noah Holdings Ltd. ADR*

     38,376  
    

 

 

 
       288,058  
    

 

 

 
 

Energy - 6.1%

  
2,989  

Antero Midstream GP L.P.*

     63,457  
27,815  

Callon Petroleum Co.*

     314,866  
18,595  

Centennial Resource Development, Inc. Class A*

     312,024  
4,509  

Cimarex Energy Co.

     446,526  
1,551  

Concho Resources, Inc.*

     202,033  
3,200  

Continental Resources, Inc.*

     106,976  
6,582  

Diamondback Energy, Inc.*

     631,082  
4,702  

EOG Resources, Inc.

     447,348  
3,253  

EQT Corp.

     207,216  
6,981  

Extraction Oil & Gas, Inc.*

     85,029  
5,689  

Halliburton Co.

     241,441  
25,346  

Laredo Petroleum, Inc.*

     328,484  
12,510  

Newfield Exploration Co.*

     359,412  
5,265  

Parsley Energy, Inc. Class A*

     154,159  
2,316  

Pioneer Natural Resources Co.

     377,740  
7,638  

Plains GP Holdings L.P. Class A*

     208,823  
23,341  

ProPetro Holding Corp.*

     303,433  
7,079  

QEP Resources, Inc.*

     60,667  
38,248  

Raging River Exploration, Inc.*

     245,119  
987  

Resolute Energy Corp.*

     33,519  
10,869  

Rice Energy, Inc.*

     304,006  
6,046  

Select Energy Services, Inc. Class A*

     93,894  
10,856  

Seven Generations Energy Ltd. Class A*

     188,690  
9,176  

Targa Resources Corp.

     425,858  
50,797  

Tidewater Midstream and Infrastructure Ltd.

     54,189  
13,260  

WPX Energy, Inc.*

     142,943  
    

 

 

 
       6,338,934  
    

 

 

 
 

Food & Staples Retailing - 0.4%

  
5,647  

Bid Corp. Ltd.

     135,618  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

2,600  

Cia Brasileira de Distribuicao (Preference Shares)*

   $ 60,449  
2,000  

Raia Drogasil S.A.

     44,254  
2,260  

Walgreens Boots Alliance, Inc.

     182,314  
100  

Zur Rose Group AG*

     15,202  
    

 

 

 
       437,837  
    

 

 

 
 

Food, Beverage & Tobacco - 0.6%

  
4,495  

Asahi Group Holdings Ltd.

     183,222  
33,000  

China Resources Beer Holdings Co., Ltd.

     83,328  
6,308  

Japan Tobacco, Inc.

     219,197  
3,900  

M Dias Branco S.A.

     63,484  
56  

Ottogi Corp.

     39,183  
    

 

 

 
       588,414  
    

 

 

 
 

Health Care Equipment & Services - 5.1%

  
7,478  

Abbott Laboratories

     367,768  
1,240  

Acadia Healthcare Co., Inc.*

     65,633  
1,230  

Aetna, Inc.

     189,801  
935  

Anthem, Inc.

     174,106  
725  

athenahealth, Inc.*

     100,282  
1,194  

Baxter International, Inc.

     72,213  
1,245  

Becton Dickinson and Co.

     250,743  
7,684  

BML, Inc.

     158,080  
16,730  

Boston Scientific Corp.*

     445,353  
2,605  

Cardinal Health, Inc.

     201,262  
1,765  

Cerner Corp.*

     113,613  
1,045  

Cigna Corp.

     181,370  
595  

Edwards Lifesciences Corp.*

     68,532  
1,679  

Envision Healthcare Corp.*

     94,746  
984  

Essilor International S.A.

     124,581  
1,845  

HCA Healthcare, Inc.*

     148,227  
295  

Humana, Inc.

     68,204  
4,700  

Instituto Hermes Pardini S.A.

     42,654  
860  

LifePoint Health, Inc.*

     51,084  
1,380  

McKesson Corp.

     223,381  
6,684  

Medipal Holdings Corp.

     122,314  
7,000  

Medtronic plc

     587,790  
3,100  

Olympus Corp.

     112,520  
2,400  

Qualicorp S.A.

     25,244  
48,000  

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

     38,681  
22,200  

Shanghai Pharmaceuticals Holding Co., Ltd. Class H

     58,784  
8,710  

Smith & Nephew plc

     151,554  
2,020  

Stryker Corp.

     297,142  
3,335  

UnitedHealth Group, Inc.

     639,687  
765  

WellCare Health Plans, Inc.*

     135,397  
    

 

 

 
               5,310,746  
    

 

 

 
 

Insurance - 1.2%

  
8,130  

MS&AD Insurance Group Holdings, Inc.

     285,156  
31,300  

New China Life Insurance Co., Ltd. Class H

     201,724  
20,000  

Ping An Insurance Group Co. of China Ltd. Class H

     148,042  
10,114  

Sony Financial Holdings, Inc.

     174,851  
7,881  

T&D Holdings, Inc.

     116,259  
6,641  

Tokio Marine Holdings, Inc.

     279,276  
    

 

 

 
       1,205,308  
    

 

 

 
 

Materials - 1.7%

  
8,221  

ADEKA Corp.

     126,202  
192,000  

Aluminum Corp. of China Ltd. Class H*

     120,292  
5,500  

Anhui Conch Cement Co., Ltd. Class H

     20,319  
4,100  

Braskem S.A. Class A, (Preference Shares)

     49,055  
8,293  

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

     80,525  
42,000  

China Molybdenum Co., Ltd. Class H

     22,824  
16,790  

Daicel Corp.

     218,238  
4,200  

Fujimi, Inc.

     94,783  
1,527  

Hanwha Chemical Corp.

     46,026  
1,806  

Jastrzebska Spolka Weglowa S.A.*

     41,577  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

52,000  

Jiangxi Copper Co., Ltd. Class H

   $ 94,789  
10,609  

JSR Corp.

     186,952  
1,251  

KGHM Polska Miedz S.A.

     42,561  
1,637  

Mondi Ltd.

     42,506  
80,000  

Nine Dragons Paper Holdings Ltd.

     119,026  
161  

POSCO

     48,109  
3,100  

Sanyo Chemical Industries Ltd.

     147,217  
5,466  

Sappi Ltd.

     36,207  
13,800  

Vale S.A.

     138,516  
5,539  

Yamato Kogyo Co., Ltd.

     155,260  
    

 

 

 
       1,830,984  
    

 

 

 
 

Media - 6.1%

  
5,071  

CBS Corp. Class B

     333,824  
1,184  

Charter Communications, Inc. Class A*

     464,021  
33,530  

Comcast Corp. Class A

     1,356,289  
13,850  

Hakuhodo DY Holdings, Inc.

     194,381  
4,272  

JCDecaux S.A.

     152,134  
1,701  

Liberty Global plc Class A*

     57,596  
9,362  

Liberty Global plc Series C*

     306,793  
6,091  

Liberty Media Corp-Liberty Braves Class A*

     153,737  
5,068  

Liberty Media Corp-Liberty Formula One Series C*

     178,242  
5,751  

LIFULL Co., Ltd.

     45,921  
291  

Naspers Ltd. Class N

     64,327  
5,737  

New York Times Co. Class A

     109,003  
24,785  

Nippon Television Holdings, Inc.

     423,746  
1,424  

Scripps Networks Interactive, Inc. Class A

     124,472  
28,908  

Septeni Holdings Co., Ltd.

     88,376  
44,536  

Tarsus Group plc

     176,576  
10,504  

Television Francaise

     153,691  
7,782  

TV Asahi Holdings Corp.

     141,503  
10,368  

Twenty-First Century Fox, Inc. Class A

     301,709  
4,322  

Twenty-First Century Fox, Inc. Class B

     123,998  
16,481  

UBM plc

     157,367  
8,630  

Viacom, Inc. Class B

     301,360  
15,549  

Vivendi S.A.

     359,397  
5,068  

Walt Disney Co.

     557,125  
    

 

 

 
               6,325,588  
    

 

 

 
 

Pharmaceuticals, Biotechnology & Life Sciences - 8.2%

  
5,360  

Alkermes plc*

     291,638  
2,739  

Allergan plc

     691,132  
1,375  

Alnylam Pharmaceuticals, Inc.*

     113,767  
2,957  

Arena Pharmaceuticals, Inc.*

     70,258  
14,460  

AstraZeneca plc ADR

     436,403  
350  

BeiGene Ltd. ADR*

     24,671  
615  

Biogen, Inc.*

     178,098  
13,145  

Bristol-Myers Squibb Co.

     747,950  
3,465  

Celgene Corp.*

     469,196  
880  

Celltrion, Inc.*

     85,287  
16,000  

China Resources Pharmaceutical Group Ltd.(1)

     19,186  
1,780  

Chugai Pharmaceutical Co., Ltd.

     71,385  
30,000  

CSPC Pharmaceutical Group Ltd.

     46,750  
4,400  

Eisai Co., Ltd.

     235,803  
7,575  

Eli Lilly & Co.

     626,149  
753  

Genmab A/S*

     171,128  
1,568  

Hikma Pharmaceuticals plc

     29,188  
2,720  

Incyte Corp.*

     362,549  
4,880  

Ironwood Pharmaceuticals, Inc.*

     86,620  
2,690  

Johnson & Johnson

     357,017  
3,380  

Medicines Co.*

     129,961  
166  

Medy-Tox, Inc.

     87,671  
5,520  

Merck & Co., Inc.

     352,618  
6,570  

Mylan N.V.*

     256,164  
3,315  

Novartis AG

     282,364  
12,750  

Ono Pharmaceutical Co., Ltd.

     278,916  
1,135  

Patheon N.V.*

     39,680  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

910  

Regeneron Pharmaceuticals, Inc.*

   $ 447,374  
1,149  

Roche Holding AG

     290,891  
337  

Samsung Biologics Co., Ltd.*(1)

     81,920  
22,500  

Shanghai Fosun Pharmaceutical Group Co., Ltd. Class H

     82,352  
2,800  

Shionogi & Co., Ltd.

     149,492  
83,000  

Sino Biopharmaceutical Ltd.

     73,275  
1,500  

Takeda Pharmaceutical Co., Ltd.

     79,240  
2,786  

Teva Pharmaceutical Industries Ltd. ADR

     89,626  
1,222  

Thermo Fisher Scientific, Inc.

     214,498  
2,341  

UCB S.A.

     170,476  
1,785  

Ultragenyx Pharmaceutical, Inc.*

     118,381  
1,395  

Vertex Pharmaceuticals, Inc.*

     211,789  
500  

Wuxi Biologics Cayman, Inc.*(1)

     2,240  
    

 

 

 
               8,553,103  
    

 

 

 
 

Real Estate - 0.9%

  
3,000  

China Evergrande Group*

     8,344  
1,335  

Daito Trust Construction Co., Ltd.

     225,646  
44,800  

Guangzhou R&F Properties Co., Ltd. Class H

     79,986  
222  

LaSalle Logiport REIT

     223,254  
67,000  

Longfor Properties Co., Ltd.

     168,143  
4,462  

Outfront Media, Inc. REIT

     102,046  
41,500  

Shimao Property Holdings Ltd.

     82,670  
12,000  

Sunac China Holdings Ltd.

     31,923  
    

 

 

 
       922,012  
    

 

 

 
 

Retailing - 1.6%

  
3,697  

Aoyama Trading Co., Ltd.

     128,867  
2,278  

Ctrip.com International Ltd. ADR*

     136,065  
994  

Expedia, Inc.

     155,531  
1,885  

Hikari Tsushin, Inc.

     205,841  
3,400  

Hotai Motor Co., Ltd.

     41,315  
756  

Hotel Shilla Co., Ltd.

     43,846  
2,966  

JD.com, Inc. ADR*

     133,974  
4,500  

Lojas Renner S.A.

     42,282  
1,777  

Netflix, Inc.*

     322,810  
56  

Priceline Group, Inc.*

     113,596  
9,557  

Rakuten, Inc.

     116,740  
1,238  

Shimamura Co., Ltd.

     153,937  
3,700  

Yume No Machi Souzou Iinkai Co., Ltd.

     42,140  
    

 

 

 
       1,636,944  
    

 

 

 
 

Semiconductors & Semiconductor Equipment - 6.0%

  
25,355  

Advanced Micro Devices, Inc.*

     345,082  
1,364  

ams AG*

     98,299  
3,797  

ASM Pacific Technology Ltd.

     49,071  
387  

ASML Holding N.V.

     58,178  
2,817  

ASPEED Technology, Inc.

     65,294  
1,054  

Broadcom Ltd.

     259,980  
1,474  

Cavium, Inc.*

     91,300  
5,851  

Cypress Semiconductor Corp.

     83,084  
416  

Disco Corp.

     73,729  
12,128  

Globalwafers Co., Ltd.

     95,476  
56  

Hyundai Robotics Co., Ltd.*

     22,044  
5,257  

Integrated Device Technology, Inc.*

     137,418  
8,737  

Intel Corp.

     309,901  
1,119  

Koh Young Technology, Inc.

     64,173  
10,134  

Land Mark Optoelectronics Corp.

     138,819  
4,949  

MACOM Technology Solutions Holdings, Inc.*

     299,662  
2,227  

Marvell Technology Group Ltd.

     34,652  
1,862  

MaxLinear, Inc. Class A*

     48,784  
1,973  

Microchip Technology, Inc.

     157,919  
3,714  

Micron Technology, Inc.*

     104,438  
9,171  

Micronics Japan Co., Ltd.

     97,124  
1,586  

Microsemi Corp.*

     82,599  
3,064  

NVIDIA Corp.

     497,931  
3,600  

Phison Electronics Corp.

     50,011  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

6,000  

Powertech Technology, Inc.

   $ 19,442  
7,174  

QUALCOMM, Inc.

     381,585  
28,353  

Realtek Semiconductor Corp.

     106,093  
997  

Rohm Co., Ltd.

     77,057  
632  

SCREEN Holdings Co., Ltd.

     42,244  
53,088  

Semiconductor Manufacturing International Corp.*

     58,194  
1,458  

Semtech Corp.*

     57,737  
10,505  

Silergy Corp.

     205,400  
1,246  

Silicon Motion Technology Corp. ADR

     51,223  
12,000  

Siliconware Precision Industries Co., Ltd.

     19,761  
5,256  

SK Hynix, Inc.

     309,013  
992  

Skyworks Solutions, Inc.

     104,031  
6,805  

Sumco Corp.

     110,133  
77,975  

Taiwan Semiconductor Manufacturing Co., Ltd.

     551,197  
4,984  

Taiwan Semiconductor Manufacturing Co., Ltd. ADR

     179,225  
4,511  

Tazmo Co., Ltd.

     89,237  
2,895  

Teradyne, Inc.

     100,138  
1,226  

Tokyo Electron Ltd.

     172,422  
4,746  

Tokyo Seimitsu Co., Ltd.

     164,621  
6,003  

Tower Semiconductor Ltd.*

     156,979  
15,506  

Win Semiconductors Corp.

     90,736  
    

 

 

 
               6,311,436  
    

 

 

 
 

Software & Services - 6.8%

  
800  

58.com, Inc. ADR*

     40,840  
7,562  

Alibaba Group Holding Ltd. ADR*

     1,171,732  
718  

Alliance Data Systems Corp.

     173,347  
140  

Alphabet, Inc. Class A*

     132,370  
2,146  

Autodesk, Inc.*

     237,755  
800  

Autohome, Inc. ADR*

     38,944  
200  

Baidu, Inc. ADR*

     45,270  
1,704  

Delivery Hero AG*(1)

     55,876  
5,640  

DeNA Co., Ltd.

     123,906  
3,480  

DTS Corp.

     106,234  
3,320  

DuzonBizon Co., Ltd.

     103,541  
2,899  

eBay, Inc.*

     103,581  
1,249  

Electronic Arts, Inc.*

     145,808  
4,430  

Facebook, Inc. Class A*

     749,777  
2,100  

GDS Holdings Ltd. ADR*

     19,656  
3,570  

Global Payments, Inc.

     336,901  
1,393  

GMO Payment Gateway, Inc.

     82,169  
9,045  

Just Eat plc*

     74,087  
24,000  

Kingsoft Corp. Ltd.

     63,133  
1,500  

Momo, Inc. ADR*

     65,895  
278  

NetEase, Inc. ADR

     86,536  
17,918  

Nexon Co., Ltd.*

     372,416  
1,202  

Nintendo Co., Ltd.

     408,217  
4,197  

NSD Co., Ltd.

     80,051  
4,026  

Oracle Corp.

     201,018  
2,668  

PayPal Holdings, Inc.*

     156,211  
1,180  

Salesforce.com, Inc.*

     107,144  
1,338  

SCSK Corp.

     56,464  
1,663  

ServiceNow, Inc.*

     183,678  
721  

SINA Corp.*

     68,358  
54,867  

SUNeVision Holdings Ltd.

     36,426  
22,375  

Tencent Holdings Ltd.

     893,075  
16,000  

TravelSky Technology Ltd. Class H

     42,366  
1,082  

Visa, Inc. Class A

     107,724  
1,020  

Weibo Corp. ADR*

     78,489  
2,075  

Workday, Inc. Class A*

     211,878  
1,200  

Yirendai Ltd. ADR*

     45,912  
1,587  

YY, Inc. ADR*

     113,471  
    

 

 

 
       7,120,256  
    

 

 

 
 

Technology Hardware & Equipment - 6.3%

  
22,230  

AAC Technologies Holdings, Inc.

     298,630  
7,271  

Advanced Ceramic X Corp.

     88,574  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

10,935     

Alps Electric Co., Ltd.

   $ 297,358  
4,265     

Apple, Inc.

     634,333  
438     

Applied Optoelectronics, Inc.*

     42,701  
844     

Arista Networks, Inc.*

     126,001  
12,803     

Catcher Technology Co., Ltd.

     147,144  
13,480     

Chroma ATE, Inc.

     42,587  
2,591     

Chunghwa Precision Test Tech Co., Ltd.

     121,594  
5,087     

Ciena Corp.*

     130,990  
22,000     

Compeq Manufacturing Co., Ltd.

     20,281  
11,235     

Delta Electronics, Inc.

     59,698  
62,355     

E Ink Holdings, Inc.

     66,664  
19,471     

Elite Material Co., Ltd.

     96,300  
1,778     

Fabrinet*

     80,028  
10,414     

Flex Ltd.*

     166,520  
32,137     

Getac Technology Corp.

     40,647  
2,900     

Hitachi High-Technologies Corp.

     106,746  
6,300     

Hon Hai Precision Industry Co., Ltd.

     24,501  
8,088     

Hosiden Corp.

     93,548  
180,673     

Inari Amertron Bhd

     108,013  
4,303     

Itron, Inc.*

     314,119  
24,916     

KCE Electronics PCL

     64,767  
666     

Keyence Corp.

     307,635  
10,083     

Kingpak Technology, Inc.

     64,579  
2,729     

Largan Precision Co., Ltd.

     497,931  
152     

LG Innotek Co., Ltd.

     20,355  
3,467     

Lumentum Holdings, Inc.*

     217,034  
33,000     

Micro-Star International Co., Ltd.

     85,495  
1,094     

Murata Manufacturing Co., Ltd.

     170,193  
5,521     

NetApp, Inc.

     239,722  
10,838     

Oclaro, Inc.*

     105,996  
25,000     

Pegatron Corp.

     81,537  
7,456     

Quantenna Communications, Inc.*

     150,686  
233     

Samsung Electro-Mechanics Co., Ltd.

     19,459  
380     

Samsung Electronics Co., Ltd.

     817,182  
100     

Samsung Electronics Co., Ltd. (Preference Shares)

     172,418  
23,799     

Sunny Optical Technology Group Co., Ltd.

     282,826  
711,246     

Tongda Group Holdings Ltd.

     206,319  
21,000     

Wistron Corp.

     21,192  
       

 

 

 
          6,632,303  
       

 

 

 
    

Telecommunication Services - 0.8%

  
9,475     

KDDI Corp.

     251,059  
3,077     

LG Uplus Corp.

     45,744  
10,425     

Nippon Telegraph & Telephone Corp.

     510,180  
       

 

 

 
          806,983  
       

 

 

 
    

Transportation - 0.5%

  
24,000     

Air China Ltd. Class H

     21,645  
56,000     

Beijing Capital International Airport Co., Ltd. Class H

     88,134  
82,000     

China Southern Airlines Co., Ltd. Class H

     62,416  
3,265     

Grupo Aeroportuario del Sureste S.A.B. de C.V. Class B

     69,419  
5,863     

Japan Airlines Co., Ltd.

     189,430  
8,400     

Rumo S.A.*

     27,853  
2,700     

ZTO Express Cayman, Inc. ADR*

     40,446  
       

 

 

 
          499,343  
       

 

 

 
    

Utilities - 0.1%

  
72,000     

Beijing Enterprises Water Group Ltd.*

     59,745  
10,000     

China Gas Holdings Ltd.

     24,197  
       

 

 

 
          83,942  
       

 

 

 
    

Total Common Stocks
(cost $59,248,594)

   $         63,680,437  
       

 

 

 

Foreign Government Obligations - 17.1%

  
    

Austria - 0.4%

  
EUR           295,000     

Austria Government Bond
3.90%07/15/2020(1)(2)

   $ 393,747  
       

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

        

Belgium - 0.4%

  
    330,000     

Belgium Government Bond
2.60%06/22/2024(1)(2)

   $ 452,387  
           

 

 

 
        

Canada - 1.1%

  
        

Canadian Government Bond

  
  CAD   190,000     

3.50%, 12/01/2045

     183,160  
    125,000     

5.00%, 06/01/2037

     140,565  
    721,155     

Canadian Government Real Return Bond
4.00%12/01/2031(3)

     840,520  
           

 

 

 
              1,164,245  
           

 

 

 
        

Denmark - 0.3%

  
  DKK   1,055,000     

Denmark Government Bond
4.50%11/15/2039

     278,571  
           

 

 

 
        

Finland - 0.4%

  
  EUR   310,000     

Finland Government Bond
3.38%04/15/2020

     405,621  
           

 

 

 
        

France - 2.1%

  
        

France Government Bond OAT

  
    488,975     

1.85%, 07/25/2027(2)(3)

     720,851  
    596,952     

3.15%, 07/25/2032

     1,078,522  
    345,000     

3.50%, 04/25/2020(2)

     452,856  
           

 

 

 
                      2,252,229  
           

 

 

 
        

Ireland - 0.6%

  
        

Ireland Government Bond

  
    215,000     

4.50%, 04/18/2020

     288,088  
    190,000     

5.40%, 03/13/2025

     304,999  
           

 

 

 
              593,087  
           

 

 

 
        

Italy - 2.5%

  
        

Italy Buoni Poliennali Del Tesoro

  
    450,000     

1.50%, 08/01/2019

     549,650  
    835,553     

2.60%, 09/15/2023

     1,131,721  
    475,000     

4.75%, 08/01/2023(1)(2)

     679,861  
    170,000     

5.00%, 09/01/2040(2)

     263,755  
           

 

 

 
              2,624,987  
           

 

 

 
        

Netherlands - 0.6%

  
        

Netherlands Government Bond

  
    325,000     

2.00%, 07/15/2024(1)(2)

     433,391  
    110,000     

4.00%, 01/15/2037(1)(2)

     196,916  
           

 

 

 
              630,307  
           

 

 

 
        

Norway - 0.9%

  
        

Norway Government Bond

  
  NOK   4,770,000     

3.00%, 03/14/2024(1)(2)

     669,225  
    1,920,000     

3.75%, 05/25/2021(1)(2)

     269,656  
           

 

 

 
              938,881  
           

 

 

 
        

Spain - 1.0%

  
        

Spain Government Bond

  
  EUR   320,000     

1.40%, 01/31/2020

     394,035  
    460,000     

4.40%, 10/31/2023(1)(2)

     669,068  
           

 

 

 
              1,063,103  
           

 

 

 
        

Sweden - 0.6%

  
        

Sweden Government Bond

  
  SEK   2,585,000     

2.50%, 05/12/2025

     367,974  
    1,780,000     

5.00%, 12/01/2020

     259,669  
           

 

 

 
              627,643  
           

 

 

 
        

United Kingdom - 6.2%

  
        

United Kingdom Gilt

  
  GBP   195,000     

3.50%, 01/22/2045(2)

     345,059  
    120,000     

3.75%, 09/07/2021(2)

     179,956  
    140,000     

5.00%, 03/07/2025(2)

     240,448  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    

United Kingdom Gilt Inflation Linked

     
420,314     

0.63%, 03/22/2040

      $ 880,862  
431,492     

0.75%, 11/22/2047

        1,050,821  
443,276     

1.13%, 11/22/2037

        959,612  
349,963     

1.25%, 11/22/2027

        617,726  
406,624     

1.25%, 11/22/2032

        803,939  
296,825     

1.25%, 11/22/2055

        929,919  
278,188     

2.50%, 07/17/2024

        482,843  
          

 

 

 
             6,491,185  
          

 

 

 
    

Total Foreign Government Obligations
(cost $17,121,691)

      $ 17,915,993  
          

 

 

 

Exchange Traded Funds - 0.1%

     
    

Other Investment Pools & Funds - 0.1%

     
3,570     

TOPIX Exchange Traded Fund

      $ 53,403  
          

 

 

 
    

Total Exchange Traded Funds
(cost $51,875)

      $ 53,403  
          

 

 

 
    

Total Long-Term Investments
(cost $76,422,160)

      $ 81,649,833  

Short-Term Investments - 16.6%

     
    

Other Investment Pools & Funds - 16.6%

     
17,378,374     

Fidelity Institutional Government Fund, Institutional Class

      $ 17,378,374  
          

 

 

 
    

Total Short-Term Investments
(cost $17,378,374)

      $ 17,378,374  
          

 

 

 
    

Total Investments Excluding Purchased Options
(cost $93,800,534)

     94.8%      $ 99,028,207  
    

Total Purchased Options
(cost $1,762,690)

     1.2%      $ 1,177,972  
       

 

 

    

 

 

 
    

Total Investments
(cost $95,563,224)^

     96.0%      $         100,206,179  
    

Other Assets and Liabilities

     4.0%        4,225,296  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 104,431,475  
       

 

 

    

 

 

 

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

      $         6,610,690  

Unrealized Depreciation

        (1,967,735
     

 

 

 

Net Unrealized Appreciation

      $ 4,642,955  
     

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $4,020,871, which represented 3.9% of total net assets.


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

(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 July 31, 2017, the aggregate value of these securities was $5,967,176, which represented 5.7% of total net assets.
(3) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

OTC Option Contracts Outstanding at July 31, 2017  
Description   Counter-
party
        Exercise Price/FX Rate/
Rate
   

Expiration

Date

       Number of
Contracts
    Market
Value †
    Premiums  
Paid   
(Received)  
by Fund   
    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

           

Calls

                  

FTSE 100 Index Future

  MSC        7,650.00 GBP     09/15/17   GBP     2,585     $ 14,568     $ 323,289     $ (308,721)  

USD Call/JPY Put

  BOA        125.00 JPY per USD     01/15/19   USD     11,729,040       61,861       294,249       (232,388)  

USD Call/TWD Put

  JPM        30.80 TWD per USD     12/15/17   USD     28,000       13,643       15,444       (1,801)  

USD Call/TWD Put

  JPM        30.90 TWD per USD     11/16/17   USD     37,000       14,480       18,051       (3,571)  

USD Put/IDR Put

  DEUT        13,550.00 IDR per USD     09/08/17   USD     23,000       14,240       7,573       6,667  
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

    11,819,625     $     118,792     $ 658,606     $ (539,814
            

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                  

AUD Put/USD Call

  MSC        0.77 USD per AUD     08/15/17   AUD     300,000     $ 217     $ 2,143     $ (1,926)  

EUR IPut/DR Call

  SCB        13,330.00 IDR per USD     04/29/19   USD     22,000       4,129       4,433       (304)  

EUR Put/TRY Call

  GSC        3.80 TRY per EUR     05/28/18   EUR     35,000       4,984       12,915       (7,931)  

EUR Put/TRY Call

  DEUT        4.00 TRY per EUR     06/20/18   EUR     40,000       3,515       8,599       (5,084)  

EUR Put/TRY Call

  BOA        4.00 TRY per EUR     07/05/18   EUR     24,000       2,124       3,644       (1,520)  

EUR Put/USD Call

  BOA        1.08 USD per EUR     08/14/17   EUR     11,800       14,126       8,817       5,309  
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

    432,800     $ 29,095     $ 40,551     $ (11,456
            

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

    12,252,425     $ 147,887     $ 699,157     $ (551,270
            

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

           

Calls

 

           

USD Call/JPY Put

  BOA        145.00 JPY per USD     01/15/19   USD     (11,729,040)     $ (9,137)     $ (89,727)     $ 80,590  

USD Call/TWD Put

  JPM        30.90 TWD per USD     08/17/17   USD     (37,000)       (3,122)       (11,988)       8,866  

USD Call/TWD Put

  JPM        30.80 TWD per USD     09/15/17   USD     (19,000)       (5,548)       (6,916)       1,368  
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

    (11,785,040   $ (17,807   $ (108,631   $ 90,824  
            

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                  

Puts

                  

EUR Put/TRY Call

  GSC        3.80 TRY per EUR     08/25/17   EUR     (25,000)     $ (24)     $ (4,793)     $ 4,769  
            

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

    (11,810,040   $ (17,831   $ (113,424   $ 95,593  
            

 

 

   

 

 

   

 

 

   

 

 

 
OTC Swaption Contracts Outstanding at July 31, 2017  
Description   Counter-
party
       

        Exercise Price/FX

        Rate/ Rate

    Expiration Date        Number of
Contracts
    Market
Value †
    Premiums  
Paid   
(Received)  
by Fund   
    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

                                       

Calls

                  

Interest Rate Swaption EUR

     BCLY        1.50%     10/16/17   EUR     1,165,000     $ 1,957     $ 2,852     $ (895)  

Interest Rate Swaption EUR

     GSC        0.15%     06/18/18   EUR     7,550,000       4,541       7,920       (3,379)  

Interest Rate Swaption EUR

     GSC        0.41%     09/16/19   EUR     10,060,000       17,899       14,200       3,699  

Interest Rate Swaption GBP

     JPM        0.51%     06/20/18   GBP     2,515,000       1,402       3,882       (2,480)  

Interest Rate Swaption GBP

     JPM        0.92%     06/19/19   GBP     2,515,000       28,271       42,880       (14,609)  

Interest Rate Swaption JPY

     JPM        0.26%     09/15/17   JPY     115,980,000       1,528       3,226       (1,698)  

Interest Rate Swaption JPY

     JPM        0.40%     06/13/22   JPY     169,365,000       15,214       15,917       (703)  

Interest Rate Swaption USD

     JPM        2.25%     10/16/17   USD     1,470,000       939       1,106       (167)  

Interest Rate Swaption USD

     CBK        1.85%     06/18/18   USD     1,005,000       2,402       2,273       129  

Interest Rate Swaption USD

     CBK        2.47%     06/17/19   USD     1,005,000       29,254       29,459       (205)  

Interest Rate Swaption USD

     BOA        2.65%     06/15/37   USD     320,000     $ 27,024       28,062     $ (1,038)  
            

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

    312,950,000     $ 130,431     $ 151,777     $ (21,346
            

 

 

   

 

 

   

 

 

   

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Puts                                                  

Interest Rate Swaption EUR

  GSC      3.92   04/08/24      EUR        1,100,000      $ 33,294      $ 33,488      $ (194)  

Interest Rate Swaption EUR

  MSC      3.92   04/08/24      EUR        3,625,000        109,575        110,759        (1,184)  

Interest Rate Swaption GBP

  JPM      0.51   06/20/18      GBP        2,515,000        7,687        3,883        3,804  

Interest Rate Swaption GBP

  JPM      0.92   06/19/19      GBP        2,515,000        60,710        42,880            17,830  

Interest Rate Swaption JPY

  JPM      0.26   09/15/17      JPY        115,980,000        2,372        3,226        (854)  

Interest Rate Swaption JPY

  MSC      0.70   11/06/17      JPY        291,885,000        19,315        30,950        (11,635)  

Interest Rate Swaption JPY

  JPM      0.40   06/13/22      JPY        169,365,000        15,234        15,917        (683)  

Interest Rate Swaption USD

  CBK      1.85   06/18/18      USD        1,005,000        935        2,273        (1,338)  

Interest Rate Swaption USD

  CBK      2.47   06/17/19      USD        1,005,000        22,195        29,459        (7,264)  

Interest Rate Swaption USD

  DEUT      5.17   04/06/21      USD        3,010,000        25,492        29,861        (4,369)  

Interest Rate Swaption USD

  BOA      5.17   04/06/21      USD        3,365,000        28,491        33,376        (4,885)  

Interest Rate Swaption USD

  GSC      4.88   04/02/24      USD        8,450,000        136,257        147,938        (11,681)  

Interest Rate Swaption USD

  GSC      2.70   06/14/27      USD        2,500,000        96,813        109,563        (12,750)  

Interest Rate Swaption USD

  BOA      2.65   06/15/37      USD        320,000        27,972        28,063        (91)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

               606,640,000      $   586,342      $   621,636      $ (35,294)  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

             919,590,000      $ 716,773      $ 773,413      $ (56,640)  
            

 

 

    

 

 

    

 

 

    

 

 

 

OTC Swaption Contracts Outstanding at July 31, 2017

 

Description   Counter-
party
   

Exercise Price/FX

Rate/ Rate

   Expiration Date              Number of
Contracts
     Market
Value †
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Written swaption contracts:

 

                   

Calls

                     

Interest Rate Swaption EUR

    GSC     0.38 EUR      09/18/17        EUR        (10,060,000)      $ (8,530)      $ (5,436)      $ (3,094)  

Interest Rate Swaption EUR

    GSC     0.30 EUR      06/18/18        EUR        (7,550,000)        (982)        (2,828)        1,846  

Interest Rate Swaption EUR

    GSC     0.40 EUR      06/18/18        EUR        (7,550,000)        (311)        (1,314)        1,003  

Interest Rate Swaption USD

    JPM     2.50 USD      10/16/17        USD        (1,470,000)        (4,217)        (3,774)        (443)  

Interest Rate Swaption USD

    CBK     2.39 USD      06/18/18        USD        (1,005,000)        (14,693)        (23,480)        8,787  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

               (27,635,000)      $ (28,733)      $ (36,832)      $ 8,099  
            

 

 

    

 

 

    

 

 

    

 

 

 

Written swaption contracts:

                 

Puts

                     

Interest Rate Swaption GBP

    JPM     0.83 GBP      06/20/18        GBP        (2,515,000)        (56,920)        (34,700)        (22,220)  

Interest Rate Swaption GBP

    JPM     0.83 GBP      06/20/18        GBP        (2,515,000)        (18,156)        (34,638)        16,482  

Interest Rate Swaption USD

    CBK     2.39 USD      06/18/18        USD        (1,005,000)      $ (23,334)      $ (23,480)      $ 146  

Interest Rate Swaption USD

    GSC     2.70 USD      06/13/22        USD        (11,925,000)        (65,135)        (74,531)        9,396  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

               (17,960,000)      $ (163,545)      $ (167,349)      $ 3,804  
            

 

 

    

 

 

    

 

 

    

 

 

 

Total written swaption contracts

           (45,595,000)      $ (192,278)      $ (204,181)      $ 11,903  
            

 

 

    

 

 

    

 

 

    

 

 

 

Exchange Traded Option Contracts Outstanding at July 31, 2017

 

Description    Exercise Price/FX Rate/ Rate    Expiration
Date
             Number of
Contracts
     Market
Value †
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

                    

Calls

                    

SPDR S&P 500 ETF Trust Index Option

   2,475.00 USD      09/15/17        USD        77      $ 182,248      $ 121,267      $ 60,981  

SPX Volatility Index Option

   22.00 USD      09/20/17        USD        1,323        57,032        74,288        (17,256)  
           

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

              1,400      $ 239,280      $ 195,555      $ 43,725  
           

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                    

ProShares Short VIX

   25.00 USD      01/19/18        USD        1,156      $ 77,595      $ 98,128      $ (20,533)  
           

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

              2,556      $ 316,875      $ 293,683      $ 23,192  
           

 

 

    

 

 

    

 

 

    

 

 

 

Written option contracts:

                    

Calls

                    

SPX Volatility Index Option

   17.00 USD      09/20/17        USD        (734)      $ (51,381)      $ (69,699)      $ 18,318  
           

 

 

    

 

 

    

 

 

    

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Puts

                    

CBOE SPX Volatility Index

   19.00 USD      09/20/17        USD        (1,468)      $ (1,042,280)      $ (935,053)      $ (107,227)  

CBOE SPX Volatility Index

   18.00 USD      09/20/17        USD        (956)        (583,160)        (537,231)        (45,929)  

ProShares Short VIX

   40.00 USD      01/19/18        USD        (189)        (32,508)        (54,521)                22,013  
           

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

              (2,613)      $ (1,657,948)      $ (1,526,805)      $ (131,143)  
           

 

 

    

 

 

    

 

 

    

 

 

 

Total written option contracts

              (3,347)      $ (1,709,329)      $ (1,596,504)      $ (112,825)  
           

 

 

    

 

 

    

 

 

    

 

 

 

Futures Contracts Outstanding at July 31, 2017

 

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

Long position contracts:

              

Australian Dollar Future

     53        09/18/2017      $     4,224,439      $ 4,236,820      $ 12,381  

CAC 40 Index Future

     24        08/18/2017        1,474,374        1,446,130        (28,244)  

Canadian Dollar Future

     51        09/19/2017        4,067,690        4,098,360        30,670  

DAX Index Future

     12        09/15/2017        4,385,339        4,300,569        (84,770)  

Emerging Market (mini MSCI) Index Future

     18        09/15/2017        918,942        958,050        39,108  

Euro BUXL 30-Year Bond Future

     1        09/07/2017        190,901        191,918        1,017  

Euro Stoxx 50 Future

     3        09/15/2017        126,010        122,417        (3,593)  

Euro-Bund Future

     37        09/07/2017        7,189,615        7,093,510        (96,105)  

Euro-OAT Future

     2        09/07/2017        354,184        352,252        (1,932)  

Euro-Schatz Future

     57        08/25/2017        6,023        3,036        (2,987)  

Euro-Schatz Future

     114        08/25/2017        1,280        675        (605)  

Euro-Schatz Future

     28        08/25/2017        1,892        663        (1,229)  

FTSE 100 Index Future

     17        09/15/2017        1,649,160        1,639,619        (9,541)  

FTSE/MIB Index Future

     4        09/15/2017        501,551        508,561        7,010  

H-SHARES Index Future

     18        08/30/2017        1,249,413        1,248,233        (1,180)  

Hang Seng Index Future

     7        08/30/2017        1,204,362        1,220,080        15,718  

IBEX 35 Index Future

     3        08/18/2017        371,761        372,869        1,108  

Long Gilt Future

     42        09/27/2017        7,002,342        6,983,375        (18,967)  

MSCI Taiwan Index Future

     42        08/30/2017        1,652,196        1,638,000        (14,196)  

NASDAQ 100 E-MINI Future

     6        09/15/2017        692,821        705,900        13,079  

OMXS30 Index Future

     65        08/18/2017        1,266,179        1,243,838        (22,341)  

Russell 2000 Mini Index Future

     2        09/15/2017        142,254        142,440        186  

S&P 500 (E-Mini) Future

     25        09/15/2017        3,076,664        3,085,000        8,336  

S&P MID 400 E-Mini Index Future

     9        09/15/2017        1,583,028        1,583,820        792  

SGX Nifty 50 Index Future

     10        08/31/2017        200,762        202,120        1,358  

SPI 200 Future

     6        09/21/2017        685,534        679,320        (6,214)  

SX5E Dividend Future

     106        12/15/2017        1,463,155        1,465,640        2,485  

SX5E Dividend Future

     192        12/21/2018        2,767,201        2,784,298        17,097  

U.S. Treasury 5-Year Note Future

     5        09/29/2017        592,665        590,742        (1,923)  

U.S. Treasury Long Bond Future

     35        09/20/2017        5,340,931        5,353,906        12,975  

U.S. Ultra Bond Future

     25        09/20/2017        4,080,436        4,112,500        32,064  
              

 

 

 

Total

               $ (98,443)  
              

 

 

 

Short position contracts:

              

Amsterdam Index Future

     5        08/18/2017      $ 619,076      $ 617,825      $ 1,251  

Australia 3-Year Bond Future

     9        09/15/2017        802,328        804,571        (2,243)  

Australian 10-Year Bond Future

     20        09/15/2017        2,055,787        2,063,273        (7,486)  

BIST 30 Index Future

     115        08/29/2017        408,391        436,558        (28,167)  

British Pound Future

     81        09/18/2017        6,545,418        6,691,106        (145,688)  

Canadian Government 10-Year Bond Future

     32        09/20/2017        3,585,199        3,523,786        61,413  

Euro FX Future

     46        09/18/2017        6,544,486        6,819,788        (275,302)  

Euro STOXX 50 Future Option

     32        12/20/2019        456,325        456,852        (527)  

Euro STOXX 50 Future Option

     58        12/18/2020        802,019        799,207        2,812  

Euro-BOBL Future

     16        09/07/2017        2,496,690        2,501,323        (4,633)  

Euro-Schatz Future

     28        08/25/2017        926        166        760  

Euro-Schatz Future

     28        08/25/2017        429        166        263  

Euro-Schatz Future

     171        08/25/2017        5,103        1,012        4,091  

Euro-Schatz Future

     54        09/07/2017        7,150,740        7,164,100        (13,360)  

FTSE/JSE Top 40 Index Future

     14        09/21/2017        483,324        519,133        (35,809)  

Japan 10-Year Bond Future

     1        09/12/2017        1,358,785        1,362,057        (3,272)  

Japanese Yen Future

     53        09/18/2017        5,944,305        6,022,787        (78,482)  

KOSPI 200 future

     52        09/14/2017        3,628,857        3,658,192        (29,335)  

Mexican Bolsa Index Future

     18        09/15/2017        496,687        518,782        (22,095)  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

NIKKEI 225 Index Future

     2        09/07/2017      $ 361,180      $ 361,740      $ (560

S&P/TSX 60 Index Future

     4        09/14/2017        570,878        570,700        178  

Swiss Franc Future

     26        09/18/2017        3,378,173        3,371,550        6,623  

TOPIX Index Futures

     50        09/07/2017        7,217,977        7,345,004        (127,027

U.S. Treasury 10-Year Note Future

     151        09/20/2017            19,059,224            19,009,484                49,740  

U.S. Treasury 2-Year Note Future

     12        09/29/2017        2,591,603        2,596,125        (4,522

VIX Future

     2        09/20/2017        25,375        24,950        425  
              

 

 

 

Total

               $ (650,952
              

 

 

 

Total futures contracts

               $ (749,395
              

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2017

 

        Reference Entity    Counter-
party
     Notional
Amount (a)
    

(Pay)/Receive
Fixed

Rate/Implied
Credit Spread
(b)

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

Credit default swaps on indices:

 

                      

Sell protection:

                         

ITRAXX.SEN.FIN.27

     BNP        EUR        3,565,000        1.00     06/20/22      $ 18,398      $       —      $ 105,700      $ 87,302  

ITRAXX.SEN.FIN.27

     MSC        EUR        620,000        1.00     06/20/22        11,287               18,401        7,114  

ITRAXX.SEN.FIN.27

     CBK        EUR        55,000        1.00     06/20/22        1,159               1,632        473  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $ 30,844      $      $     125,733      $ 94,889  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total traded indices

 

              $ 30,844      $      $ 125,733      $ 94,889  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC contracts

 

              $ 30,844      $      $ 125,733      $ 94,889  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

(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 July 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2017

 

        Reference Entity    Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Cost Basis     Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                 

Buy protection:

                 

CDX.EM.27

     USD        1,965,000        (1.00 %)      06/20/22      $ (93,028   $ (76,044   $ 16,984  

CDX.NA.HY.28

     USD        1,625,000        (5.00 %)      06/20/22        108,187       129,535       21,348  

CDX.NA.IGS.28

     USD        6,405,000        (1.00 %)      06/20/22        102,260       132,674       30,414  

ITRAXX.EUR.27

     EUR        5,630,000        (1.00 %)      06/20/22        89,153       159,125       69,972  

ITRAXX.XOV.27

     EUR        1,375,000        (5.00 %)      06/20/22        141,979       198,207       56,228  
             

 

 

   

 

 

   

 

 

 

Total

              $ 348,551     $     543,497     $ 194,946  
             

 

 

   

 

 

   

 

 

 

Total

              $ 348,551     $ 543,497     $ 194,946  
             

 

 

   

 

 

   

 

 

 

 

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


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2017

 

Payments made

by Fund

   Payments received by
Fund
   Notional Amount     

Expiration

Date

     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

6M JPY LIBOR

   0.32% Fixed      JPY        25,145,000        09/20/27      $      $      $ 915     $ 915  

6M JPY LIBOR

   0.29% Fixed      JPY        25,145,000        09/20/27                      237       237  

6M JPY LIBOR

   0.27% Fixed      JPY        25,135,000        09/20/27                      215       215  

6M JPY LIBOR

   0.27% Fixed      JPY        25,145,000        09/20/27                      (215     (215

6M JPY LIBOR

   0.29% Fixed      JPY        25,145,000        09/20/27                      (237     (237
              

 

 

    

 

 

    

 

 

   

 

 

 

Total

               $         —      $         —      $     915     $     915  
              

 

 

    

 

 

    

 

 

   

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 2017

 

Reference Entity    Counter-
party
  

Notional

Amount

    

Payments

received (paid)

by the Fund

  Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 
Barclays Barcvo    BCLY      USD        262,354      1M LIBOR     04/20/18      $     —      $     —     $ 36     $ 36  
Barclays Volscore Delta Hedged    BCLY      USD        602,466      1M LIBOR     04/20/18                     (42     (42
BOFAML VolRyder Index    BOA      USD        420,803      1M LIBOR     04/30/18                           0  
BXIIMPUE Barclays Index    BCLY      USD        1,034,530      1M LIBOR     06/29/18                     2,601       2,601  
BXIIQWUE Barclays Index    BCLY      USD        689,795      1M LIBOR     06/29/18                     1,734       1,734  
Citi Mergers & Acquisitions US Index    CBK      USD        1,331,406      (1M LIBOR
+ 0.95%)
    09/29/17                     (2,911     (2,911
Citi Mergers & Acquisitions US Index    CBK      USD        902,539      (1M LIBOR
+ 0.95%)
    09/29/17                     (1,974     (1,974
Credit Suisse Merger Arbitrage Liquid Excess Net    CSFB      USD        803,518      1M LIBOR     09/29/17               (233     (1,344     (1,111
Credit Suisse Merger Arbitrage Liquid Excess Net    CSFB      USD        1,515,982      1M LIBOR     09/29/17                     (2,097     (2,097
DB Bank Custom Volatility Port    DEUT      USD        970,225      1M LIBOR     04/30/18                     966       966  
DB Bank Custom Volatility Port    DEUT      USD        896,270      1M LIBOR     04/30/18                     892       892  
iShares S&P 500 Financial Sector    CBK      USD        366,739      (1M LIBOR
+ 0.42%)
    08/04/17                     1,282       1,282  
iShares S&P 500 HealthCare Sector    CBK      USD        54,987      (1M LIBOR
+ 0.35%)
    08/04/17                     1,232       1,232  
iShares S&P 500 HealthCare Sector    CBK      USD        1,749,021      (1M LIBOR
+ 0.26%)
    08/04/17                     (18,597     (18,597
iShares S&P 500 Industrials Sector    CBK      USD        150,009      (1M LIBOR
+ 0.25%)
    08/04/17                     1,191       1,191  
iShares S&P 500 Information Technology Sector    CBK      USD        414,169      (1M LIBOR
+ 0.38%)
    08/04/17                     11,887       11,887  
iShares S&P 500 Material Sector    CBK      USD        948,968      (1M LIBOR
+ 0.24%)
    08/04/17                     (2,661     (2,661
JPM US QES Momentum    JPM      USD        1,813,795      1M LIBOR     02/28/18                           0  
JPM US Volatility Qes Short    JPM      USD        641,750      1M LIBOR     02/28/18                           0  
MS Dispersion    MSC      USD        1,455,819      1M LIBOR     07/31/18                     (2,111     (2,111
MSCI AC Asia Pac Information    BNP      USD        103,420      (1M LIBOR
+ 0.30%)
    06/29/18                           0  
MSCI AC Asia Pacific Index    BNP      USD        8,901,942      (1M LIBOR
+ 0.30%)
    06/29/18                     (150     (150
MSCI China Consumer Discretion Index    BOA      HKD        341,597      1M LIBOR     06/21/18                     (923     (923
MSCI China Consumer Discretion Index    BOA      HKD        3,521,988      1M LIBOR     06/28/18                     (1,392     (1,392
MSCI China Consumer Stapled    GSC      HKD        3,189,117      1M LIBOR
- 0.04%
    07/12/18                     (12,336     (12,336
MSCI China Energy Index    GSC      HKD        1,888,646      1M LIBOR
- 0.06%
    07/12/18                     (9,783     (9,783
MSCI China Financial Index    BOA      HKD        2,000,653      (1M LIBOR
+ 0.40%)
    06/21/18                     (3,550     (3,550


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

MSCI China Health Care    GSC      HKD        3,210,698      1M LIBOR - 0.05%      07/12/18      $     —      $         —     $ (2,532   $ (2,532
MSCI China Information Techno    MSC      HKD        4,041,771      1M LIBOR - 0.50%      07/26/18                     (17,414     (17,414
MSCI China Information Techno    MSC      HKD        2,221,601      1M LIBOR - 0.50%      07/05/18                     (37,850     (37,850
MSCI Daily TR Net Brazil    GSC      USD        762,036      1M LIBOR      06/21/18                     (4,778     (4,778
MSCI Indices US Health Care    BNP      USD        89,673      (1M LIBOR + 0.30%)      10/31/17                     71       71  
MSCI Indices US Health Care    BNP      USD        281,784      (1M LIBOR + 0.30%)      11/30/17                     224       224  
MSCI Indices US Health Care    GSC      USD        11,176,256      (1M LIBOR + 0.45%)      04/30/18                     8,896       8,896  
MSCI Indices US Health Care    DEUT      USD        1,964,190      (1M LIBOR + 0.39%)      06/29/18                     1,563       1,563  
MSCI World Media Industry Group Total Return    GSC      USD        6,605,548      (1M LIBOR + 0.23%)      06/29/18                     55,224       55,224  
MSUSMSDS    MSC      USD        609,617      1M LIBOR      09/29/17                     (501     (501
MSUSMSDS    MSC      USD        1,220,876      1M LIBOR      09/29/17                     (1,003     (1,003
PowerShares DB Agriculture Fund    BOA      USD        4,370,529      1M LIBOR - 0.25%      06/29/18                           0  
PowerShares DB Base Metals Fund    BOA      USD        3,839,096      1M LIBOR - 0.25%      06/29/18                           0  
PowerShares DB Energy Fund    BOA      USD        3,127,397      1M LIBOR - 0.25%      06/29/18                           0  
PowerShares DB Precious Metals Fund    BOA      USD        4,253,275      1M LIBOR - 0.25%      06/29/18                           0  
S&P 500 Total Return Utilities    CBK      USD        562,027      1M LIBOR      08/04/17                     (19,886     (19,886
S&P GSCI Total Return Index    BOA      USD        698,520      (1M LIBOR + 0.32%)      11/30/17                           0  
S&P GSCI Total Return Index    BOA      USD        10,008,705      (1M LIBOR + 0.25%)      04/30/18                           0  
S&P Index Cons Stapll    CBK      USD        1,036,606      (1M LIBOR + 0.25%)      08/04/17                     21,181           21,181  
S&P Index Energy    BOA      USD        5,034,593      (1M LIBOR + 0.35%)      04/30/18                           0  
S&P Index Energy    CBK      USD        852,451      (1M LIBOR + 0.37%)      08/04/17                         30,004       30,004  
S&P Index Energy    BOA      USD        487,650      (1M LIBOR + 0.30%)      12/31/17                           0  
S&P Index Energy    BOA      USD        2,972,743      (1M LIBOR + 0.34%)      06/29/18                           0  
S&P Index Energy    BOA      USD        107,066      (1M LIBOR + 0.34%)      06/29/18                           0  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $     —      $ (233   $ (4,851   $ (4,618
                 

 

 

    

 

 

   

 

 

   

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2017

 

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

AUD

   Buy    08/31/17    NAB      $     1,462,804        $ 1,479,389        $     16,585  

BRL

   Buy    08/02/17    BCLY        514,919          548,156          33,237  

BRL

   Buy    08/02/17    GSC        296,875          315,751          18,876  

BRL

   Buy    08/02/17    HSBC        519,977          527,319          7,342  

BRL

   Buy    08/02/17    BCLY        83,786          86,551          2,765  

BRL

   Buy    08/02/17    HSBC        723,480          726,066          2,586  

BRL

   Buy    08/02/17    HSBC        408,854          410,315          1,461  

BRL

   Buy    08/02/17    GSC        391,286          392,685          1,399  

BRL

   Buy    08/02/17    MSC        357,747          359,026          1,279  

BRL

   Buy    08/02/17    GSC        223,592          224,391          799  

BRL

   Buy    08/02/17    GSC        167,694          168,293          599  

BRL

   Buy    09/05/17    HSBC        711,481          721,138          9,657  

BRL

   Sell    08/02/17    GSC        314,626          315,751          (1,125

BRL

   Sell    08/02/17    HSBC        525,442          527,320          (1,878


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

BRL

   Sell    08/02/17    BCLY      $ 632,446        $ 634,706          $ (2,260

BRL

   Sell    08/02/17    MSC        350,910          359,026          (8,116

BRL

   Sell    08/02/17    HSBC        715,956          726,066          (10,110

BRL

   Sell    08/02/17    GSC        369,209          392,684          (23,475

BRL

   Sell    09/05/17    HSBC        516,727          523,741          (7,014

CAD

   Buy    08/31/17    GSC        890,575          894,749          4,174  

CAD

   Sell    08/31/17    GSC        3,097,444          3,111,960          (14,516

CHF

   Buy    08/31/17    BCLY        729,575          720,238          (9,337

CHF

   Sell    08/31/17    BCLY        409,402          404,162          5,240  

CNH

   Buy    12/18/17    CIB        1,686,190          1,792,672          106,482  

CNH

   Buy    01/03/18    NOM        1,860,014          2,005,796          145,782  

CNH

   Sell    12/18/17    HSBC        1,677,807          1,792,672          (114,865

CNH

   Sell    01/03/18    NOM        1,882,402          2,005,795          (123,393

CNY

   Buy    12/18/17    HSBC        1,672,511          1,788,554          116,043  

CNY

   Buy    01/03/18    NOM        1,881,311          2,006,702          125,391  

CNY

   Sell    12/18/17    CIB        1,683,435          1,788,554          (105,119

CNY

   Sell    01/03/18    NOM        1,861,993          2,006,702          (144,709

DKK

   Sell    08/31/17    DEUT        285,755          290,885          (5,130

EUR

   Buy    08/31/17    DEUT        1,240,384          1,262,962          22,578  

EUR

   Buy    06/20/18    CBK        3,673          3,960          287  

EUR

   Sell    08/31/17    DEUT        15,574,101          15,857,593          (283,492

GBP

   Buy    08/31/17    DEUT        1,011,811          1,023,674          11,863  

GBP

   Sell    08/31/17    DEUT        11,020,257          11,149,467          (129,210

HUF

   Buy    08/31/17    MSC        559,277          572,102          12,825  

HUF

   Sell    08/31/17    MSC        342,065          349,909          (7,844

INR

   Buy    08/31/17    DEUT        2,587,252          2,595,786          8,534  

JPY

   Buy    08/31/17    CIB        667,945          669,379          1,434  

JPY

   Sell    08/31/17    HSBC        6,376,946          6,442,698          (65,752

JPY

   Sell    08/31/17    BCLY        6,372,947          6,442,699          (69,752

KRW

   Buy    08/31/17    BCLY        245,677          245,110          (567

KRW

   Sell    08/31/17    BCLY        880,937          878,906          2,031  

MXN

   Buy    08/31/17    GSC        1,261,131          1,259,777          (1,354

NOK

   Buy    08/31/17    GSC        295,233          300,369          5,136  

NOK

   Sell    08/31/17    GSC        1,451,271          1,476,516          (25,245

NZD

   Buy    08/31/17    UBS        1,807,009          1,827,565          20,556  

PLN

   Buy    08/31/17    SSG        1,023,680          1,041,463          17,783  

PLN

   Sell    08/31/17    SSG        336,215          342,056          (5,841

SEK

   Buy    08/31/17    BOA        564,537          575,157          10,620  

SEK

   Sell    08/31/17    BOA        1,196,428          1,218,936          (22,508

SGD

   Buy    08/31/17    UBS        429,980          431,881          1,901  

SGD

   Buy    08/31/17    JPM        899,397          900,675          1,278  

SGD

   Sell    08/31/17    UBS        749,708          753,023          (3,315

TRY

   Buy    08/29/17    BCLY        1,390          1,407          17  

TWD

   Buy    08/31/17    HSBC        1,631,066          1,638,531          7,465  

TWD

   Sell    08/31/17    HSBC        313,635          315,070          (1,435

ZAR

   Buy    08/31/17    CBK        448,750          444,072          (4,678

ZAR

   Sell    08/31/17    CBK        89,597          88,663          934  
                       

 

 

 

Total

 

       $             (467,101
                       

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Counterparty Abbreviations:

  

BCLY

   Barclays   

BNP

   BNP Paribas Securities Services   

BOA

   Banc of America Securities LLC   

CBK

   Citibank NA   

CIB

   Credit Agricole   

CSFB

   Credit Suisse First Boston Corp.   

DEUT

   Deutsche Bank Securities, Inc.   

GSC

   Goldman Sachs & Co.   

HSBC

   HSBC Bank USA   

JPM

   JP Morgan Chase & Co.   


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

MSC

   Morgan Stanley   

NAB

   National Australia Bank Limited   

NOM

   Nomura International   

SCB

   Standard Chartered Bank   

SSG

   State Street Global Markets LLC   

UBS

   UBS AG   

Currency Abbreviations:

  

AUD

   Australian Dollar   

BRL

   Brazilian Real   

CAD

   Canadian Dollar   

CHF

   Swiss Franc   

CNH

   Chinese Renminbi   

CNY

   Chinese Yuan   

DKK

   Danish Krone   

EUR

   Euro   

GBP

   British Pound   

HKD

   Hong Kong Dollar   

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   

SPX

   Standard and Poor’s 500 Index   

TOPIX

   Tokyo Stock Price Index   

TSX

   Toronto Stock Exchange   

Other Abbreviations:

  

ADR

   American Depositary Receipt   

EM

   Emerging Markets   

ETF

   Exchange Traded Fund   

LIBOR

   London Interbank Offered Rate   

MSCI

   Morgan Stanley Capital International   

OTC

   Over-the-Counter   

REIT

   Real Estate Investment Trust   

SPDR

   Standard & Poor’s Depositary Receipt   


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

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

Assets

        

Common Stocks

        

Automobiles & Components

   $ 2,265,875     $ 34,782     $ 2,231,093     $  

Banks

     1,191,200       82,184       1,109,016        

Capital Goods

     2,934,098       44,961       2,889,137        

Commercial & Professional Services

     470,128             470,128        

Consumer Durables & Apparel

     1,390,763             1,390,763        

Consumer Services

     536,182       108,885       427,297        

Diversified Financials

     288,058       125,434       162,624        

Energy

     6,338,934       6,338,934              

Food & Staples Retailing

     437,837       302,219       135,618        

Food, Beverage & Tobacco

     588,414       102,667       485,747        

Health Care Equipment & Services

     5,310,746       4,544,232       766,514        

Insurance

     1,205,308             1,205,308        

Materials

     1,830,984       352,179       1,478,805        

Media

     6,325,588       4,544,745       1,780,843        

Pharmaceuticals, Biotechnology & Life Sciences

     8,553,103       6,317,779       2,235,324        

Real Estate

     922,012       102,046       819,966        

Retailing

     1,636,944       904,258       732,686        

Semiconductors & Semiconductor Equipment

     6,311,436       3,563,890       2,747,546        

Software & Services

     7,120,256       4,781,712       2,338,544        

Technology Hardware & Equipment

     6,632,303       2,272,897       4,359,406        

Telecommunication Services

     806,983             806,983        

Transportation

     499,343       137,718       361,625        

Utilities

     83,942       24,197       59,745        

Foreign Government Obligations

     17,915,993             17,915,993        

Exchange Traded Funds

     53,403             53,403        

Short-Term Investments

     17,378,374       17,378,374              

Purchased Options

     1,181,535       316,875       864,660        

Foreign Currency Contracts(2)

     724,939             724,939        

Futures Contracts(2)

     322,940       322,940              

Swaps - Credit Default(2)

     289,835             289,835        

Swaps - Interest Rate(2)

     1,367             1,367        

Swaps - Total Return(2)

     138,984             138,984        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       101,687,807     $       52,703,908     $       48,983,899     $                     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (1,192,040   $     $ (1,192,040   $  

Futures Contracts(2)

     (1,072,335     (1,072,335            

Swaps - Interest Rate(2)

     (452           (452      

Swaps - Total Return(2)

     (143,602           (143,602      

Written Options

     (1,919,438     (1,709,329     (210,109      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (4,327,867   $ (2,781,664   $ (1,546,203   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) For the period ended July 31, 2017, investments valued at $4,279 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; there were no transfers from Level 2 to Level 1 and there were no transfers in and out of Level 3.

 

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

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


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value  

Asset & Commercial Mortgage Backed Securities - 14.4%

     
  

Asset-Backed - Automobile - 0.7%

     
  

GM Financial Automobile Leasing Trust

     
$              1,055,000   

1.97%, 05/20/2020

      $ 1,048,696  
1,905,000   

2.14%, 06/20/2019

        1,908,802  
35,946   

Prestige Auto Receivables Trust
1.52%04/15/2020(1)

        35,944  
3,000,000   

Santander Drive Auto Receivables Trust
2.46%03/15/2022

        3,010,078  
655,000   

Westlake Automobile Receivables Trust
2.30%11/15/2019(1)

        655,946  
        

 

 

 
           6,659,466  
        

 

 

 
  

Asset-Backed - Credit Card - 0.3%

     
2,480,000   

Golden Credit Card Trust
1.60%09/15/2021(1)

        2,467,139  
        

 

 

 
  

Asset-Backed - Finance & Insurance - 7.6%

     
  

Apidos CLO

     
2,025,684   

2.40%, 04/15/2025(1)(2)

                2,027,236  
3,110,000   

2.61%, 04/17/2026(1)(2)

        3,119,206  
  

Bayview Opportunity Master Fund Trust

     
724,467   

3.50%, 01/28/2055(1)(2)

        745,152  
1,264,073   

3.50%, 06/28/2057(1)(2)

        1,302,923  
484,606   

4.00%, 11/28/2053(1)(2)

        504,729  
1,497,926   

4.00%, 10/28/2064(1)(2)

        1,561,375  
  

Carlyle Global Market Strategies Ltd.

     
739,678   

2.45%, 04/18/2025(1)(2)

        740,456  
2,500,000   

3.10%, 04/17/2025(1)(2)

        2,500,922  
2,640,000   

Cent CLO Ltd.
2.41%01/25/2026(1)(2)

        2,638,672  
  

CIFC Funding Ltd.

     
2,125,000   

0.00%, 07/16/2030(1)(2)(3)

        2,125,000  
2,125,000   

2.45%, 04/16/2025(1)(2)

        2,126,668  
3,470,000   

2.92%, 01/29/2025(1)(2)

        3,470,097  
1,681,300   

DB Master Finance LLC
3.26%02/20/2045(1)

        1,689,891  
1,990,000   

Dryden Senior Loan Fund
2.38%04/18/2026(1)(2)

        1,988,995  
59,621   

Hasco NIM Cayman Co.
6.25%12/26/2035*(1)(4)(5)

         
3,250,000   

Limerock CLO Ltd.
2.60%04/18/2026(1)(2)

        3,255,873  
180,481   

Long Beach Asset Holdings Corp.
5.78%04/25/2046*(1)(4)(5)

         
4,610,000   

Magnetite Ltd.
2.81%07/25/2026(1)(2)

        4,605,367  
  

Nationstar HECM Loan Trust

     
1,322,095   

1.97%, 05/25/2027(1)

        1,321,125  
268,757   

2.01%, 08/25/2026(1)

        268,198  
442,308   

2.24%, 06/25/2026(1)(2)

        447,281  
  

NRZ Advance Receivables Trust

     
4,205,000   

3.11%, 12/15/2050(1)

        4,225,129  
2,185,000   

3.21%, 02/15/2051(1)

        2,210,648  
2,500,000   

Octagon Investment Partners Ltd.
2.42%07/17/2025(1)(2)

        2,500,552  
1,540,000   

Ocwen Master Advance Receivables Trust
3.21%11/15/2047(1)

        1,537,148  
2,060,000   

SBA Tower Trust
2.90%10/15/2044(1)(6)

        2,071,715  
919,774   

SoFi Consumer Loan Program LLC
3.28%01/26/2026(1)

        931,995  
3,840,000   

SPS Servicer Advance Receivables Trust
2.75%11/15/2049(1)

        3,851,053  
4,035,000   

Symphony CLO L.P.
2.97%01/09/2023(1)(2)

        4,034,108  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Towd Point Mortgage Trust

     
$              4,066,488   

2.75%, 10/25/2056(1)(2)

      $ 4,070,905  
740,588   

2.75%, 04/25/2057(1)(2)

        747,724  
1,235,000   

2.75%, 06/25/2057(1)(2)

        1,246,728  
1,485,000   

Verizon Owner Trust
2.22%12/20/2021(1)

        1,481,840  
1,910,000   

Vibrant CLO Ltd.
2.79%04/20/2026(1)(2)

        1,910,936  
1,314,032   

VOLT LX LLC
3.25%04/25/2059(1)(6)

        1,317,376  
1,160,000   

Voya CLO Ltd.
2.25%10/14/2026(1)(2)

        1,160,000  
        

 

 

 
           69,737,023  
        

 

 

 
  

Asset-Backed - Home Equity - 0.9%

     
688,257   

Accredited Mortgage Loan Trust
1.91%01/25/2035(2)

        685,646  
103,709   

Aegis Asset Backed Securities Trust Mortgage Pass- Through Certificates
2.33%09/25/2034(2)

        103,861  
1,395,474   

Morgan Stanley Capital I Trust
1.99%01/25/2035(2)

        1,379,988  
2,018,191   

New Residential Mortgage Loan Trust
4.00%02/25/2057(1)(2)

        2,113,234  
4,000,000   

NRZ Advance Receivables Trust
2.58%10/15/2049(1)

        3,982,544  
107,852   

Renaissance Home Equity Loan Trust
9.79%04/25/2037*(1)(2)

        1  
384,326   

Residential Asset Securities Corp.
5.21%07/25/2034(2)

        395,125  
        

 

 

 
               8,660,399  
        

 

 

 
  

Commercial Mortgage - Backed Securities - 1.6%

     
447,459   

COMM Mortgage Trust
1.28%08/10/2046

        446,810  
937,691   

DBUBS Mortgage Trust
0.74%11/10/2046(1)(2)(7)

        17,042  
  

FREMF Mortgage Trust

     
5,065,400   

3.01%, 10/25/2047(1)(2)

        5,088,402  
885,000   

3.81%, 06/25/2047(1)(2)

        907,452  
2,370,000   

4.16%, 09/25/2044(1)(2)

        2,408,889  
43,601   

GS Mortgage Securities Trust
1.21%07/10/2046

        43,579  
1,675,104   

JP Morgan Chase Commercial Mortgage Securities Trust
3.91%05/05/2030(1)

        1,754,903  
485,748   

Morgan Stanley Re-Remic Trust
1.00%03/27/2051(1)

        485,777  
3,190,000   

Series RRX Trust
0.00%08/26/2044(1)(3)(8)

        3,111,013  
        

 

 

 
           14,263,867  
        

 

 

 
  

Whole Loan Collateral CMO - 3.3%

     
  

Angel Oak Mortgage Trust LLC

     
1,411,272   

2.48%, 07/25/2047(1)(2)

        1,411,230  
591,659   

2.81%, 01/25/2047(1)(2)

        593,204  
  

COLT Mortgage Loan Trust

     
835,593   

2.80%, 12/26/2046(1)(2)

        836,003  
1,188,805   

3.75%, 12/26/2046(1)(2)

        1,216,435  
  

Connecticut Avenue Securities

     
202,235   

2.18%, 05/25/2024(2)

        202,572  
426,874   

2.43%, 07/25/2024(2)

        427,746  
  

Deephaven Residential Mortgage Trust

     
1,607,417   

2.45%, 06/25/2047(1)(2)

        1,603,550  
1,082,946   

2.73%, 12/26/2046(1)(2)

        1,083,657  
1,146,105   

Fannie Mae Connecticut Avenue Securities
2.38%09/25/2029(2)

        1,156,851  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            660,525   

LSTAR Securities Investment Trust
3.23%04/01/2022(1)(2)

      $ 650,985  
1,161,910   

MFA Trust
2.59%02/25/2057(1)(2)

        1,160,881  
2,500,000   

Mortgage Repurchase Agreement Financing Trust
2.39%06/10/2019(1)(2)

        2,496,065  
  

New Residential Mortgage Loan Trust

     
972,498   

3.25%, 09/25/2056(1)(2)

        993,517  
945,455   

3.75%, 11/26/2035(1)(2)

        984,555  
717,418   

3.75%, 03/25/2056(1)(2)

        738,118  
1,031,673   

3.75%, 11/25/2056(1)(2)

        1,071,672  
1,978,414   

4.00%, 03/25/2057(1)(2)

        2,060,538  
1,358,348   

4.00%, 04/25/2057(1)(2)

        1,416,080  
2,109,050   

4.00%, 05/25/2057(1)(2)

        2,204,957  
  

Towd Point Mortgage Trust

     
1,778,877   

2.25%, 04/25/2056(1)(2)

        1,775,206  
2,941,008   

2.25%, 07/25/2056(1)(2)

        2,931,842  
700,557   

2.75%, 02/25/2055(1)(2)

        708,488  
1,676,626   

2.75%, 04/25/2055(1)(2)

        1,691,354  
717,553   

2.75%, 05/25/2055(1)(2)

        723,759  
        

 

 

 
           30,139,265  
        

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $132,080,733)

      $         131,927,159  
        

 

 

 

Corporate Bonds - 57.6%

     
  

Aerospace/Defense - 0.0%

     
$            365,000   

BAE Systems Holdings, Inc.
2.85%12/15/2020(1)

      $ 370,686  
        

 

 

 
  

Agriculture - 0.3%

     
2,000,000   

Imperial Brands Finance plc
2.05%02/11/2018(1)

        2,001,764  
644,000   

Reynolds American, Inc.
3.25%06/12/2020

        664,359  
        

 

 

 
               2,666,123  
        

 

 

 
  

Auto Manufacturers - 3.3%

     
2,500,000   

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

        2,456,235  
  

Daimler Finance NA LLC

     
2,000,000   

2.00%, 07/06/2021(1)

        1,967,142  
2,500,000   

2.25%, 09/03/2019(1)

        2,515,005  
  

Ford Motor Credit Co. LLC

     
3,500,000   

2.02%, 05/03/2019

        3,500,560  
2,000,000   

2.46%, 03/27/2020

        2,008,980  
  

General Motors Financial Co., Inc.

     
2,500,000   

3.20%, 07/13/2020

        2,556,250  
2,500,000   

3.20%, 07/06/2021

        2,538,180  
  

Harley-Davidson Financial Services, Inc.

     
840,000   

2.40%, 09/15/2019(1)

        845,331  
2,500,000   

2.85%, 01/15/2021(1)

        2,544,313  
  

Hyundai Capital America

     
2,000,000   

2.00%, 07/01/2019(1)

        1,986,580  
2,490,000   

2.60%, 03/19/2020(1)

        2,499,447  
  

Nissan Motor Acceptance Corp.

     
2,500,000   

2.35%, 03/04/2019(1)

        2,517,680  
1,250,000   

2.55%, 03/08/2021(1)

        1,259,625  
750,000   

Volkswagen Group of America Finance LLC
2.45%11/20/2019(1)

        756,053  
        

 

 

 
           29,951,381  
        

 

 

 
  

Auto Parts & Equipment - 0.6%

     
500,000   

Delphi Automotive plc
3.15%11/19/2020

        512,326  
4,237,000   

Goodyear Tire & Rubber Co.
8.75%08/15/2020

        4,957,290  
        

 

 

 
           5,469,616  
        

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

    

Beverages - 0.5%

     
$   4,000,000   

Anheuser-Busch InBev Finance, Inc.
2.65%02/01/2021

      $         4,067,624  
  340,000   

Constellation Brands, Inc.
2.70%05/09/2022

        342,046  
  625,000   

Molson Coors Brewing Co.
2.10%07/15/2021

        617,728  
          

 

 

 
                     5,027,398  
          

 

 

 
    

Biotechnology - 0.5%

     
  1,500,000   

Amgen, Inc.
2.13%05/01/2020

        1,510,414  
  1,055,000   

Biogen, Inc.
2.90%09/15/2020

        1,082,770  
  2,000,000   

Celgene Corp.
2.88%08/15/2020

        2,051,758  
          

 

 

 
             4,644,942  
          

 

 

 
    

Chemicals - 0.5%

     
  4,500,000   

Air Liquide Finance S.A.
1.75%09/27/2021(1)

        4,400,474  
          

 

 

 
    

Commercial Banks - 21.8%

     
    

ABN Amro Bank N.V.

     
  1,500,000   

1.80%, 09/20/2019(1)

        1,494,045  
  1,000,000   

2.45%, 06/04/2020(1)

        1,009,703  
  1,200,000   

Banco Santander S.A.
3.50%04/11/2022

        1,234,220  
    

Bank of America Corp.

     
  3,020,000   

2.15%, 11/09/2020

        3,017,765  
  3,500,000   

2.50%, 10/21/2022

        3,465,623  
  2,000,000   

2.63%, 10/19/2020

        2,028,920  
  2,000,000   

2.63%, 04/19/2021

        2,017,808  
  1,395,000   

Bank of New York Mellon Corp.
2.36%10/30/2023(2)

        1,425,223  
  1,000,000   

Bank of Nova Scotia
2.70%03/07/2022

        1,011,089  
  3,250,000   

Bank of Tokyo-Mitsubishi UFJ Ltd.
2.35%09/08/2019(1)

        3,274,414  
    

Banque Federative du Credit Mutuel S.A.

     
  3,000,000   

2.00%, 04/12/2019(1)

        3,002,991  
  1,500,000   

2.70%, 07/20/2022(1)

        1,509,818  
    

Barclays plc

     
  2,500,000   

2.75%, 11/08/2019

        2,530,277  
  1,850,000   

2.88%, 06/08/2020

        1,872,624  
  2,625,000   

3.25%, 01/12/2021

        2,677,345  
    

BB&T Corp.

     
  1,750,000   

2.05%, 05/10/2021

        1,743,296  
  1,750,000   

2.75%, 04/01/2022

        1,783,278  
    

BNP Paribas S.A.

     
  1,500,000   

2.38%, 05/21/2020

        1,516,283  
  580,000   

2.95%, 05/23/2022(1)

        587,847  
    

BPCE S.A.

     
  1,390,000   

2.50%, 12/10/2018

        1,403,302  
  1,650,000   

2.50%, 07/15/2019

        1,667,591  
  300,000   

3.00%, 05/22/2022(1)

        303,256  
  2,500,000   

Canadian Imperial Bank of Commerce
1.60%09/06/2019

        2,482,892  
  1,250,000   

Capital One Financial Corp.
3.05%03/09/2022

        1,271,256  
    

Citigroup, Inc.

     
  2,000,000   

2.40%, 02/18/2020

        2,016,566  
  965,000   

2.50%, 07/29/2019

        975,057  
  4,500,000   

2.90%, 12/08/2021

        4,563,954  
    

Citizens Bank NA

     
  770,000   

2.55%, 05/13/2021

        772,750  
  4,500,000   

2.65%, 05/26/2022

        4,506,381  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          665,000   

Citizens Financial Group, Inc.
2.38%07/28/2021

      $         662,613  
1,555,000   

Compass Bank
2.75%09/29/2019

        1,566,938  
  

Cooperatieve Rabobank UA

     
1,650,000   

2.50%, 01/19/2021

        1,668,944  
1,500,000   

2.75%, 01/10/2022

        1,528,989  
1,800,000   

Credit Agricole S.A.
2.75%06/10/2020(1)

        1,831,045  
2,001,000   

Credit Suisse Group AG
3.57%01/09/2023(1)

        2,053,250  
2,000,000   

Credit Suisse Group Funding Guernsey Ltd.
3.45%04/16/2021

        2,063,318  
  

Danske Bank A/S

     
1,120,000   

2.00%, 09/08/2021(1)

        1,104,320  
1,250,000   

2.70%, 03/02/2022(1)

        1,263,148  
1,250,000   

2.80%, 03/10/2021(1)

        1,271,666  
2,290,000   

Deutsche Bank AG
2.70%07/13/2020

        2,302,245  
2,600,000   

Discover Bank
3.10%06/04/2020

        2,663,318  
2,150,000   

DNB Bank ASA
2.38%06/02/2021(1)

        2,149,138  
  

Fifth Third Bancorp

     
1,100,000   

2.25%, 06/14/2021

        1,099,850  
1,750,000   

2.60%, 06/15/2022

        1,747,100  
  

Goldman Sachs Group, Inc.

     
1,225,000   

2.35%, 11/15/2021

        1,214,208  
2,000,000   

2.60%, 12/27/2020

        2,017,104  
660,000   

2.63%, 04/25/2021

        662,876  
545,000   

2.75%, 09/15/2020

        552,819  
1,005,000   

2.88%, 02/25/2021

        1,020,554  
4,000,000   

3.00%, 04/26/2022

        4,052,884  
  

HSBC Holdings plc

     
1,800,000   

2.95%, 05/25/2021

        1,833,979  
2,135,000   

3.26%, 03/13/2023(2)

        2,186,539  
1,150,000   

3.40%, 03/08/2021

        1,189,164  
1,550,000   

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

        1,565,176  
  

Huntington Bancshares, Inc.

     
2,000,000   

2.30%, 01/14/2022

        1,978,496  
1,700,000   

3.15%, 03/14/2021

        1,742,073  
  

Huntington National Bank

     
1,785,000   

2.20%, 04/01/2019

        1,790,294  
1,250,000   

2.38%, 03/10/2020

        1,260,285  
2,395,000   

ING Bank N.V.
2.50%10/01/2019(1)

        2,416,416  
705,000   

ING Groep N.V.
3.15%03/29/2022

        721,596  
1,955,000   

Intesa Sanpaolo S.p.A.
3.13%07/14/2022(1)

        1,968,095  
  

JP Morgan Chase & Co.

     
4,000,000   

2.30%, 08/15/2021

        3,996,276  
3,000,000   

2.40%, 06/07/2021

        3,009,171  
1,800,000   

2.54%, 10/24/2023(2)

        1,834,879  
3,000,000   

2.55%, 03/01/2021

        3,025,758  
1,500,000   

2.75%, 06/23/2020

        1,529,929  
  

KeyBank NA

     
1,000,000   

1.60%, 08/22/2019

        995,435  
1,500,000   

2.40%, 06/09/2022

        1,498,142  
2,000,000   

2.50%, 12/15/2019

        2,028,412  
905,000   

2.50%, 11/22/2021

        911,549  
  

Manufacturers & Traders Trust Co.

     
2,500,000   

2.25%, 07/25/2019

        2,519,045  
1,045,000   

2.45%, 12/28/2020(2)

        1,046,326  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          1,500,000   

Mizuho Financial Group, Inc.
2.63%04/12/2021(1)

      $         1,504,038  
  

Morgan Stanley

     
1,290,000   

2.20%, 12/07/2018

        1,296,927  
1,000,000   

2.24%, 07/22/2022(2)

        1,001,165  
920,000   

2.50%, 04/21/2021

        922,880  
1,500,000   

2.65%, 01/27/2020

        1,519,711  
2,000,000   

2.71%, 10/24/2023(2)

        2,039,358  
2,000,000   

2.75%, 05/19/2022

        2,003,508  
1,750,000   

5.63%, 09/23/2019

        1,880,520  
1,000,000   

National Australia Bank Ltd.
1.88%07/12/2021

        982,759  
1,750,000   

National Bank of Canada
2.10%12/14/2018

        1,756,426  
2,000,000   

Nordea Bank AB
1.63%09/30/2019(1)

        1,987,952  
  

PNC Bank NA

     
1,750,000   

2.25%, 07/02/2019

        1,763,624  
1,500,000   

2.45%, 11/05/2020

        1,520,281  
2,250,000   

Regions Financial Corp.
3.20%02/08/2021

        2,306,011  
1,500,000   

Royal Bank of Canada
2.50%01/19/2021

        1,518,693  
  

Santander Holdings USA, Inc.

     
1,115,000   

2.65%, 04/17/2020

        1,119,198  
3,530,000   

3.70%, 03/28/2022(1)

        3,584,662  
2,250,000   

Santander UK plc
2.38%03/16/2020

        2,273,233  
  

Skandinaviska Enskilda Banken AB

     
1,400,000   

2.63%, 11/17/2020(1)

        1,419,992  
1,500,000   

2.80%, 03/11/2022

        1,523,685  
1,800,000   

Societe Generale S.A.
3.25%01/12/2022(1)

        1,841,247  
3,000,000   

Standard Chartered plc
2.40%09/08/2019(1)

        3,012,831  
2,200,000   

Sumitomo Mitsui Banking Corp.
2.65%07/23/2020

        2,233,143  
  

SunTrust Banks, Inc.

     
1,750,000   

2.50%, 05/01/2019

        1,768,231  
895,000   

2.90%, 03/03/2021

        911,725  
  

Svenska Handelsbanken AB

     
1,010,000   

1.88%, 09/07/2021

        995,820  
2,000,000   

2.25%, 06/17/2019

        2,015,566  
1,500,000   

2.45%, 03/30/2021

        1,510,455  
  

Toronto-Dominion Bank

     
1,500,000   

2.13%, 04/07/2021

        1,500,692  
2,000,000   

2.50%, 12/14/2020

        2,031,112  
  

UBS Group Funding Switzerland AG

     
1,000,000   

2.95%, 09/24/2020(1)

        1,021,597  
1,750,000   

3.00%, 04/15/2021(1)

        1,783,350  
3,250,000   

UniCredit S.p.A.
3.75%04/12/2022(1)

        3,331,575  
  

Wells Fargo & Co.

     
2,000,000   

2.10%, 07/26/2021

        1,978,406  
1,875,000   

2.15%, 01/30/2020

        1,885,005  
2,500,000   

2.50%, 03/04/2021

        2,519,395  
3,000,000   

2.54%, 10/31/2023(2)

        3,061,017  
        

 

 

 
                   200,034,726  
        

 

 

 
  

Commercial Services - 0.4%

     
1,870,000   

ERAC USA Finance LLC
2.35%10/15/2019(1)

        1,881,809  
1,500,000   

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

        1,564,220  
        

 

 

 
           3,446,029  
        

 

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Construction Materials - 0.2%

     
$          2,000,000   

Fortune Brands Home & Security, Inc.
3.00%06/15/2020

      $         2,030,814  
        

 

 

 
  

Diversified Financial Services - 3.5%

     
  

Air Lease Corp.

     
2,500,000   

2.13%, 01/15/2020

        2,497,643  
2,700,000   

2.63%, 07/01/2022

        2,688,271  
3,000,000   

Ally Financial, Inc.
3.25%11/05/2018

        3,038,100  
2,500,000   

Capital One Bank USA NA
2.30%06/05/2019

        2,508,830  
1,150,000   

Credit Agricole S.A.
2.38%07/01/2021(1)

        1,152,548  
3,130,000   

GE Capital International Funding Co.
2.34%11/15/2020

        3,163,616  
2,025,000   

LeasePlan Corp. N.V.
2.88%01/22/2019(1)

        2,033,930  
2,500,000   

Macquarie Group Ltd.
3.00%12/03/2018(1)

        2,531,325  
  

Nationstar Mortgage LLC / Nationstar Capital Corp.

     
2,000,000   

6.50%, 08/01/2018

        1,997,500  
1,250,000   

6.50%, 07/01/2021

        1,281,250  
2,000,000   

Navient Corp.
6.50%06/15/2022

        2,130,000  
2,365,000   

Protective Life Global Funding
1.72%04/15/2019(1)

        2,350,363  
1,350,000   

Societe Generale S.A.
2.50%04/08/2021(1)

        1,356,891  
  

Synchrony Financial

     
610,000   

2.70%, 02/03/2020

        615,232  
2,255,000   

3.00%, 08/15/2019

        2,291,310  
        

 

 

 
           31,636,809  
        

 

 

 
  

Electric - 2.4%

     
1,000,000   

Ameren Illinois Co.
9.75%11/15/2018

        1,098,165  
1,200,000   

Commonwealth Edison Co.
6.95%07/15/2018

        1,254,658  
  

Dominion Energy, Inc.

     
2,500,000   

2.50%, 12/01/2019

        2,524,533  
490,000   

2.96%, 07/01/2019(6)

        498,771  
395,000   

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

        397,498  
3,150,000   

Enel Finance International N.V.
2.88%05/25/2022(1)

        3,184,486  
1,055,000   

Eversource Energy
2.50%03/15/2021

        1,054,622  
805,000   

Exelon Corp.
2.85%06/15/2020

        820,983  
970,000   

FirstEnergy Corp.
2.85%07/15/2022

        971,486  
2,285,000   

Fortis, Inc.
2.10%10/04/2021

        2,254,445  
  

NextEra Energy Capital Holdings, Inc.

     
325,000   

1.65%, 09/01/2018

        324,828  
1,520,000   

2.30%, 04/01/2019

        1,531,835  
2,650,000   

SCANA Corp.
4.75%05/15/2021

        2,789,528  
3,000,000   

Southern Co.
2.35%07/01/2021

        2,991,639  
        

 

 

 
           21,697,477  
        

 

 

 
  

Electronics - 0.1%

     
850,000   

Fortive Corp.
2.35%06/15/2021

        847,180  
        

 

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Engineering & Construction - 0.3%

     
  

SBA Tower Trust

     
$          1,300,000   

2.24%, 04/09/2043(1)

      $         1,299,359  
1,760,000   

3.17%, 04/09/2047(1)

        1,771,342  
        

 

 

 
           3,070,701  
        

 

 

 
  

Food - 1.2%

     
4,000,000   

Danone S.A.
2.08%11/02/2021(1)

        3,954,808  
330,000   

JM Smucker Co.
2.50%03/15/2020

        333,774  
1,425,000   

Kraft Heinz Foods Co.
2.80%07/02/2020

        1,453,208  
  

Kroger Co.

     
1,415,000   

1.50%, 09/30/2019

        1,398,868  
540,000   

2.60%, 02/01/2021

        542,536  
2,500,000   

Mondelez International Holdings Netherlands B.V.
2.00%10/28/2021(1)

        2,449,800  
1,195,000   

Tyson Foods, Inc.
2.65%08/15/2019

        1,212,455  
        

 

 

 
           11,345,449  
        

 

 

 
  

Forest Products & Paper - 0.3%

     
2,650,000   

Georgia-Pacific LLC
2.54%11/15/2019(1)

        2,682,115  
        

 

 

 
  

Gas - 0.2%

     
1,605,000   

CenterPoint Energy Resources Corp.
4.50%01/15/2021

        1,696,140  
        

 

 

 
  

Healthcare-Products - 0.2%

     
1,680,000   

Medtronic, Inc.
2.50%03/15/2020

        1,708,988  
        

 

 

 
  

Healthcare-Services - 1.0%

     
4,000,000   

Anthem, Inc.
2.25%08/15/2019

        4,029,292  
1,810,000   

Dignity Health
2.64%11/01/2019

        1,833,885  
590,000   

Laboratory Corp. of America Holdings
2.63%02/01/2020

        596,471  
  

UnitedHealth Group, Inc.

     
1,525,000   

2.13%, 03/15/2021

        1,526,531  
835,000   

2.70%, 07/15/2020

        855,199  
        

 

 

 
           8,841,378  
        

 

 

 
  

Insurance - 2.7%

     
4,000,000   

American International Group, Inc.
2.30%07/16/2019

        4,033,376  
775,000   

Chubb INA Holdings, Inc.
2.30%11/03/2020

        783,880  
3,000,000   

Jackson National Life Global Funding
2.50%06/27/2022(1)

        2,985,771  
  

Marsh & McLennan Cos., Inc.

     
985,000   

2.35%, 09/10/2019

        992,125  
770,000   

2.55%, 10/15/2018

        777,195  
2,300,000   

MassMutual Global Funding
2.00%04/15/2021(1)

        2,286,701  
  

Metropolitan Life Global Funding

     
1,500,000   

1.95%, 09/15/2021(1)

        1,476,864  
1,500,000   

2.05%, 06/12/2020(1)

        1,502,366  
861,000   

Nuveen Finance LLC
2.95%11/01/2019(1)

        876,093  
  

Principal Life Global Funding

     
2,000,000   

1.50%, 04/18/2019(1)

        1,983,476  
1,255,000   

2.20%, 04/08/2020(1)

        1,256,033  
  

Prudential Financial, Inc.

     
2,000,000   

1.96%, 08/15/2018(2)

        2,013,188  
1,500,000   

2.35%, 08/15/2019

        1,513,316  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          390,000   

QBE Insurance Group Ltd.
2.40%05/01/2018(1)

      $         390,304  
705,000   

Trinity Acquisition plc
3.50%09/15/2021

        723,976  
1,445,000   

Unum Group
3.00%05/15/2021

        1,460,723  
        

 

 

 
           25,055,387  
        

 

 

 
  

Internet - 0.2%

     
2,000,000   

Netflix, Inc.
5.50%02/15/2022

        2,165,000  
        

 

 

 
  

Iron/Steel - 0.2%

     
1,500,000   

Steel Dynamics, Inc.
5.13%10/01/2021

        1,545,000  
        

 

 

 
  

IT Services - 1.5%

     
4,000,000   

Dell International LLC / EMC Corp.
3.48%06/01/2019(1)

        4,094,832  
2,390,000   

DXC Technology Co.
2.88%03/27/2020(1)

        2,419,920  
  

Hewlett Packard Enterprise Co.

     
2,750,000   

2.85%, 10/05/2018

        2,783,146  
1,250,000   

3.60%, 10/15/2020

        1,293,541  
  

NCR Corp.

     
1,250,000   

4.63%, 02/15/2021

        1,275,000  
2,200,000   

5.00%, 07/15/2022

        2,255,000  
        

 

 

 
           14,121,439  
        

 

 

 
  

Lodging - 0.8%

     
3,320,000   

Choice Hotels International, Inc.
5.70%08/28/2020

        3,610,500  
1,500,000   

Marriott International, Inc.
2.30%01/15/2022

        1,486,552  
2,000,000   

MGM Resorts International
5.25%03/31/2020

        2,122,000  
        

 

 

 
           7,219,052  
        

 

 

 
  

Machinery-Diversified - 0.5%

     
  

CNH Industrial Capital LLC

     
1,275,000   

3.88%, 07/16/2018

        1,291,473  
2,000,000   

4.38%, 11/06/2020

        2,095,000  
995,000   

4.38%, 04/05/2022

        1,043,506  
        

 

 

 
           4,429,979  
        

 

 

 
  

Media - 1.5%

     
3,000,000   

CBS Corp.
2.30%08/15/2019

        3,020,862  
1,685,000   

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%07/23/2020

        1,742,647  
400,000   

Columbus Cable Barbados Ltd.
7.38%03/30/2021(1)

        427,000  
2,195,000   

Scripps Networks Interactive, Inc.
2.80%06/15/2020

        2,222,857  
1,770,000   

Sky plc
2.63%09/16/2019(1)

        1,784,624  
2,500,000   

Time Warner Cable LLC
8.25%04/01/2019

        2,750,375  
1,500,000   

Viacom, Inc.
2.75%12/15/2019

        1,518,240  
        

 

 

 
           13,466,605  
        

 

 

 
  

Mining - 0.5%

     
  

Anglo American Capital plc

     
2,250,000   

3.75%, 04/10/2022(1)

        2,300,625  
1,500,000   

4.13%, 04/15/2021(1)

        1,554,375  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          1,015,000   

Freeport-McMoRan, Inc.
2.38%03/15/2018

      $         1,013,731  
        

 

 

 
           4,868,731  
        

 

 

 
  

Miscellaneous Manufacturing - 0.1%

     
736,000   

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

        743,013  
        

 

 

 
  

Office/Business Equipment - 0.3%

     
3,250,000   

Pitney Bowes, Inc.
3.38%10/01/2021

        3,238,963  
        

 

 

 
  

Oil & Gas - 1.6%

     
2,500,000   

Anadarko Petroleum Corp.
4.85%03/15/2021

        2,668,040  
1,575,000   

BP Capital Markets plc
2.32%02/13/2020

        1,594,951  
875,000   

Canadian Natural Resources Ltd.
2.95%01/15/2023

        876,554  
680,000   

ConocoPhillips Co.
4.20%03/15/2021

        727,250  
1,755,000   

Exxon Mobil Corp.
2.22%03/01/2021

        1,771,778  
1,726,000   

Marathon Oil Corp.
2.70%06/01/2020

        1,719,721  
  

Noble Energy, Inc.

     
1,015,000   

4.15%, 12/15/2021

        1,073,538  
1,595,000   

8.25%, 03/01/2019

        1,745,313  
455,000   

Petroleos Mexicanos
5.50%02/04/2019

        475,702  
1,565,000   

Pioneer Natural Resources Co.
3.45%01/15/2021

        1,614,828  
        

 

 

 
           14,267,675  
        

 

 

 
  

Oil & Gas Services - 0.3%

     
2,500,000   

Schlumberger Holdings Corp.
3.00%12/21/2020(1)

        2,551,975  
        

 

 

 
  

Pharmaceuticals - 2.1%

     
  

AbbVie, Inc.

     
1,250,000   

2.30%, 05/14/2021

        1,250,866  
1,330,000   

2.50%, 05/14/2020

        1,350,910  
  

Allergan Funding SCS

     
490,000   

2.45%, 06/15/2019

        495,066  
3,855,000   

3.00%, 03/12/2020

        3,945,180  
1,300,000   

Bayer U.S. Finance LLC
2.38%10/08/2019(1)

        1,313,567  
1,435,000   

Cardinal Health, Inc.
2.40%11/15/2019

        1,444,112  
2,115,000   

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

        2,127,077  
945,000   

Mylan N.V.
3.75%12/15/2020

        985,679  
3,000,000   

Shire Acquisitions Investments Ireland DAC
1.90%09/23/2019

        2,996,973  
  

Teva Pharmaceutical Finance Netherlands B.V.

     
1,125,000   

1.70%, 07/19/2019

        1,118,876  
1,800,000   

2.20%, 07/21/2021

        1,774,640  
        

 

 

 
           18,802,946  
        

 

 

 
  

Pipelines - 1.2%

     
1,195,000   

Columbia Pipeline Group, Inc.
2.45%06/01/2018

        1,200,537  
  

Enterprise Products Operating LLC

     
1,195,000   

2.55%, 10/15/2019

        1,206,100  
1,700,000   

2.85%, 04/15/2021

        1,726,877  
  

Kinder Morgan Energy Partners L.P.

     
1,175,000   

5.30%, 09/15/2020

        1,266,736  
865,000   

6.85%, 02/15/2020

        958,621  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

        $             4,300,000

  

Plains All American Pipeline L.P. / PAA Finance Corp.
6.50%05/01/2018

   $ 4,440,739  
     

 

 

 
                 10,799,610  
     

 

 

 
  

Real Estate - 0.3%

  

2,000,000

  

WEA Finance LLC
3.15%04/05/2022(1)

     2,024,570  

1,100,000

  

WEA Finance LLC / Westfield UK & Europe Finance plc
3.25%10/05/2020(1)

     1,123,249  
     

 

 

 
        3,147,819  
     

 

 

 
  

Real Estate Investment Trusts - 0.9%

  

1,755,000

  

American Tower Corp.
3.30%02/15/2021

     1,806,752  

240,000

  

Crown Castle International Corp.
3.40%02/15/2021

     247,844  

2,580,000

  

ERP Operating L.P.
2.38%07/01/2019

     2,603,065  

1,870,000

  

Scentre Group Trust
2.38%11/05/2019(1)

     1,875,187  
  

Simon Property Group L.P.

  

1,000,000

  

2.50%, 09/01/2020

     1,015,410  

860,000

  

2.50%, 07/15/2021

     866,591  
     

 

 

 
        8,414,849  
     

 

 

 
  

Retail - 0.8%

  

320,000

  

AutoZone, Inc.
1.63%04/21/2019

     318,505  
  

CVS Health Corp.

  

2,350,000

  

2.13%, 06/01/2021

     2,335,270  

715,000

  

2.80%, 07/20/2020

     731,658  

3,000,000

  

Home Depot, Inc.
2.00%04/01/2021

     3,003,546  

550,000

  

McDonald’s Corp.
2.75%12/09/2020

     564,509  
     

 

 

 
        6,953,488  
     

 

 

 
  

Savings & Loans - 0.1%

  

885,000

  

Nationwide Building Society
2.35%01/21/2020(1)

     890,777  
     

 

 

 
  

Semiconductors - 0.8%

  
  

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  

2,700,000

  

2.38%, 01/15/2020(1)

     2,716,146  

2,700,000

  

3.00%, 01/15/2022(1)

     2,741,161  

2,000,000

  

NXP B.V. / NXP Funding LLC
4.13%06/01/2021(1)

     2,097,500  
     

 

 

 
        7,554,807  
     

 

 

 
  

Software - 0.3%

  

541,000

  

Fidelity National Information Services, Inc.
2.25%08/15/2021

     537,229  

2,375,000

  

Oracle Corp.
1.90%09/15/2021

     2,364,032  
     

 

 

 
        2,901,261  
     

 

 

 
  

Telecommunications - 2.1%

  
  

AT&T, Inc.

  

1,250,000

  

0.00%, 02/14/2023(3)

     1,249,800  

2,790,000

  

2.45%, 06/30/2020

     2,811,371  

2,000,000

  

2.80%, 02/17/2021

     2,028,784  

4,545,000

  

Nokia Oyj
3.38%06/12/2022

     4,598,949  

4,495,000

  

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%03/20/2023(1)

     4,556,582  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

        $             3,600,000

  

Wind Acquisition Finance S.A.
4.75%07/15/2020(1)

   $ 3,640,500  
     

 

 

 
     18,885,986  
     

 

 

 
  

Toys/Games/Hobbies - 0.2%

 

2,000,000

  

Mattel, Inc.
2.35%05/06/2019

     2,005,152  
     

 

 

 
  

Transportation - 1.1%

 

3,450,000

  

AP Moller - Maersk A/S
2.55%09/22/2019(1)

     3,471,256  

825,000

  

FedEx Corp.
2.30%02/01/2020

     832,520  
  

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

 

2,050,000

  

2.50%, 06/15/2019(1)

     2,069,332  

45,000

  

2.88%, 07/17/2018(1)

     45,483  

1,000,000

  

3.20%, 07/15/2020(1)

     1,030,220  
  

Ryder System, Inc.

 

1,270,000

  

2.25%, 09/01/2021

     1,263,106  

1,075,000

  

2.45%, 09/03/2019

     1,085,406  
     

 

 

 
     9,797,323  
     

 

 

 
  

Trucking & Leasing - 0.2%

 

2,125,000

  

TTX Co.
2.25%02/01/2019(1)

     2,129,106  
     

 

 

 
  

Total Corporate Bonds
(cost $522,164,988)

   $          527,524,369  
     

 

 

 

Foreign Government Obligations - 0.3%

  
  

Saudi Arabia - 0.3%

 

        $             2,810,000

  

Saudi Government International Bond
2.38%10/26/2021(1)

   $ 2,766,833  
     

 

 

 
  

Total Foreign Government Obligations
(cost $2,782,097)

   $ 2,766,833  
     

 

 

 

Municipal Bonds - 1.0%

  
  

General - 0.3%

 

        $                365,000

  

New Jersey State Econ DA
0.00%02/15/2018(3)

   $ 360,167  

2,500,000

  

State Board of Administration Finance Corp. FL
2.16%07/01/2019

     2,514,025  
     

 

 

 
     2,874,192  
     

 

 

 
  

General Obligation - 0.7%

 

2,805,000

  

Country of Cook IL
4.74%11/15/2022

     3,019,358  
  

Illinois State, GO

 

1,530,000

  

5.67%, 03/01/2018

     1,555,597  

1,170,000

  

5.88%, 03/01/2019

     1,220,451  
     

 

 

 
     5,795,406  
     

 

 

 
  

Total Municipal Bonds
(cost $8,629,155)

   $ 8,669,598  
     

 

 

 

Senior Floating Rate Interests - 22.0%(9)

  
  

Advertising - 0.2%

 

        $             1,663,571

  

Acosta Holdco, Inc.
4.48%09/26/2021

   $ 1,513,151  
     

 

 

 
  

Aerospace/Defense - 0.7%

 

467,273

  

Fly Funding II S.a.r.l.
3.43%02/09/2023

     467,857  

1,930,000

  

MacDonald, Dettwiler and Associates Ltd.
0.00%07/06/2024(10)

     1,929,594  

3,866,979

  

TransDigm, Inc.
4.23%06/09/2023

     3,884,690  
     

 

 

 
     6,282,141  
     

 

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

  

Airlines - 0.6%

  
  

American Airlines, Inc.

  

          $             980,000

  

3.23%, 10/12/2021

   $ 981,636  

1,557,559

  

3.23%, 06/26/2020

     1,559,288  

990,000

  

3.73%, 04/28/2023

     994,455  

1,965,000

  

Delta Air Lines, Inc.
3.73%08/24/2022

     1,974,334  
     

 

 

 
                 5,509,713  
     

 

 

 
  

Auto Manufacturers - 0.1%

  

359,777

  

FCA U.S. LLC
3.23%12/31/2018

     361,576  

580,982

  

Jaguar Holding Co.
4.02%08/18/2022

     584,758  
     

 

 

 
        946,334  
     

 

 

 
  

Auto Parts & Equipment - 0.1%

  

920,000

  

USI, Inc.
4.18%05/16/2024

     917,130  
     

 

 

 
  

Beverages - 0.1%

  

1,132,444

  

Jacobs Douwe Egberts International B.V.
3.44%07/02/2022

     1,135,751  
     

 

 

 
  

Biotechnology - 0.3%

  

2,864,662

  

Alkermes, Inc.
3.97%09/25/2021

     2,871,823  
     

 

 

 
  

Chemicals - 0.5%

  

335,000

  

Axalta Coating Systems U.S. Holdings, Inc.
3.30%06/01/2024

     336,290  

319,000

  

Chemours Co.
3.73%05/12/2022

     321,128  
  

Diamond (BC) B.V.

  

615,000

  

0.00%, 07/12/2024(10)

     615,510  

EUR            160,000

  

0.00%, 07/25/2024(10)

     190,253  

          $          2,256,213

  

Huntsman International LLC
4.23%04/01/2023

     2,266,795  

362,350

  

MacDermid, Inc.
4.23%06/07/2023

     364,097  

338,250

  

Minerals Technologies, Inc.
3.50%02/14/2024

     339,518  

464,115

  

PolyOne Corp.
3.51%11/12/2022

     466,435  
     

 

 

 
        4,900,026  
     

 

 

 
  

Commercial Services - 2.1%

  

495,000

  

Ascend Learning LLC
4.53%07/05/2022

     498,866  

969,772

  

Brickman Group Ltd. LLC
4.23%12/18/2020

     973,777  

619,136

  

Bright Horizons Family Solutions, Inc.
3.48%11/07/2023

     622,851  

650,096

  

Camelot UK Holdco Ltd.
4.73%10/03/2023

     657,084  

255,000

  

Capital Automotive L.P.
4.24%03/24/2024

     257,359  

755,000

  

Clean Harbors, Inc.
3.23%06/27/2024

     757,514  

616,900

  

DigitalGlobe, Inc.
3.98%01/15/2024

     617,289  

1,485,000

  

Hertz Corp.
3.99%06/30/2023

     1,481,911  

516,497

  

KAR Auction Services, Inc.
3.81%03/09/2023

     519,508  

1,400,000

  

PSAV Holdings LLC
4.70%04/27/2024

     1,408,750  

1,742,497

  

Quikrete Holdings, Inc.
3.98%11/15/2023

     1,748,038  

1,779,911

  

Russell Investment Group
6.97%06/01/2023

     1,801,056  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

        $            512,425   

ServiceMaster Co.
3.73%11/08/2023

   $ 514,731  
1,132,163   

Team Health Holdings, Inc.
3.98%02/06/2024

     1,127,566  
EUR            700,000   

Techem GmbH
0.00%07/31/2024(10)

     835,397  
$         1,820,000   

Tempo Acquisition LLC
4.23%05/01/2024

     1,834,032  
1,839,166   

Trans Union LLC
3.73%04/09/2023

     1,841,888  
519,230   

Vantiv LLC
3.72%10/14/2023

     522,802  
746,250   

Xerox Business Services LLC
5.23%12/07/2023

     754,832  
     

 

 

 
               18,775,251  
     

 

 

 
  

Distribution/Wholesale - 0.6%

 

2,668,313   

American Builders & Contractors Supply Co., Inc.
3.73%10/31/2023

     2,681,654  
491,250   

Beacon Roofing Supply, Inc.
3.98%10/01/2022

     494,320  
1,277,132   

Nexeo Solutions LLC
5.02%06/09/2023

     1,293,633  
1,054,700   

Univar, Inc.
3.98%07/01/2022

     1,059,974  
     

 

 

 
     5,529,581  
     

 

 

 
  

Diversified Financial Services - 0.8%

 

1,391,513   

AlixPartners LLP
4.30%04/04/2024

     1,401,726  
685,000   

Delos Finance S.a.r.l.
3.55%10/06/2023

     686,425  
765,000   

Fortress Investment Group LLC
1.38%06/14/2022

     774,088  
263,675   

NFP Corp.
4.80%01/08/2024

     265,049  
452,725   

RP Crown Parent LLC
4.73%10/12/2023

     457,818  
1,459,658   

RPI Finance Trust
3.30%03/27/2023

     1,466,139  
853,286   

SAM Finance Lux S.a.r.l.
4.50%12/17/2020

     857,552  
1,510,000   

Telenet Financing USD LLC
3.98%06/30/2025

     1,517,550  
     

 

 

 
     7,426,347  
     

 

 

 
  

Electric - 0.6%

 

798,000   

AES Corp.
3.19%05/24/2022

     795,805  
1,005,773   

Calpine Corp.
4.05%05/31/2023

     1,008,981  
505,000   

Helix Gen Funding LLC
4.96%06/02/2024

     509,545  
2,289,756   

NRG Energy, Inc.
3.55%06/30/2023

     2,295,595  
990,956   

Seadrill Partners Finco LLC
4.30%02/21/2021

     677,150  
     

 

 

 
     5,287,076  
     

 

 

 
  

Energy-Alternate Sources - 0.3%

 

1,501,129   

MEG Energy Corp.
4.73%12/31/2023

     1,492,693  
  

TEX Operations Co. LLC

 

190,000   

3.98%, 08/04/2023

     190,522  
825,850   

3.98%, 08/04/2023

     828,121  
     

 

 

 
     2,511,336  
     

 

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

Engineering & Construction - 0.2%

 

         $            2,000,000   

Brand Energy & Infrastructure Services, Inc.
5.51%06/21/2024

   $          2,015,000  
     

 

 

 
  

Entertainment - 0.5%

 

487,639   

Cedar Fair, L.P.
3.48%04/13/2024

     492,213  
235,000   

CityCenter Holdings LLC
3.73%04/18/2024

     235,881  
1,376,550   

Eldorado Resorts LLC
3.56%04/17/2024

     1,373,109  
1,234,144   

Hilton Worldwide Finance LLC
3.23%10/25/2023

     1,239,599  
803,751   

Scientific Games International, Inc.
5.23%10/01/2021

     804,506  
     

 

 

 
        4,145,308  
     

 

 

 
  

Environmental Control - 0.2%

 

1,214,355   

Advanced Disposal Services, Inc.
3.94%11/10/2023

     1,223,656  
235,000   

HD Supply Waterworks Ltd.
0.00%08/01/2024(10)

     236,396  
     

 

 

 
        1,460,052  
     

 

 

 
  

Food - 0.8%

 

  

Albertsons LLC

 

1,576,340   

3.98%, 08/25/2021

     1,571,422  
522,120   

4.25%, 06/22/2023

     521,394  
2,438,888   

JBS USA LLC
3.80%10/30/2022

     2,416,791  
746,250   

Pinnacle Foods Finance LLC
3.23%02/02/2024

     749,295  
1,960,000   

Post Holdings, Inc.
3.49%05/24/2024

     1,967,958  
     

 

 

 
        7,226,860  
     

 

 

 
  

Healthcare-Products - 0.6%

 

2,206,039   

Alere, Inc.
4.49%06/18/2022

     2,208,444  
985,190   

American Renal Holdings, Inc.
0.00%06/14/2024(10)

     979,446  
1,270,000   

INC Research LLC
0.00%06/27/2024(10)

     1,278,992  
580,000   

Kinetic Concepts, Inc.
4.55%02/02/2024

     581,630  
491,288   

Revlon Consumer Products Corp.
4.73%09/07/2023

     443,112  
     

 

 

 
        5,491,624  
     

 

 

 
  

Healthcare-Services - 1.2%

 

920,975   

Acadia Healthcare Co., Inc.
3.98%02/16/2023

     931,051  
  

Community Health Systems, Inc.

 

571,973   

3.96%, 12/31/2019

     571,773  
213,549   

4.21%, 01/27/2021

     213,134  
968,536   

DaVita HealthCare Partners, Inc.
3.98%06/24/2021

     977,011  
1,937,352   

Envision Healthcare Corp.
4.30%12/01/2023

     1,948,259  
426,775   

Genoa, a QoL Healthcare Co. LLC
4.98%10/28/2023

     430,689  
902,694   

HCA, Inc.
3.23%03/17/2023

     907,334  
1,502,450   

inVentiv Health, Inc.
4.95%11/09/2023

     1,503,261  
1,995,742   

MPH Acquisition Holdings LLC
4.30%06/07/2023

     2,009,712  
  

Surgery Center Holdings, Inc.

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

        $            390,000   

0.00%, 06/06/2024(10)

   $ 393,413  
390,004   

4.98%, 11/03/2020

     392,688  
1,073,650   

U.S. Renal Care, Inc.
5.55%12/31/2022

     1,053,068  
     

 

 

 
        11,331,393  
     

 

 

 
  

Household Products - 0.0%

  
229,853   

Prestige Brands, Inc.
3.98%01/26/2024

     230,970  
     

 

 

 
  

Household Products/Wares - 0.1%

  
815,000   

Galleria Co.
4.25%09/29/2023

     820,607  
     

 

 

 
  

Insurance - 0.7%

  
  

Asurion LLC

  
500,000   

0.00%, 07/11/2025(10)

     512,345  
937,154   

4.23%, 11/03/2023

     944,182  
2,885,419   

4.48%, 08/04/2022

     2,894,681  
1,837,921   

HUB International Ltd.
4.42%10/02/2020

     1,849,978  
     

 

 

 
                  6,201,186  
     

 

 

 
  

IT Services - 0.0%

  
428,925   

Gartner, Inc.
3.23%04/05/2024

     431,876  
     

 

 

 
  

Leisure Time - 0.5%

  
993,846   

Aristocrat Leisure Ltd.
3.56%10/20/2021

     997,494  
3,110,839   

Delta 2 (LUX) S.a.r.l.
4.50%02/01/2024

     3,126,953  
235,000   

Hayward Industries, Inc.
0.00%07/18/2024(10)

     236,762  
     

 

 

 
        4,361,209  
     

 

 

 
  

Lodging - 0.6%

  
1,253,673   

Boyd Gaming Corp.
3.69%09/15/2023

     1,258,500  
1,125,000   

Caesars Entertainment Operating Co.
0.00%03/31/2024(10)

     1,129,928  
467,650   

Four Seasons Hotels Ltd.
3.73%11/30/2023

     471,302  
805,070   

La Quinta Intermediate Holdings LLC
4.05%04/14/2021

     811,108  
1,714,322   

Station Casinos LLC
3.73%06/08/2023

     1,716,636  
     

 

 

 
        5,387,474  
     

 

 

 
  

Machinery-Diversified - 0.3%

  
1,638,651   

Gardner Denver, Inc.
4.55%07/30/2020

     1,646,156  
1,060,995   

Gates Global LLC
4.55%04/01/2024

     1,068,454  
     

 

 

 
        2,714,610  
     

 

 

 
  

Media - 1.6%

  
1,762,767   

Advantage Sales & Marketing, Inc.
4.55%07/23/2021

     1,722,224  
  

CBS Radio, Inc.

  
270,000   

0.00%, 10/17/2023(10)

     270,170  
382,781   

4.73%, 10/17/2023

     383,738  
  

Charter Communications Operating LLC

  
398,400   

3.24%, 07/01/2020

     400,492  
970,211   

3.24%, 01/03/2021

     975,334  
296,250   

3.48%, 01/15/2024

     298,226  
945,131   

CSC Holdings LLC
3.48%07/17/2025

     943,005  
67,090   

Mission Broadcasting, Inc.
3.74%01/17/2024

     67,649  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

        $            548,795  

Nexstar Broadcasting, Inc.
3.74%01/17/2024

   $ 553,366  
733,163  

Numericable Group S.A.
4.06%07/31/2025

     731,330  
1,717,025  

Numericable U.S. LLC
4.56%01/14/2025

     1,724,992  
1,548,866  

Tribune Media Co.
4.23%01/27/2024

     1,553,126  
1,385,000  

UPC Financing Partnership
3.98%04/15/2025

     1,391,925  
2,328,476  

Virgin Media Bristol LLC
3.98%01/31/2025

     2,339,838  
970,000  

Ziggo Secured Finance Partnership
3.73%04/15/2025

     971,212  
    

 

 

 
       14,326,627  
    

 

 

 
 

Metal Fabricate/Hardware - 0.1%

  
1,266,059  

Rexnord LLC
4.05%08/21/2023

     1,271,820  
    

 

 

 
 

Oil & Gas - 0.5%

  
520,000  

BCP Raptor LLC
5.51%06/24/2024

     521,950  
645,000  

Chesapeake Energy Corp.
8.69%08/23/2021

     691,924  
2,007,000  

Energy Transfer Equity L.P.
3.97%02/02/2024

     2,014,025  
654,932  

Fieldwood Energy LLC
4.17%09/28/2018

     627,916  
570,932  

Peabody Energy Corp.
5.73%03/31/2022

     575,642  
    

 

 

 
       4,431,457  
    

 

 

 
 

Oil & Gas Services - 0.1%

  
1,191,935  

Crosby U.S. Acquisition Corp.
4.17%11/23/2020

     1,082,873  
273,600  

Pacific Drilling S.A.
4.75%06/03/2018

     102,827  
    

 

 

 
       1,185,700  
    

 

 

 
 

Packaging & Containers - 0.7%

  
 

Berry Plastics Group, Inc.

  
1,536,412  

3.47%, 02/08/2020

     1,542,496  
139,650  

3.72%, 01/19/2024

     140,174  
1,030,674  

3.73%, 10/01/2022

     1,035,055  
977,550  

Flex Acquisition Co., Inc.
4.55%12/29/2023

     982,790  
2,240,833  

Reynolds Group Holdings, Inc.
4.23%02/05/2023

     2,250,110  
490,250  

Signode Industrial Group U.S., Inc.
4.01%05/04/2021

     491,784  
    

 

 

 
                 6,442,409  
    

 

 

 
 

Pharmaceuticals - 0.3%

  
240,000  

Albany Molecular Research, Inc.
0.00%07/19/2024(10)

     239,400  
1,490,000  

Endo Luxembourg Finance Co. I S.a r.l.
5.50%04/29/2024

     1,512,350  
1,169,469  

Quintiles IMS, Inc.
3.26%03/07/2024

     1,177,749  
    

 

 

 
       2,929,499  
    

 

 

 
 

Real Estate - 0.3%

  
2,636,010  

DTZ U.S. Borrower LLC
4.49%11/04/2021

     2,649,191  
541,936  

Realogy Corp.
3.48%07/20/2022

     544,374  
    

 

 

 
       3,193,565  
    

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

 

Real Estate Investment Trusts - 0.4%

  
EUR           1,062,338  

Equinix, Inc.
3.25%01/05/2024

   $ 1,267,556  
        $            2,103,375  

MGM Growth Properties Operating Partnership L.P.
3.48%04/25/2023

     2,111,010  
    

 

 

 
       3,378,566  
    

 

 

 
 

Retail - 1.3%

  
452,344  

B&G Foods, Inc.
3.48%11/02/2022

     454,746  
1,212,034  

B.C. Unlimited Liability Co.
3.51%02/16/2024

     1,211,380  
 

Bass Pro Group LLC

  
503,413  

4.47%, 06/05/2020

     502,627  
1,995,000  

6.30%, 12/16/2023

     1,943,050  
1,000,390  

Coty, Inc.
3.73%10/27/2022

     1,004,772  
697,575  

Harbor Freight Tools USA, Inc.
4.48%08/18/2023

     700,442  
1,052,828  

Michaels Stores, Inc.
3.98%01/30/2023

               1,052,965  
1,364,464  

Neiman Marcus Group Ltd. LLC
4.47%10/25/2020

     1,006,674  
690,996  

PetSmart, Inc.
4.23%03/11/2022

     652,667  
888,784  

Pilot Travel Centers LLC
3.23%05/25/2023

     893,894  
1,204,288  

U.S. Foods, Inc.
3.99%06/27/2023

     1,212,730  
1,116,577  

Yum! Brands, Inc.
3.23%06/16/2023

     1,121,958  
    

 

 

 
       11,757,905  
    

 

 

 
 

Semiconductors - 0.4%

  
417,659  

Entegris, Inc.
3.48%04/30/2021

     420,445  
538,650  

Integrated Device Technology, Inc.
4.23%03/20/2024

     539,997  
907,754  

ON Semiconductor Corp.
3.48%03/31/2023

     910,931  
1,864,732  

Sensata Technologies B.V.
3.47%10/14/2021

     1,882,763  
    

 

 

 
       3,754,136  
    

 

 

 
 

Software - 2.1%

  
1,105,000  

Almonde, Inc.
4.74%06/13/2024

     1,113,597  
480,000  

CCC Information Services, Inc.
4.24%04/27/2024

     480,902  
1,011,907  

CDW LLC
3.30%08/17/2023

     1,017,736  
1,496,250  

Change Healthcare Holdings, Inc.
3.98%03/01/2024

     1,504,479  
1,384,555  

Dell, Inc.
3.74%09/07/2023

     1,392,392  
 

First Data Corp.

  
3,829,682  

3.48%, 07/08/2022

     3,839,945  
893,837  

3.73%, 04/26/2024

     898,628  
1,685,568  

Global Payments, Inc.
3.23%04/22/2023

     1,690,692  
1,538,347  

Go Daddy Operating Co. LLC
3.73%02/15/2024

     1,544,977  
235,000  

Hyland Software, Inc.
4.48%07/01/2022

     237,644  
573,161  

Infor U.S., Inc.
4.05%02/01/2022

     573,264  


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

        $            121,369  

MA FinanceCo LLC
3.98%06/21/2024

   $ 121,406  
819,631  

Seattle Spinco, Inc.
4.03%06/21/2024

     819,886  
881,495  

SS&C Technologies, Inc.
3.48%07/08/2022

     886,317  
835,000  

Verint Systems, Inc.
3.47%06/29/2024

     837,087  
2,207,700  

WEX, Inc.
3.98%06/30/2023

     2,230,395  
    

 

 

 
       19,189,347  
    

 

 

 
 

Telecommunications - 1.3%

  
2,993,500  

Level 3 Financing, Inc.
3.48%02/22/2024

     3,005,205  
1,191,176  

MaxLinear, Inc.
3.72%05/12/2024

     1,194,154  
2,663,325  

Sprint Communications, Inc.
3.75%02/02/2024

     2,671,981  
1,071,260  

Telesat Canada
4.30%11/17/2023

     1,081,522  
1,125,000  

Unitymedia Hessen GmbH & Co. KG
0.00%09/30/2025(10)

     1,122,368  
2,652,778  

Univision Communications, Inc.
3.98%03/15/2024

     2,642,087  
593,419  

Zayo Group LLC
3.48%01/19/2024

     595,579  
    

 

 

 
                 12,312,896  
    

 

 

 
 

Trucking & Leasing - 0.2%

  
1,920,000  

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.98%03/20/2022

     1,918,502  
    

 

 

 
 

Total Senior Floating Rate Interests
(cost $201,396,272)

   $ 201,516,258  
    

 

 

 

U.S. Government Agencies - 5.2%

  
 

FHLMC - 1.2%

  
    $        11,554,476  

1.60%, 07/25/2021(2)(7)

   $ 615,373  
12,844,790  

1.96%, 08/25/2018(2)(7)

     175,656  
8,242,028  

3.00%, 04/01/2031

     8,486,323  
1,217,978  

3.50%, 04/01/2027

     1,274,842  
    

 

 

 
       10,552,194  
    

 

 

 
 

FNMA - 3.9%

  
    $          2,813,851  

3.00%, 08/01/2027

   $ 2,901,978  
5,411,497  

3.00%, 12/01/2030

     5,569,462  
1,901,134  

3.00%, 02/01/2031

     1,956,629  
3,658,402  

3.00%, 03/01/2031

     3,765,193  
7,000,000  

3.00%, 08/01/2032(11)

     7,200,430  
2,286,654  

3.50%, 11/01/2026

     2,383,739  
5,333,193  

3.50%, 12/01/2026

     5,560,095  
772,494  

3.50%, 12/01/2028

     805,499  
5,600,000  

3.50%, 08/01/2032(11)

     5,836,906  
    

 

 

 
       35,979,931  
    

 

 

 
 

GNMA - 0.1%

  
    $           282,320  

5.00%, 08/20/2039

   $ 303,365  
301,466  

6.50%, 05/16/2031

     340,612  
    

 

 

 
       643,977  
    

 

 

 
 

Total U.S. Government Agencies
(cost $46,871,901)

   $ 47,176,102  
    

 

 

 

 


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

U.S. Government Securities - 0.5%

     
   U.S. Treasury Securities - 0.5%      
   U.S. Treasury Notes - 0.5%      

$        5,000,000

  

U.S. Treasury Notes
1.38%02/28/2019

      $ 5,004,295  
        

 

 

 
           5,004,295  
        

 

 

 
  

Total U.S. Government Securities
(cost $5,006,559)

      $ 5,004,295  
        

 

 

 
  

Total Long-Term Investments
(cost $918,931,705)

      $ 924,584,614  

Short-Term Investments - 1.2%

     
   Other Investment Pools & Funds - 1.2%      

10,631,788

   Fidelity Institutional Government Fund, Institutional Class       $ 10,631,788  
        

 

 

 
  

Total Short-Term Investments
(cost $10,631,788)

      $ 10,631,788  
        

 

 

 
  

Total Investments
(cost $929,563,493)^

     102.2%      $ 935,216,402  
   Other Assets and Liabilities      (2.2)%        (19,728,894
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $           915,487,508  
     

 

 

    

 

 

 

 

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

   $             8,324,491  

Unrealized Depreciation

     (2,671,582
  

 

 

 

Net Unrealized Appreciation

   $ 5,652,909  
  

 

 

 

 

*   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 July 31, 2017, the aggregate value of these securities was $278,539,105, which represented 30.4% of total net assets.
(2)   Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(3)   Security is a zero-coupon bond.
(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 July 31, 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.
(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  

        09/12/2014    

   $ 59,621      Hasco NIM Cayman Co.    $ 34,285  

        03/22/2006    

                             180,481      Long Beach Asset Holdings Corp.      180,481  
        

 

 

 
         $                 214,766  
        

 

 

 

 

  At July 31, 2017, the aggregate value of these securities was $0, which represents 0.0% of total net assets.
(6)   Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(7)   Securities disclosed are interest-only strips.
(8)   Security disclosed is principal-only strips.


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

(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 July 31, 2017.
(10)   Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(11)   Represents or includes a TBA transaction.

 

Futures Contracts Outstanding at July 31, 2017  
Description   

Number of

Contracts

    

Expiration

Date

    

Notional

Amount

    

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

 

Long position contracts:

              

U.S. Treasury 2-Year Note Future

     399        09/29/2017      $ 86,363,894      $ 86,321,156      $ (42,738)  
              

 

 

 

Short position contracts:

              

U.S. Treasury 10-Year Note Future

     48        09/20/2017      $ 6,036,300      $ 6,042,750      $ (6,450)  

U.S. Treasury 5-Year Note Future

     881        09/29/2017                104,046,832              104,088,774        (41,942)  

U.S. Treasury Long Bond Future

     7        09/20/2017        1,065,956        1,070,781        (4,825)  
              

 

 

 

Total

               $ (53,217)  
              

 

 

 

Total futures contracts

               $             (95,955)  
              

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2017  
Currency    Buy / Sell    Delivery Date      Counterparty     

Contract

Amount

     Market Value †      Unrealized
Appreciation/
(Depreciation)
 

EUR

   Sell       08/31/17        JPM                              $ 187,525      $ 189,741      $ (2,216)  

EUR

   Sell       08/31/17        BCLY        823,050        830,116        (7,066)  

EUR

   Sell       08/31/17        DEUT            1,240,384            1,262,962        (22,578)  
                 

 

 

 

Total

                  $             (31,860)  
                 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Counterparty Abbreviations:

  

BCLY

   Barclays   

DEUT

   Deutsche Bank Securities, Inc.   

JPM

   JP Morgan Chase & Co.   

Currency Abbreviations:

  

EUR

   Euro   

Other Abbreviations:

  

CLO

   Collateralized Loan Obligation   

CMO

   Collateralized Mortgage Obligation   

FHLMC

   Federal Home Loan Mortgage Corp.   

FNMA

   Federal National Mortgage Association   

GNMA

   Government National Mortgage Association   

TBA

   To Be Announced   

Municipal Abbreviations:

  

DA

   Development Authority   

GO

   General Obligation   


 

  The Hartford Short Duration Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

    Level 1(1)

 

    Level 2(1)

 

        Level 3(1)    

 

 

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 131,927,159     $     $ 131,927,159     $  

Corporate Bonds

     527,524,369             527,524,369        

Foreign Government Obligations

     2,766,833             2,766,833        

Municipal Bonds

     8,669,598             8,669,598        

Senior Floating Rate Interests

     201,516,258             201,516,258        

U.S. Government Agencies

     47,176,102             47,176,102        

U.S. Government Securities

     5,004,295             5,004,295        

Short-Term Investments

     10,631,788       10,631,788              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       935,216,402     $       10,631,788     $       924,584,614     $                     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (31,860   $     $ (31,860   $  

Futures Contracts(2)

     (95,955     (95,955            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (127,815   $ (95,955   $ (31,860   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

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


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 99.3%

  
  

Automobiles & Components - 0.8%

  
4,386   

Cooper-Standard Holdings, Inc.*

   $ 448,512  
4,534   

LCI Industries

     484,005  
15,766   

Superior Industries International, Inc.

     308,225  
     

 

 

 
        1,240,742  
     

 

 

 
  

Banks - 9.1%

  
52,763   

Banco Latinoamericano de Comercio Exterior S.A. ADR

             1,388,195  
29,887   

Berkshire Hills Bancorp, Inc.

     1,110,302  
22,913   

Customers Bancorp, Inc.*

     683,953  
16,920   

Essent Group Ltd.*

     650,066  
29,697   

Fidelity Southern Corp.

     625,419  
270,364   

First BanCorp*

     1,584,333  
8,391   

First Merchants Corp.

     339,332  
21,481   

Flagstar Bancorp, Inc.*

     699,421  
15,255   

Hancock Holding Co.

     701,730  
25,471   

HomeStreet, Inc.*

     668,614  
23,741   

Hope Bancorp, Inc.

     418,554  
9,971   

MainSource Financial Group, Inc.

     348,387  
63,345   

MGIC Investment Corp.*

     739,236  
48,007   

Popular, Inc.

     2,023,015  
19,643   

Radian Group, Inc.

     342,181  
14,277   

Sterling Bancorp

     329,799  
6,444   

Texas Capital Bancshares, Inc.*

     504,887  
18,593   

Walker & Dunlop, Inc.*

     934,298  
     

 

 

 
        14,091,722  
     

 

 

 
  

Capital Goods - 6.9%

  
10,860   

American Railcar Industries, Inc.

     399,322  
6,557   

American Woodmark Corp.*

     643,570  
6,188   

Applied Industrial Technologies, Inc.

     349,622  
7,967   

Argan, Inc.

     513,473  
8,813   

Astec Industries, Inc.

     443,029  
12,998   

Chart Industries, Inc.*

     441,932  
12,036   

Comfort Systems USA, Inc.

     400,799  
21,877   

Continental Building Products, Inc.*

     481,294  
7,865   

Encore Wire Corp.

     350,779  
8,659   

Generac Holdings, Inc.*

     311,464  
14,953   

Greenbrier Cos., Inc.

     672,885  
10,144   

LB Foster Co. Class A

     178,534  
7,878   

MasTec, Inc.*

     363,964  
28,854   

Meritor, Inc.*

     498,597  
39,970   

MRC Global, Inc.*

     653,110  
11,485   

MYR Group, Inc.*

     365,338  
12,148   

NN, Inc.

     336,500  
4,260   

Patrick Industries, Inc.*

     324,186  
15,783   

Rush Enterprises, Inc. Class A*

     680,721  
18,990   

Supreme Industries, Inc. Class A

     285,610  
4,200   

Timken Co.

     191,100  
18,629   

Trex Co., Inc.*

     1,401,087  
21,415   

Wabash National Corp.

     408,598  
     

 

 

 
        10,695,514  
     

 

 

 
  

Commercial & Professional Services - 3.6%

  
11,817   

Brink’s Co.

     923,498  
23,189   

Ennis, Inc.

     446,388  
37,737   

Essendant, Inc.

     470,958  
6,608   

HNI Corp.

     249,452  
46,869   

Quad/Graphics, Inc.

     1,052,678  
58,471   

RPX Corp.*

     799,299  
26,442   

TriNet Group, Inc.*

     925,470  
26,603   

TrueBlue, Inc.*

     679,707  
     

 

 

 
        5,547,450  
     

 

 

 

 


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

 

Consumer Durables & Apparel - 1.8%

  
6,034  

CSS Industries, Inc.

   $ 161,530  
163,446  

Hovnanian Enterprises, Inc. Class A*

     359,581  
11,985  

iRobot Corp.*

     1,264,537  
11,769  

Movado Group, Inc.

     289,517  
6,926  

Sturm Ruger & Co., Inc.

     398,938  
11,497  

Wolverine World Wide, Inc.

     324,216  
    

 

 

 
       2,798,319  
    

 

 

 
 

Consumer Services - 5.8%

  
8,503  

Adtalem Global Education, Inc.

     276,348  
19,512  

American Public Education, Inc.*

     415,606  
3,004  

Buffalo Wild Wings, Inc.*

     322,930  
19,459  

Capella Education Co.

     1,336,833  
10,996  

Cheesecake Factory, Inc.

     523,190  
7,994  

Dave & Buster’s Entertainment, Inc.*

     496,507  
10,285  

Grand Canyon Education, Inc.*

     756,668  
24,649  

International Speedway Corp. Class A

     882,434  
17,647  

K12, Inc.*

     312,528  
17,308  

Pinnacle Entertainment, Inc.*

     328,852  
15,603  

Ruth’s Hospitality Group, Inc.

     312,060  
59,765  

Scientific Games Corp. Class A*

             2,214,293  
15,893  

Sotheby’s*

     899,385  
    

 

 

 
       9,077,634  
    

 

 

 
 

Diversified Financials - 6.3%

  
27,536  

AG Mortgage Investment Trust, Inc. REIT

     506,938  
47,074  

Apollo Commercial Real Estate Finance, Inc. REIT

     848,744  
35,313  

Arlington Asset Investment Corp. Class A

     455,538  
14,472  

ARMOUR Residential, Inc. REIT

     365,563  
23,635  

Chimera Investment Corp. REIT

     444,811  
7,551  

Evercore Partners, Inc. Class A

     593,886  
14,837  

Green Dot Corp. Class A*

     597,041  
40,728  

Invesco Mortgage Capital, Inc. REIT

     677,307  
9,295  

Moelis & Co. Class A

     380,165  
21,722  

MTGE Investment Corp. REIT

     404,029  
15,825  

Nelnet, Inc. Class A

     776,849  
67,065  

New York Mortgage Trust, Inc. REIT

     423,851  
68,241  

PennyMac Mortgage Investment Trust REIT

     1,201,041  
28,139  

Redwood Trust, Inc. REIT

     485,960  
90,555  

Two Harbors Investment Corp. REIT

     895,589  
29,307  

Western Asset Mortgage Capital Corp. REIT

     304,500  
5,384  

World Acceptance Corp.*

     406,869  
    

 

 

 
       9,768,681  
    

 

 

 
 

Energy - 3.1%

  
21,429  

CVR Energy, Inc.

     405,222  
18,246  

Delek US Holdings, Inc.

     476,403  
15,286  

Exterran Corp.*

     423,269  
64,736  

McDermott International, Inc.*

     438,263  
174,524  

Noble Corp. plc

     698,096  
164,525  

Northern Oil and Gas, Inc.*

     205,656  
24,892  

Renewable Energy Group, Inc.*

     311,150  
10,610  

Resolute Energy Corp.*

     360,316  
10,775  

REX American Resources Corp.*

     1,077,285  
116,973  

W&T Offshore, Inc.*

     229,267  
38,994  

Westmoreland Coal Co.*

     168,064  
    

 

 

 
       4,792,991  
    

 

 

 
 

Food & Staples Retailing - 0.3%

  
2,900  

Ingles Markets, Inc. Class A

     85,550  
131,582  

SuperValu, Inc.*

     471,064  
    

 

 

 
       556,614  
    

 

 

 
 

Food, Beverage & Tobacco - 2.7%

  
12,070  

Fresh Del Monte Produce, Inc.

     621,243  
11,377  

John B Sanfilippo & Son, Inc.

     731,769  
7,137  

National Beverage Corp.

     728,830  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

24,797  

Omega Protein Corp.

   $ 396,752  
6,838  

Sanderson Farms, Inc.

     894,068  
13,086  

Universal Corp.

     836,850  
    

 

 

 
       4,209,512  
    

 

 

 
 

Health Care Equipment & Services - 6.4%

  
37,815  

AngioDynamics, Inc.*

     614,494  
3,703  

Chemed Corp.

     731,342  
10,450  

Glaukos Corp.*

     419,881  
14,702  

Globus Medical, Inc. Class A*

     452,086  
15,962  

HealthEquity, Inc.*

     732,177  
8,301  

Integer Holdings Corp.*

     380,186  
18,130  

Lantheus Holdings, Inc.*

     334,499  
24,659  

Masimo Corp.*

     2,332,741  
82,329  

OraSure Technologies, Inc.*

     1,444,051  
13,798  

Tivity Health, Inc.*

     547,091  
39,396  

Triple-S Management Corp. Class B*

     609,850  
7,592  

WellCare Health Plans, Inc.*

     1,343,708  
    

 

 

 
       9,942,106  
    

 

 

 
 

Household & Personal Products - 1.4%

  
11,191  

Central Garden & Pet Co.*

     358,112  
9,272  

Medifast, Inc.

     395,822  
11,618  

Nu Skin Enterprises, Inc. Class A

     736,116  
11,710  

Usana Health Sciences, Inc.*

     668,641  
    

 

 

 
               2,158,691  
    

 

 

 
 

Insurance - 4.1%

  
50,924  

Ambac Financial Group, Inc.*

     1,040,377  
24,495  

American Equity Investment Life Holding Co.

     655,976  
6,294  

Aspen Insurance Holdings Ltd.

     307,147  
39,387  

Assured Guaranty Ltd.

     1,772,809  
22,420  

CNO Financial Group, Inc.

     512,970  
30,100  

Greenlight Capital Re Ltd. Class A*

     644,140  
13,051  

Health Insurance Innovations, Inc. Class A*

     366,080  
45,007  

Maiden Holdings Ltd.

     499,578  
36,327  

Third Point Reinsurance Ltd.*

     528,558  
    

 

 

 
       6,327,635  
    

 

 

 
 

Materials - 5.8%

  
44,843  

Chemours Co.

     2,134,975  
57,577  

Cliffs Natural Resources, Inc.*

     444,494  
41,210  

Domtar Corp.

     1,609,662  
15,238  

Innophos Holdings, Inc.

     636,491  
13,903  

Koppers Holdings, Inc.*

     504,679  
17,843  

Kronos Worldwide, Inc.

     380,413  
17,761  

Louisiana-Pacific Corp.*

     445,979  
24,235  

Mercer International, Inc.

     266,585  
6,935  

Stepan Co.

     569,849  
39,601  

SunCoke Energy, Inc.*

     354,429  
12,586  

Trinseo S.A.

     884,796  
39,144  

Tronox Ltd. Class A

     758,611  
    

 

 

 
       8,990,963  
    

 

 

 
 

Media - 0.7%

  
114,096  

Gannett Co., Inc.

     1,023,441  
    

 

 

 
 

Pharmaceuticals, Biotechnology & Life Sciences - 8.6%

  
31,450  

Akebia Therapeutics, Inc.*

     414,825  
70,411  

Array BioPharma, Inc.*

     528,787  
10,212  

BioSpecifics Technologies Corp.*

     496,814  
21,192  

Calithera Biosciences, Inc.*

     324,238  
94,688  

Corcept Therapeutics, Inc.*

     1,180,759  
31,091  

Cytokinetics, Inc.*

     436,829  
6,292  

Eagle Pharmaceuticals, Inc.*

     309,252  
22,747  

Epizyme, Inc.*

     259,316  
8,123  

Esperion Therapeutics, Inc.*

     367,891  
69,024  

Exelixis, Inc.*

     1,871,241  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

34,629  

FibroGen, Inc.*

   $ 1,182,580  
27,506  

Innoviva, Inc.*

     377,382  
18,746  

Luminex Corp.

     382,981  
36,454  

MiMedx Group, Inc.*

     545,352  
30,379  

Momenta Pharmaceuticals, Inc.*

     502,772  
279,167  

PDL BioPharma, Inc.

     633,709  
12,252  

PRA Health Sciences, Inc.*

     911,549  
85,513  

Progenics Pharmaceuticals, Inc.*

     515,643  
8,100  

Seres Therapeutics, Inc.*

     109,593  
31,814  

Supernus Pharmaceuticals, Inc.*

     1,286,876  
31,617  

Versartis, Inc.*

     584,914  
5,591  

Xencor, Inc.*

     130,550  
    

 

 

 
               13,353,853  
    

 

 

 
 

Real Estate - 8.2%

  
30,152  

Altisource Residential Corp. REIT

     392,278  
110,516  

Brandywine Realty Trust REIT

     1,857,774  
25,465  

CareTrust, Inc. REIT

     464,482  
108,077  

CBL & Associates Properties, Inc. REIT

     949,997  
39,502  

DiamondRock Hospitality Co. REIT

     461,383  
18,861  

Franklin Street Properties Corp. REIT

     199,361  
10,483  

Geo Group, Inc. REIT

     307,676  
16,113  

Global Net Lease, Inc. REIT

     354,486  
23,691  

Government Properties Income Trust REIT

     420,041  
9,900  

Hospitality Properties Trust REIT

     287,694  
57,060  

Lexington Realty Trust REIT

     580,871  
77,561  

Mack-Cali Realty Corp. REIT

     2,035,201  
22,844  

Piedmont Office Realty Trust, Inc. Class A, REIT

     479,953  
21,415  

Ramco-Gershenson Properties Trust REIT

     301,737  
19,584  

RLJ Lodging Trust REIT

     414,397  
83,809  

Select Income REIT

     1,966,997  
39,009  

Summit Hotel Properties, Inc. REIT

     699,431  
30,095  

Xenia Hotels & Resorts, Inc. REIT

     611,530  
    

 

 

 
       12,785,289  
    

 

 

 
 

Retailing - 4.7%

  
17,724  

Aaron’s, Inc.

     820,267  
23,379  

Big 5 Sporting Goods Corp.

     251,324  
7,796  

Big Lots, Inc.

     387,227  
23,370  

Buckle, Inc.

     399,627  
31,682  

Chico’s FAS, Inc.

     289,890  
7,200  

Children’s Place, Inc.

     760,680  
66,705  

Francescas Holdings Corp.*

     649,040  
16,195  

Nutrisystem, Inc.

     902,871  
26,344  

PetMed Express, Inc.

     1,252,394  
65,721  

Pier 1 Imports, Inc.

     302,974  
24,430  

Select Comfort Corp.*

     825,978  
8,727  

Shutterfly, Inc.*

     427,972  
    

 

 

 
       7,270,244  
    

 

 

 
 

Semiconductors & Semiconductor Equipment - 5.5%

  
19,647  

Advanced Energy Industries, Inc.*

     1,425,390  
8,001  

Ambarella, Inc.*

     400,450  
73,936  

Amkor Technology, Inc.*

     766,717  
20,080  

Brooks Automation, Inc.

     493,165  
13,162  

Diodes, Inc.*

     349,188  
15,501  

MaxLinear, Inc. Class A*

     406,126  
13,889  

Nanometrics, Inc.*

     370,142  
106,646  

Photronics, Inc.*

     1,071,792  
26,255  

Rudolph Technologies, Inc.*

     649,811  
59,063  

Teradyne, Inc.

     2,042,989  
27,176  

Ultra Clean Holdings, Inc.*

     637,277  
    

 

 

 
       8,613,047  
    

 

 

 
 

Software & Services - 4.2%

  
45,700  

Blucora, Inc.*

     1,023,680  
14,454  

Carbonite, Inc.*

     341,114  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

42,557

   Everi Holdings, Inc.*       $ 317,475  

7,156

   MAXIMUS, Inc.         431,936  

39,917

   Net 1 UEPS Technologies, Inc.*         386,397  

31,033

   NIC, Inc.         504,286  

5,114

   Paycom Software, Inc.*         358,440  

15,455

   Progress Software Corp.         494,715  

17,594

   Shutterstock, Inc.*         741,411  

2,378

   Stamps.com, Inc.*         352,182  

24,091

   Sykes Enterprises, Inc.*         819,094  

54,582

   Unisys Corp.*         698,650  
        

 

 

 
           6,469,380  
        

 

 

 
   Technology Hardware & Equipment - 6.2%      

9,532

   Applied Optoelectronics, Inc.*         929,275  

23,162

   Benchmark Electronics, Inc.*         779,401  

25,348

   Control4 Corp.*         579,202  

66,956

   Extreme Networks, Inc.*         588,543  

12,461

   Insight Enterprises, Inc.*         504,920  

11,308

   InterDigital, Inc.         823,788  

9,496

   Methode Electronics, Inc.         377,466  

11,354

   NetScout Systems, Inc.*         391,713  

4,058

   Rogers Corp.*         478,722  

55,227

   Sanmina Corp.*         1,979,888  

8,363

   Tech Data Corp.*         856,371  

38,018

   TTM Technologies, Inc.*         660,753  

38,296

   Vishay Intertechnology, Inc.         683,583  
        

 

 

 
           9,633,625  
        

 

 

 
   Telecommunication Services - 0.8%      

9,730

   ATN International, Inc.         564,340  

25,322

   Boingo Wireless, Inc.*         375,525  

12,971

   Telephone & Data Systems, Inc.         368,766  
        

 

 

 
           1,308,631  
        

 

 

 
   Transportation - 1.4%      

41,460

   Hawaiian Holdings, Inc.*         1,716,444  

9,134

   Saia, Inc.*         496,433  
        

 

 

 
           2,212,877  
        

 

 

 
   Utilities - 0.9%      

20,058

   ONE Gas, Inc.         1,459,821  
        

 

 

 
  

Total Common Stocks
(cost $128,671,700)

      $ 154,328,782  
        

 

 

 
  

Total Long-Term Investments
(cost $128,671,700)

      $ 154,328,782  
        

 

 

 

Short-Term Investments - 0.7%

     
   Other Investment Pools & Funds - 0.7%      

1,090,598

   BlackRock Liquidity Funds TempFund Portfolio, Institutional Class       $ 1,090,598  
        

 

 

 
  

Total Short-Term Investments
(cost $1,090,598)

      $ 1,090,598  
        

 

 

 
  

Total Investments
(cost $129,762,298)^

     100.0%      $ 155,419,380  
   Other Assets and Liabilities      0.0%        40,027  
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $         155,459,407  
     

 

 

    

 

 

 

 

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.


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

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

Unrealized Appreciation

   $ 33,283,927  

Unrealized Depreciation

     (7,626,845
  

 

 

 

Net Unrealized Appreciation

   $           25,657,082  
  

 

 

 

 

*   Non-income producing.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Other Abbreviations:

       

ADR

   American Depositary Receipt   

REIT

   Real Estate Investment Trust   


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

         Level 2(1)    

 

         Level 3(1)    

 

 

Assets

           

Common Stocks

           

Automobiles & Components

   $ 1,240,742      $ 1,240,742      $      $  

Banks

     14,091,722        14,091,722                

Capital Goods

     10,695,514        10,695,514                

Commercial & Professional Services

     5,547,450        5,547,450                

Consumer Durables & Apparel

     2,798,319        2,798,319                

Consumer Services

     9,077,634        9,077,634                

Diversified Financials

     9,768,681        9,768,681                

Energy

     4,792,991        4,792,991                

Food & Staples Retailing

     556,614        556,614                

Food, Beverage & Tobacco

     4,209,512        4,209,512                

Health Care Equipment & Services

     9,942,106        9,942,106                

Household & Personal Products

     2,158,691        2,158,691                

Insurance

     6,327,635        6,327,635                

Materials

     8,990,963        8,990,963                

Media

     1,023,441        1,023,441                

Pharmaceuticals, Biotechnology & Life Sciences

     13,353,853        13,353,853                

Real Estate

     12,785,289        12,785,289                

Retailing

     7,270,244        7,270,244                

Semiconductors & Semiconductor Equipment

     8,613,047        8,613,047                

Software & Services

     6,469,380        6,469,380                

Technology Hardware & Equipment

     9,633,625        9,633,625                

Telecommunication Services

     1,308,631        1,308,631                

Transportation

     2,212,877        2,212,877                

Utilities

     1,459,821        1,459,821                

Short-Term Investments

     1,090,598        1,090,598                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       155,419,380      $       155,419,380      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

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


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 89.8%

  
  

Automobiles & Components - 0.1%

  
2,684   

Cooper Tire & Rubber Co.

   $ 98,100  
3,868   

Tenneco, Inc.

     213,900  
1,325   

Visteon Corp.*

     147,791  
     

 

 

 
        459,791  
     

 

 

 
  

Banks - 5.2%

  
2,322   

FCB Financial Holdings, Inc. Class A*

     109,482  
3,091   

First Hawaiian, Inc.

     91,185  
4,662   

First Merchants Corp.

     188,531  
364,751   

FNB Corp.

     4,997,089  
2,806   

Great Western Bancorp, Inc.

     109,462  
1,966   

IBERIABANK Corp.

     158,951  
154,837   

MB Financial, Inc.

     6,332,833  
11,074   

MGIC Investment Corp.*

     129,234  
315,491   

Sterling Bancorp

     7,287,842  
3,577   

Umpqua Holdings Corp.

     66,318  
103,558   

Western Alliance Bancorp*

     5,217,252  
     

 

 

 
        24,688,179  
     

 

 

 
  

Capital Goods - 8.1%

  
4,447   

AAON, Inc.

     150,309  
116,447   

Advanced Drainage Systems, Inc.

     2,392,986  
130,601   

Altra Industrial Motion Corp.

     5,818,275  
1,694   

American Woodmark Corp.*

     166,266  
2,831   

Armstrong World Industries, Inc.*

     137,445  
2,680   

AZZ, Inc.

     135,876  
1,511   

Esterline Technologies Corp.*

     145,812  
4,127   

Generac Holdings, Inc.*

     148,448  
1,919   

Heico Corp. Class A

     136,345  
3,655   

ITT, Inc.

     149,855  
4,034   

JELD-WEN Holding, Inc.*

     131,710  
84,070   

Kaman Corp.

     4,297,658  
60,837   

Masonite International Corp.*

     4,723,993  
31,886   

Middleby Corp.*

     4,166,863  
308,529   

Milacron Holdings Corp.*

     5,547,351  
64,149   

Regal-Beloit Corp.

     5,346,819  
206,287   

Rexnord Corp.*

     4,777,607  
2,006   

SiteOne Landscape Supply, Inc.*

     105,315  
1,488   

Teledyne Technologies, Inc.*

     202,874  
4,156   

Welbilt, Inc.*

     81,000  
     

 

 

 
        38,762,807  
     

 

 

 
  

Commercial & Professional Services - 3.2%

  
3,980   

Advanced Disposal Services, Inc.*

     96,237  
91,193   

Brink’s Co.

     7,126,733  
61,365   

Clean Harbors, Inc.*

     3,485,532  
2,440   

Deluxe Corp.

     176,168  
2,677   

Exponent, Inc.

     174,541  
2,008   

GP Strategies Corp.*

     57,529  
2,422   

Huron Consulting Group, Inc.*

     85,981  
3,345   

On Assignment, Inc.*

     164,741  
2,424   

Viad Corp.

     129,805  
54,671   

WageWorks, Inc.*

     3,564,549  
     

 

 

 
        15,061,816  
     

 

 

 
  

Consumer Durables & Apparel - 3.9%

  
66,772   

Carter’s, Inc.

     5,791,136  
77,196   

Oxford Industries, Inc.

     4,873,383  
5,456   

Steven Madden Ltd.*

     223,696  
4,724   

TopBuild Corp.*

     249,333  
258,882   

Wolverine World Wide, Inc.

     7,300,472  
     

 

 

 
                18,438,020  
     

 

 

 


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Consumer Services - 6.3%

  
8,199  

Bloomin’ Brands, Inc.

   $ 142,909  
106,700  

Boyd Gaming Corp.

     2,673,902  
53,959  

Dave & Buster’s Entertainment, Inc.*

     3,351,393  
3,375  

Dunkin’ Brands Group, Inc.

     178,976  
9,766  

La Quinta Holdings, Inc.*

     145,611  
71,382  

Marriott Vacations Worldwide Corp.

     8,340,987  
1,406  

Papa John’s International, Inc.

     100,290  
404,820  

Planet Fitness, Inc. Class A

     9,173,221  
195,126  

Wingstop, Inc.*

     5,855,731  
    

 

 

 
       29,963,020  
    

 

 

 
 

Diversified Financials - 0.1%

  
2,219  

Evercore Partners, Inc. Class A

     174,524  
3,230  

Financial Engines, Inc.

     124,193  
2,344  

OneMain Holdings, Inc.*

     62,679  
    

 

 

 
       361,396  
    

 

 

 
 

Energy - 1.3%

  
363,404  

Centennial Resource Development, Inc. Class A*

     6,097,919  
1,768  

PDC Energy, Inc.*

     83,379  
6,100  

ProPetro Holding Corp.*

     79,300  
6,179  

WildHorse Resource Development Corp.*

     81,686  
    

 

 

 
       6,342,284  
    

 

 

 
 

Food & Staples Retailing - 1.3%

  
1,265  

Casey’s General Stores, Inc.

     135,039  
212,514  

Performance Food Group Co.*

     6,120,403  
2,016  

PriceSmart, Inc.

     169,848  
    

 

 

 
       6,425,290  
    

 

 

 
 

Food, Beverage & Tobacco - 0.7%

  
39,397  

Calavo Growers, Inc.

     2,917,348  
9,593  

Hostess Brands, Inc.*

     146,581  
1,183  

Post Holdings, Inc.*

     98,425  
2,030  

TreeHouse Foods, Inc.*

     172,205  
    

 

 

 
       3,334,559  
    

 

 

 
 

Health Care Equipment & Services - 9.3%

  
186,842  

Acadia Healthcare Co., Inc.*

     9,889,547  
34,783  

Align Technology, Inc.*

     5,816,761  
2,983  

Anika Therapeutics, Inc.*

     152,610  
300  

Atrion Corp.

     189,660  
4,413  

Cardiovascular Systems, Inc.*

     139,230  
6,041  

Globus Medical, Inc. Class A*

     185,761  
60,729  

HealthEquity, Inc.*

     2,785,639  
1,257  

ICU Medical, Inc.*

     216,078  
250,709  

Insulet Corp.*

     12,613,170  
3,083  

Integra LifeSciences Holdings Corp.*

     153,102  
2,281  

Medidata Solutions, Inc.*

     175,204  
6,875  

Natus Medical, Inc.*

     242,000  
1,751  

NuVasive, Inc.*

     115,198  
4,228  

Omnicell, Inc.*

     209,709  
294,315  

OraSure Technologies, Inc.*

     5,162,285  
3,496  

Orthofix International N.V.*

     151,656  
1,666  

U.S. Physical Therapy, Inc.

     105,125  
96,581  

Veeva Systems, Inc. Class A*

     6,158,005  
703  

WellCare Health Plans, Inc.*

     124,424  
    

 

 

 
       44,585,164  
    

 

 

 
 

Insurance - 0.0%

  
3,135  

James River Group Holdings Ltd.

     125,902  
    

 

 

 
 

Materials - 2.9%

  
3,515  

Boise Cascade Co.*

     106,680  
12,528  

Graphic Packaging Holding Co.

     165,244  
46,842  

Ingevity Corp.*

     2,740,257  
128,964  

KapStone Paper & Packaging Corp.

     2,948,117  
4,954  

Louisiana-Pacific Corp.*

     124,395  


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

12,001  

OMNOVA Solutions, Inc.*

   $ 112,809  
535,858  

Platform Specialty Products Corp.*

     7,507,371  
5,510  

PolyOne Corp.

     201,556  
4,173  

Summit Materials, Inc. Class A*

     118,680  
    

 

 

 
       14,025,109  
    

 

 

 
 

Pharmaceuticals, Biotechnology & Life Sciences - 12.5%

  
111,292  

Aerie Pharmaceuticals, Inc.*

     6,043,156  
1,177  

Agios Pharmaceuticals, Inc.*

     65,841  
4,560  

Alder Biopharmaceuticals, Inc.*

     49,020  
12,736  

Amicus Therapeutics, Inc.*

     164,931  
8,258  

Aratana Therapeutics, Inc.*

     55,741  
2,600  

Arena Pharmaceuticals, Inc.*

     61,776  
43,195  

Bluebird Bio, Inc.*

     4,071,129  
67,849  

Blueprint Medicines Corp.*

     3,550,538  
3,800  

Calithera Biosciences, Inc.*

     58,140  
5,108  

Catalent, Inc.*

     177,248  
3,765  

Coherus Biosciences, Inc.*

     49,133  
6,158  

Cytokinetics, Inc.*

     86,520  
79,202  

Dermira, Inc.*

     2,180,431  
129,760  

Exact Sciences Corp.*

     5,034,688  
71,737  

Five Prime Therapeutics, Inc.*

     2,018,679  
3,692  

Flexion Therapeutics, Inc.*

     84,178  
51,119  

Galapagos N.V. ADR*

     4,056,293  
120,176  

Global Blood Therapeutics, Inc.*

     3,136,594  
2,135  

GlycoMimetics, Inc.*

     24,382  
2,449  

INC Research Holdings, Inc. Class A*

     134,695  
6,236  

Intersect ENT, Inc.*

     170,866  
74,562  

Ionis Pharmaceuticals, Inc.*

     3,907,049  
172,740  

Ironwood Pharmaceuticals, Inc.*

     3,066,135  
1,766  

Jounce Therapeutics, Inc.*

     22,799  
400  

Kala Pharmaceuticals, Inc.*

     8,032  
1,837  

Loxo Oncology, Inc.*

     132,833  
3,465  

Medicines Co.*

     133,229  
220,618  

MiMedx Group, Inc.*

     3,300,445  
4,655  

NanoString Technologies, Inc.*

     70,803  
50,582  

Neurocrine Biosciences, Inc.*

     2,429,453  
138,272  

Otonomy, Inc.*

     2,599,514  
63,735  

Portola Pharmaceuticals, Inc.*

     3,932,449  
21,357  

Sage Therapeutics, Inc.*

     1,703,221  
25,410  

TESARO, Inc.*

     3,243,841  
61  

Trevena, Inc.*

     159  
54,338  

Ultragenyx Pharmaceutical, Inc.*

     3,603,696  
    

 

 

 
       59,427,637  
    

 

 

 
 

Real Estate - 3.9%

  
57,700  

Coresite Realty Corp. REIT

     6,265,066  
5,012  

HFF, Inc. Class A REIT

     184,041  
345,821  

Kennedy-Wilson Holdings, Inc. REIT

     6,951,002  
167,724  

LaSalle Hotel Properties REIT

     4,954,567  
8,976  

Sunstone Hotel Investors, Inc. REIT

     146,129  
    

 

 

 
       18,500,805  
    

 

 

 
 

Retailing - 1.7%

  
3,136,600  

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

     62,732  
1,155  

Burlington Stores, Inc.*

     100,520  
4,024  

Core-Mark Holding Co., Inc.

     147,560  
3,508  

Five Below, Inc.*

     169,471  
5,062  

Michaels Cos., Inc.*

     101,949  
26,907  

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

     1,191,193  
81,731  

Wayfair, Inc. Class A*

     6,240,162  
    

 

 

 
       8,013,587  
    

 

 

 
 

Semiconductors & Semiconductor Equipment - 5.2%

  
151,660  

Advanced Micro Devices, Inc.*

     2,064,093  
67,225  

Cavium, Inc.*

     4,163,916  
2,086  

Cirrus Logic, Inc.*

     128,164  


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

6,400  

Integrated Device Technology, Inc.*

   $ 167,296  
112,238  

MACOM Technology Solutions Holdings, Inc.*

     6,796,011  
4,327  

MaxLinear, Inc. Class A*

     113,367  
3,361  

MKS Instruments, Inc.

     281,148  
415,843  

Tower Semiconductor Ltd.*

     10,874,294  
    

 

 

 
       24,588,289  
    

 

 

 
 

Software & Services - 17.2%

  
127,744  

2U, Inc.*

     6,610,752  
2,351  

Aspen Technology, Inc.*

     133,701  
2,237  

Blackbaud, Inc.

     206,565  
142,778  

Blackhawk Network Holdings, Inc.*

     6,232,260  
32,200  

BroadSoft, Inc.*

     1,418,410  
1,116  

CACI International, Inc. Class A*

     139,612  
4,122  

Cardtronics plc Class A*

     129,019  
1,532  

Cass Information Systems, Inc.

     101,051  
2,700  

Cloudera, Inc.*

     46,575  
29,288  

CoStar Group, Inc.*

     8,070,308  
24,649  

Coupa Software, Inc.*

     757,464  
56,724  

EPAM Systems, Inc.*

     4,874,293  
1,947  

Exlservice Holdings, Inc.*

     112,050  
61,869  

Fair Isaac Corp.

     8,819,426  
5,336  

Five9, Inc.*

     117,712  
3,939  

Globant S.A.*

     181,076  
111,916  

GoDaddy, Inc. Class A*

     4,810,150  
3,986  

GrubHub, Inc.*

     183,874  
56,992  

Guidewire Software, Inc.*

     4,112,543  
102,505  

HubSpot, Inc.*

     7,416,237  
2,299  

j2 Global, Inc.

     194,564  
1,639  

LogMeIn, Inc.

     190,861  
1,936  

MAXIMUS, Inc.

     116,857  
188,582  

Mimecast Ltd.*

     5,291,611  
84,199  

Paylocity Holding Corp.*

     3,828,528  
2,962  

Pegasystems, Inc.

     179,053  
32,868  

Proofpoint, Inc.*

     2,801,668  
2,017  

PTC, Inc.*

     111,318  
1,842  

Q2 Holdings, Inc.*

     71,654  
667,714  

Telogis Escrow*(1)(2)(3)

     106,834  
63,932  

Trade Desk, Inc. Class A*

     3,408,215  
627  

Tyler Technologies, Inc.*

     107,725  
22,466  

Ultimate Software Group, Inc.*

     5,070,801  
98,033  

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

     394,093  
1,500  

WEX, Inc.*

     163,020  
21,730  

Wix.com Ltd.*

     1,340,741  
3,994  

Zendesk, Inc.*

     117,104  
88,052  

Zillow Group, Inc. Class C*

     3,976,428  
    

 

 

 
       81,944,153  
    

 

 

 
 

Technology Hardware & Equipment - 4.4%

  
2,110  

Acacia Communications, Inc.*

     92,355  
30,243  

Arista Networks, Inc.*

     4,514,977  
5,973  

Ciena Corp.*

     153,805  
2,455  

ePlus, Inc.*

     198,610  
1,943  

Fabrinet*

     87,454  
123,002  

II-VI, Inc.*

     4,686,376  
3,117  

Itron, Inc.*

     227,541  
133,847  

Oclaro, Inc.*

     1,309,024  
1,831  

Rogers Corp.*

     216,003  
94,450  

Zebra Technologies Corp. Class A*

     9,607,454  
    

 

 

 
       21,093,599  
    

 

 

 
 

Telecommunication Services - 0.0%

  
7,341  

ORBCOMM, Inc.*

     85,229  
11,394  

Vonage Holdings Corp.*

     75,314  
    

 

 

 
       160,543  
    

 

 

 

 


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

 

Transportation - 2.5%

    
2,072  

Genesee & Wyoming, Inc. Class A*

     $ 135,012  
157,884  

Knight Transportation, Inc.

       5,628,565  
6,030  

Marten Transport Ltd.

       96,179  
73,017  

Spirit Airlines, Inc.*

       2,836,710  
128,055  

Swift Transportation Co.*

       3,265,402  
      

 

 

 
    11,961,868  
      

 

 

 
 

Total Common Stocks
(cost $361,904,538)

     $ 428,263,818  
      

 

 

 

Exchange Traded Funds - 7.0%

    
 

Other Investment Pools & Funds - 7.0%

    
78,813  

iShares Russell 2000 ETF

     $ 11,152,828  
131,526  

iShares Russell 2000 Growth ETF

       22,367,311  
      

 

 

 
    33,520,139  
      

 

 

 
 

Total Exchange Traded Funds
(cost $33,140,373)

     $ 33,520,139  
      

 

 

 

Preferred Stocks - 2.2%

    
 

Consumer Services - 0.2%

    
177,795  

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

     $ 407,151  
160,456  

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

       494,204  
      

 

 

 
    901,355  
      

 

 

 
 

Pharmaceuticals, Biotechnology & Life Sciences - 0.1%

    
92,973  

Sancilio & Co., Inc. *(1)(2)(3)

       303,092  
      

 

 

 
 

Retailing - 0.4%

    
47,489  

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

       1,683,960  
      

 

 

 
 

Software & Services - 1.5%

    
106,123  

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

       1,743,159  
263,189  

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

       2,602,939  
658,164  

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

       3,001,228  
      

 

 

 
    7,347,326  
      

 

 

 
 

Total Preferred Stocks
(cost $11,754,787)

     $ 10,235,733  
      

 

 

 
 

Total Long-Term Investments
(cost $406,799,698)

     $ 472,019,690  
      

 

 

 

Short-Term Investments - 0.9%

    
 

Other Investment Pools & Funds - 0.9%

    
4,430,409  

Morgan Stanley Institutional Liquidity Funds, Institutional Class

     $ 4,430,409  
      

 

 

 
 

Total Short-Term Investments
(cost $4,430,409)

     $ 4,430,409  
      

 

 

 
 

Total Investments
(cost $411,230,107)^

     99.9   $ 476,450,099  
 

Other Assets and Liabilities

     0.1     415,953  
    

 

 

   

 

 

 
 

Total Net Assets

     100.0   $     476,866,052  
    

 

 

   

 

 

 

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.


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

^    Aggregate cost for federal income tax purposes was substantially the same for book purposes; and net unrealized appreciation consisted of:
Unrealized Appreciation    $ 77,600,781  
Unrealized Depreciation      (12,380,789
  

 

 

 
Net Unrealized Appreciation    $         65,219,992  
  

 

 

 

 

* 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 July 31, 2017, the aggregate value of these securities was $11,990,585, which represented 2.5% of total net assets.
(2) The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

    

    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  
 

07/2015

     177,795      DraftKings, Inc. Series D Preferred      957,589  
 

07/2015

     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  
 

07/2017

     667,714      Telogis Escrow       
 

11/2013

     26,907      Tory Burch LLC      2,108,912  
 

04/2017

     98,033      Veracode, Inc.       
 

01/2015

     658,164      Zuora, Inc. Series F Preferred      2,500,562  
          

 

 

 
           $         15,228,178  
          

 

 

 

At July 31, 2017, the aggregate value of these securities was $11,990,585, which represents 2.5% of total net assets.

 

(3) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2017, the aggregate fair value of these securities was $11,990,585, which represented 2.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR    American Depositary Receipt
ETF    Exchange Traded Fund
REIT    Real Estate Investment Trust


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

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

Assets

 

Common Stocks

           

Automobiles & Components

   $ 459,791      $ 459,791      $             —      $  

Banks

     24,688,179        24,688,179                

Capital Goods

     38,762,807        38,762,807                

Commercial & Professional Services

     15,061,816        15,061,816                

Consumer Durables & Apparel

     18,438,020        18,438,020                

Consumer Services

     29,963,020        29,963,020                

Diversified Financials

     361,396        361,396                

Energy

     6,342,284        6,342,284                

Food & Staples Retailing

     6,425,290        6,425,290                

Food, Beverage & Tobacco

     3,334,559        3,334,559                

Health Care Equipment & Services

     44,585,164        44,585,164                

Insurance

     125,902        125,902                

Materials

     14,025,109        14,025,109                

Pharmaceuticals, Biotechnology & Life Sciences

     59,427,637        59,427,637                

Real Estate

     18,500,805        18,500,805                

Retailing

     8,013,587        6,759,662               1,253,925  

Semiconductors & Semiconductor Equipment

     24,588,289        24,588,289                

Software & Services

     81,944,153        81,443,226               500,927  

Technology Hardware & Equipment

     21,093,599        21,093,599                

Telecommunication Services

     160,543        160,543                

Transportation

     11,961,868        11,961,868                

Exchange Traded Funds

     33,520,139        33,520,139                

Preferred Stocks

     10,235,733                      10,235,733  

Short-Term Investments

     4,430,409        4,430,409                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     476,450,099      $     464,459,514      $      $     11,990,585  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 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 period ended July 31, 2017:

 

    

Common

Stocks

   

Preferred

Stocks

   

Total

 
  

 

 

 

Beginning balance

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

Purchases

     -       -       -  

Sales

     (3,724,427     (8,699,285     (12,423,712

Accrued discounts/(premiums)

     -       -       -  

Total realized gain/(loss)

     (627,204     3,894,642       3,267,438  

Net change in unrealized appreciation/depreciation

     (2,145,514     (3,213,473     (5,358,986

Transfers into Level 3

     -       -       -  

Transfers out of Level 3

     -       (2,902,521     (2,902,521
  

 

 

 

Ending balance

   $         1,754,852     $         10,235,733     $         11,990,585  
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at July 31, 2017 was $(2,178,526)

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


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount

   Market Value    
Asset & Commercial Mortgage Backed Securities - 10.8%  
   Asset-Backed - Finance & Insurance - 1.7%  

        $          250,000

  

Apidos CLO
4.31%01/19/2025(1)(2)

   $ 250,625  

745,000

  

Atrium CDO Corp.
4.30%07/16/2025(1)(2)

     751,077  
  

CIFC Funding Ltd.

 

750,000

  

3.92%, 12/05/2024(1)(2)

     750,404  

250,000

  

6.97%, 12/05/2024(1)(2)

     250,373  

1,757,900

  

GSAMP Trust
1.32%01/25/2037(1)

     1,090,593  

1,165,000

  

Magnetite CLO Ltd.
6.45%01/18/2027(1)(2)

     1,159,958  

513,810

  

SoFi Consumer Loan Program LLC
3.09%10/27/2025(2)

     519,878  

869,000

  

Sound Point CLO Ltd.
5.90%07/15/2025(1)(2)

     862,764  

1,515,000

  

Vericrest Opportunity Loan Trust
5.38%04/25/2059(2)(3)

     1,511,394  
     

 

 

 
        7,147,066  
     

 

 

 
   Asset-Backed - Home Equity - 1.4%  
  

GSAA Home Equity Trust

 

1,074,520

  

1.30%, 12/25/2046(1)

     611,080  

1,554,794

  

1.31%, 02/25/2037(1)

     867,655  

988,270

  

1.33%, 03/25/2037(1)

     547,719  

1,271,866

  

1.41%, 11/25/2036(1)

     638,150  

1,118,733

  

1.46%, 04/25/2047(1)

     764,846  

527,104

  

5.88%, 09/25/2036(3)

     267,588  

2,637,220

  

Morgan Stanley Mortgage Loan Trust
1.40%11/25/2036(1)

     1,106,309  
  

Soundview Home Loan Trust

 

1,565,937

  

1.47%, 07/25/2036(1)

     1,221,649  

115,000

  

1.48%, 11/25/2036(1)

     91,556  
     

 

 

 
        6,116,552  
     

 

 

 
   Commercial Mortgage - Backed Securities - 2.2%  

625,000

  

Banc of America Commercial Mortgage Trust
3.12%09/15/2048(1)(2)

     386,798  

180,000

  

Citigroup Commercial Mortgage Trust
4.40%03/10/2047(1)(2)

     134,603  

781,000

  

Commercial Mortgage Pass-Through Certificates
4.75%10/15/2045(1)(2)

     497,997  

495,000

  

Commercial Mortgage Trust
4.57%10/15/2045(1)(2)

     221,107  
  

FREMF Mortgage Trust

 

495,000

  

3.88%, 02/25/2024(1)(2)

     466,278  

295,000

  

3.97%, 07/25/2049(1)(2)

     284,649  

1,230,000

  

3.98%, 03/25/2027(1)(2)

     1,165,772  

495,000

  

4.21%, 05/25/2027(1)(2)

     470,231  
  

GS Mortgage Securities Trust

 

465,167

  

3.67%, 04/10/2047(2)

     167,195  

1,795,000

  

4.83%, 11/10/2045(1)(2)

     1,707,557  
  

JP Morgan Chase Commercial Mortgage Securities Trust

 

670,000

  

2.73%, 10/15/2045(1)(2)

     283,028  

485,000

  

4.38%, 12/15/2047(1)(2)

     383,472  

390,000

  

Morgan Stanley Bank of America Merrill Lynch Trust
4.50%08/15/2045(2)

     276,063  

365,000

  

Morgan Stanley Capital I Trust
5.16%07/15/2049(1)(2)

     309,492  

710,000

  

VNDO Mortgage Trust
3.95%12/13/2029(1)(2)

     729,346  
  

WF-RBS Commercial Mortgage Trust

 

665,000

  

3.02%, 11/15/2047(2)

     281,174  

1,750,000

  

4.80%, 11/15/2045(1)(2)

     1,448,350  

170,000

  

5.00%, 06/15/2044(1)(2)

     141,342  
     

 

 

 
        9,354,454  
     

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

   Whole Loan Collateral CMO - 5.5%  
  

Alternative Loan Trust

 

        $          218,099

  

1.50%, 01/25/2036(1)

   $ 203,726  

297,345

  

1.55%, 11/25/2035(1)

     255,567  

1,000,192

  

5.75%, 05/25/2036

     771,751  

798,285

  

6.00%, 05/25/2036

     669,784  

290,451

  

Angel Oak Mortgage Trust LLC
3.64%01/25/2047(1)(2)

     291,181  

182,734

  

Banc of America Mortgage Trust
3.22%09/25/2035(1)

     175,301  

503,415

  

Bear Stearns Adjustable Rate Mortgage Trust
2.83%10/25/2035(1)

     494,121  

318,082

  

Bear Stearns Mortgage Funding Trust
1.41%10/25/2036(1)

     282,226  

1,050,000

  

Chase Mortgage Finance Trust
5.50%11/25/2035

     1,003,428  

822,308

  

CHL Mortgage Pass-Through Trust
3.18%09/25/2047(1)

     764,926  

1,378,000

  

Connecticut Avenue Securities
5.48%04/25/2029(1)

     1,547,861  
  

Fannie Mae Connecticut Avenue Securities

 

425,000

  

4.78%, 07/25/2029(1)

     455,702  

880,000

  

5.58%, 05/25/2029(1)

     979,915  

89,705

  

GMACM Mortgage Loan Trust
3.86%04/19/2036(1)

     82,966  

644,980

  

GreenPoint Mortgage Funding Trust
2.13%10/25/2045(1)

     501,901  

1,132,242

  

GSR Mortgage Loan Trust
3.38%01/25/2036(1)

     1,098,561  
  

HarborView Mortgage Loan Trust

 

257,688

  

1.42%, 01/19/2038(1)

     242,082  

2,167,598

  

1.47%, 12/19/2036(1)

     1,898,476  

55,448

  

Impac CMB Trust
3.48%02/25/2036(1)

     54,147  

616,496

  

IndyMac IMSC Mortgage Loan Trust
1.38%03/25/2047(1)

     475,893  
  

IndyMac Index Mortgage Loan Trust

 

339,525

  

1.52%, 01/25/2036(1)

     279,279  

1,259,546

  

1.63%, 07/25/2046(1)

     894,691  
  

JP Morgan Mortgage Trust

 

301,261

  

3.04%, 11/25/2035(1)

     289,652  

824,292

  

3.37%, 05/25/2036(1)

     762,097  

131,490

  

Lehman XS Trust
1.47%06/25/2047(1)

     114,032  

963,166

  

LSTAR Securities Investment Ltd.
0.03%11/01/2021(1)(2)

     961,280  
  

LSTAR Securities Investment Trust

 

594,465

  

3.23%, 09/01/2021(1)(2)

     596,310  

1,107,943

  

3.23%, 02/01/2022(1)(2)

     1,101,903  

345,989

  

3.23%, 04/01/2022(1)(2)

     340,992  

68,081

  

Luminent Mortgage Trust
1.43%10/25/2046(1)

     63,954  

230,182

  

MASTR Adjustable Rate Mortgages Trust
3.32%11/21/2034(1)

     235,663  

475,372

  

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.05%06/25/2036(1)

     430,713  
  

Residential Accredit Loans, Inc.

 

229,550

  

1.53%, 04/25/2036(1)

     202,357  

1,316,297

  

2.10%, 11/25/2037(1)

     1,137,208  

1,035,172

  

Springleaf Mortgage Loan Trust
3.52%12/25/2065(1)(2)

     1,033,192  

1,340,868

  

Structured Asset Mortgage Investments Trust
1.46%02/25/2036(1)

     1,192,562  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

        $              56,838

  

WaMu Mortgage Pass-Through Certificates Trust
1.78%08/25/2046(1)

   $ 51,618  

757,968

  

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1.83%07/25/2036(1)

     504,065  

155,381

  

Wells Fargo Alternative Loan Trust
3.29%12/28/2037(1)

     152,035  
  

Wells Fargo Commercial Mortgage Trust

 

685,000

  

2.88%, 05/15/2048(1)(2)

     431,146  

205,000

  

3.36%, 09/15/2058(2)

     126,196  
     

 

 

 
     23,150,460  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $45,058,420)

   $ 45,768,532  
     

 

 

 

Corporate Bonds - 12.5%

  
   Aerospace/Defense - 0.0%  
  

DAE Funding LLC

 

        $              30,000

  

4.50%, 08/01/2022(2)(4)

   $ 30,525  

30,000

  

5.00%, 08/01/2024(2)(4)

     30,638  
     

 

 

 
     61,163  
     

 

 

 
   Auto Parts & Equipment - 0.0%  

200,000

  

Adient Global Holdings Ltd.
4.88%08/15/2026(2)

     202,850  
     

 

 

 
   Chemicals - 0.0%  

5,000

  

Versum Materials, Inc.
5.50%09/30/2024(2)

     5,313  
     

 

 

 
   Commercial Banks - 5.2%  

EUR           715,000

  

Allied Irish Banks plc
7.38%12/03/2020(1)(5)(6)

     932,117  
  

Banco Bilbao Vizcaya Argentaria S.A.

 

800,000

  

7.00%, 02/19/2019(1)(5)(6)

     994,392  

        $          1,000,000

  

9.00%, 05/09/2018(1)(5)(6)

     1,043,424  

EUR         1,000,000

  

Banco de Sabadell S.A.
6.50%05/18/2022(1)(6)

     1,209,915  

525,000

  

Bank of Ireland
7.38%06/18/2020(1)(5)(6)

     692,613  
  

Barclays plc

 

        $            200,000

  

7.88%, 03/15/2022(1)(5)(6)

     218,710  

EUR           675,000

  

8.00%, 12/15/2020(1)(6)

     895,952  

        $            555,000

  

BNP Paribas S.A.
7.63%03/30/2021(1)(2)(6)

     614,663  

EUR           600,000

  

Caixa Geral de Depositos S.A.
10.75%03/30/2022(1)(6)

     752,897  

350,000

  

Cooperatieve Rabobank UA
5.50%06/29/2020(1)(5)(6)

     444,783  

        $          1,650,000

  

Credit Agricole S.A.
8.13%12/23/2025(1)(2)(6)

     1,969,687  

2,140,000

  

Credit Suisse Group AG
6.25%12/18/2024(1)(2)(6)

     2,297,174  

895,000

  

Goldman Sachs Group, Inc.
5.15%05/22/2045

     1,011,282  

975,000

  

HSBC Holdings plc
6.00%05/22/2027(1)(6)

     1,022,629  
  

Intesa Sanpaolo S.p.A.

 

450,000

  

7.70%, 09/17/2025(1)(2)(6)

     478,688  

EUR            550,000

  

7.75%, 01/11/2027(1)(5)(6)

     742,623  

        $              165,000

  

Radian Group, Inc.
7.00%03/15/2021

     184,594  
  

Royal Bank of Scotland Group plc

 

615,000

  

7.50%, 08/10/2020(1)(6)

     649,594  

350,000

  

8.63%, 08/15/2021(1)(6)

     386,533  

GBP            200,000

  

Santander UK Group Holdings plc
7.38%06/24/2022(1)(5)(6)

     284,117  
  

Societe Generale S.A.

 

        $             850,000

  

7.38%, 09/13/2021(1)(2)(6)

     928,625  

1,475,000

  

8.25%, 11/29/2018(1)(5)(6)

     1,565,034  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  

UBS Group AG

 

$            950,000

  

6.88%, 03/22/2021(1)(5)(6)

   $ 1,024,337  

600,000

  

7.00%, 02/19/2025(1)(5)(6)

     672,750  

750,000

  

7.13%, 02/19/2020(1)(5)(6)

     803,437  

495,000

  

Zenith Bank plc
7.38%05/30/2022(2)

     488,070  
     

 

 

 
                    22,308,640  
     

 

 

 
   Commercial Services - 0.6%  

1,874,000

  

Acwa Power Management And Investments One Ltd.
5.95%12/15/2039(2)

     1,896,788  

175,000

  

Cardtronics, Inc.
5.13%08/01/2022

     178,500  
  

United Rentals North America, Inc.

 

70,000

  

4.63%, 07/15/2023

     73,325  

280,000

  

5.50%, 07/15/2025

     295,400  
     

 

 

 
        2,444,013  
     

 

 

 
   Construction Materials - 0.2%  

181,000

  

Eagle Materials, Inc.
4.50%08/01/2026

     189,145  

505,000

  

Standard Industries, Inc.
6.00%10/15/2025(2)

     539,719  
     

 

 

 
        728,864  
     

 

 

 
   Diversified Financial Services - 0.2%  
  

Navient Corp.

 

245,000

  

5.88%, 03/25/2021

     258,627  

270,000

  

6.63%, 07/26/2021

     289,575  

80,000

  

7.25%, 09/25/2023

     87,524  
     

 

 

 
        635,726  
     

 

 

 
   Electric - 0.5%  

280,000

  

Abu Dhabi National Energy Co. PJSC
4.38%06/22/2026(5)

     289,456  
  

AES Corp.

 

310,000

  

4.88%, 05/15/2023

     316,975  

215,000

  

5.50%, 03/15/2024

     224,675  

40,000

  

5.50%, 04/15/2025

     41,900  

1,070,000

  

Eskom Holdings SOC Ltd.
5.75%01/26/2021(5)

     1,075,938  

130,000

  

NRG Energy, Inc.
6.25%07/15/2022

     136,338  
     

 

 

 
        2,085,282  
     

 

 

 
   Engineering & Construction - 0.3%  

1,355,000

  

SBA Tower Trust
3.60%04/09/2043(2)

     1,355,738  
     

 

 

 
   Entertainment - 0.1%  
  

WMG Acquisition Corp.

 

180,000

  

4.88%, 11/01/2024(2)

     184,950  

45,000

  

5.00%, 08/01/2023(2)

     46,575  
     

 

 

 
        231,525  
     

 

 

 
   Environmental Control - 0.1%  
  

Clean Harbors, Inc.

 

60,000

  

5.13%, 06/01/2021

     61,200  

201,000

  

5.25%, 08/01/2020

     203,764  
     

 

 

 
        264,964  
     

 

 

 
   Forest Products & Paper - 0.1%  

285,000

  

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

     296,400  
     

 

 

 
   Gas - 0.0%  
  

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

30,000

  

5.50%, 05/20/2025

     30,300  

70,000

  

5.63%, 05/20/2024

     72,625  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$                75,000

  

5.88%, 08/20/2026

   $ 76,875  
     

 

 

 
     179,800  
     

 

 

 
   Healthcare-Services - 0.3%  
  

Community Health Systems, Inc.

 

180,000

  

5.13%, 08/01/2021

     181,125  

130,000

  

6.25%, 03/31/2023

     133,250  

310,000

  

HCA, Inc.
7.50%02/15/2022

     358,050  

340,000

  

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

     361,250  

320,000

  

Tenet Healthcare Corp.
6.00%10/01/2020

     342,800  
     

 

 

 
     1,376,475  
     

 

 

 
   Home Builders - 0.1%  

170,000

  

Meritage Homes Corp.
6.00%06/01/2025

     183,387  

220,000

  

Toll Brothers Finance Corp.
4.88%11/15/2025

     229,350  
     

 

 

 
     412,737  
     

 

 

 
   Insurance - 0.1%  

295,000

  

CNO Financial Group, Inc.
5.25%05/30/2025

     313,437  
  

Genworth Holdings, Inc.

 

110,000

  

4.90%, 08/15/2023

     91,850  

50,000

  

7.20%, 02/15/2021

     47,375  

125,000

  

MGIC Investment Corp.
5.75%08/15/2023

     136,250  
     

 

 

 
     588,912  
     

 

 

 
   Internet - 0.1%  

240,000

  

Baidu, Inc.
2.88%07/06/2022

     241,118  
     

 

 

 
   Iron/Steel - 0.4%  
  

ArcelorMittal

 

275,000

  

6.13%, 06/01/2025

     313,844  

160,000

  

7.25%, 03/01/2041

     184,800  

910,000

  

Koks OAO Via Koks Finance DAC
7.50%05/04/2022(2)

     937,715  

210,000

  

Steel Dynamics, Inc.
5.50%10/01/2024

     224,700  
     

 

 

 
                 1,661,059  
     

 

 

 
   IT Services - 0.0%  

175,000

  

NCR Corp.
5.00%07/15/2022

     179,375  
     

 

 

 
   Machinery - Construction & Mining - 0.0%  

175,000

  

Oshkosh Corp.
5.38%03/01/2025

     184,187  
     

 

 

 
   Machinery-Diversified - 0.1%  

215,000

  

CNH Industrial N.V.
4.50%08/15/2023

     227,900  
     

 

 

 
   Media - 0.7%  

215,000

  

Altice U.S. Finance Corp.
5.50%05/15/2026(2)

     227,900  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

30,000

  

5.13%, 02/15/2023

     31,050  

225,000

  

5.25%, 09/30/2022

     232,031  

70,000

  

5.75%, 09/01/2023

     72,713  

10,000

  

5.75%, 01/15/2024

     10,525  

215,000

  

Columbus Cable Barbados Ltd.
7.38%03/30/2021(2)

     229,512  

200,000

  

CSC Holdings LLC
5.50%04/15/2027(2)

     213,000  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

     

DISH DBS Corp.

  

$

     275,000     

5.88%, 11/15/2024

   $ 298,306  
     150,000     

6.75%, 06/01/2021

     165,750  
     495,000     

Liberty Interactive LLC
8.25%02/01/2030

     539,550  
     200,000     

SFR Group S.A.
7.38%05/01/2026(2)

     216,500  
     

TEGNA, Inc.

  
     30,000     

4.88%, 09/15/2021(2)

     30,863  
     405,000     

5.50%, 09/15/2024(2)

     421,706  
     

Viacom, Inc.

  
     45,000     

5.88%, 02/28/2057(1)

     46,125  
     65,000     

6.25%, 02/28/2057(1)

     66,788  
     

Videotron Ltd.

  
     110,000     

5.00%, 07/15/2022

     117,700  
     100,000     

5.38%, 06/15/2024(2)

     106,625  
        

 

 

 
                 3,026,644  
        

 

 

 
   Mining - 0.1%  
     255,000     

Kaiser Aluminum Corp.
5.88%05/15/2024

     270,937  
     190,000     

Teck Resources Ltd.
8.50%06/01/2024(2)

     220,400  
        

 

 

 
           491,337  
        

 

 

 
   Multi-National - 0.0%  

INR

     8,060,000     

International Finance Corp.
7.10%03/21/2031

     131,886  
        

 

 

 
   Oil & Gas - 1.6%  

$

     170,000     

Concho Resources, Inc.
5.50%04/01/2023

     175,525  
     

Continental Resources, Inc.

  
     15,000     

3.80%, 06/01/2024

     13,875  
     175,000     

4.50%, 04/15/2023

     170,625  
     45,000     

4.90%, 06/01/2044

     38,475  
     50,000     

5.00%, 09/15/2022

     49,531  
     331,000     

Ecopetrol S.A.
5.88%05/28/2045

     310,213  
     

MEG Energy Corp.

  
     50,000     

6.50%, 01/15/2025(2)

     48,375  
     51,000     

7.00%, 03/31/2024(2)

     41,948  
     

Petrobras Global Finance B.V.

  
     1,335,000     

5.38%, 01/27/2021

     1,371,712  
     180,000     

6.13%, 01/17/2022

     189,162  
     145,000     

6.85%, 06/05/2115

     132,755  
     125,000     

7.38%, 01/17/2027

     135,312  
     

Petroleos Mexicanos

  
     716,000     

5.50%, 06/27/2044

     655,140  
     460,000     

6.50%, 03/13/2027(2)

     506,460  
     170,000     

6.75%, 09/21/2047(2)

     178,840  
     180,000     

QEP Resources, Inc.
5.38%10/01/2022

     176,850  
     75,596     

Shelf Drilling Holdings Ltd.
9.50%11/02/2020(2)

     74,462  
     130,000     

SM Energy Co.
6.75%09/15/2026

     129,350  
     285,000     

State Oil Co. of the Azerbaijan Republic
4.75%03/13/2023(5)

     281,084  
     

WPX Energy, Inc.

  
     95,000     

5.25%, 09/15/2024

     93,575  
     135,000     

6.00%, 01/15/2022

     138,712  
     

YPF S.A.

  
     712,000     

8.50%, 07/28/2025(5)

     790,534  

ARS

     23,755,810     

16.50%, 05/09/2022(2)

     1,252,366  
        

 

 

 
           6,954,881  
        

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

   Packaging & Containers - 0.1%  

$

     205,000     

Owens-Brockway Glass Container, Inc.
5.88%08/15/2023(2)

   $ 227,166  
     260,000     

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%07/15/2023(2)

     273,650  
        

 

 

 
           500,816  
        

 

 

 
   Pharmaceuticals - 0.1%  
     130,000     

Quintiles IMS, Inc.
4.88%05/15/2023(2)

     134,875  
     

Valeant Pharmaceuticals International, Inc.

  
     15,000     

6.50%, 03/15/2022(2)

     15,825  
     115,000     

7.00%, 03/15/2024(2)

     122,475  
        

 

 

 
           273,175  
        

 

 

 
   Pipelines - 0.4%  
     

DCP Midstream Operating L.P.

  
     40,000     

3.88%, 03/15/2023

     39,000  
     145,000     

4.95%, 04/01/2022

     148,806  
     555,000     

Energy Transfer Equity L.P.
7.50%10/15/2020

     627,150  
     30,000     

NGPL PipeCo LLC
4.88%08/15/2027(2)

     30,862  
     200,000     

Southern Gas Corridor CJSC
6.88%03/24/2026(2)

     219,900  
     250,000     

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
6.25%10/15/2022

     265,625  
     

Williams Cos., Inc.

  
     170,000     

3.70%, 01/15/2023

     168,246  
     100,000     

4.55%, 06/24/2024

     103,625  
        

 

 

 
                 1,603,214  
        

 

 

 
   Real Estate Investment Trusts - 0.1%  
     

Equinix, Inc.

  
     100,000     

5.38%, 04/01/2023

     104,000  
     110,000     

5.88%, 01/15/2026

     120,450  
        

 

 

 
           224,450  
        

 

 

 
   Retail - 0.0%  
     30,000     

Lithia Motors, Inc.
5.25%08/01/2025(2)

     30,900  
     135,000     

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%03/01/2027

     133,313  
        

 

 

 
           164,213  
        

 

 

 
   Semiconductors - 0.1%  
     

Sensata Technologies B.V.

  
     55,000     

5.00%, 10/01/2025(2)

     57,888  
     245,000     

5.63%, 11/01/2024(2)

     266,437  
        

 

 

 
           324,325  
        

 

 

 
   Software - 0.2%  
     

First Data Corp.

  
     300,000     

5.00%, 01/15/2024(2)

     312,000  
     140,000     

5.38%, 08/15/2023(2)

     146,125  
     

MSCI, Inc.

  
     20,000     

4.75%, 08/01/2026(2)

     20,750  
     45,000     

5.25%, 11/15/2024(2)

     48,038  
     105,000     

5.75%, 08/15/2025(2)

     113,662  
     125,000     

Open Text Corp.
5.88%06/01/2026(2)

     135,312  
        

 

 

 
           775,887  
        

 

 

 
   Telecommunications - 0.6%  
     390,000     

AT&T, Inc.
4.75%05/15/2046

     374,505  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

    1,040,000     

Mobile Telesystems OJSC via MTS International Funding Ltd.
5.00%05/30/2023(2)

   $ 1,060,800  
    250,000     

Nokia Oyj
6.63%05/15/2039

     290,000  
    329,000     

Sprint Communications, Inc.
7.00%03/01/2020(2)

     359,432  
    200,000     

Sprint Corp.
7.13%06/15/2024

     219,250  
    

Telecom Italia Capital S.A.

  
    125,000     

6.00%, 09/30/2034

     138,250  
    40,000     

6.38%, 11/15/2033

     45,300  
       

 

 

 
          2,487,537  
       

 

 

 
   Transportation - 0.1%  
    340,000     

Russian Railways via RZD Capital plc
5.70%04/05/2022(5)

     364,650  
       

 

 

 
    

Total Corporate Bonds
(cost $50,421,885)

   $ 52,995,056  
       

 

 

 

Foreign Government Obligations - 22.8%

  
   Argentina - 2.3%  
    

Argentina Treasury Bill

  

$

    154,148     

2.77%, 11/10/2017(7)

   $ 152,912  
    157,631     

2.76%, 11/24/2017(7)

     156,186  
    364,331     

2.76%, 01/26/2018(7)

     358,983  
    913,833     

3.09%, 12/15/2017(7)

     903,841  
    1,743,221     

2.97%, 06/15/2018(7)

     1,694,177  
    519,058     

3.04%, 05/24/2018(7)

     506,367  
    917,770     

3.35%, 04/27/2018(7)

     896,327  
    

Argentine Republic Government International Bond

  

EUR

    3,150,000     

2.26%, 12/31/2038(3)

     2,293,676  

$

    1,450,000     

6.88%, 01/26/2027

     1,490,600  
    160,000     

7.13%, 06/28/2117(2)

     145,280  
    918,335     

8.28%, 12/31/2033

     998,689  
    200,000     

City of Buenos Aires Argentina
8.95%02/19/2021(5)

     221,390  
    150,045     

Provincia de Buenos Aires
9.95%06/09/2021(2)

     170,028  
       

 

 

 
                9,988,456  
       

 

 

 
   Australia - 0.1%  

AUD

    280,000     

Australia Government Bond
5.75%05/15/2021(5)

     254,244  
       

 

 

 
   Austria - 0.2%  
    

Austria Government Bond

  

EUR

    80,000     

0.75%, 10/20/2026(2)(5)

     95,831  
    420,000     

1.65%, 10/21/2024(2)(5)

     546,220  
    350,000     

1.95%, 06/18/2019(2)(5)

     433,744  
       

 

 

 
          1,075,795  
       

 

 

 
   Azerbaijan - 0.1%  

$

    400,000     

Republic of Azerbaijan International Bond
4.75%03/18/2024(5)

     407,208  
       

 

 

 
   Belgium - 0.3%  
    

Belgium Government Bond

  

EUR

    85,000     

0.80%, 06/22/2027(2)(5)

     100,343  
    430,000     

2.60%, 06/22/2024(2)(5)

     589,474  
    350,000     

3.75%, 09/28/2020(2)(5)

     469,187  
       

 

 

 
          1,159,004  
       

 

 

 
   Brazil - 0.7%  
    

Brazil Notas do Tesouro Nacional

  

BRL

    571,901     

6.00%, 08/15/2050(8)

     200,455  
    1,164,000     

10.00%, 01/01/2021

     382,210  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

     2,630,000     

Brazilian Government International Bond
5.00%01/27/2045

   $ 2,356,480  
        

 

 

 
           2,939,145  
        

 

 

 
   Bulgaria - 0.2%  

EUR

     615,000     

Bulgaria Government International Bond
3.13%03/26/2035(5)

     754,581  
        

 

 

 
   Canada - 0.1%  
     

Canadian Government Bond

  

CAD

     575,000     

1.75%, 09/01/2019

     465,230  
     165,000     

2.25%, 06/01/2025

     135,295  
        

 

 

 
           600,525  
        

 

 

 
   Cayman Islands - 0.1%  
     

KSA Sukuk Ltd.

  

$

     200,000     

2.89%, 04/20/2022(5)

     199,754  
     200,000     

2.89%, 04/20/2022(2)

     199,754  
        

 

 

 
           399,508  
        

 

 

 
   Chile - 0.0%  

CLP

     25,000,000     

Bonos de la Tesoreria de la Republica en pesos
6.00%01/01/2020

     41,043  
        

 

 

 
   Colombia - 0.6%  
     

Colombia Government International Bond

  

$

     2,070,000     

2.63%, 03/15/2023

     2,026,013  
     205,000     

5.00%, 06/15/2045

     207,665  

COP

     444,000,000     

Colombian TES
10.00%07/24/2024

     177,682  
        

 

 

 
                 2,411,360  
        

 

 

 
   Costa Rica - 0.1%  

$

     365,000     

Costa Rica Government International Bond
7.16%03/12/2045(5)

     386,900  
        

 

 

 
   Croatia - 0.5%  

EUR

     1,715,000     

Croatia Government International Bond
3.00%03/11/2025(5)

     2,124,655  
        

 

 

 
   Denmark - 0.1%  
     

Denmark Government Bond

  

DKK

     500,000     

1.75%, 11/15/2025

     88,556  
     1,745,000     

4.00%, 11/15/2019

     306,905  
        

 

 

 
           395,461  
        

 

 

 
   Dominican Republic - 0.3%  
     

Dominican Republic International Bond

  

$

     565,000     

5.50%, 01/27/2025(5)

     594,663  
     360,000     

5.88%, 04/18/2024(5)

     387,000  
     360,000     

7.45%, 04/30/2044(5)

     422,100  
        

 

 

 
           1,403,763  
        

 

 

 
   Finland - 0.1%  
     

Finland Government Bond

  

EUR

     150,000     

1.13%, 09/15/2018(2)(5)

     181,209  
     225,000     

1.50%, 04/15/2023(2)(5)

     288,843  
        

 

 

 
           470,052  
        

 

 

 
   France - 0.9%  
     

France Government Bond OAT

  
     630,000     

0.00%, 05/25/2020(5)(9)

     755,005  
     115,000     

0.00%, 05/25/2022(5)(9)

     136,662  
     445,000     

0.50%, 11/25/2019(5)

     539,171  
     450,000     

1.00%, 11/25/2018(5)

     543,639  
     1,265,000     

3.00%, 04/25/2022(5)

     1,719,528  
        

 

 

 
           3,694,005  
        

 

 

 
   Ghana - 0.1%  

$

     520,000     

Ghana Government International Bond
8.13%01/18/2026(5)

     536,292  
        

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

   Honduras - 0.0%  

$

     150,000     

Honduras Government International Bond
6.25%01/19/2027(2)

   $ 157,812  
        

 

 

 
   Hungary - 1.1%  
     

Hungary Government International Bond

  
     3,242,000     

5.38%, 02/21/2023

     3,634,516  
     1,100,000     

6.38%, 03/29/2021

     1,239,438  
        

 

 

 
           4,873,954  
        

 

 

 
   Indonesia - 1.2%  
     

Indonesia Government International Bond

  
     390,000     

3.85%, 07/18/2027(2)

     393,839  
     335,000     

4.75%, 01/08/2026(5)

     361,503  
     200,000     

4.75%, 07/18/2047(2)

     206,812  
     200,000     

5.13%, 01/15/2045(5)

     216,880  
     775,000     

6.63%, 02/17/2037(5)

     978,408  
     1,460,000     

7.75%, 01/17/2038(5)

     2,063,951  

IDR

     3,848,000,000     

Indonesia Treasury Bond
8.38%09/15/2026

     312,340  
     

Perusahaan Penerbit SBSN Indonesia III

  

$

     200,000     

3.40%, 03/29/2022(2)

     203,000  
     200,000     

4.15%, 03/29/2027(2)

     203,760  
        

 

 

 
                 4,940,493  
        

 

 

 
   Ireland - 0.1%  
     

Ireland Government Bond

  

EUR

     205,000     

3.40%, 03/18/2024(5)

     290,409  
     110,000     

4.50%, 10/18/2018

     138,025  
     35,000     

5.40%, 03/13/2025

     56,184  
        

 

 

 
           484,618  
        

 

 

 
   Israel - 0.1%  

$

     200,000     

Israel Government International Bond
4.50%01/30/2043

     212,978  
        

 

 

 
   Italy - 0.9%  
     

Italy Buoni Poliennali Del Tesoro

  

EUR

     745,000     

1.20%, 04/01/2022

     899,022  
     875,000     

1.50%, 08/01/2019

     1,068,765  
     415,000     

3.75%, 09/01/2024

     564,145  
     815,000     

4.75%, 09/01/2021

     1,128,228  
        

 

 

 
           3,660,160  
        

 

 

 
   Ivory Coast - 0.4%  
     

Ivory Coast Government International Bond

  
     100,000     

5.13%, 06/15/2025(2)

     120,688  

$

     652,340     

5.75%, 12/31/2032(3)(5)

     639,424  
     980,000     

6.13%, 06/15/2033(2)

     959,665  
        

 

 

 
           1,719,777  
        

 

 

 
   Japan - 0.5%  
     

Japan Government Five Year Bond

  

JPY

     93,900,000     

0.10%, 06/20/2020

     856,381  
     50,000,000     

0.30%, 09/20/2018

     455,658  
     72,900,000     

Japan Government Ten Year Bond
1.10%03/20/2021

     689,272  
        

 

 

 
           2,001,311  
        

 

 

 
   Malaysia - 0.1%  
     

Malaysia Government Bond

  

MYR

     1,095,000     

3.80%, 09/30/2022

     255,121  
     440,000     

3.96%, 09/15/2025

     101,778  
     575,000     

5.73%, 07/30/2019

     140,156  
        

 

 

 
           497,055  
        

 

 

 
   Mexico - 1.6%  
     

Mexican Bonos

  

MXN

     7,287,400     

6.50%, 06/09/2022

     405,110  
     1,749,000     

8.00%, 06/11/2020

     101,538  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

MXN

     3,162,100     

8.00%, 12/07/2023

   $ 188,785  
     7,330,600     

10.00%, 12/05/2024

     487,622  
     

Mexico Government International Bond

  

$

     520,000     

3.50%, 01/21/2021

     545,740  
     510,000     

4.15%, 03/28/2027

     532,185  
     2,011,000     

4.35%, 01/15/2047

     1,922,516  
     1,240,000     

4.75%, 03/08/2044

     1,254,880  
     1,266,000     

6.05%, 01/11/2040

     1,502,742  
        

 

 

 
           6,941,118  
        

 

 

 
   Mongolia - 0.1%  
     

Mongolia Government International Bond

  
     200,000     

4.13%, 01/05/2018(5)

     200,260  
     255,000     

5.13%, 12/05/2022(5)

     244,729  
        

 

 

 
           444,989  
        

 

 

 
   Morocco - 0.2%  
     

Morocco Government International Bond

  

EUR

     325,000     

3.50%, 06/19/2024(5)

     423,384  

$

     425,000     

5.50%, 12/11/2042(5)

     473,288  
        

 

 

 
           896,672  
        

 

 

 
   Netherlands - 0.4%  
     

Netherlands Government Bond

  

EUR

     435,000     

0.25%, 01/15/2020

     525,648  
     65,000     

0.75%, 07/15/2027(2)(5)

     77,637  
     545,000     

1.25%, 01/15/2019(2)(5)

     663,481  
     340,000     

2.00%, 07/15/2024(2)(5)

     453,394  
        

 

 

 
                 1,720,160  
        

 

 

 
   Nigeria - 0.1%  
     

Nigeria Government International Bond

  

$

     200,000     

7.88%, 02/16/2032(2)

     220,660  
     200,000     

7.88%, 02/16/2032(5)

     220,660  
        

 

 

 
           441,320  
        

 

 

 
   Norway - 0.1%  
     

Norway Government Bond

  

NOK

     375,000     

1.75%, 02/17/2027(2)(5)

     48,065  
     295,000     

2.00%, 05/24/2023(2)(5)

     39,081  
     1,305,000     

3.75%, 05/25/2021(2)(5)

     183,282  
        

 

 

 
           270,428  
        

 

 

 
   Oman - 0.3%  
     

Oman Government International Bond

  

$

     325,000     

3.63%, 06/15/2021(5)

     324,188  
     400,000     

3.88%, 03/08/2022(2)

     401,755  
     325,000     

5.38%, 03/08/2027(2)

     336,375  
     200,000     

5.38%, 03/08/2027(5)

     207,000  
        

 

 

 
           1,269,318  
        

 

 

 
   Panama - 0.3%  
     

Panama Government International Bond

  
     985,000     

3.88%, 03/17/2028

     1,024,400  
     200,000     

4.50%, 05/15/2047

     206,000  
        

 

 

 
           1,230,400  
        

 

 

 
   Paraguay - 0.0%  
     200,000     

Paraguay Government International Bond
4.70%03/27/2027(2)

     207,750  
        

 

 

 
   Peru - 0.1%  

PEN

     135,000     

Peru Government Bond
8.20%08/12/2026

     49,981  

$

     395,000     

Peruvian Government International Bond
5.63%11/18/2050

     486,443  
        

 

 

 
           536,424  
        

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

   Poland - 0.2%  

PLN

     1,100,000     

Poland Government Bond
5.25%10/25/2017

   $ 308,670  
     

Republic of Poland Government Bond

  
     1,410,000     

2.00%, 04/25/2021

     386,483  
     185,000     

2.50%, 07/25/2026

     48,347  
     865,000     

4.00%, 10/25/2023

     255,236  
        

 

 

 
           998,736  
        

 

 

 
   Qatar - 0.2%  

$

     765,000     

Qatar Government International Bond
2.38%06/02/2021(5)

     754,902  
        

 

 

 
   Romania - 0.9%  

RON

     280,000     

Romania Government Bond
5.75%04/29/2020

     80,470  
     

Romanian Government International Bond

  

EUR

     2,078,000     

2.88%, 10/28/2024(5)

     2,676,412  
     720,000     

3.88%, 10/29/2035(5)

     893,887  
        

 

 

 
           3,650,769  
        

 

 

 
   Russia - 1.7%  

RUB

     9,337,000     

Russian Federal Bond - OFZ
7.10%10/16/2024

     149,683  
     

Russian Foreign Bond - Eurobond

  

$

     400,000     

4.25%, 06/23/2027(2)

     403,580  
     1,200,000     

4.75%, 05/27/2026(5)

     1,257,000  
     2,400,000     

4.88%, 09/16/2023(5)

     2,592,192  
     2,100,000     

5.00%, 04/29/2020(5)

     2,223,841  
     200,000     

5.25%, 06/23/2047(2)

     201,733  
     200,000     

5.88%, 09/16/2043(5)

     225,500  
        

 

 

 
           7,053,529  
        

 

 

 
   Senegal - 0.0%  
     200,000     

Senegal Government International Bond
6.25%05/23/2033(2)

     205,500  
        

 

 

 
   Singapore - 0.1%  
     

Singapore Government Bond

  

SGD

     150,000     

2.25%, 06/01/2021

     113,644  
     130,000     

3.00%, 09/01/2024

     102,790  
        

 

 

 
           216,434  
        

 

 

 
   South Africa - 0.2%  
     

Republic of South Africa Government Bond

  

ZAR

     6,605,000     

6.25%, 03/31/2036

     356,679  
     5,140,000     

7.00%, 02/28/2031

     322,677  
     790,000     

8.00%, 01/31/2030

     54,828  
        

 

 

 
           734,184  
        

 

 

 
   Spain - 0.7%  
     

Spain Government Bond

  

EUR

     420,000     

0.25%, 01/31/2019

     501,622  
     270,000     

1.30%, 10/31/2026(2)(5)

     317,682  
     155,000     

1.95%, 04/30/2026(2)(5)

     193,200  
     840,000     

2.75%, 10/31/2024(2)(5)

     1,118,933  
     720,000     

5.50%, 04/30/2021(2)(5)

           1,027,840  
        

 

 

 
           3,159,277  
        

 

 

 
   Sri Lanka - 0.2%  
     

Sri Lanka Government International Bond

  

$

     245,000     

6.20%, 05/11/2027(2)

     252,351  
     400,000     

6.85%, 11/03/2025(5)

     431,473  
        

 

 

 
           683,824  
        

 

 

 
   Supranational - 0.1%  

INR

     18,000,000     

International Finance Corp.
7.80%06/03/2019

     290,419  
        

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

   Sweden - 0.1%  
     

Sweden Government Bond

  

SEK

     500,000     

1.00%, 11/12/2026

   $ 63,411  
     1,215,000     

1.50%, 11/13/2023

     161,693  
     2,615,000     

3.75%, 08/12/2017

     324,295  
        

 

 

 
           549,399  
        

 

 

 
   Switzerland - 0.0%  
     

Switzerland Government Bond

  

CHF

     50,000     

2.00%, 05/25/2022(5)

     57,852  
     145,000     

3.00%, 01/08/2018(5)

     152,424  
        

 

 

 
           210,276  
        

 

 

 
   Thailand - 0.1%  

THB

     7,420,000     

Thailand Government Bond
3.63%06/16/2023

     242,315  
        

 

 

 
   Tunisia - 0.1%  
     

Banque Centrale de Tunisie International Bond

  

EUR

     210,000     

5.63%, 02/17/2024(5)

     252,327  

$

     285,000     

5.75%, 01/30/2025(5)

     273,725  
        

 

 

 
           526,052  
        

 

 

 
   Turkey - 2.0%  

TRY

     780,000     

Turkey Government Bond
9.40%07/08/2020

     214,096  
     

Turkey Government International Bond

  

$

     2,395,000     

3.25%, 03/23/2023

     2,269,694  
     200,000     

4.88%, 10/09/2026

     199,500  
     2,860,000     

4.88%, 04/16/2043

     2,576,402  
     940,000     

5.75%, 03/22/2024

     1,003,422  
     380,000     

5.75%, 05/11/2047

     377,559  
     695,000     

6.00%, 03/25/2027

     748,332  
     1,100,000     

6.75%, 04/03/2018

     1,132,375  
     175,000     

6.88%, 03/17/2036

     198,597  
        

 

 

 
           8,719,977  
        

 

 

 
   Ukraine - 0.8%  
     

Ukraine Government International Bond

  
     520,000     

7.75%, 09/01/2019(5)

     540,249  
     930,000     

7.75%, 09/01/2021(2)

     960,225  
     100,000     

7.75%, 09/01/2025(5)

     99,150  
     1,825,000     

7.75%, 09/01/2027(5)

     1,791,037  
        

 

 

 
                 3,390,661  
        

 

 

 
   United Kingdom - 0.3%  
     

United Kingdom Gilt

  

GBP

     295,000     

0.50%, 07/22/2022(5)

     387,606  
     120,000     

1.50%, 01/22/2021(5)

     164,443  
     315,000     

1.75%, 07/22/2019(5)

     427,722  
     170,000     

2.00%, 07/22/2020(5)

     235,450  
        

 

 

 
           1,215,221  
        

 

 

 
   Uruguay - 0.1%  
     

Uruguay Government International Bond

  

$

     145,000     

7.63%, 03/21/2036

     198,360  

UYU

     1,485,000     

9.88%, 06/20/2022(2)

     55,867  
        

 

 

 
           254,227  
        

 

 

 
   Venezuela - 0.6%  
     

Venezuela Government International Bond

  

$

     4,139,000     

7.75%, 10/13/2019(5)

     1,769,422  
     2,115,300     

12.75%, 08/23/2022(5)

     941,309  
        

 

 

 
           2,710,731  
        

 

 

 
     

Total Foreign Government Obligations
(cost $94,764,404)

   $ 97,115,167  
        

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Municipal Bonds - 1.7%

  
   General - 0.8%  

$

     915,000     

Chicago, IL, Transit Auth
6.90%12/01/2040

   $ 1,179,243  
     

Puerto Rico Commonwealth Government Employees Retirement System

  
     3,090,000     

6.15%, 07/01/2038

     1,320,975  
     1,990,000     

6.30%, 07/01/2043

     850,725  
        

 

 

 
           3,350,943  
        

 

 

 
   General Obligation - 0.9%  
     1,480,000     

City of Chicago, IL, GO
7.05%01/01/2029

     1,604,394  
     2,130,000     

Illinois State, GO
5.10%06/01/2033

     2,135,687  
        

 

 

 
           3,740,081  
        

 

 

 
     

Total Municipal Bonds
(cost $7,102,178)

   $ 7,091,024  
        

 

 

 

Senior Floating Rate Interests - 22.9%(10)

  
   Advertising - 0.1%  

$

     582,007     

Acosta Holdco, Inc.
4.48%09/26/2021

   $ 529,382  
        

 

 

 
   Aerospace/Defense - 0.7%  
     682,301     

Fly Funding II S.a.r.l.
3.43%02/09/2023

     683,153  
     625,000     

MacDonald, Dettwiler and Associates Ltd.
0.00%07/06/2024(11)

     624,869  
     1,633,310     

TransDigm, Inc. 4.26%05/14/2022

     1,639,843  
        

 

 

 
               2,947,865  
        

 

 

 
   Agriculture - 0.2%  
     778,164     

Pinnacle Operating Corp.
8.48%11/15/2021

     718,829  
        

 

 

 
   Airlines - 0.1%  
     587,325     

Delta Air Lines, Inc.
3.72%10/18/2018

     590,849  
        

 

 

 
   Auto Manufacturers - 0.1%  
     579,137     

Jaguar Holding Co.
4.02%08/18/2022

     582,901  
        

 

 

 
   Auto Parts & Equipment - 0.1%  
     440,000     

USI, Inc.
4.18%05/16/2024

     438,627  
        

 

 

 
     

Biotechnology - 0.1%

  
     509,673     

Sterigenics-Nordion Holdings LLC
4.23%05/15/2022

     509,459  
        

 

 

 
   Chemicals - 0.5%  
     491,340     

Chemours Co.
3.73%05/12/2022

     494,617  
     

Diamond (BC) B.V.

  
     575,000     

0.00%, 07/12/2024(11)

     575,477  

EUR

     150,000     

0.00%, 07/25/2024(11)

     178,362  

$

     151,525     

Ineos U.S. Finance LLC
4.01%03/31/2022

     152,310  
     507,491     

MacDermid, Inc.
4.23%06/07/2023

     509,937  
     269,654     

Minerals Technologies, Inc.
3.50%02/14/2024

     270,665  
        

 

 

 
           2,181,368  
        

 

 

 
   Coal - 0.2%  
     255,032     

Ascent Resources - Marcellus LLC
5.47%08/04/2020

     155,995  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$

     897,750     

Foresight Energy LLC
7.05%03/28/2022

   $ 865,207  
        

 

 

 
           1,021,202  
        

 

 

 
      Commercial Services - 1.7%   
     240,000     

Ascend Learning LLC
4.53%07/05/2022

     241,874  
     

Brickman Group Ltd. LLC

  
     987,213     

4.23%, 12/18/2020

     991,290  
     124,043     

7.73%, 12/17/2021

     124,300  
     397,005     

Camelot UK Holdco Ltd.
4.73%10/03/2023

     401,273  
     155,000     

Capital Automotive L.P.
7.24%03/24/2025

     157,423  
     318,400     

DigitalGlobe, Inc.
3.98%01/15/2024

     318,601  
     155,338     

KAR Auction Services, Inc.
3.81%03/09/2023

     156,243  
     660,027     

PSAV Holdings LLC
4.70%04/27/2024

     664,152  
     1,002,850     

Quikrete Holdings, Inc.
3.98%11/15/2023

     1,006,039  
     629,421     

Russell Investment Group
6.97%06/01/2023

     636,899  
     379,050     

Team Health Holdings, Inc.
3.98%02/06/2024

     377,511  

EUR

     600,000     

Techem GmbH
0.00%07/31/2024(11)

     716,055  

$

     870,000     

Tempo Acquisition LLC
4.23%05/01/2024

     876,708  
     497,500     

Xerox Business Services LLC
5.23%12/07/2023

     503,221  
        

 

 

 
                 7,171,589  
        

 

 

 
      Distribution/Wholesale - 0.6%   
     746,910     

FPC Holdings, Inc.
5.30%11/19/2019

     739,441  
     569,264     

Nexeo Solutions LLC
5.02%06/09/2023

     576,619  
     851,492     

PowerTeam Services LLC
4.55%05/06/2020

     848,299  
     442,775     

Univar, Inc.
3.98%07/01/2022

     444,989  
        

 

 

 
           2,609,348  
        

 

 

 
      Diversified Financial Services - 0.8%   
     379,050     

AlixPartners LLP
4.30%04/04/2024

     381,832  
     543,638     

EVO Payments International LLC
6.24%12/22/2023

     548,737  
     725,000     

Fortress Investment Group LLC
1.38%06/14/2022

     733,613  
     250,000     

NAB Holdings LLC
4.80%07/01/2024

     250,938  
     124,375     

NFP Corp.
4.80%01/08/2024

     125,023  
     199,000     

RP Crown Parent LLC
4.73%10/12/2023

     201,239  
     797,463     

SAM Finance Lux S.a.r.l.
4.50%12/17/2020

     801,450  
     500,000     

Telenet Financing USD LLC
3.98%06/30/2025

     502,500  
        

 

 

 
           3,545,332  
        

 

 

 
      Electric - 0.5%   
     399,828     

Calpine Corp.
4.05%05/31/2023

     401,103  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        715,000

 

Chief Exploration & Development LLC
7.93%05/16/2021

   $ 694,744  

360,000

 

Helix Gen Funding LLC
4.96%06/02/2024

     363,240  
 

Pike Corp.

  

139,650

 

    4.99%, 03/10/2024

     141,570  

115,000

 

    9.24%, 09/02/2024

     116,438  

602,901

 

Seadrill Partners Finco LLC
4.30%02/21/2021

     411,980  
    

 

 

 
               2,129,075  
    

 

 

 
  Electronics - 0.1%   

474,572

 

Ceridian LLC
4.73%09/15/2020

     474,572  
    

 

 

 
  Energy-Alternate Sources - 0.1%   
 

TEX Operations Co. LLC

  

85,000

 

    3.98%, 08/04/2023

     85,234  
    

 

 

 

363,175

 

    3.98%, 08/04/2023

     364,173  
    

 

 

 
       449,407  
    

 

 

 
  Engineering & Construction - 0.2%   

800,000

 

Brand Energy & Infrastructure Services, Inc.
5.51%06/21/2024

     806,000  
    

 

 

 
  Entertainment - 0.3%   

683,288

 

Eldorado Resorts LLC
3.56%04/17/2024

     681,579  

541,345

 

Scientific Games International, Inc.
5.23%10/01/2021

     541,854  
    

 

 

 
       1,223,433  
    

 

 

 
  Environmental Control - 0.1%   

419,261

 

Advanced Disposal Services, Inc.
3.94%11/10/2023

     422,472  

185,000

 

HD Supply Waterworks Ltd.
0.00%08/01/2024(11)

     186,099  
    

 

 

 
       608,571  
    

 

 

 
  Food - 0.7%   

1,161,720

 

Albertsons LLC
3.98%08/25/2021

     1,158,095  

524,020

 

Hostess Brands LLC
3.73%08/03/2022

     528,416  

453,863

 

JBS USA LLC
3.80%10/30/2022

     449,751  

760,000

 

Post Holdings, Inc.
3.49%05/24/2024

     763,086  
    

 

 

 
       2,899,348  
    

 

 

 
  Healthcare-Products - 0.5%   

395,000

 

Air Medical Group Holdings, Inc.
5.23%04/28/2022

     392,286  

518,388

 

Alere, Inc.
4.49%06/18/2022

     518,953  

284,452

 

American Renal Holdings, Inc.
0.00%06/14/2024(11)

     282,794  

485,000

 

INC Research LLC
0.00%06/27/2024(11)

     488,434  

260,000

 

Kinetic Concepts, Inc.
4.55%02/02/2024

     260,730  

213,388

 

Revlon Consumer Products Corp.
4.73%09/07/2023

     192,463  
    

 

 

 
       2,135,660  
    

 

 

 
  Healthcare-Services - 1.4%   

175,050

 

CDRH Parent, Inc.
5.32%07/01/2021

     138,872  
 

Community Health Systems, Inc.

  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        198,060

 

    3.96%, 12/31/2019

   $         197,991  

547,708

 

    4.21%, 01/27/2021

     546,646  

648,180

 

Envision Healthcare Corp.
4.30%12/01/2023

     651,830  

213,388

 

Genoa, a QoL Healthcare Co. LLC
4.98%10/28/2023

     215,344  

661,675

 

inVentiv Health, Inc.
4.95%11/09/2023

     662,032  

1,000,144

 

MPH Acquisition Holdings LLC
4.30%06/07/2023

     1,007,145  

200,539

 

Opal Acquisition, Inc.
5.30%11/27/2020

     189,134  

538,017

 

Ortho-Clinical Diagnostics, Inc.
5.05%06/30/2021

     539,862  
 

Surgery Center Holdings, Inc.

  

190,000

 

    0.00%, 06/06/2024(11)

     191,663  

258,378

 

    4.98%, 11/03/2020

     260,156  

355,000

 

Teladoc, Inc.
8.50%06/17/2022

     355,000  

773,225

 

U.S. Renal Care, Inc.
5.55%12/31/2022

     758,402  
    

 

 

 
       5,714,077  
    

 

 

 
  Household Products/Wares - 0.1%   

260,000

 

Galleria Co.
4.25%09/29/2023

     261,789  
    

 

 

 
  Insurance - 1.2%   
 

Asurion LLC

  

375,000

 

    0.00%, 07/11/2025(11)

     384,259  

298,164

 

    4.23%, 11/03/2023

     300,400  

1,156,984

 

    4.48%, 08/04/2022

     1,160,698  

1,585,000

 

    8.73%, 03/03/2021

     1,586,981  

388,800

 

Evertec Group LLC
3.73%04/17/2020

     387,342  

99,486

 

HUB International Ltd.
4.42%10/02/2020

     100,139  
 

Sedgwick Claims Management Services, Inc.

  

987,245

 

    3.98%, 03/01/2021

     988,834  

375,000

 

    6.98%, 02/28/2022

     378,750  
    

 

 

 
       5,287,403  
    

 

 

 
  Leisure Time - 0.7%   
 

Delta 2 (LUX) S.a.r.l.

  

2,253,002

 

    4.50%, 02/01/2024

     2,264,672  

243,000

 

    8.00%, 07/29/2022

     243,260  

235,000

 

Hayward Industries, Inc.
0.00%07/18/2024(11)

     236,763  

383,714

 

Town Sports International LLC
4.73%11/15/2020

     355,895  
    

 

 

 
       3,100,590  
    

 

 

 
  Lodging - 0.7%   

436,060

 

Boyd Gaming Corp.
3.69%09/15/2023

     437,739  
 

Caesars Entertainment Operating Co.

  

1,251,442

 

    0.00%, 03/01/2022(11)

     1,505,648  

550,000

 

    0.00%, 03/31/2024(11)

     552,409  

446,232

 

Caesars Growth Properties Holdings LLC
4.23%05/08/2021

     449,467  
    

 

 

 
       2,945,263  
    

 

 

 
  Machinery-Construction & Mining - 0.3%   

969,052

 

American Rock Salt Holdings LLC
4.98%05/20/2021

     969,052  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        375,090

 

Neff Rental LLC
7.66%06/09/2021

   $ 376,654  
    

 

 

 
               1,345,706  
    

 

 

 
  Machinery-Diversified - 0.3%   

335,923

 

Gardner Denver, Inc.
4.55%07/30/2020

     337,462  

1,024,643

 

Gates Global LLC
4.55%04/01/2024

     1,031,847  
    

 

 

 
       1,369,309  
    

 

 

 
  Media - 1.3%   

854,672

 

Advantage Sales & Marketing, Inc.
4.55%07/23/2021

     835,015  

962,813

 

Charter Communications Operating LLC
3.48%01/15/2024

     969,234  

515,700

 

Getty Images, Inc.
4.80%10/18/2019

     479,343  

711,178

 

ION Media Networks, Inc.
4.13%12/18/2020

     716,960  

284,288

 

Numericable Group S.A.
4.06%07/31/2025

     283,577  

496,250

 

Numericable U.S. LLC
4.56%01/14/2025

     498,553  

862,105

 

Tribune Media Co.
4.23%01/27/2024

     864,476  

921,824

 

Virgin Media Bristol LLC
3.98%01/31/2025

     926,322  
    

 

 

 
       5,573,480  
    

 

 

 
  Metal Fabricate/Hardware - 0.2%   

684,419

 

Rexnord LLC
4.05%08/21/2023

     687,533  
    

 

 

 
  Miscellaneous Manufacturing - 0.2%   

825,742

 

Sram LLC
4.79%03/15/2024

     834,000  
    

 

 

 
  Oil & Gas - 0.5%   

275,000

 

BCP Raptor LLC
5.51%06/24/2024

     276,031  

355,000

 

California Resources Corp.
11.60%12/31/2021

     381,803  

345,000

 

Chesapeake Energy Corp.
8.69%08/23/2021

     370,099  

268,125

 

Drillships Ocean Ventures, Inc.
7.75%07/25/2021

     236,218  

277,070

 

Peabody Energy Corp.
5.73%03/31/2022

     279,356  

619,198

 

Pinnacle Holdco S.a.r.l.
4.80%07/30/2019

     539,476  
    

 

 

 
       2,082,983  
    

 

 

 
  Oil & Gas Services - 0.2%   

882,975

 

Crosby U.S. Acquisition Corp.
4.17%11/23/2020

     802,183  

261,313

 

Paragon Offshore Finance Co.
6.00%07/18/2021

     98,319  
    

 

 

 
       900,502  
    

 

 

 
  Packaging & Containers - 1.0%   
 

Berry Plastics Group, Inc.

  

444,710

 

    3.47%, 01/06/2021

     445,870  

639,797

 

    3.73%, 10/01/2022

     642,517  

389,025

 

Flex Acquisition Co., Inc.
4.55%12/29/2023

     391,110  

199,000

 

Proampac PG Borrower LLC
5.20%11/18/2023

     201,736  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        1,884,576

  

Reynolds Group Holdings, Inc.
4.23%02/05/2023

   $         1,892,378  

649,556

  

Signode Industrial Group U.S., Inc.
4.01%05/04/2021

     651,589  
     

 

 

 
        4,225,200  
     

 

 

 
   Pharmaceuticals - 0.3%   

225,000

  

Albany Molecular Research, Inc.
0.00%07/19/2024(11)

     226,688  

705,000

  

Endo Luxembourg Finance Co. I S.a r.l.
5.50%04/29/2024

     715,575  

389,482

  

Valeant Pharmaceuticals International, Inc.
5.98%04/01/2022

     396,695  
     

 

 

 
        1,338,958  
     

 

 

 
   Real Estate - 0.4%   
  

DTZ U.S. Borrower LLC

  

1,447,051

  

    4.49%, 11/04/2021

     1,454,286  

22,553

  

    9.56%, 11/04/2022

     22,553  
     

 

 

 
        1,476,839  
     

 

 

 
   REITS - 0.2%   

804,813

  

MGM Growth Properties Operating Partnership L.P.
3.48%04/25/2023

     807,734  
     

 

 

 
   Retail - 1.8%   

447,939

  

B.C. Unlimited Liability Co.
3.51%02/16/2024

     447,697  

1,245,000

  

Bass Pro Group LLC
6.30%12/16/2023

     1,212,580  

417,563

  

Harbor Freight Tools USA, Inc.
4.48%08/18/2023

     419,279  

510,089

  

J. Crew Group, Inc.
4.31%03/05/2021

     272,668  

915,978

  

Michaels Stores, Inc.
3.98%01/30/2023

     916,097  

813,723

  

Neiman Marcus Group Ltd. LLC
4.47%10/25/2020

     600,348  

890,281

  

Party City Holdings, Inc.
4.32%08/19/2022

     893,245  
  

Rite Aid Corp.

  

745,000

  

    5.12%, 06/21/2021

     747,794  

325,000

  

    5.99%, 08/21/2020

     329,062  

1,751,631

  

U.S. Foods, Inc.
3.99%06/27/2023

     1,763,910  
     

 

 

 
        7,602,680  
     

 

 

 
   Semiconductors - 0.1%   

351,755

  

ON Semiconductor Corp.
3.48%03/31/2023

     352,986  
     

 

 

 
   Software - 2.6%   

550,000

  

Almonde, Inc.
4.74%06/13/2024

     554,279  

280,000

  

CCC Information Services, Inc.
4.24%04/27/2024

     280,526  

548,625

  

Change Healthcare Holdings, Inc.
3.98%03/01/2024

     551,642  

555,807

  

Dell, Inc.
3.74%09/07/2023

     558,953  

1,132,530

  

Epicor Software Corp.
4.99%06/01/2022

     1,137,128  
  

First Data Corp.

  

1,337,640

  

    3.48%, 07/08/2022

     1,341,225  

2,203,504

  

    3.73%, 04/26/2024

     2,215,315  

239,400

  

Global Payments, Inc.
3.23%04/22/2023

     240,128  

664,286

  

Go Daddy Operating Co. LLC
3.73%02/15/2024

     667,149  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        135,000

  

Hyland Software, Inc.
4.48%07/01/2022

   $ 136,519  

633,327

  

Infor U.S., Inc.
4.05%02/01/2022

     633,441  

205,000

  

iPayment, Inc.
7.31%04/06/2023

     206,537  

54,171

  

MA FinanceCo LLC
3.98%06/21/2024

     54,188  

365,829

  

Seattle Spinco, Inc.
4.03%06/21/2024

     365,942  

756,748

  

SS&C Technologies, Inc.
3.48%07/08/2022

     760,887  

1,227,600

  

WEX, Inc.
3.98%06/30/2023

     1,240,220  
     

 

 

 
            10,944,079  
     

 

 

 
   Telecommunications - 1.4%   

810,746

  

Entravision Communications Corp.
3.80%05/31/2020

     809,732  

300,000

  

GTT Communications, Inc.
4.50%01/09/2024

     301,050  

1,000,000

  

Level 3 Financing, Inc.
3.48%02/22/2024

     1,003,910  

418,478

  

LTS Buyer LLC
4.55%04/13/2020

     419,943  

1,291,763

  

Sprint Communications, Inc.
3.75%02/02/2024

     1,295,961  

430,000

  

Unitymedia Hessen GmbH & Co. KG
0.00%09/30/2025(11)

     428,994  

1,601,866

  

Univision Communications, Inc.
3.98%03/15/2024

     1,595,410  

282,410

  

Zayo Group LLC
3.48%01/19/2024

     283,438  
     

 

 

 
        6,138,438  
     

 

 

 
   Trucking & Leasing - 0.3%   

890,000

  

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.98%03/20/2022

     889,306  

170,000

  

Utility One Source L.P.
6.80%04/07/2023

     172,762  
     

 

 

 
        1,062,068  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $98,168,506)

   $         97,624,434  
     

 

 

 

U.S. Government Agencies - 3.2%

  
   FHLMC - 1.1%   

$        4,700,691

  

    0.23%, 10/25/2020(1)(12)

   $ 25,911  

1,865,000

  

    4.68%, 10/25/2029(1)

     2,008,797  

1,420,000

  

    5.13%, 04/25/2029(1)

     1,575,188  

1,057,000

  

    5.23%, 08/25/2024(1)

     1,152,724  
     

 

 

 
        4,762,620  
     

 

 

 
   FNMA - 2.1%   

$        8,480,000

  

    3.50%, 08/01/2047(4)(13)

   $ 8,730,425  

262,382

  

    5.50%, 06/25/2042(12)

     56,522  
     

 

 

 
        8,786,947  
     

 

 

 
  

Total U.S. Government Agencies
(cost $13,173,018)

   $         13,549,567  
     

 

 

 

U.S. Government Securities - 15.8%

  
   U.S. Treasury Securities - 15.8%   
   U.S. Treasury Bonds - 4.7%   

$        1,668,000

  

    2.88%, 11/15/2046

   $ 1,658,095  

3,222,000

  

    3.00%, 11/15/2045

     3,285,180  

1,335,000

  

    3.75%, 11/15/2043(14)

     1,553,919  

50,000

  

    5.38%, 02/15/2031

     67,031  

4,835,000

  

    6.25%, 05/15/2030

     6,877,788  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        5,475,000

 

    7.88%, 02/15/2021

      $ 6,645,708  
       

 

 

 
          20,087,721  
       

 

 

 
  U.S. Treasury Notes - 11.1%      

647,400

 

    0.88%, 01/31/2018(14)

        646,456  

7,373,700

 

    1.25%, 12/15/2018(14)(15)

        7,368,516  

5,346,000

 

    2.00%, 02/15/2023

        5,364,797  

495,000

 

    2.00%, 02/15/2025

        489,431  

29,458,000

 

    2.13%, 08/31/2020

        29,981,557  

526,000

 

    2.13%, 08/15/2021(14)

        534,465  

2,890,000

 

    2.13%, 05/15/2025

        2,878,599  
       

 

 

 
          47,263,821  
       

 

 

 
          67,351,542  
       

 

 

 
 

Total U.S. Government Securities
(cost $67,234,540)

      $ 67,351,542  
       

 

 

 

Common Stocks - 0.2%

 

  Energy - 0.2%      

83,644,001

 

KCA Deutag*(2)(16)(17)

      $ 752,713  

17,105

 

Templar Energy LLC Class A*(16)(17)

        74,833  
       

 

 

 
          827,546  
       

 

 

 
  Utilities - 0.0%      

500,000

 

TCEH Corp.*(16)(17)

        1  

8,337

 

Vistra Energy Corp.

        136,976  
       

 

 

 
          136,977  
       

 

 

 
 

Total Common Stocks
(cost $1,425,000)

      $ 964,523  
       

 

 

 
 

Total Long-Term Investments
(cost $377,347,951)

      $ 382,459,845  

Short-Term Investments - 15.6%

     
  Foreign Government Obligations - 0.9%      

JPY     435,150,000

 

Japan Treasury Discount Bill
0.09%10/10/2017(7)

      $ 3,947,856  
       

 

 

 
  Other Investment Pools & Funds - 14.7%      

62,444,443

 

Fidelity Institutional Government Fund, Institutional Class

        62,444,443  
       

 

 

 
 

Total Short-Term Investments
(cost $66,265,743)

      $ 66,392,299  
       

 

 

 
 

Total Investments
(cost $443,613,694)^

     105.5%      $         448,852,144  
 

Other Assets and Liabilities

     (5.5)%        (23,437,773
    

 

 

    

 

 

 
 

Total Net Assets

     100.0%      $ 425,414,371  
    

 

 

    

 

 

 

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

      $         12,219,413  

Unrealized Depreciation

        (6,980,963
     

 

 

 

Net Unrealized Appreciation

      $ 5,238,450  
     

 

 

 

 

* 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 July 31, 2017.


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

(2)    Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $53,232,492, which represented 12.5% 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)    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 $8,731,644 at July 31, 2017.
(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 July 31, 2017, the aggregate value of these securities was $53,822,244, which represented 12.7% of total net assets.
(6)    Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(7)    The rate shown represents current yield to maturity.
(8)    The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(9)    Security is a zero-coupon bond.
(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 July 31, 2017.
(11)    Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(12)    Securities disclosed are interest-only strips.
(13)    Represents or includes a TBA transaction.
(14)    This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.
(15)    This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.
(16)    These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2017, the aggregate fair value of these securities was $827,547, 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.
(17)    The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

      Period
Acquired
   Shares/ Par      Security    Cost  
             03/2011                              83,644,001      KCA Deutag    $ 1,133,544  
   10/2016      500,000      TCEH Corp.       
   10/2016      17,105      Templar Energy LLC Class A      146,456  
           

 

 

 
            $     1,280,000  
           

 

 

 
  

 

At July 31, 2017, the aggregate value of these securities was $827,547, which represents 0.2% of total net assets.

 

 

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

Long position contracts:

              

Australian 10-Year Bond Future

     3        09/15/2017      $ 314,965      $ 309,491      $ (5,474

Australian Dollar Future

     48        09/18/2017            3,825,868            3,837,120            11,252  

Australian SPI 200 Index Future

     12        09/15/2017        1,076,352        1,072,761        (3,591

Canadian Dollar Future

     48        09/19/2017        3,828,223        3,857,280        29,057  

Canadian Government 10-Year Bond Future

     3        09/20/2017        347,531        330,355        (17,176

Euro-BTP Future

     8        09/07/2017        1,263,206        1,290,248        27,042  

Euro-OAT Future

     11        09/07/2017        1,948,026        1,937,384        (10,642

Euro-Schatz Future

     9        09/07/2017        1,193,353        1,194,017        664  

Japan 10-Year Bond Future

     6        09/11/2017        817,471        817,125        (346

Japan 10-Year Bond Future

     4        09/12/2017        5,456,962        5,448,229        (8,733


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

U.S. 10-Year Ultra Future

     77        09/20/2017      $ 10,358,311      $ 10,398,609      $ 40,298   

U.S. Treasury 10-Year Note Future

     513        09/20/2017        64,493,191        64,581,891        88,700   

U.S. Treasury 5-Year Note Future

     347        09/29/2017        40,998,618        40,997,508        (1,110)  

U.S. Treasury Long Bond Future

     67        09/20/2017        10,248,725        10,248,906        181   
              

 

 

 

Total

               $ 150,122   
              

 

 

 

Short position contracts:

              

British Pound Future

     74        09/18/2017      $ 5,958,533      $ 6,112,862      $ (154,329)  

Euro BUXL 30-Year Bond Future

     8        09/07/2017        1,573,665        1,535,342        38,323   

Euro FX Future

     42        09/18/2017        5,967,103        6,226,762        (259,659)  

Euro-BOBL Future

     2        09/07/2017        313,444        312,665        779   

Euro-Bund Future

     19        09/07/2017        3,695,403        3,642,613        52,790   

Eurodollar 3-Month Future

     199        09/17/2018            48,896,395            48,926,638        (30,243)  

Japanese Yen Future

     48        09/18/2017        5,389,317        5,454,600        (65,283)  

Long Gilt Future

     73        09/27/2017        12,253,049        12,137,772              115,277   

Swiss Franc Future

     24        09/18/2017        3,115,690        3,112,200        3,490   

U.S. Treasury 2-Year Note Future

     125        09/29/2017        27,002,554        27,042,969        (40,415)  

U.S. Treasury Ultra Long Term Bond Future

     6        09/20/2017        978,927        987,000        (8,073)  
              

 

 

 

Total

               $ (347,343)  
              

 

 

 

Total futures contracts

               $ (197,221)  
              

 

 

 

 

TBA Sale Commitments Outstanding at July 31, 2017  
Description    Principal
Amount
     Maturity Date      Market Value †     Unrealized
Appreciation/
(Depreciation)
 

FNMA, 3.50%

   $ 9,980,000        08/01/2047      $ (10,274,721   $ (62,375
        

 

 

   

 

 

 

Total (proceeds $10,212,346)

         $ (10,274,721   $ (62,375
        

 

 

   

 

 

 

At July 31, 2017, the aggregate market value of TBA Sale Commitments represents (2.4)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2017

 

        Reference Entity    Counter-
party
   Notional
Amount (a)
     (Pay)/Receive
Fixed
Rate/Implied
Credit Spread (b)
  Expiration
Date
   Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

ABX.HE.AA.06

   MSC      USD        195,004      (0.32%)   07/25/45    $ 36,026      $      $ 28,995     $ (7,031

ABX.HE.AAA.06

   MSC      USD        70,980      (0.18%)   07/25/45      1,549               1,357       (192

ABX.HE.AAA.06

   JPM      USD        127,765      (0.18%)   07/25/45      2,764               2,390       (374

ABX.HE.AAA.06

   GSC      USD        13,949      (0.18%)   07/25/45      1,290               259       (1,031

ABX.HE.AAA.06

   GSC      USD        48,267      (0.18%)   07/25/45      4,344               896       (3,448

ABX.HE.AAA.07

   JPM      USD        242,457      (0.09%)   08/25/37      57,175               23,332       (33,843

ABX.HE.AAA.07

   GSC      USD        384,468      (0.09%)   08/25/37      85,846               36,997       (48,849

ABX.HE.AAA.07

   MSC      USD        824,355      (0.09%)   08/25/37      194,888               79,330       (115,558

ABX.HE.AAA.07

   CSI      USD        1,097,985      (0.09%)   08/25/37        281,895                 103,347       (178,548

ABX.HE.PENAAA.06

   JPM      USD        372,519      (0.11%)   05/25/46      42,095               34,449       (7,646

ABX.HE.PENAAA.06

   CSI      USD        585,286      (0.11%)   05/25/46      66,289               54,073       (12,216

CMBX.NA.A.7

   MSC      USD        75,000      (2.00%)   01/17/47      1,010               1,175       165  

CMBX.NA.A.7

   JPM      USD        560,000      (2.00%)   01/17/47      21,414               8,780       (12,634

CMBX.NA.A.9

   DEUT      USD        110,000      (2.00%)   09/17/58      2,613               2,892       279  

CMBX.NA.A.9

   MSC      USD        800,000      (2.00%)   09/17/58      27,929               21,121       (6,808

CMBX.NA.A.9

   DEUT      USD        285,000      (2.00%)   09/17/58      14,340               7,508       (6,832

CMBX.NA.A.9

   MSC      USD        415,000      (2.00%)   09/17/58      18,278               10,956       (7,322

CMBX.NA.AA.7

   CSI      USD        440,000      (1.50%)   01/17/47             (2,043)        (2,109     (66

CMBX.NA.AA.7

   CSI      USD        910,000      (1.50%)   01/17/47      28,051               (4,362     (32,413

CMBX.NA.AA.7

   CSI      USD        1,040,000      (1.50%)   01/17/47      32,058               (4,986     (37,044

CMBX.NA.AA.7

   CSI      USD        1,200,000      (1.50%)   01/17/47      36,990               (5,753     (42,743

CMBX.NA.AA.8

   DEUT      USD        60,000      (1.50%)   10/17/57      778               795       17  

CMBX.NA.AA.8

   MSC      USD        420,000      (1.50%)   10/17/57      16,771               5,565       (11,206

CMBX.NA.AAA.6

   GSC      USD        1,561,114      (0.50%)   05/11/63             (1,475)        (7,215     (5,740

CMBX.NA.AAA.9

   CSI      USD        240,000      (0.50%)   09/17/58      2,642               2,002       (640

CMBX.NA.AJ.4

   CSI      USD        300,951      (0.96%)   02/17/51      73,154               41,700       (31,454


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

CMBX.NA.AS.7

   CSI    USD      960,000        (1.00 %)    01/17/47    $ 17,273            $ (7,661   $ (24,934

CMBX.NA.AS.8

   DEUT    USD      50,000        (1.00 %)    10/17/57             (90     (147     (57

CMBX.NA.AS.8

   DEUT    USD      330,000        (1.00 %)    10/17/57      23,964              (970     (24,934

CMBX.NA.BB.8

   CSI    USD      410,000        (5.00 %)    10/17/57      95,723              99,107       3,384  

CMBX.NA.BB.8

   JPM    USD      230,000        (5.00 %)    10/17/57      53,699              55,598       1,899  

CMBX.NA.BB.8

   JPM    USD      230,000        (5.00 %)    10/17/57      55,110              55,597       487  

CMBX.NA.BB.8

   CSI    USD      30,000        (5.00 %)    10/17/57      7,188              7,251       63  

CMBX.NA.BB.9

   CSI    USD      35,000        (5.00 %)    09/17/58      7,605              6,090       (1,515

CMBX.NA.BB.9

   JPM    USD      205,000        (5.00 %)    09/17/58      39,342              35,726       (3,616

CMBX.NA.BB.9

   CSI    USD      970,000        (5.00 %)    09/17/58      202,466              169,046       (33,420

CMBX.NA.BBB.10

   MSC    USD      295,000        (3.00 %)    11/17/59      19,211              30,462       11,251  

CMBX.NA.BBB.10

   MSC    USD      535,000        (3.00 %)    11/17/59      41,621              55,244       13,623  

CMBX.NA.BBB.10

   DEUT    USD      160,000        (3.00 %)    11/17/59      15,324              16,495       1,171  

CMBX.NA.BBB.10

   MSC    USD      180,000        (3.00 %)    11/17/59      17,618              18,587       969  

CMBX.NA.BBB.7

   GSC    USD      270,000        (3.00 %)    01/17/47      22,982              23,765       783  

CMBX.NA.BBB.7

   CSI    USD      530,000        (3.00 %)    01/17/47      50,792              46,651       (4,141

CMBX.NA.BBB.7

   CSI    USD      570,000        (3.00 %)    01/17/47      54,625              50,172       (4,453

CMBX.NA.BBB.7

   MSC    USD      630,000        (3.00 %)    01/17/47      63,928              55,453       (8,475

CMBX.NA.BBB.7

   MSC    USD      675,000        (3.00 %)    01/17/47      49,866              59,526       9,660  

CMBX.NA.BBB.7

   DEUT    USD      275,000        (3.00 %)    01/17/47      19,817              24,206       4,389  

CMBX.NA.BBB.7

   DEUT    USD      475,000        (3.00 %)    01/17/47      39,204              41,810       2,606  

CMBX.NA.BBB.7

   MSC    USD      380,000        (3.00 %)    01/17/47      31,078              33,448       2,370  

CMBX.NA.BBB.7

   GSC    USD      215,000        (3.00 %)    01/17/47      19,137              18,943       (194

CMBX.NA.BBB.7

   DEUT    USD      280,000        (3.00 %)    01/17/47      26,328              24,646       (1,682

CMBX.NA.BBB.7

   GSC    USD      680,000        (3.00 %)    01/17/47      62,579              59,855       (2,724

CMBX.NA.BBB.7

   DEUT    USD      295,000        (3.00 %)    01/17/47      36,186              25,966       (10,220

CMBX.NA.BBB.7

   GSC    USD      265,000        (3.00 %)    01/17/47      36,462              23,325       (13,137

CMBX.NA.BBB.7

   MSC    USD      1,915,000        (3.00 %)    01/17/47      183,538              168,560       (14,978

CMBX.NA.BBB.9

   MSC    USD      280,000        (3.00 %)    09/17/58      30,407              31,861       1,454  

CMBX.NA.BBB.9

   MSC    USD      125,000        (3.00 %)    09/17/58      14,458              14,203       (255

CMBX.NA.BBB.9

   DEUT    USD      290,000        (3.00 %)    09/17/58      29,994              32,950                 2,956  

CMBX.NA.BBB.9

   GSC    USD      590,000        (3.00 %)    09/17/58      67,381              67,136       (245

CMBX.NA.BBB.9

   CSI    USD      595,000        (3.00 %)    09/17/58      68,493              67,606       (887

CMBX.NA.BBB.9

   MSC    USD      525,000        (3.00 %)    09/17/58      62,358              59,653       (2,705

CMBX.NA.BBB.9

   DEUT    USD      815,000        (3.00 %)    09/17/58      99,454              92,738       (6,716

CMBX.NA.BBB.9

   MSC    USD      1,720,000        (0.50 %)    09/17/58      21,507              14,373       (7,134

CMBX.NA.BBB.9

   JPM    USD      875,000        (3.00 %)    09/17/58      108,649              99,566       (9,083
                

 

 

    

 

 

   

 

 

   

 

 

 

Total

                 $     2,845,556      $ (3,608   $     2,120,331     $ (721,617
                

 

 

    

 

 

   

 

 

   

 

 

 

Sell protection:

                       

ABX.HE.PENAAA.06

   BCLY    USD      957,805        0.11   05/25/46    $      $ (26,223   $ (88,579   $ (62,356

CMBX.NA.AJ.4

   MLI    USD      300,952        0.96   02/17/51             (51,908     (41,717     10,191  

CMBX.NA.BB.6

   GSC    USD      1,155,000        5.00   05/11/63             (211,653     (217,765     (6,112

CMBX.NA.BB.6

   CSI    USD      970,000        5.00   05/11/63             (202,656     (183,154     19,502  

CMBX.NA.BB.6

   CSI    USD      555,000        5.00   05/11/63             (111,910     (104,794     7,116  

CMBX.NA.BB.6

   CSI    USD      375,000        5.00   05/11/63             (73,524     (70,703     2,821  

CMBX.NA.BB.6

   GSC    USD      10,000        5.00   05/11/63             (1,685     (1,888     (203

CMBX.NA.BB.6

   GSC    USD      195,000        5.00   05/11/63             (33,044     (36,819     (3,775

CMBX.NA.BB.6

   CSI    USD      195,000        5.00   05/11/63             (32,831     (36,819     (3,988

CMBX.NA.BB.6

   CSI    USD      725,000        5.00   05/11/63             (132,487     (136,692     (4,205

CMBX.NA.BB.6

   CSI    USD      730,000        5.00   05/11/63             (133,401     (137,634     (4,233

CMBX.NA.BB.6

   CSI    USD      730,000        5.00   05/11/63             (133,401     (137,634     (4,233

CMBX.NA.BB.6

   CSI    USD      730,000        5.00   05/11/63             (133,401     (137,635     (4,234

CMBX.NA.BB.6

   MSC    USD      205,000        5.00   05/11/63             (33,824     (38,708     (4,884

CMBX.NA.BB.6

   CSI    USD      185,000        5.00   05/11/63             (27,647     (34,931     (7,284

CMBX.NA.BB.6

   MSC    USD      2,219,000        5.00   05/11/63             (405,527     (418,372     (12,845

CMBX.NA.BB.6

   CSI    USD      410,000        5.00   05/11/63             (60,492     (77,415     (16,923

CMBX.NA.BB.6

   GSC    USD      550,000        5.00   05/11/63             (59,760     (103,697     (43,937

CMBX.NA.BB.8

   CSI    USD      1,255,000        5.00   10/17/57             (348,745     (303,018     45,727  

CMBX.NA.BB.8

   CSI    USD      1,245,000        5.00   10/17/57             (345,966     (300,604     45,362  

CMBX.NA.BB.8

   GSC    USD      735,000        5.00   10/17/57             (222,064     (177,465     44,599  

CMBX.NA.BB.8

   CSI    USD      805,000        5.00   10/17/57             (223,697     (194,366     29,331  

CMBX.NA.BB.8

   MSC    USD      578,000        5.00   10/17/57             (160,628     (139,558     21,070  

CMBX.NA.BB.8

   MSC    USD      210,000        5.00   10/17/57             (60,002     (50,704     9,298  

CMBX.NA.BB.8

   MSC    USD      180,000        5.00   10/17/57             (51,355     (43,460     7,895  

CMBX.NA.BB.8

   GSC    USD      145,000        5.00   10/17/57             (40,111     (35,010     5,101  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

CMBX.NA.BB.8

     GSC        USD        80,000      5.00%      10/17/57      $      $ (23,488   $ (19,316   $ 4,172  

CMBX.NA.BB.8

     GSC        USD        20,000      5.00%      10/17/57               (2,305     (4,829     (2,524

CMBX.NA.BB.8

     JPM        USD        205,000      5.00%      10/17/57               (44,980     (49,497     (4,517

CMBX.NA.BB.8

     MLI        USD        340,000      5.00%      10/17/57               (42,566     (82,093     (39,527

CMBX.NA.BB.8

     UBS        USD        365,000      5.00%      10/17/57               (41,123     (88,128     (47,005

CMBX.NA.BB.8

     MLI        USD        370,000      5.00%      10/17/57               (33,189     (89,336     (56,147

CMBX.NA.BB.8

     BOA        USD        462,000      5.00%      10/17/57               (31,618     (111,549     (79,931

CMBX.NA.BB.9

     GSC        USD        395,000      5.00%      09/17/58               (107,853     (68,728     39,125  

CMBX.NA.BB.9

     MLI        USD        210,000      5.00%      09/17/58               (57,929     (36,539     21,390  

CMBX.NA.BB.9

     JPM        USD        220,000      5.00%      09/17/58               (59,055     (38,279     20,776  

CMBX.NA.BB.9

     MLI        USD        205,000      5.00%      09/17/58               (55,029     (35,670     19,359  

CMBX.NA.BB.9

     GSC        USD        180,000      5.00%      09/17/58               (48,724     (31,319     17,405  

PrimeX.ARM.2

     MSC        USD        722,116      4.58%      12/25/37        25,880                        10,122       (15,758

PrimeX.ARM.2

     JPM        USD        197,254      4.58%      12/25/37        8,112              2,015       (6,097
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $ 33,992      $ (3,865,801   $ (3,892,287   $ (60,478
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

                  $ 2,879,548      $ (3,869,409   $ (1,771,956   $ (782,095
                 

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

                        

Brazilian Government International Bond

     BCLY        USD        660,000      1.00%/1.87%      12/20/21      $      $ (54,745   $ (22,916   $ 31,829  

Republic of Turkey

     BCLY        USD        637,000      1.00%/1.81%      06/20/22               (26,818     (22,794     4,024  

Republic of Turkey

     MSC        USD        360,000      1.00%/1.81%      06/20/22               (16,299     (12,882     3,417  

Saudi Government International Bond

     BCLY        USD        210,000      1.00%/0.94%      06/20/22               (1,154     801       1,955  

United Mexican States

     BOA        USD        652,000      1.00%/1.02%      06/20/22               (5,362     (2     5,360  

United Mexican States

     MSC        USD        310,000      1.00%/1.02%      06/20/22               (2,193     (1     2,192  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $      $ (106,571   $ (57,794   $       48,777  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

                  $      $ (106,571   $ (57,794   $ 48,777  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

                  $ 2,879,548      $ (3,975,980   $ (1,829,750   $ (733,318
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

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

Notional
Amount (a)

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

Credit default swaps on indices:

                 

Buy protection:

                 

CDX.EM.27

     USD        5,512,000        (1.00 %)      06/20/22      $ (224,650   $ (213,174   $ 11,476  

CDX.EM.27

     USD        770,000        (1.00 %)      06/20/22        34,888       29,779       (5,109

CDX.NA.HY.28

     USD        5,163,000        5.00     06/20/22            368,865             411,563             42,698  

CDX.NA.HY.28

     USD        10,290,000        (5.00 %)      06/20/22        (602,442     (821,093     (218,651

CDX.NA.IG.28

     USD        13,250,000        (1.00 %)      06/20/22        (208,932     (274,690     (65,758

ITRAXX.XOV.27

     EUR        2,030,000        (5.00 %)      06/20/22        (267,961     (292,573     (24,612
             

 

 

   

 

 

   

 

 

 

Total

              $ (900,232   $ (1,160,188   $ (259,956
             

 

 

   

 

 

   

 

 

 

Total

              $ (900,232   $ (1,160,188   $ (259,956
             

 

 

   

 

 

   

 

 

 

 

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


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Cross Currency Swap Contracts Outstanding at July 31, 2017

 

 
    Receive    Pay    Maturity
Date (1)
     Counter-
party
     Notional
Amount of
Currency
Received
     Notional
Amount of
Currency
Delivered
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 
Fixed Rate equal to 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      $             —     $ 26,018     $ 23,381  
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     (10,303     (7,666
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $     2,637      $ (2,637   $     15,715     $     15,715  
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2017

 

Counter-
party
   Payments made
by Fund
        Payments received
by Fund
   Notional
Amount
     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

BCLY

   1.89% Fixed    CPURNSA      USD        20,889,000        07/15/24      $         —      $         —      $     305,470      $     305,470  
                

 

 

    

 

 

    

 

 

    

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2017

 

Payments made
by Fund
   Payments received by
Fund
   Notional Amount      Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

3M USD LIBOR

   2.12% Fixed      USD        2,930,000        06/07/27      $      $      $ 26,196      $ 26,196  

3M USD LIBOR

   2.12% Fixed      USD        2,945,000        06/07/27                      25,521        25,521  

3M USD LIBOR

   2.11% Fixed      USD        2,577,000        06/07/27                      23,984        23,984  

3M USD LIBOR

   2.12% Fixed      USD        2,590,000        06/07/27                      23,038        23,038  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total

               $         —      $         —      $     98,739      $     98,739  
              

 

 

    

 

 

    

 

 

    

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2017

 

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

ARS

     Buy      09/20/17    BOA    $     1,396,914      $ 1,342,904      $ (54,010

ARS

     Sell      09/20/17    BNP      731,354        676,561        54,793  

ARS

     Sell      09/20/17    BOA      689,988        666,343        23,645  

AUD

     Buy      08/08/17    DEUT      533,519        557,544        24,025  

AUD

     Buy      08/08/17    CBA      534,719        556,743        22,024  

AUD

     Buy      08/08/17    GSC      53,222        55,995        2,773  

AUD

     Buy      08/08/17    RBS      38,336        39,996        1,660  

AUD

     Buy      08/08/17    JPM      30,542        31,997        1,455  

AUD

     Sell      08/08/17    NAB      109,912        114,388        (4,476

BRL

     Buy      09/05/17    GSC      856,958        884,469        27,511  

BRL

     Buy      09/05/17    GSC      13,971        14,327        356  

BRL

     Sell      09/05/17    BCLY      175,502        186,255        (10,753

BRL

     Sell      09/05/17    GSC      852,922        898,797        (45,875

CAD

     Buy      08/08/17    JPM      614,597        639,349        24,752  

CAD

     Buy      08/08/17    JPM      57,783        60,165        2,382  

CAD

     Buy      08/08/17    GSC      58,221        60,165        1,944  

CAD

     Buy      08/08/17    JPM      30,983        32,087        1,104  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

CAD

     Buy        09/07/17    GSC      $ 60,008        $ 60,190        $ 182  

CAD

     Sell        08/08/17    ANZ        76,632          79,418          (2,786

CHF

     Sell        08/08/17    UBS        120,440          118,990          1,450  

CNH

     Buy        09/20/17    GSC            4,224,000              4,279,962          55,962  

CNH

     Buy        09/20/17    SCB        367,142          370,918          3,776  

CNH

     Sell        09/20/17    UBS        2,112,000          2,133,781          (21,781

CNH

     Sell        09/20/17    UBS        2,112,000          2,141,922          (29,922

CNY

     Buy        09/20/17    BOA        377,937          383,756          5,819  

DKK

     Buy        09/07/17    GSC        31,768          31,907          139  

DKK

     Sell        08/08/17    JPM        92,304          95,710          (3,406

EGP

     Buy        10/30/17    BOA        387,588          386,538          (1,050

EGP

     Buy        03/06/18    GSC        32,737          32,518          (219

EGP

     Buy        03/06/18    GSC        41,055          40,674          (381

EGP

     Buy        03/06/18    CBK        92,291          89,504          (2,787

EGP

     Buy        03/29/18    CBK        244,778          249,374          4,596  

EGP

     Sell        03/06/18    GSC        160,165          162,696          (2,531

EGP

     Sell        03/29/18    GSC        245,906          249,374          (3,468

EUR

     Buy        08/08/17    BCLY        3,788,764          3,928,330          139,566  

EUR

     Buy        08/08/17    MSC        3,796,184          3,928,330                132,146  

EUR

     Buy        08/08/17    GSC        1,107,446          1,148,773          41,327  

EUR

     Buy        08/08/17    GSC        280,153          290,154          10,001  

EUR

     Buy        08/08/17    ANZ        281,574          290,154          8,580  

EUR

     Buy        08/08/17    TDB        102,825          106,587          3,762  

EUR

     Buy        08/08/17    SSG        145,634          148,037          2,403  

EUR

     Buy        08/08/17    ANZ        122,481          124,352          1,871  

EUR

     Buy        09/20/17    NAB        349,493          362,064          12,571  

EUR

     Sell        08/08/17    RBC        102,903          106,587          (3,684

EUR

     Sell        08/08/17    CSFB        165,188          171,724          (6,536

EUR

     Sell        08/08/17    BOA        692,544          716,503          (23,959

EUR

     Sell        08/31/17    JPM        175,805          177,882          (2,077

EUR

     Sell        08/31/17    BCLY        705,472          711,529          (6,057

EUR

     Sell        08/31/17    DEUT        6,459,315          6,576,892          (117,577

EUR

     Sell        09/07/17    BOA        311,298          311,998          (700

EUR

     Sell        09/20/17    MSC        114,591          118,710          (4,119

EUR

     Sell        09/20/17    GSC        198,297          202,993          (4,696

EUR

     Sell        09/20/17    GSC        279,490          286,090          (6,600

EUR

     Sell        09/20/17    HSBC        455,601          480,773          (25,172

EUR

     Sell        09/20/17    BCLY        8,464,177          8,956,617          (492,440

GBP

     Buy        08/08/17    DEUT        1,506,094          1,530,911          24,817  

GBP

     Buy        08/08/17    GSC        122,476          125,376          2,900  

GBP

     Buy        08/08/17    GSC        32,133          32,993          860  

GBP

     Buy        08/08/17    JPM        32,157          32,994          837  

GBP

     Buy        08/08/17    RBS        26,007          26,395          388  

GBP

     Sell        08/08/17    SSG        77,857          79,185          (1,328

GBP

     Sell        08/08/17    BOA        60,428          62,028          (1,600

GBP

     Sell        08/31/17    DEUT        285,918          289,270          (3,352

GBP

     Sell        09/07/17    GSC        92,396          92,481          (85

GBP

     Sell        09/07/17    BOA        176,838          177,036          (198

HUF

     Buy        09/20/17    DEUT        73,795          78,824          5,029  

HUF

     Buy        09/20/17    CBK        74,183          78,824          4,641  

INR

     Buy        09/20/17    BCLY        182,446          184,113          1,667  

JPY

     Buy        08/08/17    BNP        4,316,836          4,401,567          84,731  

JPY

     Buy        08/08/17    ANZ        4,326,866          4,401,567          74,701  

JPY

     Buy        08/08/17    GSC        561,980          580,724          18,744  

JPY

     Buy        08/08/17    GSC        131,183          136,107          4,924  

JPY

     Buy        08/08/17    JPM        131,933          136,107          4,174  

JPY

     Buy        08/08/17    ANZ        54,932          55,351          419  

JPY

     Buy        09/07/17    BNP        9,340,912          9,370,792          29,880  

JPY

     Buy        09/07/17    GSC        31,725          31,803          78  

JPY

     Sell        08/08/17    RBS        176,461          179,661          (3,200

JPY

     Sell        08/08/17    ANZ        169,299          174,181          (4,882

JPY

     Sell        08/08/17    BNP        9,329,208          9,357,580          (28,372

JPY

     Sell        10/10/17    BCLY        3,859,618          3,961,016          (101,398

MXN

     Buy        08/08/17    SSG        73,804          75,059          1,255  

MXN

     Buy        08/08/17    GSC        30,533          30,854          321  

MXN

     Buy        09/20/17    CIB        1,376,629          1,373,907          (2,722


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

MXN

     Sell               08/08/17    CIBC    $ 60,850      $ 61,483      $ (633

MXN

     Sell               09/20/17    GSC      181,310        179,210        2,100  

MXN

     Sell               09/20/17    RBC      1,175,168        1,194,696        (19,528

NOK

     Buy               08/08/17    JPM      30,211        31,801        1,590  

NOK

     Sell               08/08/17    JPM      4,881        5,215        (334

NOK

     Sell               08/08/17    SSG      46,146        48,465        (2,319

PEN

     Buy               09/20/17    GSC      183,206        184,241        1,035  

PHP

     Buy               09/20/17    DEUT      11,256        11,074        (182

PLN

     Buy               08/08/17    GSC      32,259        33,372        1,113  

PLN

     Buy               09/20/17    BOA      183,635        189,109        5,474  

PLN

     Sell               08/08/17    UBS      48,031        49,781        (1,750

PLN

     Sell               08/08/17    BCLY      83,990        86,768        (2,778

RON

     Buy               08/28/17    CBK                1,244,656                  1,369,064                  124,408  

RON

     Buy               08/28/17    CBK      16,581        18,185        1,604  

RON

     Sell               08/28/17    BNP      512,428        522,167        (9,739

RON

     Sell               08/28/17    JPM      849,923        865,082        (15,159

SEK

     Buy               09/07/17    GSC      30,969        31,034        65  

SEK

     Sell               08/08/17    UBS      61,338        64,311        (2,973

SEK

     Sell               08/08/17    BOA      173,073        182,401        (9,328

SGD

     Buy               08/08/17    SCB      71,677        73,062        1,385  

SGD

     Buy               08/08/17    SSG      71,694        73,062        1,368  

SGD

     Buy               09/07/17    SSG      16,214        16,244        30  

SGD

     Buy               09/07/17    MSC      15,483        15,505        22  

SGD

     Sell               08/08/17    MSC      15,475        15,498        (23

SGD

     Sell               08/08/17    SSG      16,206        16,237        (31

SGD

     Sell               08/08/17    SCB      112,253        114,390        (2,137

TRY

     Buy               09/20/17    JPM      180,839        181,845        1,006  

ZAR

     Buy               08/08/17    BCLY      82,459        81,450        (1,009

ZAR

     Sell               09/20/17    BCLY      179,971        179,974        (3
                 

 

 

 

Total

 

   $ (77,984)  
                 

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    
ANZ    Australia and New Zealand Banking Group   
BCLY    Barclays   
BNP    BNP Paribas Securities Services   
BOA    Banc of America Securities LLC   
CBA    Commonwealth Bank of Australia   
CBK    Citibank NA   
CIB    Credit Agricole   
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.     
MLI    Merrill Lynch International   
MSC    Morgan Stanley   
NAB    National Australia Bank Limited   
RBC    RBC Dominion Securities, Inc.   
RBS    RBS Greenwich Capital   
SCB    Standard Chartered Bank   
SSG    State Street Global Markets LLC   
TDB    Toronto-Dominion Bank   
UBS    UBS AG   

Currency Abbreviations:

    
ARS    Argentine Peso   
AUD    Australian Dollar   
BRL    Brazilian Real   


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

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   
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   
UYU    Uruguayan Peso   
ZAR    South African Rand   

Index Abbreviations:

    
ABX.HE    Markit Asset Backed Security Home Equity   
ABX.HE.PEN    Markit Asset Backed Security Home Equity Penultimate   
CDX.EM    Credit Derivatives Emerging Markets   
CDX.NA.HY    Credit Derivatives North American High Yield   
CDX.NA.IG    Credit Derivatives North American Investment Grade   
CMBX.NA    Markit Commercial Mortgage Backed North American   
CPURNSA    Consumer Price All Urban Non-Seasonally Adjusted   
ITRAXX.XOV    Markit iTraxx Index - Europe Crossover   
PrimeX.ARM    Markit PrimeX Adjustable Rate Mortgage Backed Security   

Other Abbreviations:

    
CDO    Collateralized Debt Obligation   
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   
LIBOR    London Interbank Offered Rate   
MSCI    Morgan Stanley Capital International   
OJSC    Open Joint Stock Company   
OTC    Over-the-Counter   
PJSC    Private Joint Stock Company   
TBA    To Be Announced   

Municipal Abbreviations:

    
GO    General Obligation   


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

     Total

 

    Level 1(1)

 

    Level 2(1)

 

    Level 3(1)

 

 

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 45,768,532     $     $ 45,768,532     $  

Corporate Bonds

     52,995,056             52,995,056        

Foreign Government Obligations

     97,115,167             97,115,167        

Municipal Bonds

     7,091,024             7,091,024        

Senior Floating Rate Interests

     97,624,434             97,624,434        

U.S. Government Agencies

     13,549,567             13,549,567        

U.S. Government Securities

     67,351,542             67,351,542        

Common Stocks

        

Energy

     827,546                   827,546  

Utilities

     136,977       136,976             1  

Short-Term Investments

     66,392,299       62,444,443       3,947,856        

Foreign Currency Contracts(2)

     1,014,141             1,014,141        

Futures Contracts(2)

     407,853       407,853              

Swaps - Credit Default(2)

     530,717             530,717        

Swaps - Cross Currency(2)

     23,381             23,381        

Swaps - Interest Rate(2)

     404,209             404,209        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       451,232,445     $       62,989,272     $       387,415,626     $       827,547  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (1,092,125   $     $ (1,092,125   $  

Futures Contracts(2)

     (605,074     (605,074            

Swaps - Credit Default(2)

     (1,523,991           (1,523,991      

Swaps - Cross Currency(2)

     (7,666           (7,666      

TBA Sale Commitments

     (10,274,721           (10,274,721      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (13,503,577   $ (605,074   $ (12,898,503   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

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

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


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 28.9%

  
 

Asset-Backed - Automobile - 0.5%

  
$            889,572  

AmeriCredit Automobile Receivables Trust
2.72%09/09/2019

   $ 891,210  
1,840,000  

CarMax Auto Owner Trust
2.58%11/16/2020

     1,844,575  
 

First Investors Auto Owner Trust

 

50,890  

1.49%, 01/15/2020(1)

     50,882  
1,342,775  

1.67%, 11/16/2020(1)

     1,342,897  
930,000  

2.39%, 11/16/2020(1)

     933,583  
2,667,568  

Honor Automobile Trust Securitization
2.94%11/15/2019(1)

     2,676,214  
 

Santander Drive Auto Receivables Trust

  
2,418,192  

1.83%, 01/15/2020

     2,419,159  
198,957  

2.25%, 06/17/2019

     199,211  
949,923  

2.36%, 04/15/2020

     951,691  
    

 

 

 
       11,309,422  
    

 

 

 
 

Asset-Backed - Finance & Insurance - 15.2%

  
175,000  

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
5.82%11/25/2035(2)

     178,584  
        4,200,000  

AMMC CLO Ltd.
2.56%07/25/2029(1)(3)

             4,200,000  
2,910,000  

Anchorage Capital CLO Ltd.
2.81%01/15/2029(1)(3)

     2,934,092  
 

Apidos CLO

  
2,935,000  

2.29%, 01/19/2025(1)(3)

     2,933,532  
1,445,000  

2.63%, 01/16/2027(1)(3)

     1,446,685  
3,775,000  

Atlas Senior Loan Fund Ltd.
2.55%10/15/2026(1)(3)

     3,775,140  
 

Avery Point CLO Ltd.

  
4,375,000  

2.41%, 04/25/2026(1)(3)

     4,386,375  
3,160,000  

2.42%, 01/18/2025(1)(3)

     3,158,404  
1,030,000  

Babson CLO Ltd.
2.46%07/20/2025(1)(3)

     1,029,988  
 

Bayview Opportunity Master Fund Trust

  
3,458,122  

3.50%, 01/28/2055(1)(3)

     3,556,857  
4,102,090  

3.50%, 06/28/2057(1)(3)

     4,228,164  
2,936,143  

4.00%, 11/28/2053(1)(3)

     3,058,067  
5,645,308  

4.00%, 10/28/2064(1)(3)

     5,884,432  
 

BlueMountain CLO Ltd.

  
6,310,000  

2.31%, 04/15/2025(1)(3)

     6,306,813  
4,580,000  

2.43%, 04/30/2026(1)(3)

     4,623,968  
485,625  

Cal Funding Ltd.
3.47%10/25/2027(1)

     485,248  
 

Carlyle Global Market Strategies CLO Ltd.

  
4,630,000  

2.79%, 04/27/2027(1)(3)

     4,635,996  
2,815,000  

3.21%, 10/20/2029(1)(3)

     2,829,204  
 

Cent CLO Ltd.

  
3,985,000  

2.41%, 01/25/2026(1)(3)

     3,982,996  
2,830,000  

2.53%, 07/27/2026(1)(3)

     2,830,988  
 

CIFC Funding Ltd.

  
690,640  

2.15%, 07/16/2030(1)(3)(4)

     690,640  
4,745,000  

2.35%, 04/18/2025(1)(3)

     4,742,604  
4,175,000  

2.39%, 05/24/2026(1)(3)

     4,179,622  
6,175,000  

2.81%, 07/22/2026(1)(3)

     6,175,000  
 

Dryden Senior Loan Fund

  
4,675,000  

2.38%, 04/18/2026(1)(3)

     4,672,639  
5,350,000  

2.54%, 07/18/2030(1)(3)

     5,350,284  
3,970,000  

2.73%, 07/15/2027(1)(3)

     3,978,162  
4,796,000  

2.73%, 10/15/2028(1)(3)

     4,823,419  
 

First Franklin Mortgage Loan Trust

  
2,250,478  

1.47%, 04/25/2036(3)

     1,957,930  
1,065,000  

1.54%, 09/25/2036(3)

     945,077  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        3,435,000  

Flatiron CLO Ltd.
2.70%05/15/2030(1)(3)

   $         3,438,844  
        6,367,185  

Galaxy CLO Ltd.
2.55%04/15/2025(1)(3)

     6,372,209  
616,000  

GreatAmerica Leasing Receivables Funding LLC
1.72%04/22/2019(1)

     615,896  
2,910,000  

Highbridge Loan Management Ltd.
2.62%05/05/2027(1)(3)

     2,910,247  
3,970,000  

JFIN CLO Ltd.
2.78%04/24/2029(1)(3)

     3,982,625  
4,210,000  

KKR CLO Ltd.
2.86%10/18/2028(1)(3)

     4,245,309  
 

Lendmark Funding Trust

  
2,875,000  

2.83%, 12/22/2025(1)

     2,880,871  
3,575,000  

3.26%, 04/21/2025(1)

     3,596,445  
 

Madison Park Funding Ltd.

  
2,765,000  

2.42%, 01/19/2025(1)(3)

     2,765,868  
4,525,000  

2.57%, 07/20/2026(1)(3)

     4,544,362  
4,825,000  

2.59%, 10/23/2025(1)(3)

     4,829,087  
 

Magnetite CLO Ltd.

  
2,585,000  

2.60%, 04/15/2026(1)(3)

     2,586,665  
3,165,000  

2.63%, 04/15/2027(1)(3)

     3,178,847  
 

Magnetite Ltd.

  
6,210,000  

2.31%, 07/25/2026(1)(3)

     6,206,876  
3,070,000  

2.81%, 07/25/2026(1)(3)

     3,066,915  
 

Nationstar HECM Loan Trust

  
1,263,248  

1.97%, 05/25/2027(1)

     1,262,321  
312,113  

2.24%, 06/25/2026(1)

     315,622  
490,000  

2.94%, 05/25/2027(1)

     489,520  
 

NRZ Advance Receivables Trust

  
4,895,000  

3.11%, 12/15/2050(1)

     4,918,432  
4,425,000  

3.21%, 02/15/2051(1)

     4,476,941  
1,395,000  

Oak Hill Credit Partners Ltd.
2.44%07/20/2026(1)(3)

     1,394,296  
 

Oaktree EIF Ltd.

  
6,265,000  

2.33%, 11/15/2025(1)(3)

     6,261,842  
4,495,000  

2.73%, 02/15/2026(1)(3)

     4,495,503  
 

OCP CLO Ltd.

  
6,080,000  

2.57%, 11/22/2025(1)(3)

     6,126,816  
4,015,000  

2.83%, 04/17/2027(1)(3)

     4,016,803  
 

Octagon Investment Partners Ltd.

  
2,385,000  

2.42%, 07/17/2025(1)(3)

     2,385,527  
3,020,000  

2.63%, 03/17/2030(1)(3)

     3,043,689  
5,409,164  

OHA Credit Partners Ltd.
2.43%04/20/2025(1)(3)

     5,411,236  
6,305,000  

OneMain Financial Issuance Trust
4.10%03/20/2028(1)

     6,432,826  
425,000  

OZLM Funding Ltd.
2.21%07/22/2029(1)(3)

     424,977  
4,470,000  

OZLM Ltd.
2.62%04/30/2027(1)(3)

     4,496,646  
5,355,000  

Race Point CLO Ltd.
2.81%04/15/2027(1)(3)

     5,357,383  
2,710,000  

SBA Tower Trust
2.90%10/15/2044(1)(2)

     2,725,411  
3,320,000  

Seneca Park CLO Ltd.
2.42%07/17/2026(1)(3)

     3,328,735  
3,420,000  

Shackleton CLO
2.46%07/17/2026(1)(3)

     3,425,944  
 

SoFi Consumer Loan Program LLC

  
2,530,000  

2.50%, 05/26/2026(1)

     2,525,631  
1,262,229  

2.77%, 05/25/2026(1)

     1,273,350  
2,753,795  

3.05%, 12/26/2025(1)

     2,785,496  
2,479,288  

3.09%, 10/27/2025(1)

     2,508,568  
2,152,832  

3.28%, 01/26/2026(1)

     2,181,439  
 

Sound Point CLO Ltd.

  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        3,765,000  

2.41%, 01/21/2026(1)(3)

   $ 3,763,099  
2,100,000  

2.70%, 01/23/2029(1)(3)

     2,105,720  
4,385,000  

2.83%, 04/15/2027(1)(3)

     4,394,752  
1,410,000  

5.90%, 07/15/2025(1)(3)

     1,399,882  
 

Springleaf Funding Trust

  
7,215,000  

2.68%, 07/15/2030(1)

             7,252,929  
3,940,000  

2.90%, 11/15/2029(1)

     3,964,081  
4,175,000  

SPS Servicer Advance Receivables Trust
2.75%11/15/2049(1)

     4,187,017  
4,090,000  

Symphony CLO L.P.
2.97%01/09/2023(1)(3)

     4,089,096  
 

Symphony CLO Ltd.

  
1,898,000  

2.48%, 10/17/2026(1)(3)

     1,902,627  
3,950,000  

2.58%, 07/14/2026(1)(3)

     3,951,588  
2,740,000  

Thacher Park CLO Ltd.
2.47%10/20/2026(1)(3)

     2,738,616  
 

Towd Point Mortgage Trust

  
9,143,273  

2.75%, 10/25/2056(1)(3)

     9,153,203  
2,617,066  

2.75%, 04/25/2057(1)(3)

     2,642,282  
4,710,000  

2.75%, 06/25/2057(1)(3)

     4,754,726  
4,335,000  

Treman Park CLO Ltd.
2.68%04/20/2027(1)(3)

     4,349,531  
2,355,000  

Venture CLO Ltd.
2.48%07/20/2030(1)(3)

     2,353,757  
6,295,000  

Vibrant CLO VI Ltd.
2.53%06/20/2029(1)(3)

     6,291,790  
2,487,965  

VOLT LX LLC
3.25%04/25/2059(1)(2)

     2,494,296  
 

Voya CLO Ltd.

  
1,500,000  

2.55%, 04/17/2030(1)(3)

     1,502,778  
2,115,000  

2.63%, 04/18/2026(1)(3)

     2,115,431  
1,545,000  

2.73%, 07/25/2026(1)(3)

     1,545,487  
4,220,000  

2.78%, 04/18/2027(1)(3)

     4,220,021  
1,505,000  

3.40%, 04/18/2027(1)(3)

     1,505,012  
4,650,000  

York CLO Ltd.
2.73%01/20/2030(1)(3)

     4,676,728  
5,625,000  

Zais CLO Ltd.
2.83%10/15/2028(1)(3)

     5,664,279  
    

 

 

 
     334,285,658  
    

 

 

 
 

Asset-Backed - Home Equity - 1.7%

  
 

GSAA Home Equity Trust

  
1,020,151  

1.30%, 12/25/2046(3)

     580,161  
5,768,401  

1.31%, 02/25/2037(3)

     3,219,066  
1,111,876  

1.32%, 12/25/2036(3)

     532,623  
3,695,383  

1.33%, 03/25/2037(3)

     2,048,055  
2,354,022  

1.41%, 11/25/2036(3)

     1,181,113  
744,572  

1.45%, 05/25/2047(3)

     611,392  
494,380  

1.53%, 03/25/2036(3)

     360,432  
569,843  

5.88%, 09/25/2036(2)

     289,285  
1,600,345  

5.99%, 06/25/2036(3)

     858,471  
143,846  

Morgan Stanley Asset-Backed Securities Capital, Inc. Trust
1.38%06/25/2036(3)

     136,772  
1,453,538  

Morgan Stanley Mortgage Loan Trust
1.40%11/25/2036(3)

     609,756  
 

New Residential Mortgage Loan Trust

  
7,682,000  

2.73%, 06/25/2057(1)(3)

     7,863,922  
9,295,341  

4.00%, 02/25/2057(1)(3)

     9,733,086  
5,080,000  

NRZ Advance Receivables Trust
2.58%10/15/2049(1)

     5,057,831  
494,712  

Renaissance Home Equity Loan Trust
5.91%04/25/2037(2)

     276,670  
 

Soundview Home Loan Trust

  
3,500,000  

1.41%, 07/25/2037(3)

     2,979,263  
830,000  

1.47%, 07/25/2036(3)

     647,516  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        1,110,000  

1.48%, 11/25/2036(3)

   $ 883,714  
    

 

 

 
       37,869,128  
    

 

 

 
 

Collateralized - Mortgage Obligations - 0.1%

  
3,089,864  

COLT Mortgage Loan Trust
2.61%05/27/2047(1)(3)

     3,105,134  
    

 

 

 
 

Commercial Mortgage - Backed Securities - 4.9%

  
 

Banc of America Commercial Mortgage Trust

  
1,970,000  

3.12%, 09/15/2048(1)(3)

             1,219,187  
120,254  

5.49%, 02/10/2051

     120,137  
 

BBCMS Mortgage Trust

  
        23,955,570  

1.53%, 02/15/2050(3)(5)

     2,639,401  
4,207,000  

3.67%, 02/15/2050

     4,406,887  
510,000  

Bear Stearns Commercial Mortgage Securities Trust
5.11%10/12/2042(3)

     487,019  
 

Citigroup Commercial Mortgage Trust

  
14,390,656  

1.05%, 07/10/2047(3)(5)

     818,133  
16,225,319  

1.16%, 04/10/2048(3)(5)

     1,001,461  
687,000  

2.77%, 12/10/2045

     692,087  
300,000  

2.94%, 04/10/2048

     299,590  
720,000  

3.11%, 04/10/2048(1)

     537,267  
570,000  

3.33%, 06/10/2046

     590,116  
825,000  

3.62%, 02/10/2049

     858,863  
1,045,000  

3.76%, 06/10/2048

     1,099,872  
795,000  

3.82%, 11/10/2048

     835,254  
415,000  

4.40%, 03/10/2047(1)(3)

     310,335  
305,000  

4.90%, 03/10/2047(1)(3)

     283,061  
497,936  

Commercial Mortgage Loan Trust
6.16%12/10/2049(3)

     497,828  
 

Commercial Mortgage Pass-Through Certificates

  
5,932,141  

0.82%, 02/10/2047(3)(5)

     176,966  
360,000  

4.24%, 02/10/2047(3)

     388,670  
1,825,000  

4.75%, 10/15/2045(1)(3)

     1,163,693  
 

Commercial Mortgage Trust

  
4,421,980  

0.90%, 08/10/2046(3)(5)

     148,933  
3,205,143  

1.96%, 07/10/2046(1)(3)(5)

     146,933  
945,249  

2.85%, 10/15/2045

     955,908  
525,000  

3.10%, 03/10/2046

     538,482  
1,025,000  

3.21%, 03/10/2046

     1,054,662  
1,270,000  

3.35%, 02/10/2048

     1,297,041  
3,050,000  

3.42%, 03/10/2031(1)

     3,195,790  
905,000  

3.61%, 06/10/2046(3)

     949,976  
455,000  

3.62%, 07/10/2050

     472,751  
1,425,000  

3.69%, 08/10/2047

     1,486,943  
635,000  

3.77%, 02/10/2049

     667,077  
900,000  

3.80%, 08/10/2047

     948,983  
740,000  

3.90%, 07/10/2050

     782,257  
650,125  

3.96%, 03/10/2047

     689,403  
860,000  

4.02%, 07/10/2045

     920,238  
420,000  

4.07%, 02/10/2047(3)

     449,621  
390,000  

4.21%, 08/10/2046

     421,848  
660,000  

4.21%, 08/10/2046(3)

     714,984  
595,000  

4.23%, 07/10/2045(3)

     646,808  
805,000  

4.57%, 10/15/2045(1)(3)

     359,577  
673,473  

Credit Suisse First Boston Mortgage Securities Corp.
4.88%04/15/2037

     663,562  
 

CSAIL Commercial Mortgage Trust

  
43,619,968  

0.87%, 06/15/2057(3)(5)

     2,091,447  
1,504,607  

0.95%, 04/15/2050(3)(5)

     77,811  
5,896,321  

1.05%, 11/15/2048(3)(5)

     348,272  
490,022  

3.45%, 08/15/2048

     504,290  
670,000  

3.50%, 11/15/2049

     686,693  
430,000  

3.54%, 11/15/2048

     443,426  
2,637,000  

3.72%, 08/15/2048

     2,762,600  
74,000  

3.76%, 11/15/2048

     77,536  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        3,541,561  

DBUBS Mortgage Trust
0.74%11/10/2046(1)(3)(5)

   $ 64,367  
1,684,667  

Four Times Square Trust Commercial Mortgage Pass-Through Certificates
5.40%12/13/2028(1)

             1,854,904  
 

FREMF Mortgage Trust

  
2,495,000  

3.01%, 10/25/2047(1)(3)

     2,526,078  
1,390,000  

3.88%, 02/25/2024(1)(3)

     1,409,603  
2,530,000  

3.97%, 07/25/2049(1)(3)

     2,601,174  
1,045,000  

3.98%, 03/25/2027(1)(3)

     1,058,910  
2,255,000  

4.21%, 05/25/2027(1)(3)

     2,311,041  
2,710,000  

5.28%, 09/25/2043(1)(3)

     2,918,300  
326,801  

GE Business Loan Trust
2.23%05/15/2034(1)(3)

     289,979  
 

GS Mortgage Securities Corp.

  
2,010,000  

2.95%, 11/05/2034(1)

     2,041,877  
605,000  

3.38%, 05/10/2050

     621,770  
 

GS Mortgage Securities Trust

  
26,104,211  

0.19%, 07/10/2046(3)(5)

     132,111  
3,269,735  

1.36%, 08/10/2044(1)(3)(5)

     144,059  
695,000  

3.67%, 04/10/2047(1)

     249,804  
450,000  

4.07%, 01/10/2047

     482,373  
1,310,000  

4.86%, 04/10/2047(1)(3)

     1,050,731  
 

JP Morgan Chase Commercial Mortgage Securities Trust

  
4,796,341  

2.72%, 02/12/2051(3)

     4,626,352  
1,325,000  

2.73%, 10/15/2045(1)(3)

     559,720  
137,293  

2.84%, 12/15/2047

     139,606  
1,249,149  

3.91%, 05/05/2030(1)

     1,308,656  
730,000  

4.38%, 12/15/2047(1)(3)

     577,184  
1,160,000  

5.41%, 08/15/2046(1)(3)

     1,180,910  
477,566  

5.72%, 02/15/2051

     479,339  
 

JPMBB Commercial Mortgage Securities Trust

  
15,065,938  

0.83%, 09/15/2047(3)(5)

     498,140  
5,057,067  

0.94%, 05/15/2048(3)(5)

     184,586  
520,061  

3.61%, 05/15/2048

     542,742  
860,000  

3.74%, 10/15/2048(1)(3)

     660,303  
628,497  

LB-UBS Commercial Mortgage Trust
6.12%04/15/2041(3)

     638,599  
26,350  

Lehman Brothers Small Balance Commercial Mortgage Trust
5.52%09/25/2030(1)(3)

     26,306  
426,069  

ML-CFC Commercial Mortgage Trust
5.70%09/12/2049

     425,795  
 

Morgan Stanley Bank of America Merrill Lynch Trust

  
4,384,857  

1.11%, 10/15/2048(3)(5)

     289,861  
9,548,252  

1.14%, 12/15/2047(3)(5)

     494,034  
640,000  

2.92%, 02/15/2046

     650,335  
1,005,000  

3.13%, 12/15/2048

     1,032,001  
880,000  

3.18%, 08/15/2045

     909,614  
650,000  

3.73%, 05/15/2048

     682,984  
730,173  

4.26%, 10/15/2046(3)

     792,443  
775,000  

4.50%, 08/15/2045(1)

     548,587  
 

Morgan Stanley Capital I Trust

  
885,000  

5.16%, 07/15/2049(1)(3)

     750,413  
712,829  

5.57%, 12/15/2044

     715,004  
 

Morgan Stanley Capital Trust

  
17,428,134  

0.43%, 09/15/2047(1)(3)(5)

     192,900  
7,260,682  

1.47%, 06/15/2050(3)(5)

     726,250  
495,000  

2.78%, 08/15/2049

     483,730  
500,000  

3.34%, 12/15/2049

     511,042  
2,605,000  

3.47%, 08/11/2033(1)

     2,711,962  
670,000  

3.60%, 12/15/2049

     697,525  
425,000  

5.33%, 10/12/2052(1)(3)

     193,478  
45,859  

5.81%, 12/12/2049

     45,817  
705,000  

SFAVE Commercial Mortgage Securities Trust
3.87%01/05/2043(1)(3)

     709,985  
 

UBS-Barclays Commercial Mortgage Trust

  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        1,200,000  

3.09%, 08/10/2049

   $ 1,234,347  
910,000  

3.19%, 03/10/2046

     933,506  
1,005,120  

3.24%, 04/10/2046

     1,033,695  
 

Wells Fargo Commercial Mortgage Trust

  
12,866,993  

1.18%, 05/15/2048(3)(5)

     790,821  
915,000  

2.92%, 10/15/2045

     933,461  
380,000  

2.92%, 11/15/2049

     374,762  
295,000  

2.94%, 10/15/2049

     291,815  
10,000  

3.17%, 02/15/2048

     10,132  
645,000  

3.29%, 05/15/2048

     659,021  
810,000  

3.41%, 12/15/2047

     833,611  
605,000  

3.41%, 09/15/2058

     623,433  
690,000  

3.45%, 07/15/2050

     708,666  
625,000  

3.56%, 01/15/2059

     649,635  
760,000  

3.64%, 06/15/2048

     794,022  
655,000  

3.79%, 09/15/2048

     688,474  
255,000  

4.10%, 05/15/2048(3)

     224,072  
 

WF-RBS Commercial Mortgage Trust

  
2,229,077  

1.36%, 03/15/2047(3)(5)

     122,887  
870,000  

2.87%, 11/15/2045

     887,649  
1,170,000  

2.88%, 12/15/2045

     1,189,407  
1,545,000  

3.02%, 11/15/2047(1)

     653,253  
305,000  

3.07%, 03/15/2045

     312,391  
350,000  

3.35%, 05/15/2045

     358,326  
730,000  

3.61%, 11/15/2047

     760,852  
740,000  

3.72%, 05/15/2047

     777,343  
660,281  

4.00%, 05/15/2047

     704,212  
225,000  

4.05%, 03/15/2047

     240,605  
745,125  

4.10%, 03/15/2047

     798,415  
345,000  

5.00%, 06/15/2044(1)(3)

     286,842  
960,000  

5.58%, 04/15/2045(1)(3)

     966,809  
    

 

 

 
             106,515,427  
    

 

 

 
 

Whole Loan Collateral CMO - 6.5%

  
312,838  

Adjustable Rate Mortgage Trust
1.77%11/25/2035(3)

     308,544  
 

Alternative Loan Trust

  
2,379,819  

1.50%, 01/25/2036(3)

     2,222,990  
615,401  

1.55%, 11/25/2035(3)

     528,935  
1,582,541  

2.13%, 08/25/2035(3)

     1,404,983  
431,132  

5.75%, 05/25/2036

     332,662  
299,109  

6.00%, 05/25/2036

     250,961  
203,875  

6.00%, 12/25/2036

     141,263  
 

Angel Oak Mortgage Trust LLC

  
3,077,826  

2.48%, 07/25/2047(1)(3)

     3,077,735  
1,075,744  

2.81%, 01/25/2047(1)(3)

     1,078,553  
 

Banc of America Funding Trust

  
924,963  

1.53%, 05/20/2047(3)

     811,403  
2,474,597  

5.77%, 05/25/2037(3)

     2,491,066  
93,587  

5.85%, 01/25/2037(2)

     86,260  
 

Bear Stearns Adjustable Rate Mortgage Trust

  
910,505  

2.83%, 10/25/2035(3)

     893,696  
499,151  

3.26%, 02/25/2036(3)

     445,217  
2,573,601  

Bear Stearns Alt-A Trust
1.73%01/25/2036(3)

     2,581,007  
1,498,065  

Bear Stearns Mortgage Funding Trust
1.41%10/25/2036(3)

     1,329,192  
767,789  

Chase Mortgage Finance Trust
3.22%12/25/2035(3)

     743,612  
 

CHL Mortgage Pass-Through Trust

  
788,492  

1.91%, 03/25/2035(3)

     707,555  
988,694  

3.01%, 11/20/2035(3)

     901,835  
1,743,292  

3.18%, 09/25/2047(3)

     1,621,643  
402,297  

3.42%, 06/20/2035(3)

     404,740  
712,137  

3.60%, 04/20/2036(3)

     555,341  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        1,173,699  

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

   $         1,124,951  
2,574,445  

CSMC Trust
3.25%04/25/2047(1)(3)

     2,595,010  
 

Deephaven Residential Mortgage Trust

  
2,667,833  

2.45%, 06/25/2047(1)(3)

     2,661,414  
1,776,708  

2.73%, 12/26/2046(1)(3)

     1,777,876  
219,382  

DSLA Mortgage Loan Trust
1.59%01/19/2045(3)

     199,535  
 

Fannie Mae Connecticut Avenue Securities

  
1,620,000  

4.78%, 07/25/2029(3)

     1,737,029  
3,190,143  

5.58%, 05/25/2029(3)

     3,552,352  
662,383  

GMAC Mortgage Corp. Loan Trust
3.46%09/19/2035(3)

     647,797  
131,181  

GMACM Mortgage Loan Trust
3.86%04/19/2036(3)

     121,326  
1,215,838  

GreenPoint Mortgage Funding Trust
2.13%10/25/2045(3)

     946,123  
 

GSR Mortgage Loan Trust

  
3,277,625  

1.53%, 01/25/2037(3)

     2,327,359  
2,306,490  

3.38%, 01/25/2036(3)

     2,237,879  
247,608  

3.55%, 10/25/2035(3)

     220,350  
 

HarborView Mortgage Loan Trust

  
1,469,556  

1.42%, 01/19/2038(3)

     1,380,558  
2,013,171  

1.47%, 12/19/2036(3)

     1,763,221  
405,511  

1.93%, 01/19/2035(3)

     283,906  
360,955  

2.23%, 10/25/2037(3)

     351,459  
 

IndyMac Index Mortgage Loan Trust

  
648,037  

3.23%, 01/25/2036(3)

     644,439  
662,155  

3.29%, 03/25/2036(3)

     614,814  
1,452,014  

3.57%, 04/25/2037(3)

     1,078,787  
1,874,105  

3.79%, 07/25/2037(3)

     1,173,328  
 

JP Morgan Mortgage Trust

  
750,192  

3.22%, 09/25/2035(3)

     754,682  
545,746  

3.37%, 05/25/2036(3)

     504,568  
202,201  

3.46%, 04/25/2037(3)

     181,826  
773,332  

Lehman XS Trust
1.44%07/25/2046(3)

     732,965  
2,472,402  

LSTAR Securities Investment Ltd.
0.03%11/01/2021(1)(3)

     2,467,558  
 

LSTAR Securities Investment Trust

  
1,460,866  

3.23%, 09/01/2021(1)(3)

     1,465,401  
4,258,512  

3.23%, 02/01/2022(1)(3)

     4,235,299  
1,114,355  

3.23%, 04/01/2022(1)(3)

     1,098,261  
3,404,163  

Luminent Mortgage Trust
1.42%05/25/2046(3)

     3,092,255  
365,116  

MASTR Adjustable Rate Mortgages Trust
3.32%11/21/2034(3)

     373,811  
1,926,954  

MFA Trust
2.59%02/25/2057(1)(3)

     1,925,247  
769,499  

Morgan Stanley Mortgage Loan Trust
3.43%05/25/2036(3)

     576,377  
6,928,000  

Mortgage Repurchase Agreement Financing Trust
2.39%06/10/2019(1)(3)

     6,917,095  
 

New Residential Mortgage Loan Trust

  
4,618,475  

3.75%, 11/26/2035(1)(3)

     4,809,472  
4,443,174  

3.75%, 11/25/2056(1)(3)

     4,615,441  
9,355,008  

4.00%, 03/25/2057(1)(3)

     9,743,334  
7,430,510  

4.00%, 04/25/2057(1)(3)

     7,746,321  
6,414,622  

4.00%, 05/25/2057(1)(3)

     6,706,321  
1,571,999  

RBSGC Mortgage Loan Trust
6.25%01/25/2037

     1,531,991  
 

Residential Accredit Loans, Inc.

  
2,134,811  

1.53%, 04/25/2036(3)

     1,881,915  
1,966,880  

2.10%, 11/25/2037(3)

     1,699,276  
1,475,443  

6.00%, 12/25/2035

     1,434,335  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$          987,438  

Residential Asset Securitization Trust
5.50%06/25/2035

   $ 909,628  
705,122  

Residential Funding Mortgage Securities, Inc.
3.62%08/25/2035(3)

     566,095  
282,464  

Sequoia Mortgage Trust
3.51%07/20/2037(3)

     272,208  
2,860,171  

Springleaf Mortgage Loan Trust
3.52%12/25/2065(1)(3)

     2,854,699  
538,961  

Structured Asset Mortgage Investments Trust
1.46%02/25/2036(3)

     479,349  
797,101  

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

     631,094  
 

Towd Point Mortgage Trust

  
4,100,141  

2.25%, 04/25/2056(1)(3)

     4,091,679  
1,447,682  

2.75%, 04/25/2055(1)(3)

     1,459,889  
3,297,911  

2.75%, 08/25/2055(1)(3)

     3,332,948  
496,941  

3.00%, 03/25/2054(1)(3)

     502,677  
 

WaMu Mortgage Pass-Through Certificates Trust

  
1,075,511  

1.65%, 06/25/2044(3)

     1,039,380  
700,962  

1.66%, 10/25/2046(3)

     627,938  
553,657  

1.76%, 07/25/2046(3)

     526,316  
490,666  

1.78%, 08/25/2046(3)

     445,600  
1,458,084  

3.07%, 06/25/2037(3)

     1,375,638  
 

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

  
826,532  

1.61%, 11/25/2046(3)

     695,694  
1,543,955  

1.83%, 07/25/2036(3)

     1,026,763  
693,434  

Wells Fargo Alternative Loan Trust
3.29%12/28/2037(3)

     678,503  
 

Wells Fargo Commercial Mortgage Trust

  
30,264,616  

1.18%, 09/15/2057(3)(5)

     1,799,204  
2,115,000  

2.88%, 05/15/2048(1)(3)

     1,331,204  
1,090,000  

3.36%, 09/15/2058(1)

     670,994  
675,000  

3.84%, 09/15/2058

     714,964  
537,215  

Wells Fargo Mortgage Backed Securities Trust
3.26%09/25/2036(3)

     530,402  
    

 

 

 
     141,415,323  
    

 

 

 
 

Total Asset & Commercial Mortgage Backed Securities
(cost $628,494,470)

   $       634,500,092  
    

 

 

 

Corporate Bonds - 30.4%

  
 

Aerospace/Defense - 0.2%

  
 

DAE Funding LLC

  
$            65,000  

4.50%, 08/01/2022(1)(4)

   $ 66,138  
70,000  

5.00%, 08/01/2024(1)(4)

     71,487  
1,590,000  

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

     1,674,270  
 

Lockheed Martin Corp.

  
955,000  

2.50%, 11/23/2020

     971,806  
1,535,000  

4.70%, 05/15/2046

     1,723,842  
    

 

 

 
     4,507,543  
    

 

 

 
 

Agriculture - 0.4%

  
 

Altria Group, Inc.

  
1,040,000  

2.85%, 08/09/2022

     1,061,121  
740,000  

3.88%, 09/16/2046

     705,640  
1,680,000  

BAT International Finance plc
2.75%06/15/2020(1)

     1,708,605  
 

Imperial Brands Finance plc

  
1,345,000  

2.05%, 07/20/2018(1)

     1,345,701  
760,000  

2.95%, 07/21/2020(1)

     776,192  
1,855,000  

3.75%, 07/21/2022(1)

     1,945,487  
1,935,000  

Reynolds American, Inc.
3.25%06/12/2020

     1,996,171  
    

 

 

 
     9,538,917  
    

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

 

Airlines - 0.2%

  
$            3,630,000  

Delta Air Lines, Inc.
3.63%03/15/2022

   $ 3,739,518  
    

 

 

 
 

Auto Manufacturers - 0.3%

  
1,625,000  

Ford Motor Co.
5.29%12/08/2046

     1,675,474  
 

General Motors Co.

  
1,250,000  

6.25%, 10/02/2043

     1,415,910  
1,380,000  

6.75%, 04/01/2046

     1,649,731  
 

General Motors Financial Co., Inc.

  
1,585,000  

3.70%, 05/09/2023

     1,617,822  
1,255,000  

3.95%, 04/13/2024

     1,276,433  
    

 

 

 
       7,635,370  
    

 

 

 
 

Auto Parts & Equipment - 0.0%

  
230,000  

Adient Global Holdings Ltd.
4.88%08/15/2026(1)

     233,278  
    

 

 

 
 

Beverages - 1.0%

  
 

Anheuser-Busch InBev Finance, Inc.

  
3,725,000  

1.90%, 02/01/2019

     3,741,390  
605,000  

2.15%, 02/01/2019

     609,580  
7,160,000  

3.30%, 02/01/2023

     7,429,359  
480,000  

3.65%, 02/01/2026

     496,474  
2,905,000  

4.70%, 02/01/2036

     3,211,646  
2,670,000  

4.90%, 02/01/2046

     2,998,594  
1,445,000  

Anheuser-Busch InBev Worldwide, Inc.
3.75%07/15/2042

     1,391,533  
 

Constellation Brands, Inc.

  
325,000  

2.70%, 05/09/2022

     326,956  
610,000  

3.50%, 05/09/2027

     618,182  
210,000  

4.50%, 05/09/2047

     219,174  
    

 

 

 
       21,042,888  
    

 

 

 
 

Biotechnology - 0.2%

  
2,495,000  

Amgen, Inc.
2.20%05/11/2020

     2,517,330  
755,000  

Celgene Corp.
4.63%05/15/2044

     812,830  
 

Gilead Sciences, Inc.

  
530,000  

2.50%, 09/01/2023

     527,276  
675,000  

3.25%, 09/01/2022

     704,060  
    

 

 

 
       4,561,496  
    

 

 

 
 

Chemicals - 0.2%

  
 

Methanex Corp.

  
1,950,000  

4.25%, 12/01/2024

     1,933,749  
825,000  

5.65%, 12/01/2044

     798,990  
755,000  

Sherwin-Williams Co.
3.13%06/01/2024

     766,000  
85,000  

Versum Materials, Inc.
5.50%09/30/2024(1)

     90,312  
    

 

 

 
       3,589,051  
    

 

 

 
 

Commercial Banks - 10.5%

  
 

Banco Bilbao Vizcaya Argentaria S.A.

  
EUR           800,000  

8.88%, 04/14/2021(3)(6)(7)

     1,115,140  
$        2,800,000  

9.00%, 05/09/2018(3)(6)(7)

     2,921,587  
EUR        1,600,000  

Banco de Sabadell S.A.
6.50%05/18/2022(3)(6)(7)

     1,935,864  
 

Bank of America Corp.

  
$        4,875,000  

2.50%, 10/21/2022

             4,827,118  
2,475,000  

2.63%, 04/19/2021

     2,497,037  
5,250,000  

3.12%, 01/20/2023(3)

     5,342,269  
5,285,000  

3.71%, 04/24/2028(3)

     5,345,487  
2,575,000  

4.00%, 01/22/2025

     2,653,025  
1,670,000  

4.18%, 11/25/2027

     1,724,607  
5,805,000  

4.20%, 08/26/2024

     6,071,798  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$            545,000  

4.44%, 01/20/2048(3)

   $         579,422  
2,235,000  

7.75%, 05/14/2038

     3,267,648  
EUR            800,000  

Bank of Ireland
7.38%06/18/2020(3)(6)(7)

     1,055,410  
$        4,740,000  

Barclays Bank plc
6.05%12/04/2017(1)

     4,807,393  
 

Barclays plc

  
1,995,000  

4.84%, 05/09/2028

     2,072,621  
1,025,000  

7.88%, 03/15/2022(3)(6)(7)

     1,120,889  
 

BNP Paribas S.A.

  
925,000  

2.95%, 05/23/2022(1)

     937,515  
2,265,000  

7.63%, 03/30/2021(1)(3)(6)

     2,508,488  
1,090,000  

BPCE S.A.
3.00%05/22/2022(1)

     1,101,829  
EUR            600,000  

Caixa Geral de Depositos S.A.
10.75%03/30/2022(3)(6)(7)

     752,897  
$        2,890,000  

Capital One Financial Corp.
3.05%03/09/2022

     2,939,144  
 

Capital One NA / Mclean VA

  
3,045,000  

1.65%, 02/05/2018

     3,043,828  
2,200,000  

2.35%, 08/17/2018

     2,213,048  
 

Citigroup, Inc.

  
1,255,000  

1.85%, 11/24/2017

     1,256,119  
2,680,000  

2.28%, 05/17/2024(3)

     2,685,891  
1,890,000  

2.70%, 03/30/2021

     1,909,312  
535,000  

3.20%, 10/21/2026

     522,422  
2,425,000  

4.30%, 11/20/2026

     2,519,948  
4,885,000  

4.45%, 09/29/2027

     5,140,803  
794,000  

4.65%, 07/30/2045

     863,028  
1,285,000  

4.75%, 05/18/2046

     1,363,900  
3,200,000  

Credit Agricole S.A.
8.13%12/23/2025(1)(3)(6)

     3,820,000  
5,565,000  

Credit Suisse Group AG
6.25%12/18/2024(1)(3)(6)

     5,973,727  
2,785,000  

Deutsche Bank AG
2.70%07/13/2020

     2,799,891  
 

Goldman Sachs Group, Inc.

  
460,000  

2.00%, 04/25/2019

     461,202  
3,040,000  

2.35%, 11/15/2021

     3,013,218  
1,725,000  

2.38%, 01/22/2018

     1,731,652  
360,000  

2.47%, 04/23/2020(3)

     366,383  
560,000  

2.60%, 04/23/2020

     567,627  
1,695,000  

2.75%, 09/15/2020

     1,719,318  
2,045,000  

2.88%, 02/25/2021

     2,076,650  
            2,720,000  

2.91%, 07/24/2023(3)

     2,724,102  
2,520,000  

3.69%, 06/05/2028(3)

                 2,536,057  
2,530,000  

5.15%, 05/22/2045

     2,858,708  
2,696,000  

6.00%, 06/15/2020

     2,977,438  
1,410,000  

6.25%, 02/01/2041

     1,842,814  
4,070,000  

6.75%, 10/01/2037

     5,342,656  
 

HSBC Holdings plc

  
1,125,000  

2.95%, 05/25/2021

     1,146,237  
5,015,000  

3.26%, 03/13/2023(3)

     5,136,062  
2,870,000  

3.40%, 03/08/2021

     2,967,741  
1,125,000  

3.60%, 05/25/2023

     1,167,801  
2,670,000  

4.25%, 08/18/2025

     2,774,779  
2,400,000  

6.00%, 05/22/2027(3)(6)

     2,517,240  
1,125,000  

HSBC USA, Inc.
2.75%08/07/2020

     1,147,762  
2,425,000  

Intesa Sanpaolo S.p.A.
7.70%09/17/2025(1)(3)(6)

     2,579,594  
 

JP Morgan Chase & Co.

  
1,110,000  

2.30%, 08/15/2021

     1,108,967  
5,745,000  

2.40%, 06/07/2021

     5,762,562  
1,855,000  

2.55%, 10/29/2020

     1,881,527  
2,190,000  

2.70%, 05/18/2023

     2,183,826  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$        530,000  

2.75%, 06/23/2020

   $ 540,575  
2,575,000  

3.22%, 03/01/2025(3)

     2,604,242  
2,515,000  

4.25%, 10/01/2027

     2,656,330  
2,800,000  

4.35%, 08/15/2021

     3,008,592  
802,000  

6.00%, 01/15/2018

     817,724  
 

Morgan Stanley

  
465,000  

2.45%, 02/01/2019

     468,931  
1,175,000  

2.50%, 01/24/2019

     1,185,952  
5,205,000  

2.50%, 04/21/2021

     5,221,292  
1,030,000  

2.63%, 11/17/2021

     1,033,692  
3,540,000  

2.75%, 05/19/2022

     3,546,209  
825,000  

3.13%, 07/27/2026

     808,015  
5,300,000  

3.59%, 07/22/2028(3)

     5,308,374  
1,530,000  

3.63%, 01/20/2027

     1,547,572  
1,665,000  

3.95%, 04/23/2027

     1,695,288  
2,710,000  

4.00%, 07/23/2025

     2,843,321  
460,000  

4.35%, 09/08/2026

     482,690  
310,000  

4.88%, 11/01/2022

     337,384  
505,000  

7.30%, 05/13/2019

     551,399  
355,000  

Radian Group, Inc.
7.00%03/15/2021

     397,156  
 

Royal Bank of Scotland Group plc

  
1,405,000  

7.50%, 08/10/2020(3)(6)

     1,484,031  
520,000  

8.00%, 08/10/2025(3)(6)

     569,078  
745,000  

8.63%, 08/15/2021(3)(6)

     822,763  
3,120,000  

Santander Holdings USA, Inc.
3.70%03/28/2022(1)

     3,168,313  
GBP            555,000  

Santander UK Group Holdings plc
7.38%06/24/2022(3)(6)(7)

     788,423  
 

Societe Generale S.A.

  
$        2,225,000  

7.38%, 09/13/2021(1)(3)(6)

             2,430,813  
3,040,000  

8.25%, 11/29/2018(3)(6)(7)

     3,225,562  
 

UBS Group AG

  
EUR            800,000  

5.75%, 02/19/2022(3)(6)(7)

     1,063,053  
$        1,875,000  

6.88%, 03/22/2021(3)(6)(7)

     2,021,719  
2,765,000  

7.13%, 02/19/2020(3)(6)(7)

     2,962,006  
2,550,000  

UBS Group Funding Switzerland AG
2.65%02/01/2022(1)

     2,549,036  
420,000  

UniCredit S.p.A.
8.00%06/03/2024(3)(6)(7)

     446,754  
 

Wells Fargo & Co.

  
3,175,000  

2.63%, 07/22/2022

     3,181,115  
1,190,000  

3.00%, 04/22/2026

     1,171,198  
955,000  

3.00%, 10/23/2026

     936,373  
4,340,000  

3.07%, 01/24/2023

     4,418,098  
3,885,000  

3.58%, 05/22/2028(3)

     3,946,737  
3,315,000  

4.90%, 11/17/2045

     3,637,855  
50,000  

5.38%, 11/02/2043

     58,141  
3,130,000  

5.61%, 01/15/2044

     3,737,805  
3,885,000  

Wells Fargo Bank NA
2.15%12/06/2019

     3,913,368  
    

 

 

 
     229,868,007  
    

 

 

 
 

Commercial Services - 0.3%

  
5,304,000  

Acwa Power Management And Investments One Ltd.
5.95%12/15/2039(1)

     5,368,497  
525,000  

Cardtronics, Inc.
5.13%08/01/2022

     535,500  
 

United Rentals North America, Inc.

  
425,000  

4.63%, 07/15/2023

     445,187  
265,000  

5.50%, 07/15/2025

     279,575  
    

 

 

 
     6,628,759  
    

 

 

 
 

Construction Materials - 0.1%

  
451,000  

Eagle Materials, Inc.
4.50%08/01/2026

     471,295  
 

Standard Industries, Inc.

  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          665,000  

5.38%, 11/15/2024(1)

   $ 699,913  
695,000  

6.00%, 10/15/2025(1)

     742,781  
    

 

 

 
       1,913,989  
    

 

 

 
 

Diversified Financial Services - 0.5%

  
4,250,000  

American Express Credit Corp.
2.20%03/03/2020

     4,284,697  
1,080,000  

Capital One Bank USA NA
2.30%06/05/2019

     1,083,815  
1,905,000  

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

     1,938,901  
1,555,000  

Intercontinental Exchange, Inc.
2.75%12/01/2020

     1,574,064  
425,000  

Nasdaq, Inc.
3.85%06/30/2026

     436,260  
 

Navient Corp.

  
100,000  

5.88%, 03/25/2021

     105,562  
275,000  

6.63%, 07/26/2021

     294,937  
395,000  

7.25%, 01/25/2022

     432,525  
680,000  

7.25%, 09/25/2023

     743,954  
    

 

 

 
               10,894,715  
    

 

 

 
 

Electric - 1.0%

  
 

AES Corp.

  
1,170,000  

4.88%, 05/15/2023

     1,196,325  
275,000  

5.50%, 03/15/2024

     287,375  
1,350,000  

Dominion Energy, Inc.
2.85%08/15/2026

     1,303,428  
1,260,000  

DTE Energy Co.
1.50%10/01/2019

     1,242,676  
1,145,000  

Duke Energy Carolinas LLC
4.25%12/15/2041

     1,229,642  
545,000  

Duke Energy Corp.
2.65%09/01/2026

     527,321  
1,710,000  

Duke Energy Florida LLC
3.40%10/01/2046

     1,603,903  
1,435,000  

Duke Energy Progress LLC
4.38%03/30/2044

     1,555,189  
 

Emera U.S. Finance L.P.

  
320,000  

2.70%, 06/15/2021

     322,024  
355,000  

4.75%, 06/15/2046

     380,253  
 

Exelon Corp.

  
370,000  

2.45%, 04/15/2021

     369,564  
1,880,000  

2.85%, 06/15/2020

     1,917,327  
 

FirstEnergy Corp.

  
2,125,000  

3.90%, 07/15/2027

     2,141,864  
2,000,000  

4.25%, 03/15/2023

     2,127,994  
 

Fortis, Inc.

  
630,000  

2.10%, 10/04/2021

     621,576  
1,340,000  

3.06%, 10/04/2026

     1,301,243  
825,000  

NextEra Energy Capital Holdings, Inc.
1.65%09/01/2018

     824,563  
550,000  

NRG Energy, Inc.
7.25%05/15/2026

     581,625  
495,000  

Oncor Electric Delivery Co. LLC
7.00%09/01/2022

     598,324  
 

Southern Co.

  
1,320,000  

1.85%, 07/01/2019

     1,318,663  
490,000  

2.95%, 07/01/2023

     492,384  
595,000  

4.40%, 07/01/2046

     620,396  
    

 

 

 
       22,563,659  
    

 

 

 
 

Electronics - 0.1%

  
1,140,000  

Fortive Corp.
2.35%06/15/2021

     1,136,217  
    

 

 

 
 

Engineering & Construction - 0.3%

  
 

SBA Tower Trust

  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          4,130,000  

3.17%, 04/11/2022(1)

   $ 4,156,616  
3,435,000  

3.60%, 04/10/2018(1)

     3,436,870  
    

 

 

 
       7,593,486  
    

 

 

 
 

Entertainment - 0.0%

  
 

WMG Acquisition Corp.

  
425,000  

4.88%, 11/01/2024(1)

     436,687  
185,000  

5.00%, 08/01/2023(1)

     191,475  
    

 

 

 
       628,162  
    

 

 

 
 

Environmental Control - 0.0%

  
 

Clean Harbors, Inc.

  
150,000  

5.13%, 06/01/2021

     153,000  
450,000  

5.25%, 08/01/2020

     456,188  
    

 

 

 
       609,188  
    

 

 

 
 

Food - 0.3%

  
3,000,000  

Danone S.A.
1.69%10/30/2019(1)

     2,988,180  
 

Kraft Heinz Foods Co.

  
1,205,000  

2.00%, 07/02/2018

             1,208,339  
815,000  

2.80%, 07/02/2020

     831,133  
940,000  

4.38%, 06/01/2046

     913,353  
125,000  

Kroger Co.
3.88%10/15/2046

     110,433  
1,640,000  

Sysco Corp.
2.50%07/15/2021

     1,659,942  
    

 

 

 
       7,711,380  
    

 

 

 
 

Gas - 0.0%

  
 

AmeriGas Partners L.P. / AmeriGas Finance Corp.

  
235,000  

5.63%, 05/20/2024

     243,813  
365,000  

5.88%, 08/20/2026

     374,125  
405,000  

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

     393,655  
    

 

 

 
       1,011,593  
    

 

 

 
 

Healthcare-Products - 0.4%

  
4,350,000  

Becton Dickinson and Co.
3.36%06/06/2024

     4,409,421  
 

Medtronic, Inc.

  
335,000  

2.50%, 03/15/2020

     340,780  
1,353,000  

4.38%, 03/15/2035

     1,498,588  
530,000  

4.63%, 03/15/2045

     600,962  
 

Thermo Fisher Scientific, Inc.

  
490,000  

2.95%, 09/19/2026

     480,646  
1,740,000  

3.00%, 04/15/2023

     1,770,233  
    

 

 

 
       9,100,630  
    

 

 

 
 

Healthcare-Services - 0.7%

  
730,000  

Aetna, Inc.
2.80%06/15/2023

     738,045  
 

Anthem, Inc.

  
3,540,000  

3.50%, 08/15/2024

     3,663,206  
320,000  

4.63%, 05/15/2042

     344,680  
 

Community Health Systems, Inc.

  
505,000  

5.13%, 08/01/2021

     508,156  
300,000  

6.25%, 03/31/2023

     307,500  
741,000  

HCA, Inc.
7.50%11/15/2095

     762,304  
695,000  

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

     738,437  
775,000  

Tenet Healthcare Corp.
6.00%10/01/2020

     830,219  
 

UnitedHealth Group, Inc.

  
2,345,000  

1.70%, 02/15/2019

     2,348,651  
1,745,000  

3.35%, 07/15/2022

     1,828,814  
1,620,000  

3.75%, 07/15/2025

     1,722,258  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          455,000  

4.25%, 04/15/2047

   $ 488,252  
590,000  

4.75%, 07/15/2045

     681,398  
    

 

 

 
       14,961,920  
    

 

 

 
 

Home Builders - 0.1%

  
515,000  

Meritage Homes Corp.
6.00%06/01/2025

     555,556  
600,000  

Toll Brothers Finance Corp.
4.88%11/15/2025

     625,500  
    

 

 

 
       1,181,056  
    

 

 

 
 

Insurance - 0.3%

  
1,050,000  

American International Group, Inc.
4.70%07/10/2035

     1,131,218  
 

CNO Financial Group, Inc.

  
25,000  

4.50%, 05/30/2020

     25,938  
750,000  

5.25%, 05/30/2025

     796,875  
 

Genworth Holdings, Inc.

  
10,000  

4.80%, 02/15/2024

     8,225  
350,000  

4.90%, 08/15/2023

     292,250  
70,000  

7.20%, 02/15/2021

     66,325  
50,000  

7.63%, 09/24/2021

     47,569  
10,000  

7.70%, 06/15/2020

     9,825  
1,375,000  

Marsh & McLennan Cos., Inc.
3.50%03/10/2025

     1,423,192  
275,000  

Massachusetts Mutual Life Insurance Co.
8.88%06/01/2039(1)

     446,789  
380,000  

MGIC Investment Corp.
5.75%08/15/2023

     414,200  
895,000  

Willis North America, Inc.
3.60%05/15/2024

     914,627  
    

 

 

 
       5,577,033  
    

 

 

 
 

Iron/Steel - 0.3%

  
1,090,000  

ArcelorMittal
6.13%06/01/2025

     1,243,963  
585,000  

Steel Dynamics, Inc.
5.50%10/01/2024

     625,950  
 

Vale Overseas Ltd.

  
2,955,000  

6.25%, 08/10/2026

     3,284,482  
340,000  

6.88%, 11/10/2039

     378,678  
    

 

 

 
       5,533,073  
    

 

 

 
 

IT Services - 0.4%

  
 

Apple, Inc.

  
275,000  

3.00%, 02/09/2024

     281,182  
740,000  

3.35%, 02/09/2027

     760,384  
1,955,000  

3.45%, 02/09/2045

     1,836,801  
615,000  

3.85%, 08/04/2046

     613,184  
 

Dell International LLC / EMC Corp.

  
770,000  

4.42%, 06/15/2021(1)

     812,643  
490,000  

8.35%, 07/15/2046(1)

     639,959  
2,580,000  

Hewlett Packard Enterprise Co.
3.60%10/15/2020

             2,669,869  
400,000  

NCR Corp.
5.00%07/15/2022

     410,000  
    

 

 

 
       8,024,022  
    

 

 

 
 

Machinery - Construction & Mining - 0.0%

  
255,000  

Oshkosh Corp.
5.38%03/01/2025

     268,388  
    

 

 

 
 

Machinery-Diversified - 0.0%

  
595,000  

CNH Industrial N.V.
4.50%08/15/2023

     630,700  
    

 

 

 
 

Media - 2.1%

  
 

21st Century Fox America, Inc.

  
225,000  

4.75%, 11/15/2046

     240,112  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          2,150,000  

6.15%, 03/01/2037

   $ 2,699,994  
750,000  

6.20%, 12/15/2034

     932,239  
500,000  

Altice U.S. Finance Corp.
5.50%05/15/2026(1)

     530,000  
570,000  

CCO Holdings LLC / CCO Holdings Capital Corp.
5.75%02/15/2026(1)

     612,750  
 

Charter Communications Operating LLC / Charter Communications Operating Capital

  
1,100,000  

3.58%, 07/23/2020

     1,137,633  
3,920,000  

4.46%, 07/23/2022

     4,194,847  
190,000  

4.91%, 07/23/2025

     204,175  
2,865,000  

6.48%, 10/23/2045

     3,377,273  
325,000  

Columbus Cable Barbados Ltd.
7.38%03/30/2021(1)

     346,937  
 

Comcast Corp.

  
90,000  

1.63%, 01/15/2022

     88,006  
1,595,000  

3.40%, 07/15/2046

     1,448,397  
600,000  

4.75%, 03/01/2044

     667,783  
95,000  

5.70%, 07/01/2019

     102,105  
 

Cox Communications, Inc.

  
1,470,000  

3.15%, 08/15/2024(1)(4)

     1,471,730  
685,000  

3.25%, 12/15/2022(1)

     686,220  
735,000  

3.35%, 09/15/2026(1)

     724,582  
1,200,000  

3.85%, 02/01/2025(1)

     1,214,214  
490,000  

4.80%, 02/01/2035(1)

     484,137  
510,000  

CSC Holdings LLC
5.50%04/15/2027(1)

     543,150  
 

Discovery Communications LLC

  
1,223,000  

3.45%, 03/15/2025

     1,195,595  
1,523,000  

3.80%, 03/13/2024

     1,544,231  
785,000  

4.90%, 03/11/2026

     838,495  
755,000  

DISH DBS Corp.
5.88%11/15/2024

     818,986  
1,295,000  

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

     1,480,309  
1,230,000  

Liberty Interactive LLC
8.25%02/01/2030

     1,340,700  
1,379,000  

NBCUniversal Media LLC
5.95%04/01/2041

     1,766,424  
240,000  

SFR Group S.A.
7.38%05/01/2026(1)

     259,800  
 

Sky plc

  
565,000  

2.63%, 09/16/2019(1)

     569,668  
2,615,000  

3.13%, 11/26/2022(1)

     2,662,836  
 

TEGNA, Inc.

  
150,000  

5.13%, 10/15/2019

     152,437  
840,000  

5.13%, 07/15/2020

     862,050  
 

Time Warner Cable LLC

  
1,175,000  

4.50%, 09/15/2042

     1,107,240  
2,145,000  

8.75%, 02/14/2019

     2,360,075  
3,190,000  

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

     4,437,351  
 

Time Warner, Inc.

  
965,000  

6.10%, 07/15/2040

     1,151,525  
345,000  

6.20%, 03/15/2040

     417,858  
 

Viacom, Inc.

  
10,000  

3.45%, 10/04/2026

     9,701  
719,000  

4.38%, 03/15/2043

     635,008  
50,000  

5.88%, 02/28/2057(3)

     51,250  
70,000  

6.25%, 02/28/2057(3)

     71,925  
480,000  

Videotron Ltd.
5.38%06/15/2024(1)

     511,800  
    

 

 

 
               45,951,548  
    

 

 

 
 

Mining - 0.1%

  
825,000  

Corp. Nacional del Cobre de Chile
3.63%08/01/2027(1)

     818,194  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$        585,000  

Kaiser Aluminum Corp.
5.88%05/15/2024

   $ 621,562  
605,000  

Rio Tinto Finance USA Ltd.
3.75%06/15/2025

     641,497  
520,000  

Teck Resources Ltd.
8.50%06/01/2024(1)

     603,200  
    

 

 

 
       2,684,453  
    

 

 

 
 

Oil & Gas - 2.7%

  
 

Anadarko Petroleum Corp.

  
1,990,000  

3.45%, 07/15/2024

     1,973,833  
810,000  

4.50%, 07/15/2044

     758,056  
1,660,000  

6.60%, 03/15/2046

     2,046,161  
280,000  

6.95%, 06/15/2019

     302,815  
325,000  

Apache Corp.
4.25%01/15/2044

     307,566  
 

BP Capital Markets plc

  
1,345,000  

2.11%, 09/16/2021

     1,341,621  
710,000  

2.52%, 01/15/2020

     721,814  
1,915,000  

2.75%, 05/10/2023

     1,927,658  
 

Canadian Natural Resources Ltd.

  
990,000  

3.85%, 06/01/2027

     1,000,374  
2,245,000  

6.25%, 03/15/2038

             2,667,455  
 

Cenovus Energy, Inc.

  
255,000  

4.25%, 04/15/2027(1)

     249,190  
365,000  

6.75%, 11/15/2039

     394,156  
300,000  

Concho Resources, Inc.
5.50%04/01/2023

     309,750  
2,090,000  

ConocoPhillips Co.
4.95%03/15/2026

     2,354,145  
 

Continental Resources, Inc.

  
25,000  

3.80%, 06/01/2024

     23,125  
280,000  

4.50%, 04/15/2023

     273,000  
55,000  

4.90%, 06/01/2044

     47,025  
250,000  

5.00%, 09/15/2022

     247,655  
775,000  

Devon Energy Corp.
5.00%06/15/2045

     789,153  
390,000  

Devon Financing Co. LLC
7.88%09/30/2031

     510,125  
1,000,000  

EnCana Corp.
3.90%11/15/2021

     1,026,869  
955,000  

EOG Resources, Inc.
4.15%01/15/2026

     1,014,835  
 

Hess Corp.

  
1,435,000  

4.30%, 04/01/2027

     1,424,809  
885,000  

5.60%, 02/15/2041

     886,697  
645,000  

5.80%, 04/01/2047

     655,666  
936,000  

6.00%, 01/15/2040

     978,932  
1,945,000  

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

     2,301,876  
 

Marathon Oil Corp.

  
675,000  

2.70%, 06/01/2020

     672,544  
1,585,000  

2.80%, 11/01/2022

     1,554,292  
150,000  

3.85%, 06/01/2025

     149,592  
2,335,000  

4.40%, 07/15/2027

     2,372,699  
370,000  

MEG Energy Corp.
6.50%01/15/2025(1)

     357,975  
2,070,000  

Petrobras Global Finance B.V.
6.13%01/17/2022

     2,175,363  
 

Petroleos Mexicanos

  
210,000  

4.63%, 09/21/2023

     216,195  
1,440,000  

5.50%, 02/04/2019

     1,505,520  
296,000  

5.50%, 06/27/2044

     270,840  
690,000  

6.38%, 02/04/2021

     755,550  
3,695,000  

6.50%, 03/13/2027(1)

     4,068,195  
2,090,000  

6.63%, 06/15/2035

     2,222,297  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          1,885,000  

6.75%, 09/21/2047(1)

   $ 1,983,020  
2,310,000  

Pioneer Natural Resources Co.
4.45%01/15/2026

     2,480,150  
 

QEP Resources, Inc.

  
375,000  

5.25%, 05/01/2023

     364,571  
20,000  

5.38%, 10/01/2022

     19,650  
25,000  

6.80%, 03/01/2020

     26,125  
1,800,000  

Shell International Finance B.V.
4.38%05/11/2045

     1,908,841  
170,000  

SM Energy Co.
6.13%11/15/2022

     166,600  
1,855,000  

Statoil ASA
3.95%05/15/2043

     1,829,360  
 

Valero Energy Corp.

  
2,455,000  

3.40%, 09/15/2026

     2,434,150  
315,000  

4.90%, 03/15/2045

     333,457  
525,000  

WPX Energy, Inc.
5.25%09/15/2024

     517,125  
ARS    81,010,352  

YPF S.A.
16.50%05/09/2022(1)

     4,270,727  
    

 

 

 
               59,189,199  
    

 

 

 
 

Packaging & Containers - 0.1%

  
$            565,000  

Owens-Brockway Glass Container, Inc.
5.88%08/15/2023(1)

     626,091  
590,000  

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%07/15/2023(1)

     620,975  
    

 

 

 
       1,247,066  
    

 

 

 
 

Pharmaceuticals - 1.5%

  
 

Allergan Funding SCS

  
4,860,000  

2.35%, 03/12/2018

     4,880,431  
5,225,000  

3.00%, 03/12/2020

     5,347,228  
256,000  

Baxalta, Inc.
3.60%06/23/2022

     263,697  
 

Cardinal Health, Inc.

  
855,000  

1.95%, 06/15/2018

     857,153  
5,390,000  

2.62%, 06/15/2022

     5,434,478  
435,000  

4.37%, 06/15/2047

     451,645  
2,240,000  

EMD Finance LLC
2.95%03/19/2022(1)

     2,287,542  
 

Mylan N.V.

  
1,020,000  

3.00%, 12/15/2018

     1,034,363  
1,180,000  

3.15%, 06/15/2021

     1,204,976  
1,170,000  

3.75%, 12/15/2020

     1,220,365  
405,000  

Quintiles IMS, Inc.
4.88%05/15/2023(1)

     420,188  
1,920,000  

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

     1,914,002  
 

Teva Pharmaceutical Finance Netherlands B.V.

  
3,435,000  

1.70%, 07/19/2019

     3,416,300  
2,785,000  

2.20%, 07/21/2021

     2,745,762  
230,000  

2.80%, 07/21/2023

     225,737  
 

Valeant Pharmaceuticals International, Inc.

  
245,000  

6.50%, 03/15/2022(1)

     258,475  
145,000  

7.00%, 03/15/2024(1)

     154,425  
    

 

 

 
       32,116,767  
    

 

 

 
 

Pipelines - 1.2%

  
 

DCP Midstream Operating L.P.

  
100,000  

3.88%, 03/15/2023

     97,500  
200,000  

4.95%, 04/01/2022

     205,250  
100,000  

5.60%, 04/01/2044

     95,000  
1,060,000  

Enbridge, Inc.
3.70%07/15/2027

     1,075,670  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          1,278,000  

Energy Transfer Equity L.P.
7.50%10/15/2020

   $ 1,444,140  
 

Energy Transfer L.P.

  
120,000  

3.60%, 02/01/2023

     121,377  
590,000  

4.05%, 03/15/2025

     595,889  
405,000  

5.95%, 10/01/2043

     425,697  
925,000  

Enterprise Products Operating LLC
3.95%02/15/2027

     969,737  
 

Kinder Morgan Energy Partners L.P.

  
520,000  

5.30%, 09/15/2020

     560,598  
180,000  

6.50%, 04/01/2020

     198,269  
360,000  

6.85%, 02/15/2020

     398,964  
2,350,000  

Kinder Morgan, Inc.
5.55%06/01/2045

     2,503,859  
 

MPLX L.P.

  
1,085,000  

4.13%, 03/01/2027

     1,101,148  
265,000  

5.20%, 03/01/2047

     273,783  
60,000  

NGPL PipeCo LLC
4.88%08/15/2027(1)

     61,725  
465,000  

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

     458,082  
3,575,000  

Plains All American Pipeline L.P. / PAA Finance Corp.
4.50%12/15/2026

     3,660,189  
 

Regency Energy Partners L.P. / Regency Energy Finance Corp.

  
1,360,000  

4.50%, 11/01/2023

     1,427,242  
290,000  

5.88%, 03/01/2022

     321,112  
690,000  

Sabine Pass Liquefaction LLC
4.20%03/15/2028

     700,854  
 

Sunoco Logistics Partners Operations L.P.

  
105,000  

3.90%, 07/15/2026

     103,493  
1,080,000  

4.25%, 04/01/2024

     1,110,907  
 

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.

  
415,000  

6.25%, 10/15/2022

     440,938  
30,000  

6.38%, 05/01/2024

     32,775  
1,675,000  

Texas Eastern Transmission L.P.
2.80%10/15/2022(1)

     1,659,823  
 

Williams Cos., Inc.

  
295,000  

3.70%, 01/15/2023

     291,956  
75,000  

4.55%, 06/24/2024

     77,719  
100,000  

7.88%, 09/01/2021

     117,000  
 

Williams Partners L.P.

  
3,265,000  

3.60%, 03/15/2022

     3,363,538  
860,000  

4.00%, 11/15/2021

     899,634  
1,255,000  

4.30%, 03/04/2024

     1,322,361  
    

 

 

 
               26,116,229  
    

 

 

 
 

Real Estate - 0.1%

  
2,230,000  

ProLogis L.P.
3.35%02/01/2021

     2,306,837  
    

 

 

 
 

Real Estate Investment Trusts - 0.6%

  
 

American Tower Corp.

  
2,160,000  

3.40%, 02/15/2019

     2,208,000  
550,000  

3.45%, 09/15/2021

     570,958  
1,635,000  

Brandywine Operating Partnership L.P.
3.95%02/15/2023

     1,652,687  
 

Crown Castle International Corp.

  
2,745,000  

3.20%, 09/01/2024

     2,745,505  
240,000  

3.40%, 02/15/2021

     247,844  
940,000  

3.70%, 06/15/2026

     952,281  
 

Equinix, Inc.

  
95,000  

5.38%, 04/01/2023

     98,800  
470,000  

5.88%, 01/15/2026

     514,650  
2,115,000  

Kimco Realty Corp.
3.13%06/01/2023

     2,124,160  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          1,110,000  

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

   $ 1,131,583  
    

 

 

 
       12,246,468  
    

 

 

 
 

Retail - 0.6%

  
 

CVS Health Corp.

  
3,010,000  

2.80%, 07/20/2020

     3,080,124  
1,421,000  

3.88%, 07/20/2025

     1,490,269  
2,765,000  

5.13%, 07/20/2045

     3,173,031  
 

Home Depot, Inc.

  
1,460,000  

3.50%, 09/15/2056

     1,334,525  
260,000  

4.20%, 04/01/2043

     274,968  
60,000  

Lithia Motors, Inc.
5.25%08/01/2025(1)

     61,800  
 

Lowe’s Cos., Inc.

  
2,675,000  

2.50%, 04/15/2026

     2,573,762  
280,000  

3.70%, 04/15/2046

     268,810  
325,000  

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%03/01/2027

     320,938  
    

 

 

 
               12,578,227  
    

 

 

 
 

Semiconductors - 0.6%

  
 

Applied Materials, Inc.

  
420,000  

3.30%, 04/01/2027

     429,051  
300,000  

4.35%, 04/01/2047

     322,357  
 

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  
5,555,000  

3.00%, 01/15/2022(1)

     5,639,686  
1,965,000  

3.63%, 01/15/2024(1)

     2,022,105  
910,000  

Intel Corp.
4.10%05/19/2046

     942,147  
1,605,000  

Lam Research Corp.
2.80%06/15/2021

     1,639,620  
2,175,000  

QUALCOMM, Inc.
2.10%05/20/2020

     2,191,195  
350,000  

Sensata Technologies B.V.
5.00%10/01/2025(1)

     368,375  
211,000  

Sensata Technologies UK Financing Co. plc
6.25%02/15/2026(1)

     229,990  
    

 

 

 
       13,784,526  
    

 

 

 
 

Software - 0.4%

  
 

First Data Corp.

  
280,000  

5.00%, 01/15/2024(1)

     291,200  
695,000  

5.38%, 08/15/2023(1)

     725,406  
 

Microsoft Corp.

  
2,605,000  

1.55%, 08/08/2021

     2,562,614  
1,010,000  

2.40%, 08/08/2026

     974,494  
1,010,000  

3.30%, 02/06/2027

     1,044,360  
1,720,000  

3.70%, 08/08/2046

     1,698,978  
1,570,000  

3.95%, 08/08/2056

     1,585,039  
 

MSCI, Inc.

  
360,000  

5.25%, 11/15/2024(1)

     384,300  
115,000  

5.75%, 08/15/2025(1)

     124,488  
 

Open Text Corp.

  
170,000  

5.63%, 01/15/2023(1)

     178,500  
215,000  

5.88%, 06/01/2026(1)

     232,738  
    

 

 

 
       9,802,117  
    

 

 

 
 

Telecommunications - 1.9%

  
340,000  

Altice Financing S.A.
6.63%02/15/2023(1)

     360,187  
 

AT&T, Inc.

  
2,710,000  

3.60%, 02/17/2023

     2,803,297  
3,415,000  

3.61%, 08/14/2024(4)

     3,409,263  
1,545,000  

3.80%, 03/15/2022

     1,615,325  
4,390,000  

4.06%, 08/14/2027(4)

     4,382,405  
835,000  

4.50%, 05/15/2035

     813,176  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          2,790,000  

4.75%, 05/15/2046

   $ 2,679,151  
3,315,000  

5.32%, 02/14/2050(4)

     3,307,674  
155,000  

5.80%, 02/15/2019

     164,337  
4,500,000  

GTP Acquisition Partners LLC
3.48%06/16/2025(1)

     4,589,730  
 

Nokia Oyj

  
1,815,000  

4.38%, 06/12/2027

     1,869,450  
455,000  

6.63%, 05/15/2039

     527,800  
560,000  

Sprint Communications, Inc.
7.00%03/01/2020(1)

     611,800  
740,000  

Sprint Corp.
7.13%06/15/2024

     811,225  
4,365,000  

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%09/20/2021(1)

     4,424,800  
 

Telecom Italia Capital S.A.

  
185,000  

6.00%, 09/30/2034

     204,610  
60,000  

6.38%, 11/15/2033

     67,950  
215,000  

7.72%, 06/04/2038

     274,394  
1,485,000  

Telefonica Emisiones SAU
4.10%03/08/2027

     1,553,475  
 

Verizon Communications, Inc.

  
1,445,000  

4.13%, 03/16/2027

     1,485,736  
1,971,000  

4.27%, 01/15/2036

     1,891,161  
465,000  

4.40%, 11/01/2034

     456,687  
2,264,000  

4.52%, 09/15/2048

     2,103,218  
1,700,000  

4.81%, 03/15/2039

     1,702,662  
    

 

 

 
       42,109,513  
    

 

 

 
 

Transportation - 0.7%

  
 

Burlington Northern Santa Fe LLC

  
290,000  

3.25%, 06/15/2027

     298,308  
1,815,000  

4.13%, 06/15/2047

     1,908,298  
725,000  

Canadian Pacific Railway Co.
9.45%08/01/2021

     901,462  
3,700,000  

CSX Corp.
3.25%06/01/2027

     3,725,819  
 

FedEx Corp.

  
600,000  

4.40%, 01/15/2047

     623,483  
1,205,000  

4.55%, 04/01/2046

     1,277,745  
620,000  

4.75%, 11/15/2045

     674,579  
1,535,000  

Norfolk Southern Corp.
2.90%06/15/2026

     1,515,301  
 

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

  
3,470,000  

2.88%, 07/17/2018(1)

     3,507,268  
645,000  

3.30%, 04/01/2021(1)

     665,661  
270,000  

3.38%, 02/01/2022(1)

     279,103  
915,000  

4.88%, 07/11/2022(1)

     1,005,231  
    

 

 

 
       16,382,258  
    

 

 

 
 

Total Corporate Bonds
(cost $649,557,358)

   $         667,199,246  
    

 

 

 

Foreign Government Obligations - 2.7%

  
 

Argentina - 0.7%

  
 

Argentina Treasury Bill

  
$              524,994  

1.45%, 11/10/2017(8)

   $ 520,784  
535,096  

1.54%, 11/24/2017(8)

     530,192  
1,240,416  

1.82%, 01/26/2018(8)

     1,222,208  
3,101,905  

1.84%, 12/15/2017(8)

     3,067,988  
5,936,711  

2.30%, 06/15/2018(8)

     5,769,688  
1,762,002  

2.32%, 05/24/2018(8)

     1,718,921  
3,127,782  

2.50%, 04/27/2018(8)

     3,054,704  
    

 

 

 
       15,884,485  
    

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Chile - 0.1%

  
$          2,405,000  

Chile Government International Bond
3.86%06/21/2047

   $ 2,426,645  
    

 

 

 
 

Japan - 1.0%

  
JPY  2,459,100,000  

Japan Treasury Discount Bill
0.09%10/10/2017(8)

     22,309,944  
    

 

 

 
 

Kuwait - 0.2%

  
 

Kuwait International Government Bond

  
$          2,735,000  

2.75%, 03/20/2022(1)

     2,754,966  
2,205,000  

3.50%, 03/20/2027(1)

     2,251,856  
    

 

 

 
       5,006,822  
    

 

 

 
 

Mexico - 0.2%

  
 

Mexico Government International Bond

  
880,000  

4.15%, 03/28/2027

     918,280  
2,556,000  

5.75%, 10/12/2110

     2,695,302  
    

 

 

 
       3,613,582  
    

 

 

 
 

Oman - 0.3%

  
 

Oman Government International Bond

  
4,345,000  

5.38%, 03/08/2027(1)

     4,497,075  
1,850,000  

6.50%, 03/08/2047(1)

     1,928,481  
    

 

 

 
       6,425,556  
    

 

 

 
 

Qatar - 0.2%

  
3,000,000  

Qatar Government International Bond
5.25%01/20/2020(1)

     3,194,406  
    

 

 

 
 

Total Foreign Government Obligations
(cost $57,582,479)

   $         58,861,440  
    

 

 

 

Municipal Bonds - 1.5%

  
 

Development - 0.2%

  
 

California State, GO Taxable

  
$          1,300,000  

7.50%, 04/01/2034

   $ 1,895,322  
685,000  

7.60%, 11/01/2040

     1,077,032  
80,000  

7.63%, 03/01/2040

     123,391  
    

 

 

 
       3,095,745  
    

 

 

 
 

General - 0.3%

  
2,705,000  

Chicago, IL, Transit Auth
6.90%12/01/2040

     3,486,177  
 

Puerto Rico Commonwealth Government Employees Retirement System

  
5,400,000  

6.15%, 07/01/2038

     2,308,500  
2,820,000  

6.30%, 07/01/2043

     1,205,550  
    

 

 

 
       7,000,227  
    

 

 

 
 

General Obligation - 0.9%

  
4,435,000  

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

     6,840,721  
4,080,000  

City of Chicago, IL, GO
7.05%01/01/2029

     4,422,924  
 

Illinois State, GO

  
765,000  

5.10%, 06/01/2033

     767,043  
350,000  

5.16%, 02/01/2018

     354,127  
4,540,000  

5.67%, 03/01/2018

     4,615,954  
1,375,000  

5.88%, 03/01/2019

     1,434,290  
2,055,000  

State of Illinois
5.38%07/01/2018

     2,101,792  
    

 

 

 
       20,536,851  
    

 

 

 
 

Utility - Electric - 0.1%

  
1,285,000  

Municipal Electric Auth Georgia
6.64%04/01/2057

     1,651,405  
    

 

 

 
 

Total Municipal Bonds
(cost $30,793,826)

   $ 32,284,228  
    

 

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Senior Floating Rate Interests - 3.9%(9)   
 

Advertising - 0.0%

  
$          470,456  

Acosta Holdco, Inc.
4.48%09/26/2021

   $ 427,917  
    

 

 

 
 

Aerospace/Defense - 0.1%

  
565,000  

MacDonald, Dettwiler and Associates Ltd.
0.00%07/06/2024(10)

   $ 564,881  
 

TransDigm, Inc.

  
1,467,873  

4.23%, 05/14/2022

     1,473,744  
499,127  

4.23%, 06/09/2023

     501,413  
    

 

 

 
       2,540,038  
    

 

 

 
 

Agriculture - 0.0%

  
286,339  

Pinnacle Operating Corp.
8.48%11/15/2021

     264,506  
    

 

 

 
 

Airlines - 0.0%

  
434,525  

Delta Air Lines, Inc.
3.72%10/18/2018

     437,132  
    

 

 

 
 

Auto Manufacturers - 0.0%

  
605,221  

Jaguar Holding Co.
3.98%08/18/2022

     609,155  
    

 

 

 
 

Auto Parts & Equipment - 0.0%

  
430,000  

USI, Inc.
4.18%05/16/2024

     428,658  
    

 

 

 
 

Biotechnology - 0.0%

  
529,323  

Sterigenics-Nordion Holdings LLC
4.23%05/15/2022

     529,101  
    

 

 

 
 

Chemicals - 0.1%

  
586,801  

Chemours Co.
3.73%05/12/2022

     590,715  
395,000  

Diamond (BC) B.V.
0.00%07/12/2024(10)

     395,328  
46,870  

Huntsman International LLC
4.23%04/19/2019

     46,943  
425,247  

Ineos U.S. Finance LLC
4.01%03/31/2022

     427,449  
    

 

 

 
       1,460,435  
    

 

 

 
 

Coal - 0.1%

  
306,983  

Ascent Resources - Marcellus LLC
5.47%08/04/2020

     187,772  
832,913  

Foresight Energy LLC
7.05%03/28/2022

     802,720  
    

 

 

 
               990,492  
    

 

 

 
 

Commercial Services - 0.3%

  
653,363  

Aramark Services, Inc.
3.23%03/28/2024

     658,060  
215,000  

Ascend Learning LLC
4.53%07/05/2022

     216,679  
431,743  

Camelot UK Holdco Ltd.
4.73%10/03/2023

     436,384  
155,000  

Capital Automotive L.P.
7.24%03/24/2025

     157,423  
308,450  

DigitalGlobe, Inc.
3.98%01/15/2024

     308,644  
155,338  

KAR Auction Services, Inc.
3.81%03/09/2023

     156,243  
331,200  

ON Assignment, Inc.
3.48%06/03/2022

     333,270  
923,850  

PSAV Holdings LLC
4.67%04/27/2024

     929,625  
472,625  

Quikrete Holdings, Inc.
3.98%11/15/2023

     474,128  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$                514,800  

Russell Investment Group
6.97%06/01/2023

   $ 520,916  
EUR          230,000  

Techem GmbH
0.00%07/31/2024(10)

     274,488  
$                890,000  

Tempo Acquisition LLC
4.23%05/01/2024

     896,862  
398,000  

Xerox Business Services LLC
5.23%12/07/2023

     402,577  
    

 

 

 
       5,765,299  
    

 

 

 
 

Distribution/Wholesale - 0.1%

  
1,002,425  

American Builders & Contractors Supply Co., Inc.
3.73%10/31/2023

     1,007,437  
455,412  

Nexeo Solutions LLC
5.05%06/09/2023

     461,296  
636,860  

Univar, Inc.
3.98%07/01/2022

     640,044  
    

 

 

 
               2,108,777  
    

 

 

 
 

Diversified Financial Services - 0.1%

  
498,750  

AlixPartners LLP
4.30%04/04/2024

     502,411  
495,000  

Fortress Investment Group LLC
1.38%06/14/2022

     500,881  
263,675  

RP Crown Parent LLC
4.73%10/12/2023

     266,641  
680,000  

Telenet Financing USD LLC
3.98%06/30/2025

     683,400  
    

 

 

 
       1,953,333  
    

 

 

 
 

Electric - 0.1%

  
989,051  

Calpine Construction Finance Co., L.P.
3.74%01/31/2022

     987,201  
417,178  

Calpine Corp.
4.05%05/31/2023

     418,509  
330,000  

Chief Exploration & Development LLC
7.93%05/16/2021

     320,651  
225,000  

Helix Gen Funding LLC
4.96%06/02/2024

     227,025  
595,191  

Seadrill Partners Finco LLC
4.30%02/21/2021

     406,712  
    

 

 

 
       2,360,098  
    

 

 

 
 

Energy-Alternate Sources - 0.0%

  
 

TEX Operations Co. LLC

  
497,500  

3.98%, 08/04/2023

     498,868  
115,000  

3.98%, 08/04/2023

     115,316  
    

 

 

 
       614,184  
    

 

 

 
 

Engineering & Construction - 0.0%

  
650,000  

Brand Energy & Infrastructure Services, Inc.
5.56%06/21/2024

     654,875  
    

 

 

 
 

Entertainment - 0.1%

  
658,350  

Eldorado Resorts LLC
3.56%04/17/2024

     656,704  
407,259  

Scientific Games International, Inc.
5.23%10/01/2021

     407,642  
    

 

 

 
       1,064,346  
    

 

 

 
 

Environmental Control - 0.0%

  
120,000  

HD Supply Waterworks Ltd.
0.00%08/01/2024(10)

     120,713  
    

 

 

 
 

Food - 0.1%

  
782,303  

Albertsons LLC
3.98%08/25/2021

     779,862  
556,771  

Hostess Brands LLC
3.73%08/03/2022

     561,442  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          680,000  

Post Holdings, Inc.
3.49%05/24/2024

   $ 682,761  
    

 

 

 
               2,024,065  
    

 

 

 
 

Healthcare-Products - 0.1%

  
395,000  

Air Medical Group Holdings, Inc.
5.23%04/28/2022

     392,286  
567,758  

Alere, Inc.
4.49%06/18/2022

     568,377  
496,046  

American Renal Holdings, Inc.
0.00%06/14/2024(10)

     493,154  
445,000  

INC Research LLC
0.00%06/27/2024(10)

     448,151  
285,000  

Kinetic Concepts, Inc.
4.55%02/02/2024

     285,801  
223,313  

Revlon Consumer Products Corp.
4.73%09/07/2023

     201,414  
    

 

 

 
       2,389,183  
    

 

 

 
 

Healthcare-Services - 0.3%

  
428,475  

Acadia Healthcare Co., Inc.
3.98%02/16/2023

     433,163  
184,775  

CDRH Parent, Inc.
5.32%07/01/2021

     146,588  
 

Community Health Systems, Inc.

  
157,930  

3.95%, 12/31/2019

     157,875  
344,693  

4.23%, 01/27/2021

     344,024  
741,996  

Envision Healthcare Corp.
4.30%12/01/2023

     746,174  
213,388  

Genoa, a QoL Healthcare Co. LLC
4.98%10/28/2023

     215,344  
706,450  

inVentiv Health, Inc.
4.95%11/09/2023

     706,831  
962,279  

MPH Acquisition Holdings LLC
4.30%06/07/2023

     969,015  
285,425  

Opal Acquisition, Inc.
5.30%11/27/2020

     269,193  
276,216  

Ortho-Clinical Diagnostics, Inc.
5.05%06/30/2021

     277,163  
 

Surgery Center Holdings, Inc.

  
170,000  

0.00%, 06/06/2024(10)

     171,487  
253,503  

4.98%, 11/03/2020

     255,247  
821,480  

U.S. Renal Care, Inc.
5.55%12/31/2022

     805,732  
    

 

 

 
       5,497,836  
    

 

 

 
 

Household Products/Wares - 0.0%

  
335,000  

Galleria Co.
4.25%09/29/2023

     337,305  
    

 

 

 
 

Insurance - 0.3%

  
 

Asurion LLC

  
215,000  

0.00%, 07/11/2025(10)

     220,308  
356,819  

4.23%, 11/03/2023

     359,496  
1,371,371  

4.48%, 08/04/2022

     1,375,773  
1,430,000  

8.73%, 03/03/2021

     1,431,787  
916,800  

Evertec Group LLC
3.73%04/17/2020

     913,362  
139,280  

HUB International Ltd.
4.42%10/02/2020

     140,194  
 

Sedgwick Claims Management Services, Inc.

  
1,691,913  

3.98%, 03/01/2021

     1,694,637  
580,000  

6.98%, 02/28/2022

     585,800  
    

 

 

 
       6,721,357  
    

 

 

 
 

Internet - 0.0%

  
309,356  

Lands’ End, Inc.
4.48%04/04/2021

     256,765  
    

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Leisure Time - 0.1%

  
 

Delta 2 (LUX) S.a.r.l.

  
$          2,125,000  

4.50%, 02/01/2024

   $ 2,136,007  
301,500  

8.00%, 07/29/2022

     301,823  
110,000  

Hayward Industries, Inc.
0.00%07/18/2024(10)

     110,825  
    

 

 

 
       2,548,655  
    

 

 

 
 

Lodging - 0.2%

  
619,404  

Boyd Gaming Corp.
3.69%09/15/2023

     621,788  
 

Caesars Entertainment Operating Co.

  
1,978,834  

0.00%, 03/01/2022(11)

     2,380,794  
615,000  

0.00%, 03/31/2024(10)

     617,694  
324,973  

Caesars Growth Properties Holdings LLC
4.23%05/08/2021

     327,329  
    

 

 

 
       3,947,605  
    

 

 

 
 

Machinery-Construction & Mining - 0.1%

  
1,071,717  

American Rock Salt Holdings LLC
4.98%05/20/2021

     1,071,717  
451,772  

Neff Rental LLC
7.66%06/09/2021

     453,656  
    

 

 

 
       1,525,373  
    

 

 

 
 

Machinery-Diversified - 0.0%

  
670,102  

Gates Global LLC
4.55%04/01/2024

     674,813  
    

 

 

 
 

Media - 0.3%

  
459,921  

Advantage Sales & Marketing, Inc.
4.55%07/23/2021

     449,343  
 

Charter Communications Operating LLC

  
1,324,800  

3.24%, 07/01/2020

     1,331,755  
475,200  

3.24%, 01/03/2021

     477,709  
359,100  

Numericable Group S.A.
4.06%07/31/2025

     358,202  
541,905  

Numericable U.S. LLC
4.56%01/14/2025

     544,420  
760,531  

Tribune Media Co.
4.23%01/27/2024

     762,622  
920,000  

UPC Financing Partnership
3.98%04/15/2025

     924,600  
539,782  

Virgin Media Bristol LLC
3.98%01/31/2025

     542,417  
    

 

 

 
       5,391,068  
    

 

 

 
 

Metal Fabricate/Hardware - 0.0%

  
717,205  

Rexnord LLC
3.98%08/21/2023

     720,469  
    

 

 

 
 

Oil & Gas - 0.1%

  
215,000  

BCP Raptor LLC
5.51%06/24/2024

     215,806  
485,000  

California Resources Corp.
11.60%12/31/2021

     521,617  
380,000  

Chesapeake Energy Corp.
8.69%08/23/2021

     407,645  
253,500  

Drillships Ocean Ventures, Inc.
7.75%07/25/2021

     223,334  
646,774  

Fieldwood Energy LLC
4.17%09/28/2018

     620,095  
298,060  

Peabody Energy Corp.
5.73%03/31/2022

     300,519  
    

 

 

 
               2,289,016  
    

 

 

 
 

Packaging & Containers - 0.2%

  
1,270,446  

Berry Plastics Group, Inc.
3.47%, 02/08/2020

     1,275,477  
          390,574  

3.73%, 10/01/2022

     392,234  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          408,975  

Flex Acquisition Co., Inc.
4.55%12/29/2023

   $ 411,167  
144,275  

Proampac PG Borrower LLC
5.18%11/18/2023

     146,259  
2,299,954  

Reynolds Group Holdings, Inc.
4.23%02/05/2023

     2,309,476  
385,417  

Signode Industrial Group U.S., Inc.
3.98%05/04/2021

     386,623  
    

 

 

 
     4,921,236  
    

 

 

 
 

Pharmaceuticals - 0.1%

  
155,000  

Albany Molecular Research, Inc.
0.00%07/19/2024(10)

     156,162  
705,000  

Endo Luxembourg Finance Co. I S.a r.l.
5.50%04/29/2024

     715,575  
463,384  

Valeant Pharmaceuticals International, Inc.
5.98%04/01/2022

     471,966  
    

 

 

 
     1,343,703  
    

 

 

 
 

Pipelines - 0.0%

  
354,275  

Philadelphia Energy Solutions LLC
6.26%04/04/2018

     317,076  
    

 

 

 
 

Real Estate - 0.1%

  
 

DTZ U.S. Borrower LLC

 

1,061,563  

4.56%, 11/04/2021

     1,066,871  
20,000  

9.56%, 11/04/2022

     20,000  
    

 

 

 
             1,086,871  
    

 

 

 
 

REITS - 0.0%

  
496,579  

MGM Growth Properties Operating Partnership L.P.
3.48%04/25/2023

     498,381  
    

 

 

 
 

Retail - 0.2%

  
357,307  

Albertsons LLC
4.29%12/21/2022

     356,699  
268,846  

B&G Foods, Inc.
3.48%11/02/2022

     270,274  
 

Bass Pro Group LLC

 

391,000  

4.47%, 06/05/2020

     390,390  
1,045,000  

6.30%, 12/16/2023

     1,017,788  
913,725  

Harbor Freight Tools USA, Inc.
4.48%08/18/2023

     917,480  
466,566  

Michaels Stores, Inc.
3.98%01/30/2023

     466,626  
665,187  

Neiman Marcus Group Ltd. LLC
4.47%10/25/2020

     490,761  
613,209  

Party City Holdings, Inc.
4.30%08/19/2022

     615,251  
115,000  

Rite Aid Corp.
5.99%08/21/2020

     116,438  
444,979  

U.S. Foods, Inc.
3.99%06/27/2023

     448,099  
    

 

 

 
     5,089,806  
    

 

 

 
 

Semiconductors - 0.0%

  
514,394  

ON Semiconductor Corp.
3.48%03/31/2023

     516,194  
    

 

 

 
 

Software - 0.5%

  
485,000  

Almonde, Inc.
4.74%06/13/2024

     488,773  
648,375  

Change Healthcare Holdings, Inc.
3.98%03/01/2024

     651,941  
155,341  

Epicor Software Corp.
4.99%06/01/2022

     155,972  
679,845  

First Data Corp.
3.48%, 07/08/2022

     681,667  
          2,901,842  

3.73%, 04/26/2024

     2,917,396  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          779,163  

Go Daddy Operating Co. LLC
3.73%02/15/2024

   $ 782,521  
553,523  

Hyland Software, Inc.
4.48%07/01/2022

     559,750  
740,676  

Infor U.S., Inc.
4.05%02/01/2022

     740,810  
72,873  

MA FinanceCo LLC
3.98%06/21/2024

     72,895  
492,127  

Seattle Spinco, Inc.
4.03%06/21/2024

     492,280  
614,880  

SS&C Technologies, Inc.
3.48%07/08/2022

     618,243  
1,767,150  

WEX, Inc.
3.98%06/30/2023

     1,785,316  
    

 

 

 
     9,947,564  
    

 

 

 
 

Telecommunications - 0.2%

  
1,265,000  

Level 3 Financing, Inc.
3.48%02/22/2024

     1,269,946  
511,919  

LTS Buyer LLC
4.55%04/13/2020

     513,711  
1,416,450  

Sprint Communications, Inc.
3.75%02/02/2024

     1,421,054  
395,000  

Unitymedia Hessen GmbH & Co. KG
0.00%09/30/2025(10)

     394,076  
745,977  

Univision Communications, Inc.
3.98%03/15/2024

     742,971  
318,158  

Zayo Group LLC
3.48%01/19/2024

     319,316  
    

 

 

 
     4,661,074  
    

 

 

 
 

Trucking & Leasing - 0.0%

  
985,000  

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.98%03/20/2022

     984,232  
    

 

 

 
 

Total Senior Floating Rate Interests
(cost $86,122,515)

   $         86,018,706  
    

 

 

 

U.S. Government Agencies - 47.3%

  
 

FHLMC - 15.1%

  
$          129,986  

0.00%, 11/15/2036(12)(13)

   $ 122,097  
24,072,057  

0.23%, 10/25/2020(3)(5)

     132,690  
18,349,335  

0.61%, 03/25/2027(3)(5)

     911,411  
12,698,592  

1.96%, 08/25/2018(3)(5)

     173,657  
1,504,645  

2.50%, 12/15/2026(5)

     99,017  
1,366,638  

2.50%, 03/15/2028(5)

     114,129  
1,033,018  

2.50%, 05/15/2028(5)

     81,631  
3,151,466  

3.00%, 03/15/2028(5)

     280,693  
1,668,020  

3.00%, 08/01/2029

     1,720,037  
1,399,252  

3.00%, 05/15/2032(5)

     118,920  
7,090,000  

3.00%, 08/01/2032(4)(14)

     7,296,510  
781,505  

3.00%, 03/15/2033(5)

     102,564  
5,276,303  

3.00%, 11/01/2036

     5,379,185  
4,490,687  

3.00%, 01/01/2037

     4,578,245  
2,864,708  

3.00%, 06/15/2041

     2,935,546  
6,394,842  

3.00%, 07/15/2041

     6,549,176  
8,316,756  

3.00%, 11/01/2046

     8,346,771  
42,879,829  

3.00%, 12/01/2046

     42,996,163  
45,175,000  

3.00%, 08/01/2047(4)(14)

     45,248,653  
2,700,000  

3.43%, 01/25/2027(3)

     2,834,455  
1,778,808  

3.50%, 06/15/2026(5)

     138,673  
587,800  

3.50%, 09/15/2026(5)

     58,291  
1,036,926  

3.50%, 03/15/2027(5)

     104,023  
4,400,000  

3.50%, 08/01/2032(4)(14)

     4,593,531  
3,245,440  

3.50%, 08/01/2034

     3,388,413  
4,124,884  

3.50%, 03/15/2041(5)

     512,238  
1,292,645  

3.50%, 06/01/2046

     1,332,837  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          67,930,000  

3.50%, 08/01/2047(4)(14)

   $ 69,983,823  
7,100,000  

3.50%, 08/01/2047

     7,320,755  
3,304,135  

4.00%, 08/01/2025

     3,469,250  
605,720  

4.00%, 08/15/2026(5)

     62,710  
3,492,866  

4.00%, 07/15/2027(5)

     367,476  
4,414,855  

4.00%, 03/15/2028(5)

     469,791  
979,431  

4.00%, 06/15/2028(5)

     110,460  
3,036,857  

4.00%, 05/01/2042

     3,210,832  
836,663  

4.00%, 08/01/2042

     887,625  
1,226,762  

4.00%, 09/01/2042

     1,301,486  
284,962  

4.00%, 07/01/2044

     301,522  
1,341,461  

4.00%, 02/01/2046

     1,413,616  
65,320,000  

4.00%, 08/01/2047(4)(14)

     68,800,328  
554,898  

4.50%, 02/01/2039

     595,729  
1,006,307  

4.50%, 03/15/2041

     1,137,299  
5,775,838  

4.50%, 05/01/2042

     6,215,798  
940,900  

4.50%, 09/01/2044

     1,008,967  
6,650,000  

4.50%, 08/01/2047(4)(14)

     7,132,644  
2,431,781  

4.75%, 07/15/2039

     2,619,939  
1,268,966  

5.00%, 09/15/2033(5)

     267,504  
5,825,000  

5.00%, 08/01/2047(4)(14)

     6,342,879  
1,162,551  

5.50%, 04/15/2036(5)

     235,936  
12,577  

5.50%, 11/01/2037

     14,005  
1,404  

5.50%, 02/01/2038

     1,575  
57,518  

5.50%, 04/01/2038

     64,032  
53,453  

5.50%, 06/01/2038

     59,521  
3,091,307  

5.50%, 08/01/2038

     3,443,427  
156,324  

5.50%, 05/01/2040

     174,244  
646,076  

5.50%, 08/01/2040

     720,012  
595,554  

5.50%, 06/01/2041

     664,006  
259,212  

6.00%, 01/01/2023

     277,597  
70,092  

6.00%, 11/01/2032

     79,689  
142,191  

6.00%, 11/01/2033

     161,343  
117,565  

6.00%, 02/01/2034

     133,401  
178,709  

6.00%, 07/01/2034

     202,786  
59,516  

6.00%, 08/01/2034

     67,534  
76,301  

6.00%, 09/01/2034

     86,549  
36,488  

6.00%, 01/01/2035

     41,007  
47,558  

6.00%, 03/01/2035

     53,894  
47,737  

6.00%, 05/01/2038

     53,650  
324,167  

6.00%, 06/01/2038

     368,148  
785,415  

6.00%, 05/15/2039

     875,123  
841,011  

6.50%, 07/15/2036

     941,551  
    

 

 

 
             331,889,019  
    

 

 

 
 

FNMA - 21.3%

  
$               131,567  

0.00%, 03/25/2036(12)(13)

   $ 112,524  
1,102,040  

0.00%, 06/25/2036(12)(13)

     965,405  
3,815,232  

1.68%, 04/25/2055(3)(5)

     198,350  
4,234,174  

1.81%, 05/25/2046(3)(5)

     215,268  
3,262,253  

1.88%, 06/25/2055(3)(5)

     187,410  
3,972,175  

1.99%, 08/25/2044(3)(5)

     203,668  
2,315,488  

2.00%, 09/25/2039

     2,251,670  
862,614  

2.50%, 06/25/2028(5)

     69,057  
13,600,000  

2.50%, 08/01/2032(4)(14)

     13,713,156  
507,225  

2.50%, 01/01/2043

     492,704  
2,666,139  

2.50%, 02/01/2043

     2,589,982  
2,028,010  

2.50%, 03/01/2043

     1,969,949  
1,255,948  

2.50%, 04/01/2043

     1,219,981  
493,650  

2.50%, 06/01/2043

     479,095  
840,835  

2.50%, 08/01/2043

     815,635  
27,597  

2.50%, 06/01/2046

     26,696  
862,034  

2.50%, 10/01/2046

     833,860  
31,408,872  

2.50%, 11/01/2046

     30,382,386  
14,802,275  

2.50%, 12/01/2046

     14,318,491  
8,863,336  

2.50%, 01/01/2047

     8,574,080  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$        4,225,000  

2.65%, 06/01/2025

   $ 4,253,694  
2,167,839  

2.82%, 07/01/2025

     2,207,700  
1,850,000  

2.84%, 12/01/2025

     1,873,933  
3,900,000  

2.93%, 01/01/2027

     3,940,648  
2,646,373  

3.00%, 02/25/2027(5)

     220,601  
812,297  

3.00%, 09/25/2027(5)

     79,774  
5,374,234  

3.00%, 01/25/2028(5)

     494,506  
2,332,015  

3.00%, 02/25/2028(5)

     218,164  
2,423,071  

3.00%, 04/25/2028(5)

     230,277  
1,175,953  

3.00%, 01/01/2030

     1,210,279  
28,637,031  

3.00%, 06/01/2032

     29,472,960  
28,693,269  

3.00%, 07/01/2032

     29,530,839  
3,519,000  

3.00%, 08/01/2032(4)(14)

     3,619,759  
4,581,369  

3.00%, 03/01/2037

     4,670,453  
20,700,000  

3.00%, 08/01/2047(4)(14)

     20,732,344  
1,508,492  

3.02%, 03/01/2027

     1,533,876  
7,175,317  

3.11%, 04/01/2027

     7,338,490  
3,053,207  

3.15%, 04/01/2027

     3,131,520  
2,315,000  

3.16%, 04/01/2027

     2,374,775  
2,525,186  

3.21%, 01/01/2027

     2,603,670  
258,709  

3.24%, 12/01/2026

     267,460  
95,000  

3.29%, 06/01/2029

     97,670  
669,406  

3.30%, 12/01/2026

     694,078  
557,725  

3.41%, 11/01/2024

     585,648  
2,631,188  

3.50%, 05/25/2027(5)

     281,132  
1,544,094  

3.50%, 10/25/2027(5)

     180,234  
1,368,574  

3.50%, 05/25/2030(5)

     172,908  
531,489  

3.50%, 08/25/2030(5)

     59,658  
1,331,070  

3.50%, 02/25/2031(5)

     132,214  
3,990,000  

3.50%, 08/01/2032(4)(14)

     4,158,796  
970,174  

3.50%, 09/25/2035(5)

     153,404  
1,935,967  

3.50%, 10/01/2044

     2,003,714  
2,145,515  

3.50%, 02/01/2045

     2,210,401  
3,992,402  

3.50%, 01/01/2046

     4,113,142  
4,842,443  

3.50%, 02/01/2046

     4,988,890  
3,917,394  

3.50%, 09/01/2046

     4,035,865  
1,711,340  

3.50%, 10/01/2046

     1,763,095  
808,449  

3.50%, 10/25/2046(5)

     182,671  
1,339,060  

3.50%, 11/01/2046

     1,386,218  
177,100,000  

3.50%, 08/01/2047(4)(14)

             182,329,976  
5,750,000  

3.77%, 12/01/2025

     6,180,301  
140,000  

3.86%, 12/01/2025

     151,409  
231,411  

3.87%, 10/01/2025

     248,941  
304,881  

3.89%, 05/01/2030

     322,421  
133,809  

3.96%, 05/01/2034

     141,833  
83,634  

3.97%, 05/01/2029

     90,510  
946,467  

4.00%, 06/01/2025

     997,073  
3,808,309  

4.00%, 05/25/2027(5)

     373,637  
3,838,091  

4.00%, 10/01/2040

     4,058,972  
1,592,694  

4.00%, 11/01/2040

     1,684,134  
1,180,311  

4.00%, 12/01/2040

     1,247,997  
583,032  

4.00%, 02/01/2041

     616,683  
1,364,448  

4.00%, 03/01/2041

     1,441,547  
633,490  

4.00%, 03/25/2042(5)

     94,747  
3,844,651  

4.00%, 05/25/2042(5)

     543,037  
530,827  

4.00%, 08/01/2042

     560,790  
1,253,892  

4.00%, 09/01/2042

     1,324,795  
363,172  

4.00%, 11/25/2042(5)

     51,291  
315,708  

4.00%, 03/01/2045

     332,622  
1,421,122  

4.00%, 07/01/2045

     1,511,565  
670,919  

4.00%, 05/01/2046

     706,697  
1,454,322  

4.00%, 06/01/2046

     1,531,877  
1,535,884  

4.00%, 04/01/2047

     1,634,723  
6,000,000  

4.00%, 08/01/2047(4)(14)

     6,316,640  
193,221  

4.06%, 10/01/2028

     211,747  
508,344  

4.50%, 08/01/2024

     535,748  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          45,969  

4.50%, 04/01/2025

   $ 48,233  
769,991  

4.50%, 07/25/2027(5)

     84,973  
1,104,474  

4.50%, 09/01/2035

     1,190,398  
288,264  

4.50%, 08/01/2040

     312,531  
3,264,747  

4.50%, 10/01/2040

     3,527,632  
1,478,650  

4.50%, 10/01/2041

     1,600,343  
1,278,276  

4.50%, 09/01/2043

     1,380,621  
4,625,000  

4.50%, 08/01/2047(4)(14)

     4,965,010  
3,441  

5.00%, 04/01/2018

     3,519  
9,499  

5.00%, 05/01/2018

     9,715  
62,753  

5.00%, 06/01/2018

     64,182  
5,174  

5.00%, 07/01/2018

     5,292  
31,563  

5.00%, 12/01/2019

     32,549  
202,068  

5.00%, 01/01/2022

     207,979  
370,867  

5.00%, 04/25/2038

     398,774  
443,855  

5.46%, 05/25/2042(3)(5)

     50,297  
2,225  

5.50%, 11/01/2018

     2,238  
43,538  

5.50%, 08/01/2019

     44,484  
41,490  

5.50%, 09/01/2019

     42,339  
46,874  

5.50%, 10/01/2019

     47,835  
8,296  

5.50%, 05/01/2020

     8,531  
443,641  

5.50%, 06/01/2022

     469,867  
204,036  

5.50%, 06/01/2033

     228,821  
798,389  

5.50%, 07/01/2033

     893,054  
62,385  

5.50%, 08/01/2033

     69,419  
2,804,656  

5.50%, 11/01/2035

     3,139,747  
713,211  

5.50%, 04/01/2036

     798,238  
594,734  

5.50%, 04/25/2037

     661,734  
1,147,640  

5.50%, 11/01/2037

     1,280,955  
1,534,539  

5.50%, 06/25/2042(5)

     330,570  
16,104  

6.00%, 11/01/2031

     18,116  
189,836  

6.00%, 12/01/2032

     217,817  
272,131  

6.00%, 03/01/2033

     310,464  
690,768  

6.00%, 02/01/2037

     786,571  
449,914  

6.00%, 12/01/2037

     509,584  
227,385  

6.00%, 03/01/2038

     258,522  
194,411  

6.00%, 10/01/2038

     220,372  
2,407  

7.50%, 12/01/2029

     2,533  
16,242  

7.50%, 03/01/2030

     19,386  
24,615  

7.50%, 09/01/2031

     26,259  
    

 

 

 
             466,336,044  
    

 

 

 
 

GNMA - 10.9%

  
$          2,253,214  

2.50%, 12/16/2039

   $ 2,276,761  
1,205,377  

3.00%, 09/20/2028(5)

     116,165  
233,291  

3.00%, 11/15/2042

     237,423  
647,769  

3.00%, 02/16/2043(5)

     115,084  
209,524  

3.00%, 06/15/2043

     212,767  
176,933  

3.00%, 07/15/2043

     179,637  
248,439  

3.00%, 10/15/2044

     252,104  
268,704  

3.00%, 02/15/2045

     272,668  
163,065  

3.00%, 03/15/2045

     165,471  
807,600  

3.00%, 04/15/2045

     819,513  
204,130  

3.00%, 06/15/2045

     207,141  
7,347,603  

3.00%, 07/15/2045

     7,455,991  
929,631  

3.00%, 05/20/2047

     850,400  
74,225,000  

3.00%, 08/01/2047(4)(14)

     75,303,578  
516,277  

3.50%, 02/16/2027(5)

     50,759  
1,273,113  

3.50%, 03/20/2027(5)

     133,334  
1,627,007  

3.50%, 02/20/2041(5)

     233,908  
2,751,411  

3.50%, 04/20/2042(5)

     388,861  
682,010  

3.50%, 05/15/2042

     712,582  
4,055,403  

3.50%, 10/20/2042(5)

     773,288  
1,704,524  

3.50%, 12/15/2042

     1,775,318  
1,378,174  

3.50%, 03/15/2043

     1,439,560  
1,303,760  

3.50%, 04/15/2043

     1,361,032  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          4,446,739  

3.50%, 05/15/2043

   $ 4,631,672  
527,501  

3.50%, 05/20/2043(5)

     97,542  
2,246,923  

3.50%, 07/20/2043(5)

     339,406  
7,090,178  

3.50%, 03/20/2047

     7,373,551  
5,650,597  

3.50%, 04/20/2047

     5,876,436  
11,339,434  

3.50%, 05/20/2047

     11,792,047  
19,300,000  

3.50%, 08/01/2047(4)(14)

     20,053,906  
408,993  

4.00%, 12/16/2026(5)

     45,663  
5,121,452  

4.00%, 05/20/2029(5)

     572,131  
3,208,982  

4.00%, 09/20/2040

     3,424,516  
449,934  

4.00%, 10/20/2040

     477,509  
841,944  

4.00%, 12/20/2040

     898,248  
396,466  

4.00%, 05/16/2042(5)

     63,945  
2,689,078  

4.00%, 09/16/2042(5)

     743,466  
747,285  

4.00%, 03/20/2043(5)

     169,608  
273,586  

4.00%, 01/20/2044(5)

     58,565  
5,211,900  

4.00%, 04/20/2047

     5,502,555  
22,380,000  

4.00%, 08/01/2047(4)(14)

     23,561,944  
7,400,000  

4.00%, 09/01/2047(4)(14)

     7,780,695  
53,767  

4.50%, 07/15/2033

     57,737  
134,082  

4.50%, 05/15/2040

     145,560  
637,626  

4.50%, 06/15/2041

     694,737  
2,099,456  

4.50%, 06/20/2044

     2,232,386  
1,816,580  

4.50%, 10/20/2044

     1,931,599  
1,176,319  

4.50%, 04/20/2045(5)

     275,092  
1,820,557  

4.50%, 01/20/2046

     1,935,828  
20,820,000  

4.50%, 08/01/2047(4)(14)

     22,108,238  
3,272,263  

5.00%, 02/16/2040(5)

     776,920  
1,134,218  

5.00%, 06/15/2041

     1,248,327  
1,579,622  

5.00%, 10/16/2041(5)

     270,157  
1,780,538  

5.00%, 03/15/2044

     1,954,748  
825,813  

5.00%, 01/16/2047(5)

     208,829  
5,200,000  

5.00%, 08/01/2047(4)(14)

     5,674,297  
660,273  

5.50%, 05/15/2033

     754,077  
49,984  

5.50%, 06/15/2035

     56,325  
96,187  

5.50%, 04/15/2038

     107,326  
2,449,835  

5.50%, 03/20/2039(5)

     568,102  
2,296,381  

5.50%, 02/16/2047(5)

     560,070  
1,387,431  

5.50%, 02/20/2047(5)

     288,844  
1,000,000  

5.50%, 08/01/2047(4)(14)

     1,111,190  
76,411  

6.00%, 02/15/2029

     86,125  
162,708  

6.00%, 11/15/2032

     185,290  
148,230  

6.00%, 02/15/2033

     167,076  
52,091  

6.00%, 07/15/2033

     59,004  
65,357  

6.00%, 10/15/2034

     73,666  
595,303  

6.00%, 03/15/2036

     679,727  
6,300  

6.00%, 05/15/2036

     7,159  
163,765  

6.00%, 10/15/2036

     185,497  
73,725  

6.00%, 01/15/2037

     83,728  
170,205  

6.00%, 02/15/2037

     193,030  
307,198  

6.00%, 06/15/2037

     348,250  
119,246  

6.00%, 11/15/2037

     134,460  
75,250  

6.00%, 06/15/2038

     85,815  
234,773  

6.00%, 08/15/2038

     264,702  
246,686  

6.00%, 10/15/2038

     278,050  
254,677  

6.00%, 11/15/2038

     289,222  
159,219  

6.00%, 12/15/2038

     181,147  
112,739  

6.00%, 01/15/2039

     127,073  
6,102  

6.00%, 03/15/2039

     6,878  
687,722  

6.00%, 04/15/2039

     775,157  
453,055  

6.00%, 08/15/2039

     510,655  
21,050  

6.00%, 09/15/2039

     23,726  
64,307  

6.00%, 11/15/2039

     72,483  
29,904  

6.00%, 06/15/2040

     33,706  
2,000,703  

6.00%, 09/20/2040(5)

     463,157  
193,879  

6.00%, 12/15/2040

     218,528  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$         703,257   

6.00%, 06/15/2041

      $ 792,669  
2,159,662   

6.00%, 02/20/2046(5)

        526,139  
15,657   

6.50%, 09/15/2028

        17,146  
2,688   

6.50%, 10/15/2028

        2,944  
5,217   

6.50%, 12/15/2028

        5,714  
58,059   

6.50%, 05/15/2029

        67,260  
98,814   

6.50%, 08/15/2031

        109,831  
4,678   

6.50%, 09/15/2031

        5,124  
59,232   

6.50%, 10/15/2031

        64,978  
169,985   

6.50%, 11/15/2031

        187,554  
38,258   

6.50%, 01/15/2032

        42,514  
27,480   

6.50%, 03/15/2032

        30,798  
7,587   

6.50%, 04/15/2032

        8,309  
26,708   

6.50%, 07/15/2032

        29,492  
        

 

 

 
           239,180,922  
        

 

 

 
  

Total U.S. Government Agencies
(cost $1,034,173,544)

      $     1,037,405,985  
        

 

 

 

U.S. Government Securities - 11.7%

     
   U.S. Treasury Securities - 11.7%      
   U.S. Treasury Bonds - 4.7%      
$    16,530,000   

2.50%, 02/15/2045

      $ 15,268,298  
7,800,000   

2.50%, 02/15/2046

        7,182,396  
6,525,000   

2.88%, 08/15/2045

        6,494,411  
7,398,000   

2.88%, 11/15/2046

        7,354,071  
3,440,000   

3.00%, 11/15/2044

        3,513,502  
9,045,000   

3.00%, 05/15/2045(15)(16)

        9,226,606  
31,854,000   

3.13%, 08/15/2044(16)

        33,311,066  
530,000   

3.38%, 05/15/2044

        579,646  
3,560,000   

3.63%, 02/15/2044

        4,061,319  
5,661,000   

4.38%, 02/15/2038

        7,159,840  
7,016,000   

4.50%, 02/15/2036

        8,998,567  
        

 

 

 
           103,149,722  
        

 

 

 
   U.S. Treasury Notes - 7.0%      
70,327,481   

0.25%, 01/15/2025(17)

        69,483,621  
91,000   

1.50%, 12/31/2018

        91,242  
15,355,000   

1.50%, 03/31/2023

        14,988,522  
28,095,000   

1.63%, 02/15/2026(16)

        26,756,105  
32,402,000   

2.00%, 11/15/2026(16)

        31,653,968  
11,200,000   

2.25%, 11/15/2025(16)

        11,225,379  
        

 

 

 
           154,198,837  
        

 

 

 
           257,348,559  
        

 

 

 
  

Total U.S. Government Securities
(cost $258,874,247)

      $ 257,348,559  
        

 

 

 

Common Stocks - 0.0%

     
   Energy - 0.0%      

8,492

   Templar Energy LLC Class A*(18)(19)       $ 37,151  
        

 

 

 
   Utilities - 0.0%      

350,000

   TCEH Corp.*(18)(19)          

5,836

   Vistra Energy Corp.         95,886  
        

 

 

 
           95,886  
        

 

 

 
  

Total Common Stocks
(cost $174,209)

      $ 133,037  
        

 

 

 

Preferred Stocks - 0.0%

     
   Banks - 0.0%      

469

   U.S. Bancorp Series A 3.50%(3)(6)       $ 415,342  
        

 

 

 
   Diversified Financials - 0.0%      

20,000

   Citigroup Capital XIII 7.68%(3)         546,200  
        

 

 

 
  

Total Preferred Stocks
(cost $889,590)

      $ 961,542  
        

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

   Total Long-Term Investments
    (cost $2,746,662,238)
      $ 2,774,712,835   

Short-Term Investments - 1.6%

     
   Other Investment Pools & Funds - 1.6%      

34,848,746

   Morgan Stanley Institutional Liquidity Funds, Institutional Class       $ 34,848,746   
        

 

 

 
  

Total Short-Term Investments

    (cost $34,848,746)

      $ 34,848,746   
        

 

 

 
  

Total Investments

    (cost $2,781,510,984)^

     128.0%      $ 2,809,561,581   
   Other Assets and Liabilities      (28.0)%        (614,388,339)  
     

 

 

    

 

 

 
   Total Net Assets                  100.0%      $       2,195,173,242   
     

 

 

    

 

 

 

 

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

  $           43,683,738   

Unrealized Depreciation

    (15,633,141)  
 

 

 

 

Net Unrealized Appreciation

  $ 28,050,597   
 

 

 

 

 

*   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 July 31, 2017, the aggregate value of these securities was $601,617,061, which represented 27.4% of total net assets.
(2)   Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(3)   Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(4)   This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $611,871,561 at July 31, 2017.
(5)   Securities disclosed are interest-only strips.
(6)   Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(7)   These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $19,409,304, which represented 0.9% of total net assets.
(8)   The rate shown represents current yield to maturity.
(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 July 31, 2017.
(10)   Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(11)   Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(12)   Securities disclosed are principal-only strips.
(13)   Security is a zero-coupon bond.
(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)   The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

(18)    These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2017, the aggregate fair value of these securities was $37,151, 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.
(19)    The following securities are considered illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time.

 

     Period
Acquired
     Shares/ Par                Security    Cost    
  10/16        350,000      TCEH Corp.    $ —    
  09/16        8,492      Templar Energy LLC Class A      72,709    
            

 

 

 
      $             72,709    
            

 

 

 

        At July 31, 2017, the aggregate value of these securities was $37,151, which represents 0.0% of total net assets.

 

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

Long position contracts:

 

U.S. Treasury 5-Year Note Future

     2,316           09/29/2017      $ 273,318,550      $ 273,631,782      $ 313,232    

U.S. Treasury Long Bond Future

     326           09/20/2017        49,644,832        49,867,813        222,981    

U.S. Ultra Bond Future

     39           09/20/2017        6,419,227        6,415,500        (3,727)   
                 

 

 

 

Total

                  $ 532,486    
                 

 

 

 

Short position contracts:

                 

Eurodollar 3-Month Future

     844           09/17/2018      $       207,379,266      $       207,507,950      $ (128,684)   

Long Gilt Future

     303           09/27/2017        50,902,939        50,380,066        522,873    

U.S. 10-Year Ultra Future

     199           09/20/2017        26,810,888        26,874,328        (63,440)   

U.S. Treasury 10-Year Note Future

     676           09/20/2017        85,231,748        85,102,063        129,685    

U.S. Treasury 2-Year Note Future

     659           09/29/2017        142,358,363        142,570,531        (212,168)   
                 

 

 

 

Total

                  $           248,266    
                 

 

 

 

Total futures contracts

                  $ 780,752    
                 

 

 

 

 

TBA Sale Commitments Outstanding at July 31, 2017  
Description    Principal
Amount
     Maturity Date      Market Value †      Unrealized  
Appreciation/  
(Depreciation)  
 

FHLMC, 3.00%

   $ 29,700,000        08/01/2047      $ (29,748,422)      $ 39,749    

FNMA, 2.50%

     81,495,000        08/01/2032        (82,173,063)        (375,624)   

FNMA, 2.50%

     56,400,000        08/01/2047        (54,520,735)        (222,516)   

FNMA, 3.00%

     54,355,000        08/01/2047        (54,439,930)        (433,909)   

FNMA, 4.50%

     14,200,000        08/01/2047        (15,243,922)        —    

FNMA, 5.50%

     5,700,000        08/01/2047        (6,308,177)        (12,349)   
        

 

 

    

 

 

 

Total (proceeds $241,429,600)

         $     (242,434,249)      $     (1,004,649)   
        

 

 

    

 

 

 

At July 31, 2017, the aggregate market value of TBA Sale Commitments represents (11.0)% of total net assets.

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2017

 

    Reference Entity    Counter-
party
     Notional
Amount (a)
   

(Pay)/Receive

Fixed

Rate/Implied

Credit Spread (b)

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

Credit default swaps on indices:

 

Buy protection:

                        

ABX.HE.AA.06

     MSC        USD        992,746       (0.32 %)      07/25/45      $   183,405      $     —      $   147,609      $   (35,796

ABX.HE.AAA.06

     CSI        USD        33,947       (0.18 %)      07/25/45        509               630        121  

ABX.HE.AAA.06

     JPM        USD        6,172       (0.18 %)      07/25/45        133               115        (18

ABX.HE.AAA.06

     MSC        USD        104,310       (0.18 %)      07/25/45        2,276               1,994        (282

ABX.HE.AAA.06

     GSC        USD        46,909       (0.18 %)      07/25/45        4,222               871        (3,351


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

ABX.HE.AAA.07

   GSC      USD        173,184        (0.09%)        08/25/37      $ 38,472      $      $ 16,653       $ (21,819)  

ABX.HE.AAA.07

   JPM      USD        162,793        (0.09%)        08/25/37        38,389               15,666         (22,723)  

ABX.HE.AAA.07

   GSC      USD        758,545        (0.09%)        08/25/37        169,373               72,940         (96,433)  

ABX.HE.AAA.07

   MSC      USD        1,385,470        (0.09%)        08/25/37        327,542               133,327         (194,215)  

ABX.HE.AAA.07

   CSI      USD        1,645,245        (0.09%)        08/25/37        422,398               158,202         (264,196)  

ABX.HE.PENAAA.06

   MSC      USD        347,601        (0.11%)        05/25/46        39,373               32,146         (7,227)  

ABX.HE.PENAAA.06

   JPM      USD        1,148,659        (0.11%)        05/25/46        129,799               106,222         (23,577)  

ABX.HE.PENAAA.06

   GSC      USD        926,702        (0.11%)        05/25/46        231,676               85,613         (146,063)  

CMBX.NA.A.7

   MSC      USD        410,000        (2.00%)        01/17/47        5,524               6,429         905   

CMBX.NA.A.7

   JPM      USD        1,235,000        (2.00%)        01/17/47        47,226               19,365         (27,861)  

CMBX.NA.A.9

   DEUT      USD        165,000        (2.00%)        09/17/58        3,920               4,338         418   

CMBX.NA.A.9

   MSC      USD        1,940,000        (2.00%)        09/17/58        67,729               51,219         (16,510)  

CMBX.NA.A.9

   DEUT      USD        760,000        (2.00%)        09/17/58        38,240               20,023         (18,217)  

CMBX.NA.A.9

   MSC      USD        1,170,000        (2.00%)        09/17/58        51,531               30,890         (20,641)  

CMBX.NA.AA.7

   CSI      USD        870,000        (1.50%)        01/17/47                   (4,040)        (4,170)        (130)  

CMBX.NA.AA.7

   MSC      USD        1,475,000        (1.50%)        01/17/47        17,084               (7,010)        (24,094)  

CMBX.NA.AA.7

   CSI      USD        1,070,000        (1.50%)        01/17/47        32,983               (5,129)        (38,112)  

CMBX.NA.AA.7

   CSI      USD        1,850,000        (1.50%)        01/17/47        57,026               (8,869)        (65,895)  

CMBX.NA.AA.7

   CSI      USD        1,850,000        (1.50%)        01/17/47        57,026               (8,869)        (65,895)  

CMBX.NA.AA.7

   CSI      USD        2,140,000        (1.50%)        01/17/47        65,966               (10,259)        (76,225)  

CMBX.NA.AA.8

   DEUT      USD        310,000        (1.50%)        10/17/57        4,021               4,108         87   

CMBX.NA.AA.8

   MSC      USD        925,000        (1.50%)        10/17/57        36,936               12,257         (24,679)  

CMBX.NA.AAA.8

   MSC      USD        1,410,000        (0.50%)        10/17/57        12,428               2,783         (9,645)  

CMBX.NA.AAA.9

   CSI      USD        1,275,000        (0.50%)        09/17/58        14,037               10,637         (3,400)  

CMBX.NA.AAA.9

   MSC      USD        1,420,000        (0.50%)        09/17/58        20,454               11,866         (8,588)  

CMBX.NA.AJ.4

   CBK      USD        685,740        (0.96%)        02/17/51        120,041               95,018         (25,023)  

CMBX.NA.AS.7

   GSC      USD        715,000        (1.00%)        01/17/47        19,940               (5,686)        (25,626)  

CMBX.NA.AS.7

   CSI      USD        3,220,000        (1.00%)        01/17/47        57,937               (25,696)        (83,633)  

CMBX.NA.AS.8

   DEUT      USD        245,000        (1.00%)        10/17/57               (440)        (720)        (280)  

CMBX.NA.AS.8

   DEUT      USD        730,000        (1.00%)        10/17/57        53,012               (2,144)        (55,156)  

CMBX.NA.BB.8

   CSI      USD        1,085,000        (5.00%)        10/17/57        253,317               262,273         8,956   

CMBX.NA.BB.8

   JPM      USD        610,000        (5.00%)        10/17/57        142,418               147,453         5,035   

CMBX.NA.BB.8

   JPM      USD        605,000        (5.00%)        10/17/57        144,964               146,244         1,280   

CMBX.NA.BB.8

   CSI      USD        440,000        (5.00%)        10/17/57        105,429               106,360         931   

CMBX.NA.BB.9

   JPM      USD        430,000        (5.00%)        09/17/58        82,522               74,937         (7,585)  

CMBX.NA.BB.9

   CSI      USD        2,680,000        (5.00%)        09/17/58        559,390               467,056         (92,334)  

CMBX.NA.BBB.10

   MSC      USD        815,000        (3.00%)        11/17/59        53,074               84,157         31,083   

CMBX.NA.BBB.10

   MSC      USD        1,130,000        (3.00%)        11/17/59        87,911               116,685         28,774   

CMBX.NA.BBB.10

   MSC      USD        830,000        (3.00%)        11/17/59        81,237               85,706         4,469   

CMBX.NA.BBB.10

   DEUT      USD        235,000        (3.00%)        11/17/59        22,507               24,227         1,720   

CMBX.NA.BBB.7

   GSC      USD        605,000        (3.00%)        01/17/47        51,498               53,253         1,755   

CMBX.NA.BBB.7

   CSI      USD        1,490,000        (3.00%)        01/17/47        142,792               131,151         (11,641)  

CMBX.NA.BBB.7

   CSI      USD        1,740,000        (3.00%)        01/17/47        166,750               153,156         (13,594)  

CMBX.NA.BBB.7

   MSC      USD        1,360,000        (3.00%)        01/17/47        138,003               119,708         (18,295)  

CMBX.NA.BBB.7

   MSC      USD        2,110,000        (3.00%)        01/17/47        155,878               186,075         30,197   

CMBX.NA.BBB.7

   CSI      USD        2,070,000        (3.00%)        01/17/47        174,557               182,203         7,646   

CMBX.NA.BBB.7

   MSC      USD        820,000        (3.00%)        01/17/47        67,063               72,177         5,114   

CMBX.NA.BBB.7

   DEUT      USD        655,000        (3.00%)        01/17/47        54,060               57,653         3,593   

CMBX.NA.BBB.7

   DEUT      USD        25,000        (3.00%)        01/17/47        1,802               2,201         399   

CMBX.NA.BBB.7

   CSI      USD        725,000        (3.00%)        01/17/47        64,168               63,815         (353)  

CMBX.NA.BBB.7

   DEUT      USD        600,000        (3.00%)        01/17/47        56,417               52,813         (3,604)  

CMBX.NA.BBB.7

   GSC      USD        1,635,000        (3.00%)        01/17/47        150,465               143,915         (6,550)  

CMBX.NA.BBB.7

   DEUT      USD        625,000        (3.00%)        01/17/47        76,666               55,013         (21,653)  

CMBX.NA.BBB.7

   GSC      USD        595,000        (3.00%)        01/17/47        81,868               52,373         (29,495)  

CMBX.NA.BBB.7

   MSC      USD        4,340,000        (3.00%)        01/17/47        415,955               382,011         (33,944)  

CMBX.NA.BBB.9

   MSC      USD        520,000        (3.00%)        09/17/58        56,471               59,171         2,700   

CMBX.NA.BBB.9

   DEUT      USD        235,000        (3.00%)        09/17/58        24,306               26,702         2,396   

CMBX.NA.BBB.9

   JPM      USD        885,000        (3.00%)        09/17/58        100,795               100,704         (91)  

CMBX.NA.BBB.9

   GSC      USD        1,450,000        (3.00%)        09/17/58        165,598               164,995         (603)  

CMBX.NA.BBB.9

   MSC      USD        1,625,000        (3.00%)        09/17/58        193,011               184,638         (8,373)  

CMBX.NA.BBB.9

   MSC      USD        3,785,000        (0.50%)        09/17/58        47,328               31,628         (15,700)  

CMBX.NA.BBB.9

   DEUT      USD        2,245,000        (3.00%)        09/17/58        273,957               255,458         (18,499)  

CMBX.NA.BBB.9

   JPM      USD        2,425,000        (3.00%)        09/17/58        301,113               275,940         (25,173)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $   6,863,918      $ (4,480)      $   5,284,220       $   (1,575,218)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Sell protection:

                          

ABX.HE.PENAAA.06

     BCLY        USD        2,422,965        0.11%        05/25/46      $ —          $ (66,336)      $ (224,078)      $ (157,742)  

CMBX.NA.A.6

     MSC        USD        60,000        2.00%        05/11/63        —            (1,350)        (1,674)        (324)  

CMBX.NA.A.6

     GSC        USD        1,210,000        2.00%        05/11/63        15,795                   (33,758)        (49,553)  

CMBX.NA.AJ.4

     GSC        USD        685,740        0.96%        02/17/51        —            (116,689)        (95,055)        21,634   

CMBX.NA.AS.7

     CSI        USD        1,200,000        1.00%        01/17/47        —            (2,183)        9,576         11,759   

CMBX.NA.BB.6

     GSC        USD        1,715,000        5.00%        05/11/63        —            (314,272)        (323,347)        (9,075)  

CMBX.NA.BB.6

     CSI        USD        2,680,000        5.00%        05/11/63        —            (559,916)        (506,033)        53,883   

CMBX.NA.BB.6

     CSI        USD        1,540,000        5.00%        05/11/63        —            (310,525)        (290,780)        19,745   

CMBX.NA.BB.6

     CSI        USD        1,080,000        5.00%        05/11/63        —            (211,748)        (203,624)        8,124   

CMBX.NA.BB.6

     CSI        USD        952,000        5.00%        05/11/63        —            (173,970)        (179,491)        (5,521)  

CMBX.NA.BB.6

     GSC        USD        485,000        5.00%        05/11/63        —            (82,187)        (91,577)        (9,390)  

CMBX.NA.BB.6

     CSI        USD        1,830,000        5.00%        05/11/63        —            (334,417)        (345,030)        (10,613)  

CMBX.NA.BB.6

     CSI        USD        1,830,000        5.00%        05/11/63        —            (334,417)        (345,030)        (10,613)  

CMBX.NA.BB.6

     CSI        USD        1,830,000        5.00%        05/11/63        —            (334,417)        (345,030)        (10,613)  

CMBX.NA.BB.6

     CSI        USD        1,835,000        5.00%        05/11/63        —            (335,330)        (345,972)        (10,642)  

CMBX.NA.BB.6

     CSI        USD        935,000        5.00%        05/11/63        —            (164,193)        (176,286)        (12,093)  

CMBX.NA.BB.6

     MSC        USD        545,000        5.00%        05/11/63        —            (89,921)        (102,905)        (12,984)  

CMBX.NA.BB.6

     JPM        USD        605,000        5.00%        05/11/63        —            (97,981)        (114,235)        (16,254)  

CMBX.NA.BB.6

     MSC        USD        3,490,000        5.00%        05/11/63        —            (637,804)        (658,006)        (20,202)  

CMBX.NA.BB.6

     JPM        USD        610,000        5.00%        05/11/63        —            (90,001)        (115,187)        (25,186)  

CMBX.NA.BB.6

     CSI        USD        1,085,000        5.00%        05/11/63        —            (160,083)        (204,868)        (44,785)  

CMBX.NA.BB.6

     GSC        USD        941,000        5.00%        05/11/63        —            (108,498)        (177,417)        (68,919)  

CMBX.NA.BB.6

     GSC        USD        1,870,000        5.00%        05/11/63        —            (203,185)        (352,571)        (149,386)  

CMBX.NA.BB.8

     MSC        USD        3,099,000        5.00%        10/17/57        —            (861,221)        (748,250)        112,971   

CMBX.NA.BB.8

     MSC        USD        1,485,000        5.00%        10/17/57        —            (424,301)        (358,551)        65,750   

CMBX.NA.BB.8

     CSI        USD        1,675,000        5.00%        10/17/57        —            (465,456)        (404,427)        61,029   

CMBX.NA.BB.8

     CSI        USD        1,660,000        5.00%        10/17/57        —            (461,288)        (400,805)        60,483   

CMBX.NA.BB.8

     GSC        USD        1,625,000        5.00%        10/17/57        —            (449,523)        (392,355)        57,168   

CMBX.NA.BB.8

     MSC        USD        1,270,000        5.00%        10/17/57        —            (362,341)        (306,640)        55,701   

CMBX.NA.BB.8

     GSC        USD        890,000        5.00%        10/17/57        —            (261,306)        (214,889)        46,417   

CMBX.NA.BB.8

     GSC        USD        380,000        5.00%        10/17/57        —            (124,982)        (91,751)        33,231   

CMBX.NA.BB.8

     CSI        USD        725,000        5.00%        10/17/57        —            (201,466)        (175,050)        26,416   

CMBX.NA.BB.8

     JPM        USD        460,000        5.00%        10/17/57        —            (100,930)        (111,066)        (10,136)  

CMBX.NA.BB.8

     GSC        USD        465,000        5.00%        10/17/57        —            (73,655)        (112,274)        (38,619)  

CMBX.NA.BB.8

     MLI        USD        400,000        5.00%        10/17/57        —            (47,286)        (96,580)        (49,294)  

CMBX.NA.BB.8

     GSC        USD        600,000        5.00%        10/17/57        —            (94,120)        (144,870)        (50,750)  

CMBX.NA.BB.8

     MLI        USD        885,000        5.00%        10/17/57        —            (110,796)        (213,682)        (102,886)  

CMBX.NA.BB.8

     GSC        USD        835,000        5.00%        10/17/57        —            (96,223)        (201,610)        (105,387)  

CMBX.NA.BB.8

     MLI        USD        905,000        5.00%        10/17/57        —            (81,179)        (218,512)        (137,333)  

CMBX.NA.BB.8

     BOA        USD        1,100,000        5.00%        10/17/57        —            (75,281)        (265,594)        (190,313)  

CMBX.NA.BB.9

     GSC        USD        885,000        5.00%        09/17/58        —            (241,646)        (153,987)        87,659   

CMBX.NA.BB.9

     MLI        USD        440,000        5.00%        09/17/58        —            (121,376)        (76,559)        44,817   

CMBX.NA.BB.9

     JPM        USD        470,000        5.00%        09/17/58        —            (126,163)        (81,778)        44,385   

CMBX.NA.BB.9

     GSC        USD        440,000        5.00%        09/17/58        —            (120,140)        (76,558)        43,582   

CMBX.NA.BB.9

     GSC        USD        440,000        5.00%        09/17/58        —            (119,103)        (76,558)        42,545   

CMBX.NA.BB.9

     MLI        USD        435,000        5.00%        09/17/58        —            (116,768)        (75,689)        41,079   

CMBX.NA.BBB.6

     MSC        USD        360,000        3.00%        05/11/63        —            (31,504)        (40,626)        (9,122)  

CMBX.NA.BBB.6

     CSI        USD        815,000        3.00%        05/11/63        —            (115,867)        (92,110)        23,757   

CMBX.NA.BBB.6

     GSC        USD        2,790,000        3.00%        05/11/63        —            (315,666)        (315,088)        578   

PrimeX.ARM.2

     MSC        USD        1,314,776        4.58%        12/25/37        47,119                   18,427         (28,692)  

PrimeX.ARM.2

     JPM        USD        225,240        4.58%        12/25/37        9,263                   2,301         (6,962)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $ 72,177         $ (10,329,010)      $ (10,647,509)      $ (390,676)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total traded indices

                  $ 6,936,095         $ (10,333,490)      $ (5,363,289)      $ (1,965,894)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Credit default swaps on single-name issues:

 

                       

Sell protection:

                          

Anadarko Petroleum Corp.

     MSC        USD        2,840,000        1.00%/1.40%        06/20/22      $ —         $ (124,398)      $ (48,467)      $ 75,931   

Republic of Turkey

     BCLY        USD        1,802,000        1.00%/1.81%        06/20/22        —           (75,866)        (64,483)        11,383   

Republic of Turkey

     MSC        USD        910,000        1.00%/1.81%        06/20/22        —           (41,202)        (32,564)        8,638   

United Mexican States

     BOA        USD        1,953,000        1.00%/1.02%        06/20/22        —           (16,061)        (6)        16,055   

United Mexican States

     MSC        USD        870,000        1.00%/1.02%        06/20/22        —           (6,155)        (2)        6,153   


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $ —          $ (263,682)      $ (145,522)      $ 118,160  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total single-name issues

                  $ —          $ (263,682)      $ (145,522)      $ 118,160  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC contracts

                  $ 6,936,095          $ (10,597,172)      $   (5,508,811)      $   (1,847,734)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

(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 July 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2017

 

        Reference Entity   

Notional
Amount (a)

     (Pay)/Receive
Fixed Rate
     Expiration
Date
     Cost Basis    

Market

Value †

    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                  

Buy protection:

                  

CDX.EM.27

     USD        24,833,000        (1.00%)        06/20/22      $ (1,041,775   $ (960,597   $ 81,178  

CDX.NA.HY.28

     USD        49,150,000        (5.00%)        06/20/22        (3,273,337     (3,919,554     (646,217

CDX.NA.IG.28

     USD        48,985,000        (1.00%)        06/20/22        (885,570     (1,015,105     (129,535

ITRAXX.EUR.27

     EUR        29,148,000        (1.00%)        06/20/22        (601,775     (824,349     (222,574
              

 

 

   

 

 

   

 

 

 

Total

               $ (5,802,457   $ (6,719,605   $ (917,148
              

 

 

   

 

 

   

 

 

 

Total

               $ (5,802,457   $   (6,719,605   $     (917,148
              

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2017

 

  Counter-

    party

   Payments made
by Fund
          Payments received
        by Fund
  

Notional

Amount

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

    BOA

   1.82% Fixed   CPURNSA    USD      22,955,000        09/22/25      $ —          $ —          $     220,597      $     220,597  
                

 

 

    

 

 

    

 

 

    

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2017

 

        Payments made

        by Fund

     Payments received by
  Fund
              Notional Amount      Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

12M Federal Funds Rate

     1.00% Fixed          USD        6,875,000        09/29/26      $ 191,022          $ —        $ 514,084       $ 323,062   

12M Federal Funds Rate

     1.63% Fixed          USD        10,705,000        11/14/26        —            —          199,732         199,732   

3M USD LIBOR

     2.14% Fixed          USD        5,800,000        05/15/24        —            —          (27,580)        (27,580)  

3M USD LIBOR

     2.20% Fixed          USD        5,775,000        05/15/24        —            —          (49,096)        (49,096)  

3M USD LIBOR

     2.20% Fixed          USD        5,795,000        05/15/24        —            —          (49,266)        (49,266)  

3M USD LIBOR

     2.12% Fixed          USD        16,575,000        06/07/27        —            —          148,191         148,191   

3M USD LIBOR

     2.12% Fixed          USD        16,640,000        06/07/27        —            —          144,200         144,200   

3M USD LIBOR

     2.12% Fixed          USD        14,580,000        06/07/27        —            —        $ 135,697         135,697   

3M USD LIBOR

     2.12% Fixed          USD        14,635,000        06/07/27        —            —          130,176         130,176   

3M USD LIBOR

     2.28% Fixed          USD        17,400,000        07/14/27        —            —          (60,550)        (60,550)  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $ 191,022          $     —        $ 1,085,588      $     894,566  
                

 

 

    

 

 

    

 

 

    

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

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

ARS

   Buy        09/20/17    BOA       $ 4,768,399      $ 4,584,034      $ (184,365)  

ARS

   Sell        09/20/17    BNP         1,933,017        1,788,195        144,822   

ARS

   Sell        09/20/17    BOA         2,895,051        2,795,839        99,212   

BRL

   Buy        09/05/17    GSC         2,911,127        3,004,585        93,458   

BRL

   Buy        09/05/17    GSC         47,190        48,394        1,204   

BRL

   Sell                 09/05/17    GSC         2,897,154        3,052,979        (155,825)  

CNH

   Buy        09/20/17    GSC         14,016,000        14,201,691        185,691   

CNH

   Sell        09/20/17    UBS                  7,008,000        7,080,275        (72,275)  

CNH

   Sell        09/20/17    UBS         7,008,000        7,107,287        (99,287)  

EGP

   Buy        03/06/18    GSC         109,053        108,325        (728)  

EGP

   Buy        03/06/18    GSC         136,676        135,406        (1,270)  

EGP

   Buy        03/06/18    CBK         307,116        297,841        (9,275)  

EGP

   Buy        03/29/18    CBK         829,852        845,433        15,581   

EGP

   Sell        03/06/18    GSC         533,145        541,572        (8,427)  

EGP

   Sell        03/29/18    GSC         833,674        845,432        (11,758)  

EUR

   Buy        09/20/17    NAB         1,195,151        1,238,138        42,987   

EUR

   Sell        08/31/17    BCLY         270,431        272,753        (2,322)  

EUR

   Sell        08/31/17    DEUT         5,769,825        5,874,852        (105,027)  

EUR

   Sell        09/20/17    HSBC         1,173,312        1,238,138        (64,826)  

GBP

   Sell        08/31/17    DEUT         785,950        795,164        (9,214)  

JPY

   Sell        10/10/17    BCLY         21,811,271        22,384,288        (573,017)  

MXN

   Buy        09/20/17    GSC         84,540        83,561        (979)  

MXN

   Buy        09/20/17    CIB         4,054,980        4,046,961        (8,019)  

MXN

   Sell        09/20/17    RBC         4,063,005        4,130,522        (67,517)  

RON

   Buy        08/28/17    CBK         3,757,587        4,133,172        375,585   

RON

   Buy        08/28/17    CBK         54,480        59,750        5,270   

RON

   Sell        08/28/17    BNP         1,548,757        1,578,191        (29,434)  

RON

   Sell        08/28/17    JPM         2,568,913        2,614,732        (45,819)  
                       

 

 

 

Total

                        $ (485,574)  
                       

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY    Barclays
BNP    BNP Paribas Securities Services
BOA    Banc of America Securities LLC
CBK    Citibank NA
CIB    Credit Agricole
CSI    Credit Suisse International
DEUT    Deutsche Bank Securities, Inc.
GSC    Goldman Sachs & Co.
HSBC    HSBC Bank USA
JPM    JP Morgan Chase & Co.
MLI    Merrill Lynch International
MSC    Morgan Stanley
NAB    National Australia Bank Limited
RBC    RBC Dominion Securities, Inc.
UBS    UBS AG

Currency Abbreviations:

ARS    Argentine Peso
BRL    Brazilian Real
CNH    Chinese Renminbi
EGP    Egyptian Pound
EUR    Euro
GBP    British Pound
JPY    Japanese Yen


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

MXN    Mexican Peso
RON    New Romanian Leu
USD    United States Dollar

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
PrimeX.ARM    Markit PrimeX Adjustable Rate Mortgage Backed Security

Other Abbreviations:

CLO    Collateralized Loan Obligation
CMO    Collateralized Mortgage Obligation
EM    Emerging Markets
FHLMC    Federal Home Loan Mortgage Corp.
FNMA    Federal National Mortgage Association
GNMA    Government National Mortgage Association
LIBOR    London Interbank Offered Rate
MSCI    Morgan Stanley Capital International
OTC    Over-the-Counter
PAC    Planned Amortization Class
TBA    To Be Announced

Municipal Abbreviations:

GO    General Obligation


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

 

Fair Valuation Summary

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

 

     Total

 

    Level 1(1)

 

    Level 2(1)

 

        Level 3(1)    

 

 

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 634,500,092     $     $ 634,500,092     $  

Corporate Bonds

     667,199,246             667,199,246        

Foreign Government Obligations

     58,861,440             58,861,440        

Municipal Bonds

     32,284,228             32,284,228        

Senior Floating Rate Interests

     86,018,706             86,018,706        

U.S. Government Agencies

     1,037,405,985             1,037,405,985        

U.S. Government Securities

     257,348,559             257,348,559        

Common Stocks

        

Energy

     37,151                   37,151  

Utilities

     95,886       95,886              

Preferred Stocks

     961,542       961,542              

Short-Term Investments

     34,848,746       34,848,746              

Foreign Currency Contracts(2)

     963,810             963,810        

Futures Contracts(2)

     1,188,771       1,188,771              

Swaps - Credit Default(2)

     1,299,630             1,299,630        

Swaps - Interest Rate(2)

     1,301,655             1,301,655        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       2,814,315,447           $ 37,094,945     $       2,777,183,351     $       37,151  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (1,449,384   $     $ (1,449,384   $  

Futures Contracts(2)

     (408,019     (408,019            

Swaps - Credit Default(2)

     (4,064,512           (4,064,512      

Swaps - Interest Rate(2)

     (186,492           (186,492      

TBA Sale Commitments

     (242,434,249           (242,434,249      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (248,542,656   $ (408,019   $ (248,134,637   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

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

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


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value      

Common Stocks - 0.1%

     
  

Energy - 0.0%

     
2,426   

Templar Energy LLC Class A*(1)(2)

      $ 10,615  
        

 

 

 
  

Utilities - 0.1%

     
100,000   

TCEH Corp.*(1)(2)

         
1,667   

Vistra Energy Corp.

        27,389  
        

 

 

 
           27,389  
        

 

 

 
  

Total Common Stocks
(cost $49,774)

      $ 38,004  
        

 

 

 

Asset & Commercial Mortgage Backed Securities - 38.9%

     
  

Asset-Backed - Automobile - 0.3%

     
$              160,731   

Honor Automobile Trust Securitization
2.94%11/15/2019(3)

        161,252  
        

 

 

 
  

Asset-Backed - Finance & Insurance - 19.4%

     
  

Apidos CLO

     
390,000   

2.63%, 01/16/2027(3)(4)

        390,455  
415,000   

2.73%, 07/18/2027(3)(4)

        418,430  
250,000   

Atrium CDO Corp.
4.30%07/16/2025(3)(4)

        252,039  
  

Avery Point CLO Ltd.

     
330,000   

2.42%, 01/18/2025(3)(4)

        329,833  
270,000   

2.62%, 08/05/2027(3)(4)

        270,652  
425,000   

Babson CLO Ltd.
2.74%04/20/2027(3)(4)

        426,112  
  

Bayview Opportunity Master Fund Trust

     
106,255   

3.50%, 01/28/2055(3)(4)

        109,289  
177,069   

3.50%, 06/28/2057(3)(4)

        182,511  
95,021   

4.00%, 11/28/2053(3)(4)

        98,967  
182,560   

4.00%, 10/28/2064(3)(4)

        190,293  
270,000   

Carlyle Global Market Strategies CLO Ltd.
2.79%04/27/2027(3)(4)

        270,350  
444,948   

Cent CLO Ltd.
2.42%08/01/2024(3)(4)

        444,901  
395,000   

CIFC Funding Ltd.
2.39%05/24/2026(3)(4)

        395,437  
262,604   

Dryden Senior Loan Fund
2.47%11/15/2023(3)(4)

        262,618  
20,561   

Equity One Mortgage Pass-Through Trust
5.46%12/25/2033(4)

        13,293  
383,739   

Galaxy CLO Ltd.
2.55%04/15/2025(3)(4)

        384,041  
  

Lendmark Funding Trust

     
125,000   

2.83%, 12/22/2025(3)

        125,255  
155,000   

3.26%, 04/21/2025(3)

        155,930  
45,120   

Long Beach Asset Holdings Corp.
5.78%04/25/2046(1)(2)(3)(5)

         
250,000   

Madison Park Funding Ltd.
2.59%10/23/2025(3)(4)

        250,212  
480,000   

Magnetite Ltd.
2.31%07/25/2026(3)(4)

        479,759  
100,000   

Nationstar HECM Loan Trust
2.94%05/25/2027(3)

        99,902  
  

NRZ Advance Receivables Trust

     
420,000   

3.11%, 12/15/2050(3)

        422,010  
370,000   

3.21%, 02/15/2051(3)

        374,343  
275,000   

Oaktree EIF Ltd.
2.73%02/15/2026(3)(4)

        275,031  
375,000   

OCP CLO Ltd.
2.83%04/17/2027(3)(4)

        375,168  
420,000   

OneMain Financial Issuance Trust
4.10%03/20/2028(3)

        428,515  
360,000   

OZLM Ltd.
2.62%04/30/2027(3)(4)

        362,146  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$            325,000   

Race Point CLO Ltd.
2.81%04/15/2027(3)(4)

      $ 325,145  
  

SoFi Consumer Loan Program LLC

     
110,000   

2.50%, 05/26/2026(3)

        109,810  
93,849   

2.77%, 05/25/2026(3)

        94,676  
117,921   

3.05%, 12/26/2025(3)

        119,278  
111,429   

3.09%, 10/27/2025(3)

        112,745  
148,610   

3.28%, 01/26/2026(3)

        150,584  
  

Sound Point CLO Ltd.

     
250,000   

2.41%, 01/21/2026(3)(4)

        249,874  
270,000   

2.83%, 04/15/2027(3)(4)

        270,600  
250,000   

5.90%, 07/15/2025(3)(4)

        248,206  
  

Springleaf Funding Trust

     
310,000   

2.68%, 07/15/2030(3)

        311,630  
165,000   

2.90%, 11/15/2029(3)

        166,008  
355,000   

SPS Servicer Advance Receivables Trust
2.75%11/15/2049(3)

        356,022  
395,000   

Symphony CLO Ltd.
2.48%10/17/2026(3)(4)

        395,963  
  

Towd Point Mortgage Trust

     
384,961   

2.75%, 10/25/2056(3)(4)

        385,379  
96,180   

2.75%, 04/25/2057(3)(4)

        97,107  
200,000   

2.75%, 06/25/2057(3)(4)

        201,899  
270,000   

Venture CLO Ltd.
2.79%07/15/2027(3)(4)

        269,979  
111,113   

VOLT LX LLC
3.25%04/25/2059(3)(6)

        111,396  
  

Voya CLO Ltd.

     
350,000   

2.75%, 10/14/2026(3)(4)

        350,000  
255,000   

2.78%, 04/18/2027(3)(4)

        255,001  
        

 

 

 
           12,368,794  
        

 

 

 
  

Asset-Backed - Home Equity - 4.0%

     
  

GSAA Home Equity Trust

     
111,077   

1.30%, 12/25/2046(4)

        63,169  
378,193   

1.31%, 02/25/2037(4)

        211,051  
259,183   

1.41%, 11/25/2036(4)

        130,043  
24,719   

1.53%, 03/25/2036(4)

        18,022  
122,788   

1.55%, 04/25/2047(4)

        84,644  
56,984   

5.88%, 09/25/2036(6)

        28,929  
338,728   

5.99%, 06/25/2036(4)

        181,703  
447,714   

Morgan Stanley Mortgage Loan Trust
1.40%11/25/2036(4)

        187,815  
22,008   

Nationstar NIM Ltd.
9.79%03/25/2037(1)(2)(3)(5)

         
  

New Residential Mortgage Loan Trust

     
320,000   

2.73%, 07/25/2056

        327,578  
305,868   

4.00%, 02/25/2057(3)(4)

        320,272  
437,000   

NRZ Advance Receivables Trust
2.58%10/15/2049(3)

        435,093  
23,050   

Renaissance Home Equity Loan Trust
6.12%11/25/2036(6)

        14,318  
685,063   

Soundview Home Loan Trust
1.47%07/25/2036(4)

        534,445  
        

 

 

 
           2,537,082  
        

 

 

 
  

Collateralized - Mortgage Obligations - 0.2%

     
139,845   

COLT Mortgage Loan Trust
2.61%05/27/2047(3)(4)

        140,536  
        

 

 

 
  

Commercial Mortgage - Backed Securities - 4.7%

     
90,000   

Banc of America Commercial Mortgage Trust
3.12%09/15/2048(3)(4)

        55,699  
100,000   

Bear Stearns Commercial Mortgage Securities Trust
5.11%10/12/2042(4)

        95,494  
200,000   

Commercial Mortgage Pass-Through Certificates
4.75%10/15/2045(3)(4)

        127,528  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

  

Commercial Mortgage Trust

     
$            499,833   

1.96%, 07/10/2046(3)(4)(7)

      $ 22,914  
65,000   

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

        29,034  
90,521   

Credit Suisse First Boston Mortgage Securities Corp.
4.88%04/15/2037

        89,188  
  

FREMF Mortgage Trust

     
90,000   

3.88%, 02/25/2024(3)(4)

        84,778  
50,000   

3.97%, 07/25/2049(3)(4)

        48,245  
215,000   

3.98%, 03/25/2027(3)(4)

        203,773  
80,000   

4.21%, 05/25/2027(3)(4)

        75,997  
  

GS Mortgage Securities Trust

     
4,588,411   

0.19%, 07/10/2046(4)(7)

        23,221  
392,368   

1.36%, 08/10/2044(3)(4)(7)

        17,287  
100,166   

3.67%, 04/10/2047(3)

        36,003  
395,000   

4.83%, 11/10/2045(3)(4)

        375,758  
175,000   

4.86%, 04/10/2047(3)(4)

        140,365  
  

JP Morgan Chase Commercial Mortgage Securities Trust

     
190,000   

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

        80,262  
765,000   

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

        778,790  
100,000   

Morgan Stanley Capital I Trust
5.16%07/15/2049(3)(4)

        84,792  
50,000   

Morgan Stanley Capital Trust
5.33%10/12/2052(3)(4)

        23,127  
160,000   

VNDO Mortgage Trust
3.95%12/13/2029(3)(4)

        164,360  
15,000   

Wells Fargo Commercial Mortgage Trust
4.10%05/15/2048(4)

        13,181  
  

WF-RBS Commercial Mortgage Trust

     
235,599   

3.02%, 11/15/2047(3)

        99,615  
375,000   

4.80%, 11/15/2045(3)(4)

        310,361  
45,000   

5.00%, 06/15/2044(3)(4)

        37,414  
        

 

 

 
           3,017,186  
        

 

 

 
  

Whole Loan Collateral CMO - 10.2%

     
  

Alternative Loan Trust

     
63,611   

1.55%, 11/25/2035(4)

        54,674  
224,651   

5.75%, 05/25/2036

        173,341  
207,990   

6.00%, 05/25/2036

        174,510  
  

Angel Oak Mortgage Trust LLC

     
130,049   

2.48%, 07/25/2047(3)(4)

        130,045  
52,960   

3.64%, 01/25/2047(3)(4)

        53,093  
203,269   

Banc of America Mortgage Trust
3.22%09/25/2035(4)

        195,001  
143,299   

Bear Stearns Alt-A Trust
1.73%01/25/2036(4)

        143,712  
102,607   

Bear Stearns Mortgage Funding Trust
1.41%10/25/2036(4)

        91,041  
350,000   

Chase Mortgage Finance Trust
5.50%11/25/2035

        334,476  
  

CHL Mortgage Pass-Through Trust

     
11,885   

1.91%, 03/25/2035(4)

        10,665  
188,583   

3.18%, 09/25/2047(4)

        175,423  
140,000   

Connecticut Avenue Securities
5.48%04/25/2029(4)

        157,257  
134,189   

CSMC Trust
3.25%04/25/2047(3)(4)

        135,261  
  

Deephaven Residential Mortgage Trust

     
115,158   

2.45%, 06/25/2047(3)(4)

        114,881  
84,605   

3.49%, 12/26/2046(3)(4)

        84,656  
  

Fannie Mae Connecticut Avenue Securities

     
100,000   

4.78%, 07/25/2029(4)

        107,224  
195,000   

5.58%, 05/25/2029(4)

        217,140  
143,844   

GreenPoint Mortgage Funding Trust
2.13%10/25/2045(4)

        111,934  
  

HarborView Mortgage Loan Trust

     
50,065   

1.42%, 01/19/2038(4)

        47,033  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$          21,578

  

2.23%, 10/25/2037(4)

   $ 21,010  

280,845

  

IndyMac Index Mortgage Loan Trust
1.63%07/25/2046(4)

     199,492  
  

JP Morgan Mortgage Trust

 

86,919

  

3.04%, 11/25/2035(4)

     83,569  

313,196

  

3.37%, 05/25/2036(4)

     289,565  

86,765

  

3.46%, 04/25/2037(4)

     78,022  
  

LSTAR Securities Investment Trust

 

126,482

  

3.23%, 09/01/2021(3)(4)

     126,874  

255,328

  

3.23%, 02/01/2022(3)(4)

     253,936  

89,867

  

3.23%, 04/01/2022(3)(4)

     88,569  

53,492

  

Luminent Mortgage Trust
1.43%10/25/2046(4)

     50,250  

95,630

  

MFA Trust
2.59%02/25/2057(3)(4)

     95,546  

417,000

  

Mortgage Repurchase Agreement Financing Trust
2.39%06/10/2019(3)(4)

     416,344  
  

New Residential Mortgage Loan Trust

 

206,349

  

3.75%, 11/26/2035(3)(4)

     214,883  

188,429

  

3.75%, 11/25/2056(3)(4)

     195,734  

298,369

  

4.00%, 03/25/2057(3)(4)

     310,754  

222,223

  

4.00%, 04/25/2057(3)(4)

     231,668  

272,136

  

4.00%, 05/25/2057(3)(4)

     284,511  

349,508

  

Structured Asset Mortgage Investments Trust
1.46%02/25/2036(4)

     310,851  
  

Towd Point Mortgage Trust

 

182,060

  

2.25%, 04/25/2056(3)(4)

     181,684  

151,803

  

2.75%, 08/25/2055(3)(4)

     153,415  

46,282

  

WaMu Mortgage Pass-Through Certificates Trust
1.65%06/25/2044(4)

     44,727  

90,495

  

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1.32%02/25/2037(4)

     63,693  

34,672

  

Wells Fargo Alternative Loan Trust
3.29%12/28/2037(4)

     33,925  
  

Wells Fargo Commercial Mortgage Trust

 

265,000

  

2.88%, 05/15/2048(3)(4)

     166,794  

115,000

  

3.36%, 09/15/2058(3)

     70,793  
     

 

 

 
     6,477,976  
     

 

 

 
   Whole Loan Collateral PAC - 0.1%  

57,419

  

Alternative Loan Trust
1.73%12/25/2035(4)

     41,703  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $24,946,343)

   $             24,744,529  
     

 

 

 

Corporate Bonds - 7.9%

  
   Commercial Banks - 4.5%  

EUR        200,000

  

Banco Bilbao Vizcaya Argentaria S.A.
7.00%02/19/2019(4)(8)(9)

   $ 248,598  

300,000

  

BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
8.13%10/30/2023(9)

     474,261  
  

Credit Agricole S.A.

 

400,000

  

4.75%, 09/27/2048(4)

     536,839  

$        200,000

  

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

     238,750  

350,000

  

Credit Suisse Group AG
6.25%12/18/2024(4)(8)(9)

     375,706  

245,000

  

Goldman Sachs Group, Inc.
5.15%05/22/2045

     276,831  

200,000

  

HSBC Holdings plc
6.00%05/22/2027(4)(8)

     209,770  

275,000

  

Societe Generale S.A.
7.38%09/13/2021(3)(4)(8)

     300,438  

200,000

  

UBS Group AG
7.00%02/19/2025(4)(8)(9)

     224,250  
     

 

 

 
     2,885,443  
     

 

 

 


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

 

Commercial Services - 0.5%

  
$        329,000  

Acwa Power Management And Investments One Ltd.
5.95%12/15/2039(3)

   $ 333,001  
    

 

 

 
 

Engineering & Construction - 0.9%

  
 

SBA Tower Trust

  
265,000  

3.17%, 04/09/2047(3)

     266,708  
310,000  

3.60%, 04/09/2043(3)

     310,168  
    

 

 

 
       576,876  
    

 

 

 
 

Insurance - 0.7%

  
400,000  

Demeter Investments B.V. for Swiss Re Ltd.
5.75%08/15/2050(4)(9)

     440,000  
    

 

 

 
 

Iron/Steel - 0.3%

 

200,000  

Koks OAO Via Koks Finance DAC
7.50%05/04/2022(3)

     206,091  
    

 

 

 
 

Multi-National - 0.0%

  
INR    1,430,000  

International Finance Corp.
7.10%03/21/2031

     23,399  
    

 

 

 
 

Oil & Gas - 0.4%

  
$        24,785  

Shelf Drilling Holdings Ltd.
9.50%11/02/2020(3)

     24,413  
ARS    4,162,967  

YPF S.A.
16.50%05/09/2022(3)

     219,465  
    

 

 

 
       243,878  
    

 

 

 
 

Telecommunications - 0.6%

  
$     110,000  

AT&T, Inc.
4.75%05/15/2046

     105,630  
240,000  

Mobile Telesystems OJSC via MTS International Funding Ltd.
5.00%05/30/2023(3)

     244,800  
    

 

 

 
       350,430  
    

 

 

 
 

Total Corporate Bonds
(cost $4,756,720)

   $             5,059,118  
    

 

 

 

Foreign Government Obligations - 3.0%

  
 

Argentina - 1.7%

  
 

Argentina Treasury Bill

  
$        27,229  

2.80%, 11/24/2017

   $ 26,979  
27,067  

2.81%, 11/10/2017

     26,850  
62,162  

2.82%, 01/26/2018

     61,250  
297,190  

3.08%, 06/15/2018

     288,829  
165,957  

3.15%, 12/15/2017

     164,142  
89,663  

3.15%, 05/24/2018

     87,471  
166,432  

3.32%, 04/27/2018

     162,543  
245,000  

Argentine Republic Government International Bond
6.88%01/26/2027

     251,860  
    

 

 

 
       1,069,924  
    

 

 

 
 

Brazil - 0.1%

  
BRL        216,000  

Brazil Notas do Tesouro Nacional
10.00%01/01/2021

     70,926  
    

 

 

 
 

Chile - 0.0%

  
CLP    5,000,000  

Bonos de la Tesoreria de la Republica en pesos
6.00%01/01/2020

     8,209  
    

 

 

 
 

Colombia - 0.1%

  
COP    96,800,000  

Colombian TES
10.00%07/24/2024

     38,738  
    

 

 

 
 

Hungary - 0.0%

  
$            20,000  

Hungary Government International Bond
6.38%03/29/2021

     22,535  
    

 

 

 
 

Indonesia - 0.1%

  
IDR    839,000,000  

Indonesia Treasury Bond 8.38%09/15/2026

     68,101  
    

 

 

 

 


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

   Malaysia - 0.1%  

  MYR

     171,000     

Malaysia Government Bond
3.80%09/30/2022

   $ 39,841  
        

 

 

 
   Mexico - 0.1%  

  MXN

     1,208,800     

Mexican Bonos
10.00%12/05/2024

     80,408  
        

 

 

 
   Oman - 0.3%  

$

     200,000     

Oman Government International Bond
5.38%03/08/2027(3)

     207,000  
        

 

 

 
   Peru - 0.0%  

  PEN

     30,000     

Peru Government Bond
8.20%08/12/2026

     11,107  
        

 

 

 
   Poland - 0.1%  

  PLN

     248,000     

Republic of Poland Government Bond
2.00%04/25/2021

     67,977  
        

 

 

 
   Romania - 0.0%  

  RON

     60,000     

Romania Government Bond
5.75%04/29/2020

     17,243  
        

 

 

 
   Russia - 0.0%  

  RUB

     1,677,000     

Russian Federal Bond - OFZ
7.10%10/16/2024

     26,884  
        

 

 

 
   South Africa - 0.1%  

  ZAR

     849,000     

Republic of South Africa Government Bond
7.00%02/28/2031

     53,298  
        

 

 

 
   Supranational - 0.1%  

  INR

     2,760,000     

International Finance Corp.
7.80%06/03/2019

     44,531  
        

 

 

 
   Thailand - 0.1%  

  THB

     1,170,000     

Thailand Government Bond
3.63%06/16/2023

     38,209  
        

 

 

 
   Turkey - 0.1%  

  TRY

     170,000     

Turkey Government Bond
9.40%07/08/2020

     46,662  
        

 

 

 
     

Total Foreign Government Obligations
(cost $1,886,118)

   $ 1,911,593  
        

 

 

 

Municipal Bonds - 2.1%

 

   General - 0.8%  

$

     250,000     

Chicago, IL, Transit Auth 6.90%12/01/2040

   $ 322,198  
     445,000     

Puerto Rico Commonwealth Government Employees Retirement System
6.30%07/01/2043

     190,237  
        

 

 

 
           512,435  
        

 

 

 
   General Obligation - 1.3%  
     340,000     

City of Chicago, IL, GO
7.05%01/01/2029

     368,577  
     

Illinois State, GO

  
     365,000     

5.10%, 06/01/2033

     365,974  
     20,000     

5.16%, 02/01/2018

     20,236  
     70,000     

5.67%, 03/01/2018

     71,171  
     15,000     

5.88%, 03/01/2019

     15,647  
        

 

 

 
           841,605  
        

 

 

 
     

Total Municipal Bonds
(cost $1,357,079)

   $     1,354,040  
        

 

 

 

Senior Floating Rate Interests - 16.6%(10)

 

   Advertising - 0.2%  

$

     101,102     

Acosta Holdco, Inc.
4.48%09/26/2021

   $ 91,960  
        

 

 

 

 


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

   Aerospace/Defense - 0.5%  

$

     115,000     

MacDonald, Dettwiler and Associates Ltd.
0.00%07/06/2024(11)

   $     114,976  
     195,716     

TransDigm, Inc.
4.26%05/14/2022

     196,499  
        

 

 

 
           311,475  
        

 

 

 
  

Agriculture - 0.1%

 

     99,179     

Pinnacle Operating Corp.
8.48%11/15/2021

     91,617  
        

 

 

 
  

Chemicals - 0.1%

 

     47,611     

Chemours Co.
3.73%05/12/2022

     47,928  
        

 

 

 
  

Coal - 0.2%

 

     159,600     

Foresight Energy LLC
7.05%03/28/2022

     153,815  
        

 

 

 
  

Commercial Services - 0.9%

 

     125,000     

PSAV Holdings LLC
4.70%04/27/2024

     125,781  
     114,425     

Quikrete Holdings, Inc.
3.98%11/15/2023

     114,789  
     138,600     

Russell Investment Group
6.97%06/01/2023

     140,247  
     105,000     

Tempo Acquisition LLC
4.23%05/01/2024

     105,809  
     99,500     

Xerox Business Services LLC
5.23%12/07/2023

     100,644  
        

 

 

 
           587,270  
        

 

 

 
  

Distribution/Wholesale - 0.6%

 

     149,382     

FPC Holdings, Inc.
5.30%11/19/2019

     147,888  
     113,853     

Nexeo Solutions LLC
5.02%06/09/2023

     115,324  
     89,998     

PowerTeam Services LLC
4.55%05/06/2020

     89,660  
        

 

 

 
           352,872  
        

 

 

 
  

Diversified Financial Services - 0.2%

 

     134,663     

EVO Payments International LLC
6.24%12/22/2023

     135,926  
        

 

 

 
  

Electric - 0.4%

 

     103,576     

Calpine Corp.
4.05%05/31/2023

     103,907  
     100,000     

Chief Exploration & Development LLC
7.93%05/16/2021

     97,167  
     103,596     

Seadrill Partners Finco LLC
4.30%02/21/2021

     70,790  
        

 

 

 
           271,864  
        

 

 

 
  

Electronics - 0.2%

 

     119,690     

Ceridian LLC
4.73%09/15/2020

     119,690  
        

 

 

 
  

Energy-Alternate Sources - 0.1%

 

     74,323     

EMG Utica LLC
5.19%03/27/2020

     74,570  
        

 

 

 
  

Engineering & Construction - 0.2%

 

     150,000     

Brand Energy & Infrastructure Services, Inc.
5.51%06/21/2024

     151,125  
        

 

 

 
  

Food - 0.4%

 

     140,815     

Albertsons LLC
3.98%08/25/2021

     140,376  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$

     90,000     

Post Holdings, Inc.
3.49%05/24/2024

   $ 90,365  
        

 

 

 
               230,741  
        

 

 

 
   Healthcare-Products - 0.3%  
     105,000     

Air Medical Group Holdings, Inc.
5.23%04/28/2022

     104,279  
     98,741     

Alere, Inc.
4.49%06/18/2022

     98,848  
        

 

 

 
           203,127  
        

 

 

 
      Healthcare-Services - 1.0%   
      Community Health Systems, Inc.   
     38,835     

3.96%, 12/31/2019

     38,822  
     67,436     

4.21%, 01/27/2021

     67,306  
     103,691     

Envision Healthcare Corp.
4.30%12/01/2023

     104,275  
     99,500     

inVentiv Health, Inc.
4.95%11/09/2023

     99,554  
     113,653     

MPH Acquisition Holdings LLC
4.30%06/07/2023

     114,448  
     101,245     

Ortho-Clinical Diagnostics, Inc.
5.05%06/30/2021

     101,592  
     122,628     

U.S. Renal Care, Inc.
5.55%12/31/2022

     120,277  
        

 

 

 
           646,274  
        

 

 

 
      Household Products/Wares - 0.1%   
     60,000     

Galleria Co.
4.25%09/29/2023

     60,413  
        

 

 

 
      Insurance - 1.5%   
      Asurion LLC   
     342,507     

4.48%, 08/04/2022

     343,607  
     105,000     

8.73%, 03/03/2021

     105,131  
     105,600     

Evertec Group LLC
3.73%04/17/2020

     105,204  
      Sedgwick Claims Management Services, Inc.   
     249,119     

3.98%, 03/01/2021

     249,520  
     140,000     

6.98%, 02/28/2022

     141,400  
        

 

 

 
           944,862  
        

 

 

 
      Leisure Time - 0.4%   
      Delta 2 (LUX) S.a.r.l.   
     200,000     

4.50%, 02/01/2024

     201,036  
     39,000     

8.00%, 07/29/2022

     39,042  
        

 

 

 
           240,078  
        

 

 

 
      Lodging - 1.0%   
     459,293     

Caesars Entertainment Operating Co.
5.75%03/01/2022(5)

     552,589  
     97,007     

Caesars Growth Properties Holdings LLC
4.23%05/08/2021

     97,710  
        

 

 

 
           650,299  
        

 

 

 
      Machinery - Construction & Mining - 0.3%   
     213,191     

American Rock Salt Holdings LLC
4.98%05/20/2021

     213,191  
        

 

 

 
      Machinery-Diversified - 0.2%   
     132,624     

Gates Global LLC
4.55%04/01/2024

     133,557  
        

 

 

 
      Media - 1.0%   
     101,612     

Advantage Sales & Marketing, Inc.
4.55%07/23/2021

     99,275  
     124,150     

Getty Images, Inc.
4.80%10/18/2019

     115,397  
     124,863     

ION Media Networks, Inc.
4.13%12/18/2020

     125,878  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$

     194,109     

Numericable U.S. LLC
4.56%01/14/2025

   $     195,010  
     108,586     

Tribune Media Co.
4.23%01/27/2024

     108,885  
        

 

 

 
           644,445  
        

 

 

 
     

Metal Fabricate/Hardware - 0.2%

  
     100,134     

Rexnord LLC
4.05%08/21/2023

     100,590  
        

 

 

 
     

Miscellaneous Manufacturing - 0.3%

  
     156,006     

Sram LLC
4.79%03/15/2024

     157,566  
        

 

 

 
     

Oil & Gas - 0.7%

  
     115,000     

California Resources Corp.
11.60%12/31/2021

     123,682  
     100,000     

Chesapeake Energy Corp.
8.69%08/23/2021

     107,275  
     214,338     

Pinnacle Holdco S.a.r.l.
4.80%07/30/2019

     186,742  
        

 

 

 
           417,699  
        

 

 

 
     

Packaging & Containers - 0.7%

  
     130,191     

Berry Plastics Group, Inc.
3.73%10/01/2022

     130,744  
     194,224     

Reynolds Group Holdings, Inc.
4.23%02/05/2023

     195,028  
     110,486     

Signode Industrial Group U.S., Inc.
4.01%05/04/2021

     110,832  
        

 

 

 
           436,604  
        

 

 

 
     

Pharmaceuticals - 0.2%

  
     125,000     

Endo Luxembourg Finance Co. I S.a r.l.
5.50%04/29/2024

     126,875  
        

 

 

 
     

Pipelines - 0.1%

  
     95,750     

Philadelphia Energy Solutions LLC
6.26%04/04/2018

     85,696  
        

 

 

 
     

Real Estate - 0.3%

  
     182,103     

DTZ U.S. Borrower LLC
4.49%11/04/2021

     183,013  
        

 

 

 
     

REITS - 0.2%

  
     103,688     

MGM Growth Properties Operating Partnership L.P.
3.48%04/25/2023

     104,064  
        

 

 

 
     

Retail - 1.1%

  
     125,000     

Bass Pro Group LLC
6.30%12/16/2023

     121,745  
     110,042     

Michaels Stores, Inc.
3.98%01/30/2023

     110,056  
     99,833     

Neiman Marcus Group Ltd. LLC
4.47%10/25/2020

     73,655  
     172,315     

Party City Holdings, Inc.
4.32%08/19/2022

     172,889  
     216,624     

U.S. Foods, Inc.
3.99%06/27/2023

     218,143  
        

 

 

 
           696,488  
        

 

 

 
     

Software - 1.8%

  
     110,000     

Almonde, Inc.
4.74%06/13/2024

     110,856  
     99,750     

Change Healthcare Holdings, Inc.
3.98%03/01/2024

     100,299  
     194,177     

Epicor Software Corp.
4.99%06/01/2022

     194,965  
     266,185     

First Data Corp.
3.73%04/26/2024

     267,611  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

$            99,893

  

Go Daddy Operating Co. LLC
3.73%02/15/2024

   $ 100,323  

142,657

  

Infor U.S., Inc.
4.05%02/01/2022

     142,683  

247,500

  

WEX, Inc.
3.98%06/30/2023

     250,044  
     

 

 

 
     1,166,781  
     

 

 

 
   Telecommunications - 0.9%  

77,583

  

Entravision Communications Corp.
3.80%05/31/2020

     77,486  

125,000

  

Level 3 Financing, Inc.
3.48%02/22/2024

     125,489  

99,750

  

Sprint Communications, Inc.
3.75%02/02/2024

     100,074  

291,648

  

Univision Communications, Inc.
3.98%03/15/2024

     290,473  
     

 

 

 
     593,522  
     

 

 

 
   Trucking & Leasing - 0.2%  

130,000

  

Avolon TLB Borrower 1 (Luxembourg) S.a.r.l.
3.98%03/20/2022

     129,899  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $10,579,373)

   $             10,555,896  
     

 

 

 

U.S. Government Agencies - 55.6%

  
   FHLMC - 16.3%  

$              8,757

  

0.00%, 11/15/2036(12)(13)

   $ 8,226  

60,817

  

3.00%, 03/15/2033(7)

     7,982  

3,700,000

  

3.00%, 08/01/2047(14)(15)

     3,706,032  

3,100,000

  

3.50%, 08/01/2047(14)(15)

     3,193,727  

197,463

  

4.00%, 07/15/2027(7)

     20,593  

1,200,000

  

4.00%, 08/01/2047(14)(15)

     1,263,937  

72,825

  

4.50%, 03/15/2041

     82,304  

338,000

  

4.68%, 10/25/2029(4)

     364,061  

163,321

  

4.75%, 07/15/2039

     175,958  

310,000

  

5.13%, 04/25/2029(4)

     343,879  

250,000

  

5.23%, 08/25/2024(4)

     272,641  

15,269

  

5.50%, 08/15/2033

     17,058  

335,606

  

5.50%, 12/01/2037

     373,871  

418,972

  

5.50%, 01/01/2039

     466,908  

56,601

  

6.50%, 07/15/2036

     63,368  
     

 

 

 
     10,360,545  
     

 

 

 
   FNMA - 29.9%  

$            73,618

  

0.00%, 06/25/2036(12)(13)

   $ 64,490  

261,948

  

1.68%, 04/25/2055(4)(7)

     13,618  

5,000

  

2.44%, 01/01/2023

     5,062  

55,553

  

2.50%, 06/25/2028(7)

     4,447  

1,000,000

  

2.50%, 08/01/2032(14)(15)

     1,008,320  

377,061

  

3.00%, 01/25/2028(7)

     34,695  

160,871

  

3.00%, 04/25/2028(7)

     15,288  

1,300,000

  

3.00%, 08/01/2032(14)(15)

     1,337,223  

30,000

  

3.16%, 12/01/2026

     30,829  

24,583

  

3.24%, 12/01/2026

     25,415  

47,517

  

3.26%, 05/01/2024

     49,789  

191,259

  

3.30%, 12/01/2026

     198,308  

24,609

  

3.34%, 04/01/2024

     25,887  

9,617

  

3.45%, 01/01/2024

     10,173  

9,555

  

3.47%, 01/01/2024

     10,118  

104,444

  

3.50%, 05/25/2030(7)

     13,196  

274,004

  

3.50%, 01/01/2046

     282,291  

13,100,000

  

3.50%, 08/01/2047(14)(15)

     13,486,859  

23,795

  

3.67%, 08/01/2023

     25,356  

5,000

  

3.70%, 10/01/2023

     5,336  

10,000

  

3.76%, 03/01/2024

     10,744  

15,000

  

3.86%, 12/01/2025

     16,222  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$   5,000   

3.86%, 11/01/2023

   $ 5,392  
  23,613   

3.87%, 10/01/2025

     25,402  
  33,876   

3.89%, 05/01/2030

     35,825  
  34,660   

3.93%, 10/01/2023

     37,364  
  9,558   

3.96%, 05/01/2034

     10,131  
  9,839   

3.97%, 05/01/2029

     10,648  
  53,234   

4.00%, 03/25/2042(7)

     7,962  
  1,300,000   

4.00%, 08/01/2047(14)(15)

     1,368,605  
  18,402   

4.06%, 10/01/2028

     20,166  
  49,689   

4.50%, 07/25/2027(7)

     5,484  
  230,841   

4.50%, 10/01/2040

     249,429  
  104,550   

4.50%, 10/01/2041

     113,154  
  90,384   

4.50%, 09/01/2043

     97,621  
  28,875   

5.46%, 05/25/2042(4)(7)

     3,272  
  90,812   

5.50%, 04/25/2035

     102,262  
  39,487   

5.50%, 04/25/2037

     43,935  
  176,247   

5.50%, 06/25/2042(7)

     37,967  
  174,395   

6.00%, 09/01/2039

     196,133  
       

 

 

 
          19,044,418  
       

 

 

 
    

GNMA - 9.4%

  
$   1,800,000   

3.00%, 08/01/2047(14)(15)

   $ 1,826,156  
  1,100,000   

3.50%, 08/01/2047(14)(15)

     1,142,969  
  46,643   

4.00%, 05/16/2042(7)

     7,523  
  900,000   

4.00%, 08/01/2047(14)(15)

     947,531  
  200,000   

4.00%, 09/01/2047(14)(15)

     210,289  
  1,000,000   

4.50%, 08/01/2047(14)(15)

     1,061,875  
  90,737   

5.00%, 06/15/2041

     99,866  
  131,635   

5.00%, 10/16/2041(7)

     22,513  
  173,711   

5.00%, 03/15/2044

     190,707  
  2,227   

6.00%, 08/15/2032

     2,510  
  131,363   

6.00%, 06/15/2036

     148,816  
  40,129   

6.00%, 08/15/2036

     45,231  
  29,299   

6.00%, 12/15/2038

     33,024  
  98,086   

6.00%, 01/15/2039

     110,561  
  97,239   

6.00%, 12/15/2040

     109,602  
       

 

 

 
          5,959,173  
       

 

 

 
    

Total U.S. Government Agencies
(cost $35,145,390)

   $         35,364,136  
       

 

 

 
U.S. Government Securities - 16.8%  
    

U.S. Treasury Securities - 16.8%

  
    

U.S. Treasury Bonds - 2.4%

  
$   59,568   

0.75%, 02/15/2042(16)

   $ 56,529  
  113,279   

0.75%, 02/15/2045(16)

     105,984  
  5,250   

1.38%, 02/15/2044(16)

     5,696  
  39,629   

2.13%, 02/15/2040(16)

     49,220  
  33,526   

2.13%, 02/15/2041(16)

     41,803  
  220,711   

2.38%, 01/15/2025(16)

     252,500  
  157,299   

2.50%, 01/15/2029(16)

     190,068  
  453,000   

2.50%, 02/15/2046(17)

     417,131  
  28,749   

3.63%, 04/15/2028(16)

     37,698  
  83,366   

3.88%, 04/15/2029(16)

     113,554  
  186,000   

4.50%, 02/15/2036

     238,559  
       

 

 

 
          1,508,742  
       

 

 

 
    

U.S. Treasury Notes - 14.4%

  
  111,162   

0.13%, 04/15/2018(16)

     110,830  
  161,884   

0.13%, 04/15/2019(16)

     162,103  
  147,349   

0.13%, 04/15/2020(16)

     147,902  
  291,185   

0.13%, 04/15/2021(16)(17)

     291,674  
  264,880   

0.13%, 07/15/2024(16)

     261,692  
  36,163   

0.25%, 01/15/2025(16)

     35,730  
  87,717   

0.38%, 07/15/2025(16)

     87,592  
  94,396   

0.63%, 01/15/2024(16)

     96,270  
  1,459,425   

0.63%, 01/15/2026(16)(18)

     1,476,464  


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$   27,000   

1.00%, 05/31/2018

      $ 26,945  
  23,494   

1.13%, 01/15/2021(16)

        24,439  
  6,469,000   

1.75%, 02/28/2022(17)

        6,456,114  
          

 

 

 
             9,177,755  
          

 

 

 
             10,686,497  
          

 

 

 
    

Total U.S. Government Securities
(cost $10,727,627)

      $ 10,686,497  
          

 

 

 
    

Total Long-Term Investments
(cost $89,448,424)

      $ 89,713,813  
Short-Term Investments - 7.6%  
    

Foreign Government Obligations - 1.1%

     
JPY  

73,750,000

  

Japan Treasury Discount Bill
0.01%10/10/2017(19)

        669,090  
          

 

 

 
    

Other Investment Pools & Funds - 6.5%

     
 

4,129,065

  

Fidelity Institutional Government Fund, Institutional Class

        4,129,065  
          

 

 

 
    

Total Short-Term Investments
(cost $4,776,706)

      $ 4,798,155  
          

 

 

 
    

Total Investments
(cost $94,225,130)^

     148.6%      $ 94,511,968  
    

Other Assets and Liabilities

     (48.6)%        (30,897,874)  
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $         63,614,094  
       

 

 

    

 

 

 

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

   $         1,300,161  

Unrealized Depreciation

     (1,013,323
  

 

 

 

Net Unrealized Appreciation

   $ 286,838  
  

 

 

 

 

* 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 July 31, 2017, the aggregate fair value of these securities was $10,615, 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 July 31, 2017, the aggregate value of these securities was $10,615, which represents 0.0% of total net assets.


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

(3) Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold only to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2017, the aggregate value of these securities was $21,869,031, which represented 34.4% of total net assets.
(4) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(5) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(6) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(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) 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 July 31, 2017, the aggregate value of these securities was $1,762,815, which represented 2.8% of total net assets.
(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 July 31, 2017.
(11) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(12) Securities disclosed are principal-only strips.
(13) Security is a zero-coupon bond.
(14) Represents or includes a TBA transaction.
(15) 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 $30,431,251 at July 31, 2017.
(16) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(17) This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.
(18) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.
(19) The rate shown represents current yield to maturity.

 

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

Short position contracts:

              

Euro-Bund Future

     4        09/07/2017      $ 778,641      $ 766,866      $ 11,775  

Eurodollar 3-Month Future

     54        09/17/2018                13,268,340                13,276,575        (8,235

Long Gilt Future

     18        09/27/2017        3,026,409        2,992,875        33,534  

U.S. 10-Year Ultra Future

     5        09/20/2017        674,615        675,234        (619

U.S. Treasury 10-Year Note Future

     99        09/20/2017        12,449,870        12,463,172        (13,302

U.S. Treasury 2-Year Note Future

     65        09/29/2017        14,049,710        14,062,344        (12,634
              

 

 

 

Total

               $ 10,519  
              

 

 

 

    Total futures contracts

               $ 10,519  
              

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2017  
      Reference Entity    Counter-
party
  

Notional

Amount (a)

   

(Pay)/Receive
Fixed

Rate/Implied
Credit Spread (b)

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

Credit default swaps on indices:

 

Buy protection:

 

ABX.HE.AAA.06

   MSC      USD        22,220       (0.18%)         07/25/45      $ 485      $             —      $ 425      $ (60

ABX.HE.AAA.06

   JPM      USD        26,541       (0.18%)         07/25/45        574               496        (78

ABX.HE.AAA.06

   GSC      USD        8,024       (0.18%)         07/25/45        722               149        (573

ABX.HE.AAA.07

   JPM      USD        34,637       (0.09%)         08/25/37        8,168               3,333        (4,835

ABX.HE.AAA.07

   GSC      USD        96,983       (0.09%)         08/25/37                21,655               9,326        (12,329

ABX.HE.AAA.07

   MSC      USD        180,111       (0.09%)         08/25/37        42,581               17,333        (25,248

ABX.HE.AAA.07

   CSI      USD        245,921       (0.09%)         08/25/37        63,137                       23,647        (39,490

ABX.HE.PENAAA.06

   MSC      USD        69,701       (0.11%)         05/25/46        7,895               6,446        (1,449

ABX.HE.PENAAA.06

   JPM      USD        144,201       (0.11%)         05/25/46        16,295               13,335        (2,960


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

ABX.HE.PENAAA.06

   GSC      USD        86,238        (0.11%)        05/25/46      $ 21,559      $      $ 7,967       $ (13,592)  

CMBX.NA.A.7

   JPM      USD        130,000        (2.00%)        01/17/47        4,971               2,038         (2,933)  

CMBX.NA.A.9

   MSC      USD        165,000        (2.00%)        09/17/58        5,760               4,356         (1,404)  

CMBX.NA.A.9

   DEUT      USD        80,000        (2.00%)        09/17/58        4,025               2,107         (1,918)  

CMBX.NA.A.9

   MSC      USD        120,000        (2.00%)        09/17/58        5,285               3,168         (2,117)  

CMBX.NA.AA.7

   CSI      USD        170,000        (1.50%)        01/17/47        5,240               (815)        (6,055)  

CMBX.NA.AA.7

   CSI      USD        255,000        (1.50%)        01/17/47        7,860               (1,223)        (9,083)  

CMBX.NA.AA.7

   CSI      USD        295,000        (1.50%)        01/17/47        9,093               (1,415)        (10,508)  

CMBX.NA.AA.8

   MSC      USD        95,000        (1.50%)        10/17/57        3,793               1,258         (2,535)  

CMBX.NA.AS.7

   GSC      USD        5,000        (1.00%)        01/17/47        139               (40)        (179)  

CMBX.NA.AS.7

   CSI      USD        380,000        (1.00%)        01/17/47        6,837               (3,033)        (9,870)  

CMBX.NA.AS.8

   DEUT      USD        75,000        (1.00%)        10/17/57        5,446               (221)        (5,667)  

CMBX.NA.BB.8

   CSI      USD        115,000        (5.00%)        10/17/57        26,849               27,798         949   

CMBX.NA.BB.8

   JPM      USD        65,000        (5.00%)        10/17/57        15,176               15,713         537   

CMBX.NA.BB.8

   CSI      USD        50,000        (5.00%)        10/17/57        11,781               12,086         305   

CMBX.NA.BB.8

   JPM      USD        70,000        (5.00%)        10/17/57        16,773               16,921         148   

CMBX.NA.BB.8

   CSI      USD        55,000        (5.00%)        10/17/57        13,179               13,295         116   

CMBX.NA.BB.8

   GSC      USD        55,000        (5.00%)        10/17/57        13,385               13,295         (90)  

CMBX.NA.BB.8

   GSC      USD        50,000        (5.00%)        10/17/57        12,262               12,087         (175)  

CMBX.NA.BB.9

   CSI      USD        215,000        (5.00%)        09/17/58        44,876               37,469         (7,407)  

CMBX.NA.BBB.10

   MSC      USD        85,000        (3.00%)        11/17/59        5,535               8,777         3,242   

CMBX.NA.BBB.10

   MSC      USD        130,000        (3.00%)        11/17/59        10,114               13,424         3,310   

CMBX.NA.BBB.10

   MSC      USD        20,000        (3.00%)        11/17/59        1,958               2,066         108   

CMBX.NA.BBB.7

   GSC      USD        95,000        (3.00%)        01/17/47        8,086               8,362         276   

CMBX.NA.BBB.7

   CSI      USD        140,000        (3.00%)        01/17/47        13,417               12,323         (1,094)  

CMBX.NA.BBB.7

   CSI      USD        160,000        (3.00%)        01/17/47        15,333               14,083         (1,250)  

CMBX.NA.BBB.7

   MSC      USD        175,000        (3.00%)        01/17/47        17,758               15,404         (2,354)  

CMBX.NA.BBB.7

   MSC      USD        125,000        (3.00%)        01/17/47        9,235               11,024         1,789   

CMBX.NA.BBB.7

   DEUT      USD        75,000        (3.00%)        01/17/47        5,405               6,602         1,197   

CMBX.NA.BBB.7

   MSC      USD        105,000        (3.00%)        01/17/47        8,587               9,242         655   

CMBX.NA.BBB.7

   GSC      USD        60,000        (3.00%)        01/17/47        5,340               5,286         (54)  

CMBX.NA.BBB.7

   DEUT      USD        80,000        (3.00%)        01/17/47        7,522               7,041         (481)  

CMBX.NA.BBB.7

   DEUT      USD        80,000        (3.00%)        01/17/47        9,813               7,041         (2,772)  

CMBX.NA.BBB.7

   GSC      USD        75,000        (3.00%)        01/17/47        10,320               6,602         (3,718)  

CMBX.NA.BBB.7

   MSC      USD        695,000        (3.00%)        01/17/47        66,610               61,174         (5,436)  

CMBX.NA.BBB.9

   GSC      USD        135,000        (3.00%)        09/17/58        15,418               15,418          

CMBX.NA.BBB.9

   MSC      USD        55,000        (3.00%)        09/17/58        6,533               6,250         (283)  

CMBX.NA.BBB.9

   MSC      USD        395,000        (0.50%)        09/17/58        4,939               3,301         (1,638)  

CMBX.NA.BBB.9

   DEUT      USD        235,000        (3.00%)        09/17/58        28,677               26,741         (1,936)  

CMBX.NA.BBB.9

   JPM      USD        255,000        (3.00%)        09/17/58        31,664               29,017         (2,647)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

                  $     678,065      $      $ 506,479       $     (171,586)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Sell protection:

                          

ABX.HE.PENAAA.06

   BCLY      USD        300,140        0.11%        05/25/46      $      $ (8,217)      $     (27,757)      $  (19,540)  

CMBX.NA.A.9

   JPM      USD        35,000        2.00%        09/17/58               (1,512)        (924)        588   

CMBX.NA.AAA.6

   MSC      USD        1,603,735        0.50%        05/11/63                   (37,261)        7,435         44,696   

CMBX.NA.BB.6

   CSI      USD        215,000        5.00%        05/11/63               (44,919)        (40,596)        4,323   

CMBX.NA.BB.6

   CSI      USD        125,000        5.00%        05/11/63               (25,205)        (23,602)        1,603   

CMBX.NA.BB.6

   CSI      USD        85,000        5.00%        05/11/63               (16,665)        (16,026)        639   

CMBX.NA.BB.6

   CSI      USD        51,000        5.00%        05/11/63               (9,320)        (9,616)        (296)  

CMBX.NA.BB.6

   CSI      USD        105,000        5.00%        05/11/63               (19,188)        (19,797)        (609)  

CMBX.NA.BB.6

   CSI      USD        105,000        5.00%        05/11/63               (19,188)        (19,797)        (609)  

CMBX.NA.BB.6

   CSI      USD        110,000        5.00%        05/11/63               (20,101)        (20,739)        (638)  

CMBX.NA.BB.6

   GSC      USD        50,000        5.00%        05/11/63               (8,473)        (9,441)        (968)  

CMBX.NA.BB.6

   CSI      USD        125,000        5.00%        05/11/63               (21,951)        (23,568)        (1,617)  

CMBX.NA.BB.6

   JPM      USD        70,000        5.00%        05/11/63               (11,337)        (13,218)        (1,881)  

CMBX.NA.BB.6

   JPM      USD        65,000        5.00%        05/11/63               (9,590)        (12,274)        (2,684)  

CMBX.NA.BB.6

   MSC      USD        717,000        5.00%        05/11/63               (131,033)        (135,183)        (4,150)  

CMBX.NA.BB.6

   CSI      USD        115,000        5.00%        05/11/63               (16,967)        (21,714)        (4,747)  

CMBX.NA.BB.6

   GSC      USD        82,000        5.00%        05/11/63               (9,455)        (15,461)        (6,006)  

CMBX.NA.BB.8

   MSC      USD        428,000        5.00%        10/17/57               (118,942)        (103,340)        15,602   

CMBX.NA.BB.8

   GSC      USD        210,000        5.00%        10/17/57               (63,447)        (50,704)        12,743   

CMBX.NA.BB.8

   CSI      USD        215,000        5.00%        10/17/57               (59,745)        (51,911)        7,834   

CMBX.NA.BB.8

   CSI      USD        215,000        5.00%        10/17/57               (59,745)        (51,911)        7,834   

CMBX.NA.BB.8

   CSI      USD        85,000        5.00%        10/17/57               (23,620)      $ (20,523)        3,097   

CMBX.NA.BB.8

   MSC      USD        55,000        5.00%        10/17/57               (15,715)        (13,280)        2,435   


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

CMBX.NA.BB.8

   MSC      USD        50,000        5.00%        10/17/57      $      $ (14,265)     $ (12,072)     $  2,193   

CMBX.NA.BB.8

   GSC      USD        15,000        5.00%        10/17/57               (4,404)       (3,622)       782   

CMBX.NA.BB.8

   GSC      USD        15,000        5.00%        10/17/57               (4,149)       (3,621)       528   

CMBX.NA.BB.8

   GSC      USD        59,000        5.00%        10/17/57               (9,255)       (14,245)       (4,990)  

CMBX.NA.BB.8

   MLI      USD        50,000        5.00%        10/17/57               (5,911)       (12,073)       (6,162)  

CMBX.NA.BB.8

   GSC      USD        50,000        5.00%        10/17/57               (5,762)       (12,073)       (6,311)  

CMBX.NA.BB.8

   MLI      USD        110,000        5.00%        10/17/57               (13,771)       (26,559)       (12,788)  

CMBX.NA.BB.8

   MLI      USD        130,000        5.00%        10/17/57               (11,661)       (31,388)       (19,727)  

CMBX.NA.BB.9

   GSC      USD        115,000        5.00%        09/15/58               (31,400)       (20,009)       11,391   

CMBX.NA.BB.9

   MLI      USD        55,000        5.00%        09/17/58               (15,172)       (9,570)       5,602   

CMBX.NA.BB.9

   MLI      USD        45,000        5.00%        09/17/58               (12,079)       (7,829)       4,250   

CMBX.NA.BBB.7

   JPM      USD        160,000        3.00%        01/17/47               (13,215)       (14,110)       (895)  

CMBX.NA.BBB.7

   JPM      USD        80,000        3.00%        01/17/47               (5,820)       (7,055)       (1,235)  

PrimeX.ARM.2

   MSC      USD        192,764        4.58%        12/25/37        6,908              2,701        (4,207)  

PrimeX.ARM.2

   JPM      USD        60,613        4.58%        12/25/37        2,492              122        (2,370)  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $ 9,400      $ (898,460)     $ (865,350)     $ 23,710   
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

                  $ 687,465      $ (898,460)     $ (358,871)     $ (147,876)  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

               

Sell protection:

                        

Republic of Turkey

   BCLY      USD        110,000        1.00%/1.81%        06/20/22      $      $ (4,631   $ (3,936   $ 695   

Republic of Turkey

   MSC      USD        60,000        1.00%/1.81%        06/20/22               (2,716     (2,147     569   

United Mexican States

   BOA      USD        112,000        1.00%/1.02%        06/20/22               (921           921   

United Mexican States

   MSC      USD        50,000        1.00%/1.02%        06/20/22               (354           354   
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $      $ (8,622)     $ (6,083)     $ 2,539   
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

                  $      $ (8,622)     $ (6,083)     $ 2,539   
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

                  $     687,465      $   (907,082)     $     (364,954)     $     (145,337)  
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.  

 

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

Notional
Amount (a)

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

Credit default swaps on indices:

                  

Buy protection:

                  

CDX.EM.27

     USD        1,480,000        (1.00%)        06/20/22      $ (61,894   $ (57,249   $ 4,645  

CDX.NA.HY.28

     USD        4,554,000        (5.00%)        06/20/22        (313,804     (363,174     (49,370

CDX.NA.IG.28

     USD        2,709,000        (1.00%)        06/20/22        (41,464     (56,171     (14,707

ITRAXX.XOV.27

     EUR        345,000        (5.00%)        06/20/22        (45,521     (49,723     (4,202
              

 

 

   

 

 

   

 

 

 

Total

               $ (462,683   $ (526,317   $ (63,634
              

 

 

   

 

 

   

 

 

 

Total

               $ (462,683   $     (526,317   $     (63,634
              

 

 

   

 

 

   

 

 

 

 

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


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Cross Currency Swap Contracts Outstanding at July 31, 2017

 

Receive    Pay   

Maturity

Date (1)

    

Counter-

party

    

Notional

Amount of

Currency

Received

    

Notional

Amount of

Currency

Delivered

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

    Market Value †    

Unrealized

Appreciation/

(Depreciation)

 
Fixed Rate equal to 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      $ —       $ 4,589     $ 4,124  
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     (1,817     (1,352
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $ 465      $ (465   $ 2,772     $ 2,772  
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2017

 

Counter-

party

  

Payments made

by Fund

  

Payments received

by Fund

  

Notional

Amount

    

Expiration

Date

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

    

Market

Value †

   

Unrealized

Appreciation/

(Depreciation)

 

BCLY

   1.89% Fixed    CPURNSA      USD      3,670,000        07/15/24      $ —        $ —        $ 53,668     $ 53,668  

BNP

   2.20% Fixed    CPURNSA      USD      1,932,000        07/15/24        —          —          (28,423     (28,423
              

 

 

    

 

 

    

 

 

   

 

 

 

    Total

            $ —        $ —        $ 25,245     $ 25,245  
              

 

 

    

 

 

    

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2017

 

Payments made

by Fund

  

Payments received by

Fund

   Notional Amount     

Expiration

Date

    

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

    

Market

Value †

    

Unrealized

Appreciation/

(Depreciation)

 

12M Federal Funds Rate

   1.00% Fixed      USD        2,118,000        09/29/26      $ 55,854      $ —        $ 158,376      $ 102,522  

12M Federal Funds Rate

   1.62% Fixed      USD        1,810,000        11/14/26        —          —          33,771        33,771  

3M USD LIBOR

   2.12% Fixed      USD        1,010,000        06/07/27        —          —          9,030        9,030  

3M USD LIBOR

   2.12% Fixed      USD        1,010,000        06/07/27        —          —          8,752        8,752  

3M USD LIBOR

   2.11% Fixed      USD        889,000        06/07/27        —          —          8,274        8,274  

3M USD LIBOR

   2.12% Fixed      USD        890,000        06/07/27        —          —          7,916        7,916  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total

               $ 55,854      $ —        $ 226,119      $ 170,265  
              

 

 

    

 

 

    

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2017

 

Currency      Buy / Sell        Delivery Date          Counterparty     

Contract

Amount

       Market Value †        Unrealized
Appreciation/
(Depreciation)
 

ARS

       Buy        09/20/17      BOA      $     244,971        $     235,499        $     (9,472

ARS

       Sell        09/20/17      BNP        99,287          91,848          7,439  

ARS

       Sell        09/20/17      BOA        148,749          143,651          5,098  

AUD

       Buy        08/31/17      NAB        982,846          993,989          11,143  

AUD

       Buy        08/31/17      GSC        493,397          493,396          (1

AUD

       Sell        08/31/17      DEUT        166,919          167,131          (212

AUD

       Sell        08/31/17      BCLY        498,309          501,393          (3,084

BRL

       Buy        09/05/17      GSC        148,070          152,824          4,754  

BRL

       Buy        09/05/17      GSC        2,484          2,547          63  

BRL

       Sell        09/05/17      GSC        147,441          155,371          (7,930


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

CAD

       Buy        08/31/17      GSC      $ 988,019        $ 992,649        $ 4,630  

CAD

       Buy        08/31/17      BNP        163,314          163,703          389  

CAD

       Buy        08/31/17      CIB        329,267          328,209          (1,058

CAD

       Sell        08/31/17      BNP        170,333          170,123          210  

CAD

       Sell        08/31/17      RBC        96,771          97,098          (327

CAD

       Sell        08/31/17      CSFB        167,982          168,518          (536

CAD

       Sell        08/31/17      BNP        231,052          231,913          (861

CHF

       Sell        08/31/17      BCLY        677,087          668,421          8,666  

CNH

       Buy        09/20/17      GSC        729,000          738,658          9,658  

CNH

       Sell        09/20/17      UBS        364,000          367,754          (3,754

CNH

       Sell        09/20/17      UBS        365,000          370,171          (5,171

CNY

       Buy        09/20/17      BOA        67,854          68,899          1,045  

EGP

       Buy        03/06/18      GSC        6,158          6,117          (41

EGP

       Buy        03/06/18      GSC        7,757          7,685          (72

EGP

       Buy        03/06/18      CBK        17,359          16,835          (524

EGP

       Buy        03/29/18      CBK        43,556          44,374          818  

EGP

       Sell        03/06/18      GSC        30,160          30,637          (477

EGP

       Sell        03/29/18      GSC        43,756          44,373          (617

EUR

       Buy        09/20/17      NAB        60,732          62,916          2,184  

EUR

       Sell        08/31/17      DEUT        2,516,873          2,562,687          (45,814

EUR

       Sell        09/20/17      HSBC        59,622          62,916          (3,294

GBP

       Sell        08/31/17      BCLY        165,700          166,430          (730

GBP

       Sell        08/31/17      DEUT        1,131,923          1,145,195          (13,272

HUF

       Buy        09/20/17      DEUT        12,421          13,267          846  

HUF

       Buy        09/20/17      CBK        12,486          13,267          781  

JPY

       Sell        08/31/17      HSBC        577,960          583,919          (5,959

JPY

       Sell        08/31/17      BCLY        577,589          583,911          (6,322

JPY

       Sell        10/10/17      BCLY        654,134          671,319          (17,185

MXN

       Buy        09/20/17      GSC        301,024          300,429          (595

MXN

       Sell        09/20/17      GSC        39,903          39,441          462  

MXN

       Sell        09/20/17      RBC        256,722          260,988          (4,266

PHP

       Buy        09/20/17      DEUT        2,412          2,373          (39

RON

       Buy        08/28/17      CBK        266,881          293,557          26,676  

RON

       Buy        08/28/17      CBK        2,369          2,598          229  

RON

       Sell        08/28/17      BNP        109,624          111,707          (2,083

RON

       Sell        08/28/17      JPM        181,215          184,447          (3,232
                             

 

 

 

Total

 

     $         (51,837
                             

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

CIB

   Credit Agricole

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.

UBS

   UBS AG

Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

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
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
USD    United States Dollar
ZAR    South African Rand

Index Abbreviations:

ABX.HE    Markit Asset Backed Security Home Equity
ABX.HE.PEN    Markit Asset Backed Security Home Equity Penultimate
CDX.EM    Credit Derivatives Emerging Markets
CDX.NA.HY    Credit Derivatives North American High Yield
CDX.NA.IG    Credit Derivatives North American Investment Grade
CMBX.NA    Markit Commercial Mortgage Backed North American
CPURNSA    Consumer Price All Urban Non-Seasonally Adjusted
ITRAXX.XOV    Markit iTraxx Index - Europe Crossover
PrimeX.ARM    Markit PrimeX Adjustable Rate Mortgage Backed Security

Other Abbreviations:

CDO    Collateralized Debt Obligation
CLO    Collateralized Loan Obligation
CMO    Collateralized Mortgage Obligation
EM    Emerging Markets
FHLMC    Federal Home Loan Mortgage Corp.
FNMA    Federal National Mortgage Association
GNMA    Government National Mortgage Association
LIBOR    London Interbank Offered Rate
OJSC    Open Joint Stock Company
OTC    Over-the-Counter
TBA    To Be Announced

Municipal Abbreviations:

GO    General Obligation


 

  The Hartford Unconstrained Bond Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

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

Assets

 

Common Stocks

           

Energy

   $ 10,615      $      $      $ 10,615  

Utilities

     27,389        27,389                

Asset & Commercial Mortgage Backed Securities

     24,744,529               24,744,529         

Corporate Bonds

     5,059,118               5,059,118         

Foreign Government Obligations

     1,911,593               1,911,593         

Municipal Bonds

     1,354,040               1,354,040         

Senior Floating Rate Interests

     10,555,896               10,555,896         

U.S. Government Agencies

     35,364,136               35,364,136         

U.S. Government Securities

     10,686,497               10,686,497         

Short-Term Investments

     4,798,155        4,129,065        669,090         

Foreign Currency Contracts(2)

     85,091               85,091         

Futures Contracts(2)

     45,309        45,309                

Swaps - Credit Default(2)

     145,956               145,956         

Swaps - Cross Currency(2)

     4,124               4,124         

Swaps - Interest Rate(2)

     223,933               223,933         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         95,016,381      $         4,201,763      $         90,804,003      $         10,615  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (136,928)      $      $ (136,928)      $  

Futures Contracts(2)

     (34,790)        (34,790)                

Swaps - Credit Default(2)

     (354,927)               (354,927)         

Swaps - Cross Currency(2)

     (1,352)               (1,352)         

Swaps - Interest Rate(2)

     (28,423)               (28,423)         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (556,420)      $ (34,790)      $ (521,630)      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

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

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


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

Shares or Principal Amount           Market Value    
 

Common Stocks - 0.1%

     
      

United States - 0.1%

     
    42,182       

Homer City Generation L.P.*(1)(2)

   $        971,451  
    177,872       

MGIC Investment Corp.*(3)

        2,075,766  
    15,841       

Vistra Energy Corp.

        260,268  
            

 

 

 
               3,307,485  
            

 

 

 
      

Total Common Stocks
(cost $4,863,048)

   $            3,307,485  
            

 

 

 
 

Asset & Commercial Mortgage Backed Securities - 11.1%

     
      

Bermuda - 0.0%

     
  $       346,500       

Cal Funding Ltd.
3.47% 10/25/2027(4)

   $        346,231  
            

 

 

 
      

Canada - 0.2%

     
      

CARDS Trust

     
    2,425,000       

1.60%, 04/18/2022(4)(5)

        2,426,646  
    5,200,000       

1.93%, 07/15/2021(4)(5)

        5,221,872  
            

 

 

 
               7,648,518  
            

 

 

 
      

Cayman Islands - 3.1%

     
    2,850,000       

ALM XVI Ltd. / ALM XVI LLC
2.35% 07/15/2027(4)(5)

        2,848,561  
      

Apidos CLO

     
    3,840,000       

2.29%, 01/19/2025(4)(5)

        3,838,080  
    2,610,881       

2.40%, 04/15/2025(4)(5)

        2,612,881  
    3,380,000       

2.43%, 07/22/2026(4)(5)

        3,378,296  
      

Ares CLO Ltd.

     
    3,835,000       

2.49%, 04/17/2026(4)(5)

        3,836,726  
    2,675,000       

3.17%, 12/05/2025(4)(5)

        2,684,831  
    2,625,000       

Atlas Senior Loan Fund Ltd.
2.61% 01/16/2030(4)(5)

        2,625,000  
    1,600,000       

Avery Point CLO Ltd.
2.41% 04/25/2026(4)(5)

        1,604,160  
    2,589,233       

Babson CLO Ltd.
2.41% 04/20/2025(4)(5)

        2,591,242  
    1,330,000       

Bain Capital Credit CLO Ltd.
3.11% 07/25/2030(1)(2)(4)(5)

        1,330,000  
    3,000,000       

BlueMountain CLO Ltd.
2.44% 10/15/2026(4)(5)

        2,999,982  
      

Carlyle Global Market Strategies Ltd.

     
    3,390,000       

2.42%, 07/15/2025(4)(5)

        3,390,254  
    743,929       

2.45%, 04/18/2025(4)(5)

        744,711  
      

CIFC Funding Ltd.

     
    1,018,643       

2.15%, 07/16/2030(4)(5)(6)

        1,018,643  
    3,750,000       

2.79%, 10/21/2028(4)(5)

        3,757,935  
    2,150,000       

3.20%, 10/17/2026(4)(5)

        2,152,647  
    3,975,000       

Dryden Senior Loan Fund
2.38% 04/18/2026(4)(5)

        3,972,993  
    250,000       

Galaxy CLO Ltd.
2.86% 01/24/2027(4)(5)

        250,219  
    1,300,000       

ICG US CLO Ltd.
2.25% 10/23/2029(6)

        1,300,000  
    2,315,000       

JFIN CLO Ltd.
2.78% 04/24/2029(4)(5)

        2,322,362  
    3,000,000       

KKR CLO Ltd.
2.35% 07/15/2027(4)(5)(6)

        3,000,000  
    3,000,000       

KKR Financial Ltd.
2.59% 07/18/2030(4)(5)

        2,998,500  
    3,010,000       

LCM Ltd.
2.45% 07/20/2030(4)(5)(6)

        3,010,000  
    1,105,858       

LSTAR Securities Investment Ltd.
0.03% 11/01/2021(4)(5)

        1,103,691  
      

LSTAR Securities Investment Trust

     
    1,694,232       

3.05%, 10/01/2021(4)(5)

        1,692,462  
    638,734       

3.23%, 09/01/2021(4)(5)

        640,716  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Madison Park Funding Ltd.

     
$     2,355,000       

2.42%, 01/19/2025(4)(5)

   $        2,355,739  
    3,000,000       

2.43%, 07/20/2026(4)(5)

        3,007,623  
    3,760,000       

2.57%, 07/20/2026(4)(5)

        3,776,089  
    3,735,000       

2.59%, 10/23/2025(4)(5)

        3,738,164  
    1,750,000       

3.21%, 04/20/2026(4)(5)

        1,752,173  
    2,774,000       

Magnetite Ltd.
2.31% 07/25/2026(4)(5)

        2,772,605  
    2,935,000       

Northwoods Capital Ltd.
2.56% 06/20/2029(4)(5)

        2,933,433  
      

Oaktree EIF Ltd.

     
    2,955,000       

2.33%, 11/15/2025(4)(5)

        2,953,511  
    650,000       

2.73%, 02/15/2026(4)(5)

        650,073  
    4,455,000       

OCP CLO Ltd.
2.83% 04/17/2027(4)(5)

        4,457,000  
      

Octagon Investment Partners Ltd.

     
    2,995,000       

2.31%, 08/12/2026(4)(5)

        3,016,034  
    1,660,000       

2.31%, 10/25/2025(4)(5)

        1,663,320  
    2,960,000       

Octagon Loan Funding Ltd.
2.32% 11/18/2026(4)(5)

        2,958,505  
    1,425,000       

OZLM Funding Ltd.
2.21% 07/22/2029(4)(5)

        1,424,924  
    500,000       

Race Point CLO Ltd.
2.81% 04/15/2027(4)(5)

        500,223  
    3,000,000       

Seneca Park CLO Ltd.
2.42% 07/17/2026(4)(5)

        3,007,893  
      

Shackleton CLO Ltd.

     
    3,000,000       

2.83%, 05/07/2026(4)(5)

        2,996,994  
    1,215,000       

3.25%, 04/15/2027(4)(5)

        1,215,485  
      

Sound Point CLO Ltd.

     
    3,000,000       

2.45%, 10/20/2026(4)(5)

        2,999,985  
    3,000,000       

2.85%, 07/15/2025(4)(5)

        2,998,476  
    2,850,000       

2.97%, 10/20/2028(4)(5)

        2,858,219  
    2,620,000       

Vibrant CLO Ltd.
2.79% 04/20/2026(4)(5)

        2,621,284  
    2,867,000       

Voya CLO Ltd.
2.55% 04/17/2030(4)(5)

        2,872,310  
    3,975,000       

Zais CLO Ltd.
2.83% 10/15/2028(4)(5)

        4,002,757  
            

 

 

 
                   125,237,711  
            

 

 

 
       United Kingdom - 0.0%      
GBP     425,000       

Canary Wharf Finance plc
5.95% 10/22/2037(7)

        790,507  
            

 

 

 
       United States - 7.8%      
$     975,000       

Ally Auto Receivables Trust
2.01% 08/17/2020

        978,827  
      

Alternative Loan Trust

     
    743,694       

1.50%, 01/25/2036(5)

        694,685  
    368,353       

1.55%, 11/25/2035(5)

        316,598  
    407,325       

1.73%, 12/25/2035(5)

        295,838  
    2,117,859       

2.13%, 08/25/2035(5)

        1,880,239  
    755,719       

5.75%, 05/25/2036

        583,115  
    354,573       

6.00%, 05/25/2036

        297,497  
    2,742,607       

American Credit Acceptance Receivables Trust
1.84% 07/13/2020(4)

        2,742,031  
    1,825,000       

American Express Credit Account Master Trust
1.77% 11/15/2022

        1,824,255  
    1,500,000       

AmeriCredit Automobile Receivables
2.30% 03/08/2021

        1,508,444  
    1,966,571       

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
5.42% 01/25/2034(5)

        1,875,863  
    3,015,942       

Angel Oak Mortgage Trust I LLC
3.50% 07/25/2046(4)

        3,059,724  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Angel Oak Mortgage Trust LLC

     
$     1,314,940       

2.48%, 07/25/2047(4)(5)

   $        1,314,901  
    368,235       

2.81%, 01/25/2047(4)(5)

        369,197  
    135,939       

Banc of America Commercial Mortgage Trust
5.49% 02/10/2051

        135,807  
    268,381       

Banc of America Funding Trust
5.77% 05/25/2037(5)

        270,167  
    1,260,000       

Barclays Dryrock Issuance Trust
1.49% 03/15/2023(5)

        1,262,825  
    1,208,484       

Bayview Opportunity Master Fund Trust
2.98% 10/27/2027(4)(5)

        1,208,980  
    2,735,000       

BBCMS Mortgage Trust
3.67% 02/15/2050

        2,864,948  
      

Bear Stearns Adjustable Rate Mortgage Trust

     
    1,235,014       

2.82%, 08/25/2035(5)

        1,229,244  
    977,645       

3.23%, 10/25/2035(5)

        971,901  
    822,877       

3.64%, 07/25/2036(5)

        803,284  
    898,770       

3.65%, 06/25/2047(5)

        856,842  
      

Bear Stearns Alt-A Trust

     
    486,791       

1.55%, 08/25/2036(5)

        454,806  
    1,606,897       

1.73%, 01/25/2036(5)

        1,611,521  
    493,447       

3.63%, 09/25/2035(5)

        490,280  
      

Bear Stearns Mortgage Funding Trust

     
    1,805,887       

1.41%, 10/25/2036(5)

        1,602,314  
    496,137       

1.43%, 02/25/2037(5)

        450,841  
      

Cabela’s Credit Card Master Note Trust

     
    1,805,000       

1.88%, 08/16/2021(4)(5)

        1,813,153  
    1,790,000       

2.25%, 07/17/2023

        1,803,320  
    555,000       

Capital Auto Receivables Asset Trust
2.43% 09/21/2020

        559,239  
      

CarMax Auto Owner Trust

     
    2,410,000       

1.88%, 11/15/2019

        2,413,338  
    1,120,000       

1.93%, 11/15/2019

        1,122,042  
    1,745,000       

2.08%, 01/15/2020

        1,751,210  
    2,885,000       

2.25%, 09/15/2022

        2,893,318  
    2,213,332       

Chase Mortgage Finance Trust
3.22% 12/25/2035(5)

        2,143,635  
    179,496       

ChaseFlex Trust
5.50% 06/25/2035

        159,949  
    1,250,000       

Chesapeake Funding LLC
1.99% 05/15/2029(4)

        1,249,294  
      

CHL Mortgage Pass-Through Trust

     
    1,075,161       

1.91%, 03/25/2035(5)

        964,798  
    1,082,643       

3.01%, 11/20/2035(5)

        987,530  
    664,425       

3.18%, 09/25/2047(5)

        618,060  
    429,232       

3.26%, 03/20/2036(5)

        393,087  
    2,505,000       

Citibank Credit Card Issuance Trust
1.85% 04/22/2026(5)

        2,522,698  
    365,000       

Citigroup Commercial Mortgage Trust
3.62% 07/10/2047

        382,019  
    992,157       

COLT Mortgage Loan Trust
2.75% 09/25/2046(4)(5)

        1,001,598  
    1,312,853       

Commercial Mortgage Loan Trust
6.16% 12/10/2049(5)

        1,312,569  
      

Commercial Mortgage Pass-Through Certificates

     
    34,083,368       

0.82%, 02/10/2047(5)(8)

        1,016,768  
    1,080,000       

4.24%, 02/10/2047(5)

        1,166,012  
    1,795,000       

4.75%, 10/15/2045(4)(5)

        1,144,564  
      

Commercial Mortgage Trust

     
    2,605,000       

2.85%, 10/15/2045

        2,634,375  
    1,590,000       

3.10%, 03/10/2046

        1,630,831  
    465,000       

3.61%, 06/10/2046(5)

        488,109  
    3,810,000       

3.69%, 08/10/2047

        3,975,615  
    2,230,000       

3.80%, 08/10/2047

        2,351,370  
    2,140,000       

4.02%, 07/10/2045

        2,289,896  
    1,280,000       

4.07%, 02/10/2047(5)

        1,370,273  
    4,425,085       

4.23%, 07/10/2045(5)

            4,810,388  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       1,885,000       

4.57%, 10/15/2045(4)(5)

   $        841,992  
      

Connecticut Avenue Securities

 

    1,353,174       

5.53%, 02/25/2025(5)

        1,469,940  
    1,328,223       

5.78%, 02/25/2025(5)

        1,438,053  
      

Countrywide Alternative Loan Trust

 

    613,571       

1.37%, 04/25/2047(5)

        546,350  
    702,577       

2.03%, 12/25/2035(5)

        611,195  
    34,324       

Credit Suisse Commercial Mortgage Trust
6.31% 02/15/2041(5)

        34,329  
    33,794       

Credit Suisse First Boston Mortgage Securities Corp.
4.88% 04/15/2037

        33,297  
      

CSAIL Commercial Mortgage Trust

 

    53,444,329       

0.87%, 06/15/2057(5)(8)

        2,562,495  
    14,893,643       

0.95%, 04/15/2050(5)(8)

        770,231  
    2,685,022       

3.45%, 08/15/2048

        2,763,200  
      

CSMC Trust

 

    1,207,703       

3.25%, 04/25/2047(4)(5)

        1,217,350  
    2,059,321       

3.50%, 08/25/2043(4)(5)

        2,086,671  
    894,413       

DB Master Finance LLC
3.26% 02/20/2045(4)

        898,983  
    943,481       

DBUBS Mortgage Trust
0.74% 11/10/2046(4)(5)(8)

        17,148  
    681,071       

Deephaven Residential Mortgage Trust
3.49% 12/26/2046(4)(5)

        681,479  
    1,805,000       

Discover Card Execution Note Trust
1.45% 03/15/2021

        1,802,995  
    2,500,000       

Drive Auto Receivables Trust
2.37% 11/16/2020(4)

        2,494,393  
      

Enterprise Fleet Financing LLC

 

    1,500,000       

2.09%, 02/22/2021(4)

        1,503,910  
    535,000       

2.13%, 07/20/2022(4)

        537,422  
    52,826       

Exeter Automobile Receivables Trust
1.54% 11/15/2019(4)

        52,809  
    245,000       

Fannie Mae Connecticut Avenue Securities
4.78% 07/25/2029(5)

        262,699  
      

First Investors Auto Owner Trust

 

    75,578       

1.49%, 01/15/2020(4)

        75,566  
    279,158       

1.53%, 11/16/2020(4)

        278,715  
    685,000       

Five Guys Holdings, Inc.
4.60% 07/25/2047(4)

        694,685  
    1,065,383       

Flagship Credit Auto Trust
1.85% 07/15/2021(4)

        1,064,953  
    2,750,000       

Ford Credit Auto Owner Trust
2.26% 11/15/2025(4)

        2,773,405  
      

Ford Credit Floorplan Master Owner Trust

 

    500,000       

1.69%, 09/15/2019

        500,136  
    1,395,000       

1.75%, 07/15/2021

        1,386,596  
    2,693,323       

Foursight Capital Automobile Receivables Trust
2.37% 04/15/2022(4)

            2,691,703  
      

FREMF Mortgage Trust

 

    1,195,000       

3.39%, 07/25/2022(4)(5)

        1,207,860  
    1,190,000       

3.72%, 10/25/2048(4)(5)

        1,209,201  
      

GLS Auto Receivables Trust

 

    1,230,000       

2.67%, 04/15/2021(4)

        1,229,740  
    1,436,618       

2.73%, 10/15/2020(4)

        1,436,577  
    465,000       

GM Financial Consumer Automobile
2.30% 06/16/2023(4)

        466,519  
    631,792       

GMACM Mortgage Loan Trust
3.86% 04/19/2036(5)

        584,327  
    1,260,000       

GreatAmerica Leasing Receivables
1.86% 08/15/2020(4)

        1,259,829  
    800,000       

GreatAmerica Leasing Receivables Funding LLC
2.06% 06/22/2020(4)

        801,401  
      

GS Mortgage Securities Trust

 

    615,000       

3.67%, 04/10/2047(4)

        221,049  
    1,742,000       

3.72%, 01/10/2047(4)

        891,333  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       4,725,242       

4.07%, 01/10/2047

   $            5,065,177  
    2,570,000       

4.86%, 04/10/2047(4)(5)

        2,061,358  
      

GSAA Home Equity Trust

     
    576,166       

1.28%, 12/25/2046(5)

        422,542  
    2,844,026       

1.30%, 12/25/2046(5)

        1,617,400  
    1,439,235       

1.31%, 02/25/2037(5)

        803,168  
    2,329,673       

1.33%, 03/25/2037(5)

        1,291,151  
    1,983,433       

1.35%, 05/25/2047(5)

        1,615,729  
    1,114,143       

1.39%, 06/25/2036(5)

        528,661  
    1,119,563       

1.41%, 11/25/2036(5)

        561,733  
    4,780,471       

1.43%, 03/25/2037(5)

        2,673,055  
    1,568,955       

1.46%, 04/25/2047(5)

        1,072,650  
    1,736,784       

1.47%, 11/25/2036(5)

        1,038,634  
    1,672,648       

1.55%, 04/25/2047(5)

        1,153,034  
    655,319       

5.88%, 09/25/2036

        332,678  
    519,486       

5.99%, 06/25/2036(5)

        278,667  
      

GSR Mortgage Loan Trust

     
    609,342       

3.38%, 07/25/2035(5)

        568,921  
    1,916,605       

3.38%, 01/25/2036(5)

        1,859,592  
    217,535       

3.61%, 05/25/2037(5)

        189,241  
      

HarborView Mortgage Loan Trust

     
    1,563,796       

1.42%, 01/19/2038(5)

        1,469,091  
    2,380,988       

1.47%, 12/19/2036(5)

        2,085,372  
    1,538,557       

1.93%, 01/19/2035(5)

        1,077,174  
    411,320       

2.23%, 10/25/2037(5)

        400,499  
    1,032,061       

Honor Automobile Trust Securitization
2.94% 11/15/2019(4)

        1,035,406  
    1,065,000       

Huntington Auto Trust
1.95% 06/15/2021

        1,066,020  
    540,000       

Hyundai Automotive Receivables Trust
2.10% 11/15/2019

        542,815  
    517,974       

Impac CMB Trust
2.03% 10/25/2034(5)

        496,156  
    1,565,922       

IndyMac Index Mortgage Loan Trust
1.63% 07/25/2046(5)

        1,112,319  
      

JP Morgan Chase Commercial Mortgage Securities Trust

     
    4,928,792       

2.72%, 02/12/2051(5)

        4,754,109  
    3,059,000       

2.73%, 10/15/2045(4)(5)

        1,292,213  
    950,000       

2.83%, 10/15/2045

        965,420  
      

JP Morgan Mortgage Trust

     
    1,057,915       

3.00%, 09/25/2044(4)(5)

        1,070,379  
    738,903       

3.04%, 11/25/2035(5)

        710,430  
    1,221,803       

3.37%, 05/25/2036(5)

        1,129,615  
    1,487,484       

3.42%, 08/25/2036(5)

        1,454,104  
    182,669       

6.00%, 01/25/2037

        149,616  
    68,683,952       

JPMBB Commercial Mortgage Securities Trust
0.83% 09/15/2047(5)(8)

        2,270,966  
      

Lendmark Funding Trust

     
    1,135,000       

2.83%, 12/22/2025(4)

        1,137,318  
    2,060,000       

3.26%, 04/21/2025(4)

        2,072,357  
    1,597,294       

Long Beach Mortgage Loan Trust
1.85% 08/25/2033(5)

        1,563,809  
      

LSTAR Securities Investment Trust

     
    1,262,963       

3.23%, 02/01/2022(4)(5)

        1,256,079  
    795,326       

3.23%, 04/01/2022(4)(5)

        783,839  
    664,350       

Luminent Mortgage Trust
1.49% 11/25/2035(5)

        621,283  
      

MASTR Adjustable Rate Mortgages Trust

     
    876,994       

1.47%, 05/25/2037(5)

        562,817  
    563,548       

3.32%, 11/21/2034(5)

        576,969  
    794,838       

Mill City Mortgage Loan Trust
2.50% 04/25/2057(4)(5)

        797,642  
    1,380,000       

MMAF Equipment Finance LLC
2.41% 08/16/2024(4)

        1,381,009  
      

Morgan Stanley Bank of America Merrill Lynch Trust

     
    13,169,403       

1.11%, 10/15/2048(5)(8)

        870,563  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$     1,480,000       

2.92%, 02/15/2046

   $        1,503,899  
    2,090,000       

3.13%, 12/15/2048

        2,146,152  
    2,860,000       

3.73%, 05/15/2048

        3,005,130  
    2,930,000       

4.08%, 07/15/2046(5)

        3,165,217  
      

Morgan Stanley Capital I Trust

     
    2,990,449       

3.24%, 03/15/2045

        3,094,207  
    1,555,000       

5.16%, 07/15/2049(4)(5)

        1,318,523  
    100,000       

5.41%, 09/15/2047(4)(5)

        109,974  
    818,458       

5.57%, 12/15/2044

        820,956  
    366,682       

6.31%, 01/11/2043(5)

        370,487  
      

Morgan Stanley Mortgage Loan Trust

     
    1,717,260       

1.40%, 11/25/2036(5)

        720,387  
    492,904       

2.97%, 06/25/2037(5)

        335,379  
      

Nationstar HECM Loan Trust

     
    588,470       

1.97%, 05/25/2027(4)

        588,038  
    857,195       

2.01%, 08/25/2026(4)

        855,411  
    222,938       

2.24%, 06/25/2026(4)

        225,444  
      

New Residential Mortgage Loan Trust

     
    615,145       

3.25%, 09/25/2056(4)(5)

        628,441  
    2,101,012       

3.75%, 11/26/2035(4)(5)

        2,187,899  
    1,188,579       

3.75%, 05/28/2052(4)(5)

        1,225,433  
    2,242,435       

4.00%, 02/25/2057(4)(5)

        2,348,038  
    2,639,416       

4.00%, 03/25/2057(4)(5)

        2,748,978  
    2,068,306       

4.00%, 04/25/2057(4)(5)

        2,156,213  
    2,526,972       

4.00%, 05/25/2057(4)(5)

        2,641,884  
    4,690,000       

NRZ Advance Receivables Trust
2.58% 10/15/2049(4)

        4,669,533  
    3,905,000       

Ocwen Master Advance Receivables Trust
3.21% 11/15/2047(4)

            3,897,768  
    845,000       

OneMain Financial Issuance Trust
3.66% 02/20/2029(4)

        864,442  
    2,826,255       

Renaissance Home Equity Loan Trust
1.75% 03/25/2034(5)

        2,738,278  
      

Residential Accredit Loans, Inc.

     
    872,289       

1.53%, 04/25/2036(5)

        768,954  
    1,626,459       

2.10%, 11/25/2037(5)

        1,405,170  
      

Residential Funding Mortgage Securities, Inc.

     
    127,511       

5.75%, 01/25/2036

        107,537  
    150,513       

6.00%, 04/25/2037

        133,229  
    193,457       

6.00%, 07/25/2037

        179,861  
    3,005,000       

Santander Drive Auto Receivables Trust
2.47% 12/15/2020

        3,021,404  
      

SFAVE Commercial Mortgage Securities Trust

     
    1,935,000       

3.87%, 01/05/2043(4)(5)

        1,948,681  
    3,015,000       

4.14%, 01/05/2043(4)(5)

        3,086,896  
    311,466       

Skopos Auto Receivables Trust
3.55% 02/15/2020(4)

        311,569  
      

SoFi Consumer Loan Program LLC

     
    830,000       

2.50%, 05/26/2026(4)

        828,567  
    595,922       

2.77%, 05/25/2026(4)

        601,173  
    967,643       

3.05%, 12/26/2025(4)

        978,782  
    759,114       

3.28%, 01/26/2026(4)

        769,202  
      

SoFi Professional Loan Program

     
    2,886,323       

1.83%, 07/25/2040(4)(5)

        2,886,320  
    1,157,614       

2.72%, 10/27/2036(4)

        1,170,434  
      

Springleaf Funding Trust

     
    3,510,000       

3.16%, 11/15/2024(4)

        3,539,651  
    3,215,000       

3.48%, 05/15/2028(4)

        3,275,181  
      

Springleaf Mortgage Loan Trust

     
    661,946       

1.78%, 12/25/2065(4)(5)

        660,790  
    920,000       

3.52%, 12/25/2065(4)(5)

        918,240  
    2,770,000       

3.79%, 09/25/2057(4)(5)

        2,781,771  
    753,000       

SPS Servicer Advance Receivables Trust
3.59% 11/15/2049(4)

        756,685  
    1,533,571       

Structured Adjustable Rate Mortgage Loan Trust
3.58% 06/25/2035(5)

        1,343,472  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       535,694       

Structured Asset Mortgage Investments Trust
1.46% 02/25/2036(5)

   $        476,444  
    1,133,074       

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

        1,056,771  
    723,042       

TAL Advantage V LLC
2.83% 02/22/2038(4)

        717,030  
    1,938,715       

Terwin Mortgage Trust
2.17% 12/25/2034(5)

        1,907,173  
      

Towd Point Mortgage Trust

     
    1,429,929       

2.25%, 04/25/2056(4)(5)

        1,426,978  
    1,166,613       

2.25%, 07/25/2056(4)(5)

        1,162,977  
    2,763,648       

2.75%, 04/25/2055(4)(5)

        2,788,257  
    880,332       

2.75%, 05/25/2055(4)(5)

        887,945  
    903,225       

2.75%, 08/25/2055(4)(5)

        912,821  
    1,942,878       

2.75%, 10/25/2056(4)(5)

        1,944,988  
    493,405       

2.75%, 04/25/2057(4)(5)

        498,159  
    1,378,026       

3.00%, 03/25/2054(4)(5)

        1,393,932  
      

UBS-Barclays Commercial Mortgage Trust

     
    5,950,000       

3.19%, 03/10/2046

        6,103,694  
    1,550,000       

3.24%, 04/10/2046

        1,594,065  
      

United Auto Credit Securitization Trust

     
    295,077       

1.67%, 09/10/2018(4)

        295,094  
    1,135,000       

2.40%, 11/12/2019(4)

        1,134,114  
      

WaMu Mortgage Pass-Through Certificates Trust

     
    882,044       

1.65%, 06/25/2044(5)

        852,413  
    1,950,467       

1.65%, 07/25/2044(5)

        1,889,850  
      

Wells Fargo Commercial Mortgage Trust

     
    2,845,000       

2.88%, 05/15/2048(4)(5)

        1,790,674  
    3,900,000       

2.92%, 10/15/2045

        3,978,688  
    1,890,000       

3.36%, 09/15/2058(4)

        1,163,467  
    815,689       

Wells Fargo Mortgage Backed Securities Trust
3.18% 12/28/2037(5)

        783,151  
      

Westlake Automobile Receivables Trust

     
    162,534       

1.57%, 06/17/2019(4)

        162,530  
    3,440,000       

2.45%, 01/15/2021(4)

        3,447,630  
    4,070,000       

2.46%, 01/18/2022(4)

        4,061,698  
    1,765,000       

3.29%, 09/15/2021(4)

        1,781,370  
    1,830,000       

4.40%, 05/17/2021(4)

        1,854,404  
      

WF-RBS Commercial Mortgage Trust

     
    15,255,840       

1.36%, 03/15/2047(5)(8)

        841,038  
    1,430,000       

2.88%, 12/15/2045

        1,453,720  
    915,000       

3.07%, 03/15/2045

        937,172  
    875,000       

3.72%, 05/15/2047

        919,155  
    2,430,000       

4.00%, 05/15/2047

        2,591,676  
    1,370,000       

4.05%, 03/15/2047

        1,465,016  
    395,160       

4.10%, 03/15/2047

        423,421  
    515,000       

5.00%, 06/15/2044(4)(5)

        428,184  
    531,821       

Wheels SPV LLC
1.59% 05/20/2025(4)

        530,413  
    535,000       

World Omni Auto Receivables Trust
2.15% 08/15/2022

        536,044  
            

 

 

 
                   310,195,184  
            

 

 

 
      

Total Asset & Commercial Mortgage Backed Securities
(cost $443,291,508)

   $        444,218,151  
            

 

 

 
  Corporate Bonds - 15.6%      
      

Bermuda - 0.0%

     
      

Weatherford International Ltd.

     
  $       285,000       

5.95%, 04/15/2042

   $        239,400  
    765,000       

6.50%, 08/01/2036

        673,200  
    280,000       

7.00%, 03/15/2038

        253,050  
            

 

 

 
               1,165,650  
            

 

 

 
      

Canada - 0.3%

     
    3,045,000       

GW Honos Security Corp.
8.75% 05/15/2025(4)

        3,242,925  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

MEG Energy Corp.

     
  $       1,130,000       

6.38%, 01/30/2023(4)

   $        946,375  
    1,160,000       

6.50%, 01/15/2025(4)

        1,122,300  
    1,170,000       

New Gold, Inc.
6.38% 05/15/2025(4)

        1,213,875  
    1,380,000       

Tervita Escrow Corp.
7.63% 12/01/2021(4)

        1,400,700  
      

Valeant Pharmaceuticals International, Inc.

     
    3,390,000       

5.88%, 05/15/2023(4)

        2,915,400  
    3,570,000       

6.13%, 04/15/2025(4)

        3,038,962  
    250,000       

7.00%, 03/15/2024(4)

        266,250  
            

 

 

 
               14,146,787  
            

 

 

 
      

Cayman Islands - 0.0%

     
      

Noble Holding International Ltd.

     
    850,000       

6.20%, 08/01/2040

        518,500  
    1,385,000       

7.75%, 01/15/2024

        1,102,255  
            

 

 

 
               1,620,755  
            

 

 

 
      

Denmark - 0.3%

     
    10,650,000       

Danske Bank A/S
1.80% 09/06/2019(4)(5)

        10,711,972  
            

 

 

 
      

France - 0.2%

     
    1,925,000       

AXA S.A.
6.46% 12/14/2018(5)(7)(9)

        1,989,969  
    2,555,000       

BNP Paribas S.A.
7.63% 03/30/2021(4)(5)(9)

        2,829,662  
    2,050,000       

Credit Agricole S.A.
8.13% 12/23/2025(4)(5)(9)

        2,447,187  
    1,975,000       

Societe Generale S.A.
7.38% 09/13/2021(5)(7)(9)

        2,157,688  
            

 

 

 
               9,424,506  
            

 

 

 
      

Germany - 0.4%

     
    15,250,000       

Deutsche Bank AG
2.27% 07/13/2020(5)

            15,294,682  
            

 

 

 
      

Ireland - 0.1%

     
      

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

     
  EUR       2,450,000       

6.75%, 05/15/2024(7)

        3,253,308  
  $       1,636,000       

7.25%, 05/15/2024(4)

        1,805,735  
            

 

 

 
               5,059,043  
            

 

 

 
      

Italy - 0.0%

     
      

Intesa Sanpaolo S.p.A.

     
    430,000       

7.70%, 09/17/2025(4)(5)(9)

        457,413  
  EUR       550,000       

7.75%, 01/11/2027(5)(7)(9)

        742,623  
            

 

 

 
               1,200,036  
            

 

 

 
      

Japan - 0.1%

     
  JPY       400,000,000       

Toshiba Corp.
1.68% 12/15/2020

        3,230,242  
            

 

 

 
      

Luxembourg - 0.3%

     
      

Altice Financing S.A.

     
  EUR       1,185,000       

6.50%, 01/15/2022(7)

        1,474,697  
  $       1,845,000       

7.50%, 05/15/2026(4)

        2,045,736  
  EUR       2,790,000       

ARD Finance S.A.
6.63% 09/15/2023(10)

        3,531,357  
  $       1,975,000       

Camelot Finance S.A.
7.88% 10/15/2024(4)

        2,147,813  
  EUR       1,005,000       

Cirsa Funding Luxembourg S.A.
5.75% 05/15/2021(4)

        1,261,662  
    1,666,000       

Codere Finance 2 Luxembourg S.A.
6.75% 11/01/2021

        2,006,922  
            

 

 

 
               12,468,187  
            

 

 

 


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Netherlands - 0.4%

     
      

Constellium N.V.

     
    850,000       

7.00%, 01/15/2023(7)

   $        1,063,787  
  $       1,445,000       

7.88%, 04/01/2021(4)

        1,542,537  
    1,350,000       

8.00%, 01/15/2023(4)

        1,420,875  
  EUR       2,090,000       

Diamond BC B.V.
5.63% 08/15/2025(4)(6)

        2,510,018  
  $       905,000       

NXP B.V. / NXP Funding LLC
3.75% 06/01/2018(4)

        916,159  
  EUR       6,200,000       

Volkswagen International Finance N.V.
3.88% 12/31/2099(5)(7)

        7,146,679  
            

 

 

 
                   14,600,055  
            

 

 

 
      

Spain - 0.2%

     
      

Banco Bilbao Vizcaya Argentaria S.A.

     
    1,000,000       

7.00%, 02/19/2019(5)(7)(9)

        1,242,990  
    1,200,000       

8.88%, 04/14/2021(5)(7)(9)

        1,672,710  
    1,800,000       

Banco de Sabadell S.A.
6.50% 05/18/2022(5)(7)(9)

        2,177,847  
    1,900,000       

Banco Santander S.A.
6.25% 03/12/2019(5)(7)(9)

        2,345,092  
            

 

 

 
               7,438,639  
            

 

 

 
      

Sweden - 0.6%

     
      

Intrum Justitia AB

     
    4,995,000       

2.75%, 07/15/2022(4)

        5,993,572  
    7,155,000       

3.13%, 07/15/2024(4)

        8,557,461  
  $       7,820,000       

Svenska Handelsbanken AB
1.71% 09/06/2019(5)

        7,855,158  
            

 

 

 
               22,406,191  
            

 

 

 
      

Switzerland - 0.1%

     
    1,995,000       

Credit Suisse Group AG
6.25% 12/18/2024(5)(7)(9)

        2,141,525  
    875,000       

UBS Group AG
6.88% 03/22/2021(5)(7)(9)

        943,469  
            

 

 

 
               3,084,994  
            

 

 

 
      

United Kingdom - 1.0%

     
      

Anglo American Capital plc

     
    250,000       

3.63%, 05/14/2020(4)

        256,250  
    285,000       

9.38%, 04/08/2019(4)

        318,399  
    4,525,000       

Aviva plc
8.25% 11/03/2017(7)(9)

        4,582,467  
  GBP       550,000       

Barclays Bank plc
14.00% 06/15/2019(5)(7)(9)

        881,463  
  $       1,825,000       

Barclays plc
7.88% 03/15/2022(5)(7)(9)

        1,995,729  
      

BP Capital Markets plc

     
    4,225,000       

1.38%, 11/06/2017

        4,223,956  
    6,475,000       

1.93%, 09/26/2018(5)

        6,494,334  
    1,640,000       

Ensco plc
5.75% 10/01/2044

        1,094,700  
    2,620,000       

HSBC Bank plc
1.69% 09/29/2017(5)(9)

        2,135,300  
    6,190,000       

Imperial Brands Finance plc
2.05% 02/11/2018(7)

        6,195,460  
      

National Westminster Bank plc

     
    1,270,000       

1.75%, 01/11/2018(5)(9)

        1,062,037  
  EUR       725,000       

1.82%, 10/05/2017(5)(9)

        813,980  
  $       925,000       

Royal Bank of Scotland Group plc
8.63% 08/15/2021(5)(9)

        1,021,552  
    6,775,000       

Tesco plc
5.50% 11/15/2017(4)

        6,839,986  
      

Tullow Oil plc

     
    545,000       

6.00%, 11/01/2020(4)

        527,969  
    520,000       

6.25%, 04/15/2022(4)

        479,700  
            

 

 

 
               38,923,282  
            

 

 

 


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

United States - 11.6%

     
      

AK Steel Corp.

     
  $       4,096,000       

7.63%, 10/01/2021

   $        4,275,200  
    3,509,000       

8.38%, 04/01/2022

        3,662,519  
      

Alere, Inc.

     
    4,650,000       

6.38%, 07/01/2023(4)

        4,998,750  
    1,970,000       

6.50%, 06/15/2020

        2,002,012  
    1,050,000       

7.25%, 07/01/2018

        1,055,250  
    6,125,000       

Ally Financial, Inc.
3.25% 02/13/2018

        6,155,564  
      

American Builders & Contractors Supply Co., Inc.

     
    88,000       

5.63%, 04/15/2021(4)

        90,640  
    680,000       

5.75%, 12/15/2023(4)

        722,500  
    9,225,000       

American Electric Power Co., Inc.
1.65% 12/15/2017

        9,227,085  
    4,235,000       

American Greetings Corp.
7.88% 02/15/2025(4)

        4,605,562  
      

APX Group, Inc.

     
    1,405,000       

7.63%, 09/01/2023(4)(6)

        1,429,588  
    1,765,000       

7.88%, 12/01/2022

        1,919,437  
    800,000       

Ashtead Capital, Inc.
6.50% 07/15/2022(4)

        830,000  
    2,180,000       

AV Homes, Inc.
6.63% 05/15/2022(4)

        2,256,300  
      

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

     
    1,625,000       

5.25%, 03/15/2025(4)

        1,582,344  
    465,000       

5.50%, 04/01/2023

        468,488  
      

Bank of America Corp.

     
    8,500,000       

2.00%, 01/11/2018

        8,516,575  
    4,700,000       

6.88%, 04/25/2018

        4,872,607  
    2,380,000       

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25% 03/15/2024(4)

        2,582,300  
    4,275,000       

BMW US Capital LLC
1.50% 04/11/2019(4)

        4,264,116  
      

Boyd Gaming Corp.

     
    930,000       

6.38%, 04/01/2026

        1,013,700  
    6,820,000       

6.88%, 05/15/2023

        7,331,500  
    2,350,000       

Brand Energy & Infrastructure Services, Inc.
8.50% 07/15/2025(4)

        2,502,750  
    3,355,000       

California Resources Corp.
8.00% 12/15/2022(4)

        2,138,812  
    1,485,000       

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

        1,555,537  
    4,090,000       

Celgene Corp.
2.25% 05/15/2019

        4,123,526  
    2,713,000       

Cequel Communications Holdings I LLC / Cequel Capital Corp.
6.38% 09/15/2020(4)

        2,760,477  
      

Chemours Co.

     
    3,430,000       

6.63%, 05/15/2023

        3,683,340  
    2,130,000       

7.00%, 05/15/2025

        2,374,950  
    13,650,000       

Citigroup, Inc.
1.70% 04/27/2018

            13,650,833  
    1,850,000       

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

        1,863,875  
    2,345,000       

Cloud Crane LLC
10.13% 08/01/2024(4)

        2,638,125  
    1,790,000       

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

        1,852,650  
    3,760,000       

CNH Industrial Capital LLC
4.38% 11/06/2020

        3,938,600  
    1,865,000       

Concho Resources, Inc.
5.50% 04/01/2023

        1,925,612  
    1,700,000       

Conduent Finance, Inc. / Xerox Business Services LLC
10.50% 12/15/2024(4)

        1,989,000  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Continental Resources, Inc.

     
$     1,585,000       

3.80%, 06/01/2024

   $        1,466,125  
    200,000       

4.50%, 04/15/2023

        195,000  
    2,070,000       

4.90%, 06/01/2044

        1,769,850  
    480,000       

5.00%, 09/15/2022

        475,498  
      

CSC Holdings LLC

     
    1,455,000       

7.88%, 02/15/2018

        1,496,831  
    1,830,000       

10.13%, 01/15/2023(4)

        2,129,662  
    1,424,000       

10.88%, 10/15/2025(4)

        1,776,440  
    2,140,000       

Denbury Resources, Inc.
9.00% 05/15/2021(4)

        2,038,350  
    8,615,000       

DISH DBS Corp.
4.25% 04/01/2018

        8,711,919  
    2,160,000       

Dominion Resources, Inc.
1.90% 06/15/2018

        2,165,121  
    1,040,000       

Dynegy, Inc.
8.00% 01/15/2025(4)

        1,029,600  
    505,000       

Eldorado Resorts, Inc.
6.00% 04/01/2025

        540,350  
      

Endo Finance LLC

     
    1,935,000       

6.00%, 07/15/2023(4)

        1,677,403  
    3,675,000       

6.00%, 02/01/2025(4)

        3,109,969  
    575,000       

Envision Healthcare Corp.
5.63% 07/15/2022

        596,563  
    1,960,000       

FBM Finance, Inc.
8.25% 08/15/2021(4)

        2,102,100  
    3,460,000       

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

        3,719,500  
      

Ferrellgas L.P. / Ferrellgas Finance Corp.

     
    1,336,000       

6.50%, 05/01/2021

        1,269,200  
    865,000       

6.75%, 01/15/2022

        817,425  
    1,340,000       

First Data Corp.
7.00% 12/01/2023(4)

        1,445,525  
    2,170,000       

Flex Acquisition Co., Inc.
6.88% 01/15/2025(4)

        2,278,500  
    2,030,000       

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50% 04/01/2023(4)

        1,913,275  
    435,000       

Fresenius Medical Care U.S. Finance II, Inc.
5.63% 07/31/2019(4)

        462,188  
    1,000,000       

General Cable Corp.
5.75% 10/01/2022

        1,025,000  
      

General Motors Financial Co., Inc.

     
    8,500,000       

2.40%, 04/10/2018

        8,537,417  
    7,100,000       

2.63%, 05/09/2019(5)

        7,199,088  
    11,675,000       

4.75%, 08/15/2017

            11,688,216  
      

Genworth Holdings, Inc.

     
    210,000       

4.80%, 02/15/2024

        172,725  
    1,425,000       

4.90%, 08/15/2023

        1,189,875  
    450,000       

7.63%, 09/24/2021

        428,121  
      

Goldman Sachs Group, Inc.

     
    1,165,000       

2.00%, 04/25/2019

        1,168,045  
    7,050,000       

5.95%, 01/18/2018

        7,185,064  
      

Gray Television, Inc.

     
    1,785,000       

5.13%, 10/15/2024(4)

        1,827,394  
    220,000       

5.88%, 07/15/2026(4)

        227,700  
    475,000       

H&E Equipment Services, Inc.
7.00% 09/01/2022

        491,625  
    1,800,000       

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

        1,955,250  
    2,530,000       

HCA, Inc.
7.50% 11/15/2095

        2,602,737  
      

Herc Rentals, Inc.

     
    819,000       

7.50%, 06/01/2022(4)

        886,568  
    755,000       

7.75%, 06/01/2024(4)

        819,175  
      

Hertz Corp.

     
    1,550,000       

5.50%, 10/15/2024(4)

        1,263,250  
    1,650,000       

6.25%, 10/15/2022

        1,439,625  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       946,000       

7.38%, 01/15/2021(4)

   $        904,613  
    1,420,000       

7.63%, 06/01/2022(4)

        1,405,800  
      

Hexion, Inc.

     
    1,560,000       

10.38%, 02/01/2022(4)

        1,579,500  
    835,000       

13.75%, 02/01/2022(4)

        764,025  
    585,000       

Infor Software Parent LLC (cash)
7.13% 05/01/2021(4)(10)

        605,475  
    1,730,000       

Infor U.S., Inc.
6.50% 05/15/2022

        1,801,362  
      

International Lease Finance Corp.

     
    1,450,000       

3.88%, 04/15/2018

        1,469,150  
    1,175,000       

8.88%, 09/01/2017

        1,181,687  
    2,055,000       

inVentiv Group Holdings Inc/inVentiv Health Inc/inVentiv Health Clinical, Inc.
7.50% 10/01/2024(4)

        2,250,225  
    1,490,000       

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75% 11/15/2021(4)

        1,553,325  
    2,835,000       

Jacobs Entertainment, Inc.
7.88% 02/01/2024(4)

        3,075,975  
    10,400,000       

JPMorgan Chase Bank NA
1.73% 09/21/2018(5)

        10,432,074  
    1,500,000       

Kaiser Aluminum Corp.
5.88% 05/15/2024

        1,593,750  
    2,550,000       

Kinder Morgan, Inc.
2.00% 12/01/2017

        2,552,384  
      

Laredo Petroleum, Inc.

     
    1,065,000       

5.63%, 01/15/2022

        1,076,981  
    2,520,000       

6.25%, 03/15/2023

        2,598,750  
    430,000       

7.38%, 05/01/2022

        445,588  
    1,255,000       

Lithia Motors, Inc.
5.25% 08/01/2025(4)

        1,292,650  
    1,690,000       

Manitowoc Co., Inc.
12.75% 08/15/2021(4)

        1,909,700  
      

Marathon Oil Corp.

     
    465,000       

5.90%, 03/15/2018

        476,952  
    11,725,000       

6.00%, 10/01/2017

        11,775,066  
    3,075,000       

MDC Holdings, Inc.
5.50% 01/15/2024

        3,290,250  
    1,025,000       

MGIC Investment Corp.
5.75% 08/15/2023

        1,117,250  
    3,750,000       

Molson Coors Brewing Co.
1.45% 07/15/2019

        3,716,790  
      

Morgan Stanley

     
  EUR       7,225,000       

1.88%, 04/27/2027

        8,643,277  
  $       5,850,000       

6.25%, 08/28/2017

        5,868,890  
    2,900,000       

National Rural Utilities Cooperative Finance Corp.
10.38% 11/01/2018

        3,210,778  
      

Nationstar Mortgage LLC / Nationstar Capital Corp.

     
    1,045,000       

6.50%, 08/01/2018

        1,043,694  
    750,000       

6.50%, 07/01/2021

        768,750  
    456,000       

7.88%, 10/01/2020

        467,674  
      

Navient Corp.

     
    1,002,000       

5.50%, 01/25/2023

        1,023,212  
    165,000       

5.63%, 08/01/2033

        140,250  
    386,000       

5.88%, 10/25/2024

        393,238  
    2,350,000       

6.13%, 03/25/2024

        2,438,125  
    1,020,000       

6.50%, 06/15/2022

        1,086,300  
    422,000       

7.25%, 09/25/2023

        461,689  
    2,825,000       

Netflix, Inc.
5.88% 02/15/2025

        3,164,000  
      

NextEra Energy Capital Holdings, Inc.

     
    2,190,000       

1.65%, 09/01/2018

        2,188,839  
    5,190,000       

2.30%, 04/01/2019

        5,230,409  
      

Nissan Motor Acceptance Corp.

     
    15,300,000       

1.76%, 09/13/2019(4)(5)

        15,370,793  
    15,775,000       

2.00%, 03/08/2019(4)

        15,815,826  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       9,430,000       

2.10%, 04/06/2018(4)(5)

   $        9,469,861  
    4,375,000       

Noble Energy, Inc.
8.25% 03/01/2019

        4,787,300  
      

Novelis Corp.

     
    615,000       

5.88%, 09/30/2026(4)

        647,288  
    1,700,000       

6.25%, 08/15/2024(4)

        1,819,340  
    320,000       

OneMain Financial Holdings LLC
6.75% 12/15/2019(4)

        335,040  
    1,430,000       

Party City Holdings, Inc.
6.13% 08/15/2023(4)

        1,501,500  
    1,535,000       

Penn National Gaming, Inc.
5.63% 01/15/2027(4)

        1,581,050  
    3,240,000       

Platform Specialty Products Corp.
6.50% 02/01/2022(4)

        3,361,500  
    1,701,000       

PRA Holdings, Inc.
9.50% 10/01/2023(4)

        1,877,479  
    2,965,000       

QEP Resources, Inc.
5.25% 05/01/2023

        2,882,543  
    3,070,000       

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

        2,333,200  
    12,040,000       

Reynolds American, Inc.
8.13% 06/23/2019

        13,410,260  
      

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

     
    1,660,000       

5.13%, 07/15/2023(4)

        1,747,150  
    645,000       

7.00%, 07/15/2024(4)

        697,406  
    125,000       

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

        130,625  
    1,915,000       

SBA Tower Trust
2.88% 07/09/2021(4)

        1,907,225  
      

Scientific Games International, Inc.

     
    795,000       

6.63%, 05/15/2021

        820,838  
    1,440,000       

10.00%, 12/01/2022

        1,605,600  
    415,000       

Signode Industrial Group U.S., Inc.
6.38% 05/01/2022(4)

        433,675  
    1,055,000       

Sinclair Television Group, Inc.
5.13% 02/15/2027(4)

        1,044,450  
      

SM Energy Co.

     
    1,495,000       

5.00%, 01/15/2024

        1,390,350  
    20,000       

5.63%, 06/01/2025

        18,700  
    265,000       

6.13%, 11/15/2022

        259,700  
    125,000       

6.50%, 11/15/2021

        124,375  
    245,000       

6.75%, 09/15/2026

        243,775  
    5,235,000       

Southern Co.
2.45% 09/01/2018

        5,272,985  
    10,060,000       

Southern Power Co.
1.85% 12/01/2017

        10,069,285  
    524,000       

Springleaf Finance Corp.
6.13% 05/15/2022

        550,200  
    1,840,000       

Sprint Corp.
7.13% 06/15/2024

        2,017,100  
    230,000       

Station Casinos LLC
7.50% 03/01/2021

        239,775  
    1,920,000       

Sterigenics-Nordion Holdings LLC
6.50% 05/15/2023(4)

        1,987,200  
    430,000       

Sterigenics-Nordion Topco LLC (cash)
8.13% 11/01/2021(4)(10)

        440,750  
    1,410,000       

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88% 05/15/2025(4)

        1,410,000  
    225,000       

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75% 06/01/2025(4)

        233,307  
    925,000       

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

         
      

Time Warner Cable LLC

     
    9,695,000       

6.75%, 07/01/2018

            10,120,038  
    4,680,000       

8.25%, 04/01/2019

        5,148,702  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

$     4,685,000       

8.75%, 02/14/2019

   $        5,154,756  
    1,980,000       

TMX Finance LLC
8.50% 09/15/2018(4)

        1,866,150  
    2,030,000       

TreeHouse Foods, Inc.
6.00% 02/15/2024(4)

        2,177,175  
    825,000       

Tribune Media Co.
5.88% 07/15/2022

        864,188  
      

United States Steel Corp.

     
    224,000       

6.88%, 04/01/2021

        232,120  
    1,020,000       

7.50%, 03/15/2022

        1,060,800  
    1,940,000       

8.38%, 07/01/2021(4)

        2,146,125  
    2,015,000       

USIS Merger Sub, Inc.
6.88% 05/01/2025(4)

        2,085,525  
    5,025,000       

Ventas Realty L.P. / Ventas Capital Corp.
2.00% 02/15/2018

        5,032,457  
    3,895,000       

Verizon Communications, Inc.
2.99% 09/14/2018(5)

        3,966,434  
      

WPX Energy, Inc.

     
    2,305,000       

6.00%, 01/15/2022

        2,368,387  
    900,000       

8.25%, 08/01/2023

        990,000  
      

Zayo Group LLC / Zayo Capital, Inc.

     
    1,600,000       

6.00%, 04/01/2023

        1,686,000  
    1,280,000       

6.38%, 05/15/2025

        1,387,200  
            

 

 

 
               463,275,348  
            

 

 

 
      

Total Corporate Bonds
(cost $609,515,660)

   $            624,050,369  
            

 

 

 

Foreign Government Obligations - 55.4%

     
      

Australia - 10.6%

     
      

Australia Government Bond

     
AUD     40,545,000       

1.75%, 11/21/2020(7)

   $        32,203,596  
    84,360,000       

2.75%, 10/21/2019(7)

        68,876,565  
    17,380,000       

3.00%, 03/21/2047(7)

        12,547,901  
    84,445,000       

3.25%, 10/21/2018(7)

        68,868,073  
    93,840,000       

4.50%, 04/15/2020(7)

        80,248,440  
    64,145,000       

5.25%, 03/15/2019(7)

        54,237,882  
    66,045,000       

5.75%, 05/15/2021(7)

        59,969,917  
    49,430,000       

5.75%, 07/15/2022(7)

        46,143,063  
            

 

 

 
               423,095,437  
            

 

 

 
      

Brazil - 0.1%

     
EUR     3,550,000       

Banco Nacional de Desenvolvimento Economico e Social
4.13% 09/15/2017(7)

        4,222,243  
            

 

 

 
      

Canada - 7.6%

     
      

Canadian Government Bond

     
CAD     71,300,000       

0.75%, 03/01/2021

        55,676,050  
    34,060,000       

0.75%, 09/01/2021

        26,411,218  
    54,005,000       

1.25%, 02/01/2018

        43,363,838  
    96,005,000       

1.25%, 09/01/2018

        77,021,922  
    126,805,000       

1.75%, 09/01/2019

        102,597,374  
            

 

 

 
               305,070,402  
            

 

 

 
      

Denmark - 10.0%

     
      

Denmark Government Bond

     
DKK     964,580,000       

0.25%, 11/15/2018

        155,229,476  
    228,265,000       

4.00%, 11/15/2017

        36,822,999  
    1,173,500,000       

4.00%, 11/15/2019

        206,391,420  
            

 

 

 
               398,443,895  
            

 

 

 
      

France - 0.6%

     
EUR     18,605,000       

French Republic Government Bond OAT
2.00% 05/25/2048(4)(7)

        22,773,619  
            

 

 

 
      

Germany - 0.3%

     
    7,575,000       

Bundesrepublik Deutschland
2.50% 07/04/2044(7)

        11,468,014  
            

 

 

 


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

      

Ireland - 0.3%

     
    9,260,000       

Ireland Government Bond
2.00% 02/18/2045(7)

   $        11,150,538  
            

 

 

 
      

Italy - 0.4%

     
    14,085,000       

Italy Buoni Poliennali Del Tesoro
2.70% 03/01/2047(4)(7)

        15,067,022  
            

 

 

 
      

New Zealand - 4.6%

     
      

New Zealand Government Bond

     
  NZD       86,540,000       

2.75%, 04/15/2025(7)

        64,565,647  
    138,015,000       

5.50%, 04/15/2023(7)

        119,538,690  
            

 

 

 
               184,104,337  
            

 

 

 
      

Norway - 5.2%

     
      

Norway Government Bond

     
  NOK       243,610,000       

1.75%, 02/17/2027(4)(7)

        31,224,067  
    267,090,000       

3.75%, 05/25/2021(4)(7)

        37,511,728  
    1,040,145,000       

4.50%, 05/22/2019(4)(7)

        141,439,401  
            

 

 

 
               210,175,196  
            

 

 

 
      

Singapore - 5.6%

     
      

Singapore Government Bond

     
  SGD       35,140,000       

0.50%, 04/01/2018

        25,826,986  
    113,220,000       

1.63%, 10/01/2019

        84,132,782  
    34,225,000       

1.75%, 04/01/2022

        25,498,970  
    117,910,000       

2.25%, 06/01/2021

        89,331,954  
            

 

 

 
               224,790,692  
            

 

 

 
      

South Africa - 0.5%

     
  ZAR       292,575,000       

Republic of South Africa Government Bond
8.75% 02/28/2048

        19,815,511  
            

 

 

 
      

South Korea - 4.5%

     
      

Korea Treasury Bond

     
  KRW       153,740,520,000       

2.00%, 03/10/2020

        138,322,093  
    44,097,800,000       

3.13%, 03/10/2019

        40,375,190  
            

 

 

 
               178,697,283  
            

 

 

 
      

Sweden - 5.1%

     
  SEK       1,651,155,000       

Sweden Government Bond
3.75% 08/12/2017

        204,765,470  
            

 

 

 
      

Total Foreign Government Obligations
(cost $2,102,618,854)

   $            2,213,639,659  
            

 

 

 
 

Senior Floating Rate Interests - 2.1%(11)

     
      

Canada - 0.1%

     
  $       2,407,333       

B.C. Unlimited Liability Co.
3.51% 02/16/2024

   $        2,406,033  
            

 

 

 
      

Germany - 0.2%

     
    8,125,000       

Unitymedia Hessen GmbH & Co. KG
0.00% 09/30/2025(12)

        8,105,988  
            

 

 

 
      

Luxembourg - 0.1%

     
    5,625,000       

Almonde, Inc.
4.74% 06/13/2024

        5,668,763  
            

 

 

 
      

United Kingdom - 0.1%

     
    4,773,985       

Camelot UK Holdco Ltd.
4.73% 10/03/2023

        4,825,305  
            

 

 

 
      

United States - 1.6%

     
    933,997       

American Builders & Contractors Supply Co., Inc.
3.73% 10/31/2023

        938,667  
    3,042,417       

Asurion LLC
4.23% 11/03/2023

        3,065,236  
    2,835,000       

BCP Raptor LLC
5.51% 06/24/2024

        2,845,631  
    1,220,644       

Berlin Packaging LLC
4.51% 10/01/2021

        1,226,748  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       4,882,763       

Clark Equipment Co.
3.93% 05/18/2024

   $        4,913,280  
      

Community Health Systems, Inc.

     
    147,574       

3.96%, 12/31/2019

        147,523  
    272,493       

4.21%, 01/27/2021

        271,965  
    1,140,000       

Diamond (BC) B.V.
0.00% 07/12/2024(12)

        1,140,946  
      

First Data Corp.

     
    2,459,975       

3.48%, 07/08/2022

        2,466,568  
    2,355,957       

3.73%, 04/26/2024

        2,368,585  
  EUR       1,294,563       

Gardner Denver, Inc.
4.75% 07/30/2020

        1,539,293  
  $       3,286,463       

Harbor Freight Tools USA, Inc.
4.48% 08/18/2023

        3,299,970  
    835,000       

Hayward Industries, Inc.
0.00% 07/18/2024(12)

        841,262  
    585,000       

HD Supply Waterworks Ltd.
0.00% 08/01/2024(12)

        588,475  
    3,503,654       

Hostess Brands LLC
3.73% 08/03/2022

        3,533,050  
    1,945,516       

Hyland Software, Inc.
4.48% 07/01/2022

        1,967,403  
    4,040,000       

INC Research LLC
0.00% 06/27/2024(12)

        4,068,603  
    2,782,518       

Lands’ End, Inc.
4.48% 04/04/2021

        2,309,490  
    4,075,000       

Level 3 Financing, Inc.
3.48% 02/22/2024

        4,090,933  
    2,868,147       

LTS Buyer LLC
4.55% 04/13/2020

        2,878,185  
    3,285,000       

Post Holdings, Inc.
3.49% 05/24/2024

        3,298,337  
    5,253,600       

Quikrete Holdings, Inc.
3.98% 11/15/2023

        5,270,306  
    2,262,270       

Rexnord LLC
4.05% 08/21/2023

        2,272,564  
    3,406,463       

Sterigenics-Nordion Holdings LLC
4.23% 05/15/2022

        3,405,032  
      

Tribune Media Co.

     
    83,823       

4.23%, 12/27/2020

        84,032  
    1,044,754       

4.23%, 01/27/2024

        1,047,627  
    1,835,000       

USI, Inc.
4.18% 05/16/2024

        1,829,275  
            

 

 

 
                   61,708,986  
            

 

 

 
      

Total Senior Floating Rate Interests
(cost $82,875,867)

   $        82,715,075  
            

 

 

 
 

U.S. Government Agencies - 0.7%

     
      

United States - 0.7%

     
      

FHLMC - 0.0%

     
  $       3,690,853       

1.73%, 09/25/2041(5)(8)

   $        328,901  
    6,087,872       

2.21%, 01/25/2042(5)(8)

        746,269  
    11,435,000       

2.02%, 02/25/2041(5)(8)

        775,716  
            

 

 

 
               1,850,886  
            

 

 

 
      

SLM Student Loan Trust - 0.7%

     
  $       2,134,595       

1.40%, 01/26/2026(5)

   $        2,127,709  
    1,250,000       

1.45%, 10/25/2028(5)

        1,235,827  
    1,174,412       

1.63%, 03/25/2025(5)

        1,161,488  
    475,000       

1.88%, 05/26/2026(5)

        463,802  
    1,921,255       

1.93%, 01/25/2029(5)

        1,925,168  
    2,791,615       

1.96%, 01/25/2022(5)

        2,783,404  
    183,172       

2.06%, 01/25/2019(5)

        183,278  
    1,321,930       

2.06%, 04/25/2023(5)

        1,314,422  
    3,935,270       

2.81%, 04/25/2023(5)

        4,027,391  
    3,507,096       

3.01%, 07/25/2023(5)

        3,605,878  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       1,000,000       

SLC Student Loan Trust
2.15% 06/15/2021(5)

   $        994,592  
    2,457,193       

1.65%, 03/25/2026(4)(5)

        2,427,217  
    2,466,754       

2.79%, 04/25/2024(5)

        2,485,908  
    1,501,231       

2.84%, 11/25/2024(5)

        1,534,001  
            

 

 

 
               26,270,085  
            

 

 

 
               28,120,971  
            

 

 

 
      

Total U.S. Government Agencies
(cost $27,645,685)

   $        28,120,971  
            

 

 

 
 

U.S. Government Securities - 11.5%

 
      

United States - 11.5%

     
      

U.S. Treasury Bonds - 1.7%

     
  $       23,075,000       

0.00%, 11/15/2045

   $        9,898,736  
    46,045,000       

0.01%, 08/15/2045

        19,923,165  
    31,150,000       

2.50%, 02/15/2046

        28,683,543  
    9,265,000       

3.00%, 02/15/2047

        9,443,064  
            

 

 

 
               67,948,508  
            

 

 

 
      

U.S. Treasury Notes - 9.8%

     
    74,580,000       

0.63%, 04/30/2018(13)

        74,250,804  
    86,285,000       

0.75%, 01/31/2018(13)

        86,105,786  
    39,970,000       

1.00%, 09/30/2019(13)

        39,660,872  
    45,680,000       

1.25%, 01/31/2019(13)

        45,635,371  
    82,860,000       

1.38%, 04/30/2020(13)(14)

        82,662,545  
    25,115,000       

1.38%, 01/31/2021(13)

        24,906,043  
    39,960,000       

1.38%, 04/30/2021(13)

        39,536,983  
            

 

 

 
               392,758,404  
            

 

 

 
               460,706,912  
            

 

 

 
      

Total U.S. Government Securities
(cost $461,600,412)

   $            460,706,912  
            

 

 

 
 

Convertible Bonds - 0.6%

    
      

Commercial Services - 0.0%

     
  $       1,600,000       

Cardtronics, Inc.
1.00% 12/01/2020

   $        1,526,000  
            

 

 

 
      

Diversified Financial Services - 0.0%

     
    970,000       

Blackhawk Network Holdings, Inc.
1.50% 01/15/2022(4)

        1,088,219  
            

 

 

 
      

Internet - 0.1%

     
    369,000       

Liberty Expedia Holdings, Inc.
1.00% 06/30/2047(4)

        400,826  
    1,750,000       

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

        2,083,594  
            

 

 

 
               2,484,420  
            

 

 

 
      

Media - 0.2%

     
      

DISH Network Corp.

     
    3,780,000       

2.38%, 03/15/2024(4)

        4,035,150  
    1,545,000       

3.38%, 08/15/2026(4)

        1,919,662  
    188,000       

Liberty Media Corp-Liberty Formula One
1.00% 01/30/2023(4)

        212,440  
            

 

 

 
               6,167,252  
            

 

 

 
      

Oil & Gas - 0.0%

     
    1,155,000       

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

        335,672  
            

 

 

 
      

Oil & Gas Services - 0.0%

     
    1,388,000       

Weatherford International Ltd.
5.88% 07/01/2021

        1,473,015  
            

 

 

 
      

Semiconductors - 0.0%

     
      

Microchip Technology, Inc.

     
    435,000       

1.63%, 02/15/2025

        679,688  
    392,000       

1.63%, 02/15/2027(4)

        434,140  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

  $       450,000       

2.25%, 02/15/2037(4)

      $        491,625  
               

 

 

 
                  1,605,453  
               

 

 

 
      

Software - 0.3%

        
    2,189,000       

salesforce.com, Inc.
0.25% 04/01/2018

           3,024,924  
    5,216,000       

ServiceNow, Inc.
0.01% 06/01/2022(4)

           5,437,680  
    1,477,000       

Verint Systems, Inc.
1.50% 06/01/2021

           1,429,921  
               

 

 

 
                  9,892,525  
               

 

 

 
      

Total Convertible Bonds
(cost $24,623,761)

      $        24,572,556  
               

 

 

 
 

Preferred Stocks - 0.0%

 
      

United States - 0.0%

        
    15,000       

GMAC Capital Trust Series 2 6.97%(5)

           398,250  
               

 

 

 
      

Total Preferred Stocks
(cost $393,994)

      $        398,250  
               

 

 

 
 

Convertible Preferred Stocks - 0.3%

 
      

Ireland - 0.1%

        
    3,897       

Allergan plc Series A 5.50%

      $        3,483,957  
               

 

 

 
      

Israel - 0.0%

        
    1,960       

Teva Pharmaceutical Industries Ltd. 7.00%

           1,144,640  
               

 

 

 
      

United States - 0.2%

        
    700       

Crown Castle International Corp. Series A 6.88%

           747,061  
    36,000       

Mandatory Exchangeable Trust 5.75%(4)

           6,634,692  
               

 

 

 
                  7,381,753  
               

 

 

 
      

Total Convertible Preferred Stocks
(cost $11,005,693)

      $        12,010,350  
               

 

 

 
      

Total Long-Term Investments
(cost $3,768,434,482)

      $        3,893,739,778  
 

Short-Term Investments - 3.0%

 
      

Other Investment Pools & Funds - 3.0%

        
    120,942,150       

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class

           120,942,150  
               

 

 

 
      

Total Short-Term Investments
(cost $120,942,150)

      $        120,942,150  
               

 

 

 
      

Total Investments Excluding Purchased Options
(cost $3,889,376,632)

     100.4%      $        4,014,681,928  
      

Total Purchased Options
(cost $3,171,296)

     0.0%      $        1,382,809  
         

 

 

       

 

 

 
      

Total Investments
(cost $3,892,547,928)^

     100.4%      $        4,016,064,737  
      

Other Assets and Liabilities

     (0.4)%           (16,988,854
         

 

 

       

 

 

 
      

Total Net Assets

     100.0%      $          3,999,075,883  
         

 

 

       

 

 

 

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

   $ 139,665,892  

Unrealized Depreciation

     (16,149,083
  

 

 

 

Net Unrealized Appreciation

   $         123,516,809  
  

 

 

 


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(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 July 31, 2017, the aggregate fair value of these securities was $2,301,451, 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.
(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    
 

07/2017

                1,330,000     Bain Capital Credit CLO Ltd.    $       1,330,000    
 

05/2017

                42,182     Homer City Generation L.P.        2,698,660    
 

10/2016

        925,000     Texas Competitive Electric Holdings Co. LLC        —    
              

 

 

 
             $           4,028,660    
              

 

 

 

 

     At July 31, 2017, the aggregate value of these securities was $2,301,451, which represents 0.1% of total net assets.

 

(3) Non-income producing.
(4) 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 July 31, 2017, the aggregate value of these securities was $748,710,668, which represented 18.7% of total net assets.
(5) Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2017.
(6) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $12,188,948 at July 31, 2017.
(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 July 31, 2017, the aggregate value of these securities was $924,854,416, which represented 23.1% of total net assets.
(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) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(11) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the average coupon as of July 31, 2017.
(12) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(13) This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.
(14) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

OTC Option Contracts Outstanding at July 31, 2017

 

Description      Counter-
  party
     Exercise Price/FX Rate/
Rate
     Expiration
Date
             Number of
Contracts
     Market
Value †
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

              

Calls

                       

AUD Call/NZD Put

     BOA        1.10 NZD per AUD        02/15/18        AUD        5,735,000      $ 45,715      $ 98,112      $ (52,397

AUD Call/NZD Put

     JPM        1.09 NZD per AUD        08/15/17        AUD        8,205,000        8,185        97,345        (89,160

USD Call/CNH Put

     JPM        8.00 CNH per USD        12/07/17        USD        575,000        396        64,975        (64,579

USD Call/CNH Put

     JPM        8.00 CNH per USD        12/07/17        USD        575,000        396        64,688        (64,292

USD Call/CNH Put

     SCB        8.00 CNH per USD        12/11/17        USD        774,000        598        103,716            (103,118

USD Call/JPY Put

     GSC        115.00 JPY per USD        03/11/21        USD        4,151,000            114,813            198,377        (83,564

USD Call/JPY Put

     GSC        115.00 JPY per USD        03/12/21        USD        4,151,000        114,837        198,002        (83,165


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

USD Call/JPY Put

   BOA    115.00 JPY per USD      03/12/21        USD        5,530,000          $ 152,987          $ 243,320           $ (90,333)  

USD Call/JPY Put

   GSC    115.00 JPY per USD      03/12/21        USD        5,531,000            153,015            216,981             (63,966)  

USD Call/KRW Put

   JPM    1,250.00 KRW per USD      09/11/17        USD        4,910,000            1,478            101,048             (99,570)  

USD Call/SGD Put

   JPM    1.50 SGD per USD      12/11/17        USD        3,788,000            1,375            52,653             (51,278)  
              

 

 

       

 

 

       

 

 

       

 

 

 

Total Calls

                 43,925,000          $ 593,795          $ 1,439,217           $ (845,422)  
              

 

 

       

 

 

       

 

 

       

 

 

 

Puts

                                

EUR Put/USD Call

   JPM    0.90 USD per EUR      01/08/18        EUR        68,696,000          $ 1,626          $ 143,873           $ (142,247)  

GBP Put/USD Call

   GSC    1.15 USD per GBP      12/05/17        GBP        327,000            4,144            58,012             (53,868)  

GBP Put/USD Call

   GSC    1.15 USD per GBP      12/05/17        GBP        328,000            4,157            59,062             (54,905)  
              

 

 

       

 

 

       

 

 

       

 

 

 

Total Puts

                 69,351,000          $ 9,927          $ 260,947           $ (251,020)  
              

 

 

       

 

 

       

 

 

       

 

 

 

Total purchased option contracts

           113,276,000          $ 603,722          $   1,700,164           $   (1,096,442)  
              

 

 

       

 

 

       

 

 

       

 

 

 

Written option contracts:

                                

Calls

                                

USD Call/JPY Put

   GSC    140.00 JPY per USD      03/11/21        USD        (4,151,000)         $ (27,745)         $ (82,771)         $ 55,026   

USD Call/JPY Put

   GSC    140.00 JPY per USD      03/12/21        USD        (5,531,000)           (37,003)           (90,598)           53,595   

USD Call/JPY Put

   BOA    140.00 JPY per USD      03/12/21        USD        (5,530,000)           (36,996)           (106,287)           69,291   

USD Call/JPY Put

   GSC    140.00 JPY per USD      03/12/21        USD        (4,151,000)           (27,770)           (83,850)           56,080   
              

 

 

       

 

 

       

 

 

       

 

 

 

Total Calls

                 (19,363,000)         $ (129,514)         $ (363,506)         $ 233,992   
              

 

 

       

 

 

       

 

 

       

 

 

 

Total written option contracts

           (19,363,000)         $   (129,514)         $ (363,506)         $ 233,992   
              

 

 

       

 

 

       

 

 

       

 

 

 

OTC Swaption Contracts Outstanding at July 31, 2017

 

Description    Counter-
party
     Exercise Price/FX
Rate/ Rate
    Expiration Date            Number of
Contracts
    Market
Value †
          

Premiums 

Paid 

(Received)

by Fund 

    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

                                               

Calls

 

             

Interest Rate Swaption USD

     JPM        0.63     09/15/17       USD       102,770,000     $ 53,240       $ 120,755     $ (67,515)  

Interest Rate Swaption USD

     GSC        0.66     10/02/17       USD       102,980,000       41,804         118,427       (76,623)  

Interest Rate Swaption USD

     MSC        2.40     11/10/17       USD       8,350,000       148,564         148,630       (66)  

Interest Rate Swaption USD

     JPM        2.23     11/13/17       USD       23,935,000       228,961         294,400       (65,439)  
           

 

 

   

 

 

     

 

 

   

 

 

 

Total Calls

              238,035,000     $ 472,569       $ 682,212     $ (209,643)  
           

 

 

   

 

 

     

 

 

   

 

 

 

Puts

 

             

Interest Rate Swaption EUR

     BCLY        70.00     08/16/17       EUR       81,912,500     $ 6,177       $ 107,659     $ (101,482)  

Interest Rate Swaption USD

     MSC        2.40     11/10/17       USD       8,350,000       61,567         148,630       (87,063)  

Interest Rate Swaption USD

     JPM        2.54     11/13/17       USD       23,935,000       102,940         284,826       (181,886)  

Interest Rate Swaption USD

     JPM        0.93     11/21/18       JPY       1,100,450,000       135,834         247,805       (111,971)  
           

 

 

   

 

 

     

 

 

   

 

 

 

Total Puts

 

        1,214,647,500     $ 306,518       $ 788,920     $ (482,402)  
           

 

 

   

 

 

     

 

 

   

 

 

 

Total purchased swaption contracts

 

      1,452,682,500     $   779,087       $   1,471,132     $ (692,045)  
           

 

 

   

 

 

     

 

 

   

 

 

 

OTC Swaption Contracts Outstanding at July 31, 2017

 

Description    Counter-
party
     Exercise Price/FX
Rate/ Rate
     Expiration Date              Number of
Contracts
     Market
Value †
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Written swaption contracts:

 

                 

Puts

                       

Interest Rate Swaption

EUR

     BCLY        80.00 EUR        08/16/17        EUR        (81,912,500)      $     (1,484)      $ (53,369)      $ 51,885  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total written swaption contracts

 

           (81,912,500)      $     (1,484)      $ (53,369)      $ 51,885  
              

 

 

    

 

 

    

 

 

    

 

 

 

Futures Contracts Outstanding at July 31, 2017

 

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

Long position contracts:

              

Australian SPI 200 Index Future

     9        09/15/2017      $ 803,270      $ 804,571      $ 1,301  

Canadian Government 10-Year Bond Future

     1,199        09/20/2017            134,225,988            132,031,851            (2,194,137)  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Euro BUXL 30-Year Bond Future

     45        09/07/2017      $ 8,601,401      $ 8,636,297      $ 34,896   

Euro-BOBL Future

     538        09/07/2017        84,083,552        84,106,982        23,430   

Euro-Schatz Future

     15        09/07/2017        1,987,100        1,990,028        2,928   

U.S. Ultra Bond Future

     213        09/20/2017        35,334,048        35,038,500        (295,548)  
              

 

 

 

Total

               $     (2,427,130)  
              

 

 

 

Short position contracts:

              

Australian 10-Year Bond Future

     844        09/15/2017      $ 86,817,629      $ 87,070,119      $ (252,490)  

Euro-BTP Future

     226        09/07/2017        36,442,608        36,449,498        (6,890)  

Euro-Bund Future

     938        09/07/2017            179,276,586            179,830,054        (553,468)  

Euro-OAT Future

     211        09/07/2017        37,059,652        37,162,549        (102,897)  

Long Gilt Future

     127        09/27/2017        21,074,455        21,116,397        (41,942)  

U.S. 10-Year Ultra Future

     557        09/20/2017        75,298,726        75,221,109        77,617   

U.S. Treasury 10-Year Note Future

     686        09/20/2017        86,244,535        86,360,969        (116,434)  

U.S. Treasury 2-Year Note Future

     416        09/29/2017        89,897,667        89,999,000        (101,333)  

U.S. Treasury 5-Year Note Future

     4,072        09/29/2017        479,892,076        481,100,440        (1,208,364)  

U.S. Treasury Long Bond Future

     48        09/20/2017        7,309,413        7,342,500        (33,087)  
              

 

 

 

Total

               $ (2,339,288)  
              

 

 

 
              
              

 

 

 

Total futures contracts

               $ (4,766,418)  
              

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2017  
Reference Entity   Counter-
party
    Notional
Amount (a)
    (Pay)/Receive
Fixed
Rate/Implied
Credit Spread (b)
    Expiration
Date
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

                 

CMBX.NA.A.7

    JPM       USD       1,645,000       (2.00 %)      01/17/47     $ 62,904     $     $ 25,793      $ (37,111)  

CMBX.NA.AS.7

    CSI       USD       9,350,000       (1.00 %)      01/17/47       168,232             (74,615)       (242,847)  

CMBX.NA.BBB.7

    CSI       USD       5,165,000       (3.00 %)      01/17/47       494,980             454,628        (40,352)  

CMBX.NA.BBB.7

    MSC       USD       1,105,000       (3.00 %)      01/17/47       105,906             97,263        (8,643)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 832,022     $     $ 503,069      $ (328,953)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

                 

CMBX.NA.BB.6

    GSC       USD       4,125,000       5.00     05/11/63     $     $ (827,638)     $ (777,730)     $ 49,908   

CMBX.NA.BB.6

    MSC       USD       495,000       5.00     05/11/63             (112,732)       (93,465)       19,267   

CMBX.NA.BB.6

    MSC       USD       3,210,000       5.00     05/11/63             (586,634)       (605,215)       (18,581)  

CMBX.NA.BB.6

    JPM       USD       3,220,000       5.00     05/11/63             (549,305)       (607,100)       (57,795)  

CMBX.NA.BB.8

    MSC       USD       3,710,000       5.00     10/17/57             (1,060,976)       (895,775)         165,201   

CMBX.NA.BB.8

    CSI       USD       3,810,000       5.00     10/17/57             (1,020,981)       (919,920)       101,061   

CMBX.NA.BBB.6

    CSI       USD       3,220,000       3.00     05/11/63             (457,781)       (363,918)       93,863   

CMBX.NA.BBB.6

    CSI       USD       3,175,000       3.00     05/11/63             (439,402)       (358,832)       80,570   

CMBX.NA.BBB.7

    MSC       EUR       2,515,000       5.00     06/20/22       443,542             482,343        38,801   
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 443,542     $   (5,055,449)     $   (4,139,612)     $ 472,295   
           

 

 

   

 

 

   

 

 

   

 

 

 
           

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

 

    $ 1,275,564     $ (5,055,449)     $ (3,636,543)     $ 143,342   
           

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:

                 

Alcoa, Inc.

    GSC       USD       3,760,000       (1.00%)/1.24     12/20/21     $ 225,908     $     $ 32,994      $ (192,914)  

American Axle & Manufacturing, Inc.

    JPM       USD       1,860,000       (5.00%)/3.57     06/20/22             (118,172)       (126,444)       (8,272)  

Aviva plc

    GSC       EUR       7,350,000       (1.00%)/0.51     06/20/22             (45,295)     $ (216,710)       (171,415)  

Best Buy Co., Inc.

    GSC       USD       3,585,000       (5.00%)/1.32     06/20/22             (517,842)       (627,813)       (109,971)  

BHP Billiton plc

    BCLY       USD       2,050,000       (1.00%)/0.60     12/20/21       16,858             (37,293)       (54,151)  

CalAtlantic Group, Inc.

    BCLY       USD       4,740,000       (5.00%)/1.03     12/20/21             (518,447)       (816,713)       (298,266)  

CenturyLink, Inc.

    GSC       USD       1,980,000       (1.00%)/2.55     12/20/21       187,713             122,371        (65,342)  

Cox Communications, Inc.

    BNP       USD       4,290,000       (1.00%)/0.62     12/20/21       14,143             (73,626)       (87,769)  

Dell Inc.

    JPM       USD       7,130,000       (1.00%)/2.12     12/20/21       671,209             317,411        (353,798)  

Gap, Inc.

    GSC       USD       2,120,000       (1.00%)/1.92     12/20/21       211,492             77,970        (133,522)  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Gap, Inc.

    MSC       USD     1,825,000   (1.00%)/2.25%     06/20/22     $ 158,208     $ —      $ 101,050      $ (57,158)  

IBM, Corp.

    BOA       USD     4,060,000   (1.00%)/0.37%     06/20/22             (103,761)       (124,593)       (20,832)  

Ineos Group Holdings S.A.

    GSC       EUR     3,410,000   (5.00%)/2.26%     06/20/22             (372,316)       (538,442)       (166,126)  

Istar, Inc.

    GSC       USD     2,900,000   (5.00%)/2.14%     12/20/21             (30,854)       (354,684)       (323,830)  

Kohl’s Corp.

    CBK       USD     2,030,000   (1.00%)/1.81%     12/20/21       89,744       —        65,702        (24,042)  

Kohl’s Corp.

    MSC       USD     1,850,000   (1.00%)/2.11%     06/20/22       102,645       —        90,942        (11,703)  

Koninklijke KPN N.V.

    CSI       EUR     2,350,000   (1.00%)/0.59%     06/20/22             (16,718)       (59,118)       (42,400)  

Macy’s, Inc.

    CBK       USD     5,200,000   (1.00%)/2.12%     12/20/21       245,474       —        233,783        (11,691)  

MDC Holdings, Inc.

    JPM       USD     3,075,000   (1.00%)/0.37%     03/20/20       57,390       —        (53,573)       (110,963)  

Peugeot S.A.

    CBK       EUR     3,280,000   (5.00%)/1.47%     12/20/21             (464,329)       (617,038)       (152,709)  

Target Corp.

    CSI       USD     1,860,000   (1.00%)/0.55%     12/20/21             (40,958)       (37,089)       3,869   

Tenet Healthcare Corp.

    MSC       USD     3,275,000   (5.00%)/0.42%     12/20/17             (38,485)       (77,410)       (38,925)  

Vodafone Group plc

    CSI       EUR     3,885,000   (1.00%)/0.59%     06/20/22             (27,680)       (97,733)       (70,053)  

Vodafone Group plc

    BNP       EUR     4,115,000   (1.00%)/0.59%     06/20/22             (29,318)       (103,518)       (74,200)  

Weatherford International Ltd.

    GSC       USD     1,405,000   (1.00%)/5.45%     06/20/22       309,362       —        253,052        (56,310)  

Windstream Corp.

    BCLY       USD     3,760,000   (5.00%)/8.54%     12/20/21       106,509       —        439,160        332,651   
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $   2,396,655     $   (2,324,175)     $   (2,227,362)     $   (2,299,842)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

           

Sell protection:

                 

AcelorMittal

    GSC       EUR     2,765,000   5.00%/1.70%     06/20/22     $ 346,105     $ —      $ 529,963      $ 183,858   

AcelorMittal

    GSC       EUR     2,560,000   5.00%/1.70%     06/20/22       371,861       —        490,671        118,810   

AcelorMittal

    JPM       EUR     1,390,000   5.00%/1.70%     06/20/22       174,514       —        266,420        91,906   

AcelorMittal

    BOA       EUR     1,195,000   5.00%/1.70%     06/20/22       141,703       —        229,044        87,341   

CalAtlantic Group, Inc.

    JPM       USD     4,230,000   5.00%/1.21%     06/20/22       621,582       —        763,589        142,007   

Koninklijke KPN N.V.

    BCLY       EUR     4,115,000   1.00%/0.53%     06/20/22       25,108       —        117,751        92,643   

Koninklijke KPN N.V.

    CSI       EUR     3,885,000   1.00%/0.53%     06/20/22       23,705       —        111,170        87,465   

Liberty Interactive LLC

    GSC       USD     1,425,000   5.00%/0.75%     03/20/20       87,232       —        164,806        77,574   

Liberty Interactive LLC

    BCLY       USD     850,000   5.00%/0.75%     03/20/20       44,824       —        98,305        53,481   

Novafives S.A.S

    CSI       EUR     3,400,000   5.00%/3.31%     06/20/22       253,317       —        329,695        76,378   

Vodafone Group plc

    CSI       EUR     2,375,000   1.00%/0.53%     06/20/22       14,469       —        67,961        53,492   
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 2,104,420     $ —      $ 3,169,375      $ 1,064,955   
           

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

            $ 4,501,075     $ (2,324,175)     $ 942,013      $ (1,234,887)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

            $ 5,776,639     $ (7,379,624)     $ (2,694,530)     $ (1,091,545)  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 July 31, 2017. For credit default swap agreements on indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Credit spreads are unaudited.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2017  
            Reference Entity   Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
    Cost Basis     Market
Value †
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

             

    Buy protection:

             

        CDX.NA.HY.28

    USD       34,580,000       (5.00%)       06/20/22     $ (2,233,441)     $ (2,756,501)     $ (523,060)  

        ITRAXX.EUR.27

    EUR       74,875,000       (1.00%)       06/20/22       (1,525,473)       (2,116,243)       (590,770)  

        ITRAXX.XOV.27

    EUR       15,625,000       (5.00%)       06/20/22       2,188,651        2,257,186        68,535   
         

 

 

   

 

 

   

 

 

 

Total

          $ (1,570,263)     $ (2,615,558)     $ (1,045,295)  
         

 

 

   

 

 

   

 

 

 
             
         

 

 

   

 

 

   

 

 

 

Total

          $   (1,570,263)     $   (2,615,558)     $   (1,045,295)  
         

 

 

   

 

 

   

 

 

 


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

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

 

OTC Interest Rate Swap Contracts Outstanding at July 31, 2017  
Counter-
party
   Payments made
by Fund
   Payments received
by Fund
           Notional
Amount
     Expiration
Date
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

CBK  

   3M NZD Bank Bill    2.53% Fixed      NZD        96,565,000        03/21/19      $ 2,147      $ —        $ 207,830       $ 205,683   

CBK  

   3M SEK STIBOR    0.38% Fixed      SEK        149,845,000        03/20/22               —          (205,951)        (205,951)  

DEUT

   3M NZD Bank Bill    2.53% Fixed      NZD        96,565,000        03/21/19               —          207,830         207,830   

DEUT

   3M NZD Bank Bill    2.32% Fixed      NZD        26,605,000        03/20/22               —          (388,671)        (388,671)  

GSC  

   2.24% Fixed    3M HKD HIBOR      HKD        33,115,000        06/16/26        11,135        —          19,074         7,939   

GSC  

   2.24% Fixed    3M HKD HIBOR      HKD        33,115,000        06/16/26        24,049        —          19,073         (4,976)  

GSC  

   2.36% Fixed    3M HKD HIBOR      HKD        46,335,000        06/16/26               —          (3,649)        (3,649)  

GSC  

   2.36% Fixed    3M HKD HIBOR      HKD        46,340,000        06/16/26               —          (4,969)        (4,969)  

JPM  

   2.24% Fixed    3M HKD HIBOR      HKD        26,400,000        06/16/26        8,345        —          15,206         6,861   

JPM  

   2.38% Fixed    3M HKD HIBOR      HKD        46,335,000        06/16/26               —          (9,585)        (9,585)  

MSC  

   2.37% Fixed    3M HKD HIBOR      HKD        46,340,000        06/16/26               —          (6,288)        (6,288)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

        Total

 

   $     45,676      $       —        $     (150,100)      $     (195,776)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2017

 

     Payments made
by Fund
   Payments received
by Fund
  

Notional Amount

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

1.50% Fixed

   3M CAD CDOR      CAD        17,450,000        09/20/22      $ 275,687      $ —        $ 335,058       $ 59,371   
 

1.88% Fixed

   3M CAD CDOR      CAD        8,725,000        09/20/27               —          277,234         277,234   
 

2.21% Fixed

   3M CAD CDOR      CAD        19,060,000        09/21/27               —          320,938         320,938   
 

3M CAD CDOR

   2.01% Fixed      CAD        196,310,000        09/18/21        5,229        —          (490,089)        (495,318)  
 

3M CAD CDOR

   1.84% Fixed      CAD        24,589,000        09/18/22               —          219,539         219,539   
 

3M CAD CDOR

   1.87% Fixed      CAD        78,240,000        09/20/22               (125,017)          (399,592)        (274,575)  
 

3M CAD CDOR

   2.17% Fixed      CAD        41,660,000        09/20/27               (59,697)        (534,286)        (474,589)  
 

3.90% Fixed

   3M NZD Bank Bill      NZD        21,675,000        09/21/27               —          15,212         15,212   
 

3M NZD Bank Bill

   2.53% Fixed      NZD        231,385,000        03/21/19               (68,447)        497,993         566,440   
 

3M NZD Bank Bill

   3.01% Fixed      NZD        228,381,000        12/19/20               (408,083)        802,345         1,210,428   
 

3M NZD Bank Bill

   3.28% Fixed      NZD        33,474,000        09/20/22               —          562,809         562,809   
 

3M NZD Bank Bill

   3.74% Fixed      NZD        8,384,000        09/20/27               —          230,525         230,525   
 

0.43% Fixed

   3M SEK STIBOR      SEK        248,687,000        09/20/22               —          139,648         139,648   
 

3M SEK STIBOR

   2.14% Fixed      SEK        99,808,000        09/21/27               —          (51,056)        (51,056)  
 

3M SEK STIBOR

   0.61% Fixed      SEK        195,634,000        09/20/22               —          108,162         108,162   
 

3M SEK STIBOR

   1.38% Fixed      SEK        46,296,000        09/20/27               —          23,215         23,215   
 

1.85% Fixed

   3M USD LIBOR      USD        14,300,000        09/20/22               —          53,735         53,735   
 

2.43% Fixed

   3M USD LIBOR      USD        14,440,000        02/15/46        72,651        —        $ 327,827         255,176   
 

2.52% Fixed

   3M USD LIBOR      USD        15,480,000        02/15/46               —          99,772         99,772   
 

3M USD LIBOR

   1.82% Fixed      USD        37,525,000        11/30/21               —          (70,778)        (70,778)  
 

3M USD LIBOR

   2.42% Fixed      USD        19,099,000        09/18/22               —          (151,836)        (151,836)  
 

3M USD LIBOR

   2.64% Fixed      USD        13,600,000        03/16/27               —          (34,370)        (34,370)  
 

3M USD LIBOR

   2.33% Fixed      USD        6,775,000        09/20/27               —          (39,612)        (39,612)  
 

3.10% Fixed

   6M AUD BBSW      AUD        20,280,000        09/21/27               —          187,328         187,328   
 

6M AUD BBSW

   2.50% Fixed      AUD        36,075,000        09/20/22               —          53,553         53,553   
 

0.28% Fixed

   6M EUR EURIBOR      EUR        11,400,000        09/20/22               —          22,762         22,762   
 

6M EUR EURIBOR

   0.62% Fixed      EUR        16,558,000        09/18/22               —          6,457         6,457   
 

6M EUR EURIBOR

   0.92% Fixed      EUR        4,794,000        09/20/27               —          (32,671)        (32,671)  
 

0.83% Fixed

   6M GBP LIBOR      GBP        10,500,000        09/20/22               —          69,896         69,896   
 

6M GBP LIBOR

   1.28% Fixed      GBP        14,450,000        03/20/22               —          (141,526)        (141,526)  
 

6M GBP LIBOR

   1.34% Fixed      GBP        4,277,000        09/20/27               —          (13,001)        (13,001)  
 

6M JPY LIBOR

   0.15% Fixed      JPY        1,823,130,000        03/20/22               —          138,314         138,314   
 

6M JPY LIBOR

   0.32% Fixed      JPY        568,756,000        09/20/27               —          (23,418)        (23,418)  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

6M NOK NIBOR            

   1.81% Fixed    NOK      166,100,000        09/18/22      $ —          $     $ (44,447   $ (44,447

6M NOK NIBOR

   1.53% Fixed    NOK      110,300,000        09/20/22        —                  (40,131     (40,131

6M NOK NIBOR

   1.85% Fixed    NOK      54,620,000        09/20/27        —                  (125,809     (125,809

2.01% Fixed

   6M PLN WIBOR    PLN      583,680,000        09/19/19        105,427                  269,189       163,762  

6M PLN WIBOR

   2.67% Fixed    PLN      419,990,000        09/20/22        —            (1,181,119     (1,243,944     (62,825
              

 

 

    

 

 

   

 

 

   

 

 

 

        Total

               $ 458,994          $ (1,842,363   $ 1,324,945     $ 2,708,314  
              

 

 

    

 

 

   

 

 

   

 

 

 

 

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

AUD

     Buy      08/08/17    UBS    $ 36,726,457      $ 38,307,306      $ 1,580,849  

AUD

     Buy      08/08/17    MSC      15,753,496        16,503,923        750,427  

AUD

     Buy      08/08/17    BCLY      2,998,263        3,159,679        161,416  

AUD

     Buy      08/08/17    GSC      14,919,302        15,070,468        151,166  

AUD

     Buy      08/08/17    HSBC      3,014,868        3,143,680        128,812  

AUD

     Buy      08/08/17    DEUT      3,015,572        3,143,681        128,109  

AUD

     Buy      08/08/17    DEUT      1,508,347        1,573,440        65,093  

AUD

     Buy      08/08/17    CIB      3,882,760        3,919,602        36,842  

AUD

     Buy      08/08/17    CIBC      3,006,880        3,027,693        20,813  

AUD

     Buy      08/08/17    DEUT      1,496,760        1,515,846        19,086  

AUD

     Buy      09/07/17    BCLY      1,501,939        1,508,055        6,116  

AUD

     Sell      08/08/17    CBK      3,014,687        3,031,692        (17,005

AUD

     Sell      08/08/17    CBK      3,013,058        3,031,692        (18,634

AUD

     Sell      08/08/17    JPM      2,991,777        3,017,293        (25,516

AUD

     Sell      08/08/17    CBK      3,042,424        3,071,687        (29,263

AUD

     Sell      08/08/17    SSG      6,018,184        6,051,384        (33,200

AUD

     Sell      08/08/17    CBA      249,192,301        259,456,027        (10,263,726

AUD

     Sell      08/08/17    DEUT      248,276,769        259,456,827        (11,180,058

AUD

     Sell      09/07/17    BOA      1,436,832        1,440,088        (3,256

BRL

     Sell      09/05/17    JPM      11,853,823        11,984,909        (131,086

CAD

     Buy      08/08/17    JPM      97,114,017        101,025,135        3,911,118  

CAD

     Buy      08/08/17    JPM      14,608,367        15,276,185        667,818  

CAD

     Buy      08/08/17    JPM      13,012,225        13,297,172        284,947  

CAD

     Buy      08/08/17    DEUT      3,005,122        3,176,689        171,567  

CAD

     Buy      08/08/17    RBC      3,011,589        3,040,317        28,728  

CAD

     Buy      08/08/17    JPM      1,504,634        1,514,542        9,908  

CAD

     Buy      08/08/17    JPM      1,506,541        1,515,345        8,804  

CAD

     Buy      08/08/17    JPM      1,507,181        1,514,543        7,362  

CAD

     Buy      09/07/17    CBK      1,498,213        1,504,752        6,539  

CAD

     Buy      09/07/17    SCB      3,016,167        3,009,504        (6,663

CAD

     Sell      08/08/17    GSC      6,055,191        6,040,522        14,669  

CAD

     Sell      08/08/17    JPM      6,048,654        6,040,522        8,132  

CAD

     Sell      08/08/17    RBC      1,509,597        1,516,949        (7,352

CAD

     Sell      08/08/17    BNP      3,003,669        3,016,250        (12,581

CAD

     Sell      08/08/17    SSG      3,014,136        3,035,504        (21,368

CAD

     Sell      08/08/17    GSC      15,053,509        15,101,307        (47,798

CAD

     Sell      08/08/17    CBK      2,975,027        3,100,481        (125,454

CAD

     Sell      08/08/17    UBS      2,974,367        3,100,480        (126,113

CAD

     Sell      08/08/17    JPM      326,228,326        339,366,671        (13,138,345

CAD

     Sell      08/31/17    GSC      1,434,505        1,441,228        (6,723

CAD

     Sell      09/07/17    JPM      3,008,892        3,009,504        (612

CHF

     Buy      08/08/17    UBS      83,590,796        82,584,749        (1,006,047

CHF

     Buy      09/07/17    UBS      2,988,977        2,994,174        5,197  

CHF

     Sell      08/08/17    JPM      2,990,847        2,974,768        16,079  

CHF

     Sell      08/08/17    SSG      82,507,637        82,584,749        (77,112

DKK

     Buy      08/08/17    TDB      2,081,718        2,157,207        75,489  

DKK

     Sell      08/08/17    JPM      221,021,794        229,176,564        (8,154,770

DKK

     Sell      09/07/17    BOA      19,511,445        19,562,267        (50,822

EUR

     Buy      08/08/17    JPM      30,458,685        31,689,554        1,230,869  

EUR

     Buy      08/08/17    JPM      26,487,278        27,349,087        861,809  

EUR

     Buy      08/08/17    NOM      15,227,381        15,721,610        494,229  

EUR

     Buy      08/08/17    JPM      12,231,014        12,675,585        444,571  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

EUR

     Buy      08/08/17    JPM    $ 9,173,842      $ 9,506,393      $ 332,551  

EUR

     Buy      08/08/17    SSG      12,147,651        12,430,435        282,784  

EUR

     Buy      08/08/17    SSG      12,147,913        12,430,434        282,521  

EUR

     Buy      08/08/17    JPM      6,656,511        6,924,614        268,103  

EUR

     Buy      08/08/17    JPM      6,397,132        6,653,409        256,277  

EUR

     Buy      08/08/17    JPM      3,888,455        4,040,838        152,383  

EUR

     Buy      08/08/17    JPM      6,174,729        6,318,251        143,522  

EUR

     Buy      08/08/17    CBK      2,991,003        3,120,636        129,633  

EUR

     Buy      08/08/17    JPM      3,353,411        3,477,111        123,700  

EUR

     Buy      08/08/17    JPM      2,975,421        3,089,844        114,423  

EUR

     Buy      08/08/17    CBK      2,991,225        3,102,871        111,646  

EUR

     Buy      08/08/17    CBK      3,000,139        3,108,793        108,654  

EUR

     Buy      08/08/17    CBK      3,029,820        3,096,950        67,130  

EUR

     Buy      08/08/17    SSG      3,017,744        3,067,343        49,599  

EUR

     Buy      08/08/17    CBK      2,998,931        3,048,393        49,462  

EUR

     Buy      08/08/17    CBK      3,030,359        3,054,315        23,956  

EUR

     Buy      08/08/17    RBC      1,510,551        1,533,671        23,120  

EUR

     Buy      08/08/17    JPM      487,484        505,697        18,213  

EUR

     Buy      09/07/17    JPM      3,033,007        3,059,479        26,472  

EUR

     Sell      08/08/17    JPM      967,224        978,234        (11,010

EUR

     Sell      08/08/17    BCLY      1,516,091        1,528,934        (12,843

EUR

     Sell      08/08/17    JPM      1,518,987        1,533,671        (14,684

EUR

     Sell      08/08/17    SSG      1,511,700        1,528,934        (17,234

EUR

     Sell      08/08/17    JPM      1,508,680        1,526,565        (17,885

EUR

     Sell      08/08/17    JPM      1,508,285        1,526,566        (18,281

EUR

     Sell      08/08/17    JPM      1,513,803        1,533,671        (19,868

EUR

     Sell      08/08/17    JPM      1,511,220        1,533,671        (22,451

EUR

     Sell      08/08/17    DEUT      1,498,917        1,524,196        (25,279

EUR

     Sell      08/08/17    CBK      3,013,682        3,049,577        (35,895

EUR

     Sell      08/08/17    CBK      3,011,787        3,049,578        (37,791

EUR

     Sell      08/08/17    JPM      3,002,090        3,054,315        (52,225

EUR

     Sell      08/08/17    JPM      5,799,927        5,869,400        (69,473

EUR

     Sell      08/08/17    CBK      2,994,881        3,102,872        (107,991

EUR

     Sell      08/08/17    JPM      7,564,191        7,741,782        (177,591

EUR

     Sell      08/08/17    JPM      7,562,276        7,742,967        (180,691

EUR

     Sell      08/08/17    NOM      6,020,633        6,235,350        (214,717

EUR

     Sell      08/08/17    JPM      15,025,727        15,259,732        (234,005

EUR

     Sell      08/08/17    CBK      6,025,802        6,274,432        (248,630

EUR

     Sell      08/08/17    CBK      6,025,400        6,274,433        (249,033

EUR

     Sell      08/08/17    MSC      6,020,064        6,274,432        (254,368

EUR

     Sell      08/08/17    CBK      6,011,180        6,274,433        (263,253

EUR

     Sell      08/08/17    MSC      233,493,341        241,621,303        (8,127,962

EUR

     Sell      08/08/17    BCLY      233,034,664        241,618,934        (8,584,270

EUR

     Sell      08/31/17    UBS      245,009        246,663        (1,654

EUR

     Sell      08/31/17    UBS      1,130,636        1,146,747        (16,111

EUR

     Sell      08/31/17    BOA      1,084,955        1,102,869        (17,914

EUR

     Sell      08/31/17    UBS      7,179,829        7,294,351        (114,522

EUR

     Sell      08/31/17    DEUT      77,531,131        78,942,412        (1,411,281

EUR

     Sell      09/07/17    BOA      5,888,624        5,901,865        (13,241

EUR

     Sell      09/07/17    SCB      3,021,369        3,048,803        (27,434

GBP

     Buy      08/08/17    JPM      40,350,291        40,806,710        456,419  

GBP

     Buy      08/08/17    NOM      6,008,310        6,097,251        88,941  

GBP

     Buy      08/08/17    JPM      3,000,027        3,061,823        61,796  

GBP

     Buy      08/08/17    JPM      2,999,016        3,032,788        33,772  

GBP

     Buy      08/08/17    BNP      2,998,268        3,031,469        33,201  

GBP

     Buy      08/08/17    CBK      3,017,776        3,028,829        11,053  

GBP

     Buy      08/31/17    DEUT      421,697        426,641        4,944  

GBP

     Buy      09/07/17    JPM      2,712,716        2,730,846        18,130  

GBP

     Buy      09/07/17    CBK      2,185,934        2,199,739        13,805  

GBP

     Sell      08/08/17    CBK      1,519,429        1,525,632        (6,203

GBP

     Sell      08/08/17    SSG      1,516,173        1,525,633        (9,460

GBP

     Sell      08/08/17    SSG      3,005,411        3,042,027        (36,616

GBP

     Sell      08/08/17    SSG      3,005,086        3,042,027        (36,941

GBP

     Sell      08/08/17    JPM      6,057,371        6,109,129        (51,758

GBP

     Sell      08/08/17    JPM      6,047,094        6,109,129        (62,035

GBP

     Sell      08/08/17    SSG      4,155,277        4,223,204        (67,927


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

GBP

     Sell      08/08/17    JPM    $ 4,155,235      $ 4,223,204      $ (67,969

GBP

     Sell      08/08/17    JPM      4,155,171        4,223,204        (68,033

GBP

     Sell      08/08/17    SSG      4,155,085        4,223,204        (68,119

GBP

     Sell      08/08/17    BCLY      3,730,974        3,799,564        (68,590

GBP

     Sell      08/08/17    CBK      2,979,738        3,048,625        (68,887

GBP

     Sell      08/08/17    CBK      3,729,964        3,799,564        (69,600

GBP

     Sell      08/08/17    CBK      2,977,253        3,048,625        (71,372

GBP

     Sell      08/08/17    BCLY      7,487,594        7,597,808        (110,214

GBP

     Sell      08/08/17    HSBC      12,159,128        12,436,016        (276,888

GBP

     Sell      08/08/17    DEUT      44,203,862        44,932,252        (728,390

GBP

     Sell      08/31/17    DEUT      4,215,663        4,265,091        (49,428

GBP

     Sell      09/07/17    JPM      2,703,843        2,730,847        (27,004

JPY

     Buy      08/08/17    JPM      6,041,655        6,150,045        108,390  

JPY

     Buy      08/08/17    JPM      6,044,456        6,150,044        105,588  

JPY

     Buy      08/08/17    JPM      6,047,892        6,150,044        102,152  

JPY

     Buy      08/08/17    BCLY      6,049,582        6,150,045        100,463  

JPY

     Buy      08/08/17    JPM      6,050,392        6,150,045        99,653  

JPY

     Buy      08/08/17    BCLY      3,000,740        3,077,835        77,095  

JPY

     Buy      08/08/17    BNP      9,079,992        9,107,606        27,614  

JPY

     Buy      08/08/17    SSG      3,020,653        3,042,220        21,567  

JPY

     Buy      09/07/17    JPM      3,016,070        3,039,700        23,630  

JPY

     Sell      08/08/17    HSBC      1,153,432        1,169,151        (15,719

JPY

     Sell      08/08/17    BCLY      6,021,794        6,074,914        (53,120

JPY

     Sell      08/08/17    MSC      6,021,496        6,074,914        (53,418

JPY

     Sell      08/08/17    SSG      2,968,647        3,022,485        (53,838

JPY

     Sell      08/08/17    ANZ      10,080,510        10,254,544        (174,034

JPY

     Sell      08/08/17    MSC      8,947,418        9,127,342        (179,924

JPY

     Sell      08/08/17    BNP      10,057,132        10,254,535        (197,403

JPY

     Sell      08/31/17    HSBC      1,657,826        1,674,920        (17,094

JPY

     Sell      08/31/17    BCLY      1,656,777        1,674,910        (18,133

JPY

     Sell      09/07/17    CBK      1,516,537        1,519,854        (3,317

JPY

     Sell      09/07/17    BNP      9,091,383        9,120,465        (29,082

KRW

     Buy      08/08/17    BCLY      44,799,452        46,152,608        1,353,156  

KRW

     Buy      08/08/17    JPM      89,795,401        90,036,069        240,668  

KRW

     Buy      08/08/17    UBS      89,799,403        90,036,070        236,667  

KRW

     Buy      08/08/17    SCB      25,864,767        25,966,449        101,682  

KRW

     Buy      08/08/17    DEUT      2,983,080        3,077,049        93,969  

KRW

     Buy      08/08/17    BCLY      3,013,481        3,042,429        28,948  

KRW

     Sell      08/08/17    CBK      75,841        76,586        (745

KRW

     Sell      08/08/17    BOA      126,505,633        129,117,043        (2,611,410

KRW

     Sell      08/08/17    HSBC      126,483,484        129,117,043        (2,633,559

KRW

     Sell      09/07/17    UBS      89,814,212        90,059,747        (245,535

KRW

     Sell      09/07/17    JPM      89,813,011        90,059,747        (246,736

MXN

     Sell      08/08/17    SSG      11,890,266        11,788,671        101,595  

MXN

     Sell      08/08/17    JPM      11,810,145        11,788,671        21,474  

MXN

     Sell      08/08/17    SSG      7,420,405        7,546,612        (126,207

NOK

     Buy      08/08/17    JPM      104,442,262        111,598,480        7,156,218  

NOK

     Buy      08/08/17    SSG      42,094,562        42,925,184        830,622  

NOK

     Buy      08/08/17    BCLY      42,142,142        42,925,183        783,041  

NOK

     Buy      08/08/17    JPM      7,557,139        7,765,839        208,700  

NOK

     Buy      08/08/17    JPM      7,576,162        7,765,839        189,677  

NOK

     Buy      08/08/17    SSG      3,000,217        3,078,351        78,134  

NOK

     Buy      08/08/17    JPM      3,003,441        3,066,903        63,462  

NOK

     Sell      08/08/17    JPM      2,994,592        3,044,006        (49,414

NOK

     Sell      08/08/17    MSC      3,448,872        3,524,839        (75,967

NOK

     Sell      08/08/17    JPM      3,446,526        3,524,838        (78,312

NOK

     Sell      08/08/17    CBK      2,994,659        3,154,674        (160,015

NOK

     Sell      08/08/17    JPM      6,284,103        6,446,728        (162,625

NOK

     Sell      08/08/17    JPM      201,059,048        214,835,295        (13,776,247

NOK

     Sell      09/07/17    BOA      2,717,464        2,730,267        (12,803

NZD

     Buy      08/08/17    MSC      2,975,419        3,078,625        103,206  

NZD

     Buy      08/08/17    SSG      6,032,280        6,127,216        94,936  

NZD

     Buy      08/08/17    DEUT      3,024,537        3,093,643        69,106  

NZD

     Buy      08/08/17    CBK      3,004,860        3,029,818        24,958  

NZD

     Buy      08/08/17    BNP      3,030,980        3,029,818        (1,162

NZD

     Sell      08/08/17    BNP      1,501,804        1,515,285        (13,481


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

NZD

   Sell    08/08/17    JPM    $ 1,512,623      $ 1,526,548      $ (13,925

NZD

   Sell    08/08/17    CBK      1,500,569        1,514,534        (13,965

NZD

   Sell    08/08/17    CIB      2,921,735        2,950,975        (29,240

NZD

   Sell    08/08/17    CBK      2,925,820        2,965,993        (40,173

NZD

   Sell    08/08/17    GSC      1,496,929        1,547,573        (50,644

NZD

   Sell    08/08/17    UBS      1,496,836        1,547,572        (50,736

NZD

   Sell    08/08/17    CIBC      2,999,820        3,063,608        (63,788

NZD

   Sell    08/08/17    DEUT      2,973,553        3,071,117        (97,564

NZD

   Sell    08/08/17    HSBC      3,013,672        3,116,170        (102,498

NZD

   Sell    08/08/17    BCLY      2,991,364        3,095,896        (104,532

NZD

   Sell    08/08/17    DEUT      201,781,791        207,975,427        (6,193,636

PLN

   Buy    08/08/17    BCLY      64,093,487        66,213,632        2,120,145  

PLN

   Buy    08/08/17    MSC      960,993        991,438        30,445  

PLN

   Buy    09/07/17    BOA      80,030,506        80,251,622        221,116  

PLN

   Sell    08/08/17    BCLY      78,899,409        81,509,318        (2,609,909

SEK

   Buy    08/08/17    BOA      256,789,117        270,629,286        13,840,169  

SEK

   Buy    08/08/17    JPM      5,793,435        5,886,902        93,467  

SEK

   Buy    08/08/17    GSC      6,044,561        6,116,390        71,829  

SEK

   Buy    08/08/17    JPM      3,005,590        3,062,532        56,942  

SEK

   Buy    08/08/17    JPM      1,503,590        1,531,328        27,738  

SEK

   Buy    08/08/17    JPM      1,505,936        1,531,328        25,392  

SEK

   Buy    08/08/17    JPM      966,138        981,150        15,012  

SEK

   Buy    08/14/17    GSC      8,974,187        9,726,667        752,480  

SEK

   Buy    08/14/17    MSC      7,627,721        7,631,340        3,619  

SEK

   Buy    09/07/17    JPM      2,699,535        2,756,170        56,635  

SEK

   Sell    08/08/17    CBK      3,046,820        3,062,532        (15,712

SEK

   Sell    08/08/17    JPM      496,512        517,713        (21,201

SEK

   Sell    08/08/17    UBS      3,000,865        3,056,956        (56,091

SEK

   Sell    08/08/17    JPM      3,027,713        3,160,424        (132,711

SEK

   Sell    08/08/17    JPM      3,412,310        3,556,576        (144,266

SEK

   Sell    08/08/17    JPM      3,956,536        4,132,900        (176,364

SEK

   Sell    08/08/17    JPM      6,496,896        6,805,600        (308,704

SEK

   Sell    08/08/17    JPM      6,760,421        7,083,291        (322,870

SEK

   Sell    08/08/17    JPM      9,332,931        9,724,516        (391,585

SEK

   Sell    08/08/17    JPM      12,419,300        12,965,979        (546,679

SEK

   Sell    08/08/17    JPM      20,778,175        21,423,474        (645,299

SEK

   Sell    08/08/17    BCLY      43,043,622        43,996,498        (952,876

SEK

   Sell    08/08/17    SSG      42,965,568        43,996,622        (1,031,054

SEK

   Sell    08/08/17    JPM      26,901,891        27,974,679        (1,072,788

SEK

   Sell    08/14/17    GSC      9,162,064        10,235,780        (1,073,716

SEK

   Sell    08/14/17    MSC      28,331,630        30,990,466        (2,658,836

SEK

   Sell    08/14/17    BOA      166,614,502        180,812,018            (14,197,516

SEK

   Sell    09/07/17    JPM      2,738,247        2,756,170        (17,923

SEK

   Sell    09/07/17    JPM      3,048,711        3,067,998        (19,287

SGD

   Buy    08/08/17    SSG      112,703,674        112,915,880        212,206  

SGD

   Buy    08/08/17    MSC      112,749,447        112,915,142        165,695  

SGD

   Sell    08/08/17    GSC      4,970,180        5,052,366        (82,186

SGD

   Sell    08/08/17    SSG      60,396,420        61,548,683        (1,152,263

SGD

   Sell    08/08/17    SCB      60,381,552        61,548,682        (1,167,130

SGD

   Sell    08/08/17    DEUT      95,783,220        97,681,292        (1,898,072

SGD

   Sell    09/07/17    MSC      112,805,975            112,965,111        (159,136

SGD

   Sell    09/07/17    SSG      112,760,156        112,965,849        (205,693

TRY

   Buy    08/08/17    MSC      11,975,434        12,301,070        325,636  

TRY

   Buy    08/08/17    JPM      5,756,534        5,970,967        214,433  

TRY

   Buy    08/08/17    JPM      5,760,417        5,970,684        210,267  

TRY

   Buy    08/08/17    MSC      6,016,470        6,150,677        134,207  

TRY

   Buy    08/08/17    JPM      5,921,135        5,989,108        67,973  

TRY

   Buy    08/08/17    MSC      5,922,904        5,989,108        66,204  

TRY

   Buy    08/08/17    JPM      5,925,360        5,989,107        63,747  

TRY

   Sell    08/08/17    JPM      5,959,563        5,989,675        (30,112

TRY

   Sell    08/08/17    GSC      6,006,843        6,071,026        (64,183

TRY

   Sell    08/08/17    JPM      6,005,703        6,071,026        (65,323

TRY

   Sell    08/08/17    JPM      5,879,863        5,946,306        (66,443

TRY

   Sell    08/08/17    MSC      5,911,210        5,989,675        (78,465

TRY

   Sell    08/08/17    JPM      11,896,023        11,979,633        (83,610

TRY

   Sell    08/08/17    BCLY      5,878,823        5,970,966        (92,143


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

TRY

   Sell      08/08/17      BCLY    $     16,935,045      $         17,030,790      $ (95,745)  

TRY

   Sell      08/08/17      JPM      5,834,938        5,970,967        (136,029)  

TRY

   Sell      08/08/17      JPM      5,820,653        5,970,967        (150,314)  

TRY

   Sell      08/08/17      JPM      5,789,093        5,970,966        (181,873)  

TRY

   Sell      08/08/17      JPM      5,783,745        5,970,967        (187,222)  

TRY

   Sell      08/08/17      MSC      11,875,343        12,301,354        (426,011)  

ZAR

   Buy      08/08/17      GSC      11,512,286        11,873,046        360,760   

ZAR

   Buy      08/08/17      CBK      11,645,457        11,873,045        227,588   

ZAR

   Buy      08/08/17      JPM      5,793,755        5,936,561        142,806   

ZAR

   Buy      08/08/17      GSC      5,798,544        5,936,561        138,017   

ZAR

   Buy      08/08/17      GSC      5,817,981        5,936,560        118,579   

ZAR

   Buy      08/08/17      GSC      5,805,558        5,857,536        51,978   

ZAR

   Buy      08/08/17      GSC      5,973,414        5,916,937        (56,477)  

ZAR

   Buy      08/08/17      GSC      5,977,989        5,916,937        (61,052)  

ZAR

   Sell      08/08/17      BCLY      10,905,807        10,772,456        133,351   

ZAR

   Sell      08/08/17      GSC      6,074,494        6,021,646        52,848   

ZAR

   Sell      08/08/17      GSC      6,067,515        6,021,647        45,868   

ZAR

   Sell      08/08/17      JPM      2,958,526        2,928,011        30,515   

ZAR

   Sell      08/08/17      GSC      2,955,489        2,928,010        27,479   

ZAR

   Sell      08/08/17      GSC      5,815,077        5,794,119        20,958   

ZAR

   Sell      08/08/17      BOA      1,512        1,516        (4)  

ZAR

   Sell      08/08/17      GSC      5,768,965        5,793,968        (25,003)  

ZAR

   Sell      08/08/17      GSC      5,908,484        5,936,560        (28,076)  

ZAR

   Sell      08/08/17      MSC      5,877,768        5,936,560        (58,792)  

ZAR

   Sell      08/08/17      MSC      5,759,979        5,936,560        (176,581)  

ZAR

   Sell      08/08/17      RBC      19,628,165        20,267,104        (638,939)  
                 

 

 

 

Total

                  $         (81,385,541)  
                 

 

 

 

 

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

 

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

ANZ

   Australia and New Zealand Banking Group   

BCLY

   Barclays   

BNP

   BNP Paribas Securities Services   

BOA

   Banc of America Securities LLC   

CBA

   Commonwealth Bank of Australia   

CBK

   Citibank NA   

CIB

   Credit Agricole   

CIBC

   Canadian Imperial Bank of Commerce   

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   

RBC

   RBC Dominion Securities, Inc.   

SCB

   Standard Chartered Bank   

SSG

   State Street Global Markets LLC   

TDB

   Toronto-Dominion Bank   

UBS

   UBS AG   
Currency Abbreviations:     

AUD

   Australian Dollar   

BRL

   Brazilian Real   

CAD

   Canadian Dollar   

CHF

   Swiss Franc   

CNH

   Chinese Renminbi   

DKK

   Danish Krone   

EUR

   Euro   

GBP

   British Pound   

HKD

   Hong Kong Dollar   


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

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   
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:   
BBSW    Bank Bill Swap Referance Rate   
CDOR    Canadian Dollar Offered Rate   
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   
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 Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

Fair Valuation Summary

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

 

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

Assets

 

Common Stocks

 

Banks

   $ 2,075,766       $ 2,075,766       $ —       $ —    

Utilities

     1,231,719         260,268         —         971,451    

Asset & Commercial Mortgage Backed Securities

     444,218,151         —         442,888,151         1,330,000    

Corporate Bonds

     624,050,369         —         624,050,369         —    

Foreign Government Obligations

     2,213,639,659         —         2,213,639,659         —    

Senior Floating Rate Interests

     82,715,075         —         82,715,075         —    

U.S. Government Agencies

     28,120,971         —         28,120,971         —    

U.S. Government Securities

     460,706,912         —         460,706,912         —    

Convertible Bonds

     24,572,556         —         24,572,556         —    

Preferred Stocks

     398,250         398,250         —         —    

Convertible Preferred Stocks

     12,010,350         12,010,350         —         —    

Short-Term Investments

     120,942,150         120,942,150         —         —    

Purchased Options

     1,382,809         —         1,382,809         —    

Foreign Currency Contracts(2)

     47,155,249         —         47,155,249         —    

Futures Contracts(2)

     140,172         140,172         —         —    

Swaps - Credit Default(2)

     2,018,681         —         2,018,681         —    

Swaps - Interest Rate(2)

     5,212,589         —         5,212,589         —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,070,591,428       $     135,826,956       $     3,932,463,021       $     2,301,451    
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (128,540,790)      $ —       $ (128,540,790)      $ —    

Futures Contracts(2)

     (4,906,590)        (4,906,590)        —         —    

Swaps - Credit Default(2)

     (4,155,521)        —         (4,155,521)        —    

Swaps - Interest Rate(2)

     (2,700,051)        —         (2,700,051)        —    

Written Options

     (130,998)        —         (130,998)        —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (140,433,950)      $ (4,906,590)      $ (135,527,360)      $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2017, there were no transfers between Level 1 and Level 2 and investments valued at $2,717,408 were transferred from Level 3 to Level 2 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable inputs.

 

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

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

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


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

Notes to the Schedule of Investments

Investment Valuation and Fair Value Measurements:

For purposes of calculating the net asset value (“NAV”) of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the close of the New York Stock Exchange (“NYSE Close”), that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interest), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of OTC options and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

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

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

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on each day that the NYSE is open (the “Valuation Date”). Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

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

U.S. Generally Accepted Accounting Principles (“U.S. GAAP”) defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not


active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee, which is chaired by the Company’s Treasurer, is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors then must consider for ratification all of the fair value determinations made during the previous quarter.

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

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

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


 

  Hartford Global Impact Fund

 

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

              Market Value    

Affiliated Investment Companies - 100.1%

   
  Domestic Equity Funds - 100.1%    
 

Global Impact Master Portfolio

    $ 15,333,644  
     

 

 

 
 

Total Domestic Equity Funds
(cost $15,146,482)

      15,333,644  
     

 

 

 

    

 

Total Affiliated Investment Companies
(cost $15,146,482)

    $ 15,333,644  
     

 

 

 
 

Total Investments
(cost $15,146,482)

    100.1%     $ 15,333,644  
 

Other Assets and Liabilities

    (0.1)%       (15,779
   

 

 

   

 

 

 
 

Total Net Assets

    100.0%     $         15,317,865  
   

 

 

   

 

 

 

Summary of the Master Portfolio’s Investments as of July 31,2017, based on their valuation inputs, is located within this report (See Security Valuation Note).


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

Notes to the Schedule of Investments for Hartford Global Impact Fund

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 July 31, 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 July 31, 2017, the Fund owned approximately 99.3% 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.

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.


 

Global Impact Master Portfolio

 

  Schedule of Investments

  July 31, 2017 (Unaudited)

 

 

Shares or Principal Amount         Market Value  

Common Stocks - 96.0%

   
  

Australia - 1.7%

   
19,733   

Seek Ltd.

  $       269,828  
      

 

 

 
  

Austria - 1.5%

   
11,759   

Zumtobel Group AG

      232,846  
      

 

 

 
  

Bangladesh - 3.6%

   
119,103   

GrameenPhone Ltd.

      555,448  
      

 

 

 
  

Botswana - 1.8%

   
1,344,807   

Letshego Holdings Ltd.

      271,351  
      

 

 

 
  

Brazil - 3.6%

   
72,875   

Kroton Educacional S.A.

      352,416  
45,155   

MRV Engenharia e Participacoes S.A.

      207,504  
      

 

 

 
         559,920  
      

 

 

 
  

China - 3.1%

   
1,440,995   

CT Environmental Group Ltd.

      258,014  
697,185   

Huaneng Renewables Corp. Ltd. Class H

      212,230  
24,680   

Luye Pharma Group Ltd.

      13,990  
      

 

 

 
         484,234  
      

 

 

 
  

Denmark - 1.2%

   
1,933   

Vestas Wind Systems A/S

      188,916  
      

 

 

 
  

France - 2.3%

   
15,646   

Veolia Environnement S.A.

      352,610  
      

 

 

 
  

Germany - 2.3%

   
8,270   

Innogy SE(1)

      347,339  
      

 

 

 
  

Hong Kong - 1.6%

   
442,600   

Canvest Environmental Protection Group Co., Ltd.

      241,872  
      

 

 

 
  

India - 7.8%

   
33,797   

Bharat Financial Inclusion Ltd.*

      444,653  
14,934   

Indiabulls Housing Finance Ltd.

      273,304  
12,693   

Repco Home Finance Ltd.

      146,717  
50,109   

Vakrangee Ltd.

      344,573  
      

 

 

 
             1,209,247  
      

 

 

 
  

Japan - 1.0%

   
2,595   

Eisai Co., Ltd.

      139,070  
700   

Ono Pharmaceutical Co., Ltd.

      15,313  
      

 

 

 
         154,383  
      

 

 

 
  

Kenya - 3.7%

   
2,421,015   

Safaricom Ltd.

      570,445  
      

 

 

 
  

Luxembourg - 1.9%

   
4,765   

Millicom International Cellular S.A.

      298,582  
      

 

 

 
  

South Africa - 1.6%

   
24,783   

Net 1 UEPS Technologies, Inc.*

      239,899  
      

 

 

 
  

Spain - 1.3%

   
2,363   

Acciona S.A.

      201,988  
      

 

 

 
  

Taiwan - 1.6%

   
34,500   

Tung Thih Electronic Co., Ltd.

      245,004  
      

 

 

 
  

Thailand - 1.8%

   
728,235   

LPN Development PCL

      253,858  
39,010   

Supalai PCL

      27,901  
      

 

 

 
         281,759  
      

 

 

 
  

United Kingdom - 5.9%

   
20,980   

Genus plc

      478,605  
5,286   

Hikma Pharmaceuticals plc

      98,397  
70,329   

PureCircle Ltd.*

      337,763  
      

 

 

 
         914,765  
      

 

 

 


 

Global Impact Master Portfolio

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

  

United States - 46.7%

     
1,122   

Acuity Brands, Inc.

    $     227,373  
15,146   

Advanced Drainage Systems, Inc.

        311,250  
495   

Aimmune Therapeutics, Inc.*

        10,652  
445   

Alder Biopharmaceuticals, Inc.*

        4,784  
180   

Alkermes plc*

        9,794  
1,316   

athenahealth, Inc.*

        182,029  
9,417   

Avangrid, Inc.

        427,720  
563   

Blackbaud, Inc.

        51,987  
815   

Bright Horizons Family Solutions, Inc.*

        64,393  
3,311   

Clean Harbors, Inc.*

        188,065  
27,227   

Covanta Holding Corp.

        411,128  
2,872   

First Solar, Inc.*

        141,618  
315   

Five Prime Therapeutics, Inc.*

        8,864  
270   

Global Blood Therapeutics, Inc.*

        7,047  
6,091   

Itron, Inc.*

        444,643  
7,948   

Johnson Controls International plc

        309,575  
5,418   

Laureate Education, Inc. Class A*

        92,214  
625   

MyoKardia, Inc.*

        9,719  
150   

Neurocrine Biosciences, Inc.*

        7,205  
19,564   

Nuance Communications, Inc.*

        338,457  
12,534   

Pattern Energy Group, Inc.

        314,603  
3,811   

Proofpoint, Inc.*

        324,850  
16,299   

Silver Spring Networks, Inc.*

        184,342  
10,499   

Sprouts Farmers Market, Inc.*

        252,711  
18,294   

Square, Inc. Class A*

        482,047  
7,504   

Stratasys Ltd.*

        180,021  
7,226   

Teladoc, Inc.*

        237,013  
367   

Tesla, Inc.*

        118,713  
1,388   

Thermo Fisher Scientific, Inc.

        243,636  
2,245   

Trevena, Inc.*

        5,859  
5,892   

Ubiquiti Networks, Inc.*

        321,114  
4,332   

Watts Water Technologies, Inc. Class A

        278,981  
9,127   

Xylem, Inc.

        517,775  
7,957   

Zoetis, Inc.

        497,472  
        

 

 

 
           7,207,654  
        

 

 

 
  

Total Common Stocks
(cost $14,631,806)

        14,828,090  
        

 

 

 
  

Total Long-Term Investments
(cost $14,631,806)

    $         14,828,090  

Short-Term Investments - 52.4%

     
  

Other Investment Pools & Funds - 52.4%

     
8,082,744   

Morgan Stanley Institutional Liquidity Funds, Institutional Class

        8,082,744  
        

 

 

 
  

Total Short-Term Investments
(cost $8,082,744)

        8,082,744  
        

 

 

 
  

Total Investments
(cost $22,714,550)^

    148.4   $     22,910,834  
  

Other Assets and Liabilities

    (48.4 )%        (7,467,864
        

 

 

 
  

Total Net Assets

    100.0   $     15,442,970  
        

 

 

 

Note: Percentageof 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

    $     311,429  

        Unrealized Depreciation

        (115,145
        

 

 

 

        Net Unrealized Appreciation

    $     196,284  
        

 

 

 

*      Non-income producing.

 


 

Global Impact Master Portfolio

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

 

(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 July 31, 2017, the aggregate value of this security was $347,339, which represented 2.2% of total net assets.

 

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


 

Global Impact Master Portfolio

 

  Schedule of Investments – (continued)

  July 31, 2017 (Unaudited)

 

Fair Valuation Summary

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

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

           

Common Stocks

           

Automobiles & Components

   $ 363,717      $ 118,713      $ 245,004      $  

Banks

     273,304               273,304         

Capital Goods

     2,066,716        1,644,954        421,762         

Commercial & Professional Services

     869,021        599,193        269,828         

Consumer Durables & Apparel

     207,504        207,504                

Consumer Services

     509,023        509,023                

Diversified Financials

     862,721        271,351        591,370         

Food & Staples Retailing

     252,711        252,711                

Food, Beverage & Tobacco

     337,763        337,763                

Health Care Equipment & Services

     419,042        419,042                

Pharmaceuticals, Biotechnology & Life Sciences

     1,550,407        1,283,637        266,770         

Real Estate

     281,759        281,759                

Semiconductors & Semiconductor Equipment

     141,618        141,618                

Software & Services

     1,966,155        1,621,582        344,573         

Technology Hardware & Equipment

     945,778        945,778                

Telecommunication Services

     1,424,475        1,125,893        298,582         

Utilities

     2,356,376        742,323        1,614,053         

Short-Term Investments

     8,082,744        8,082,744                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       22,910,834      $       18,585,588      $       4,325,246      $       —  
  

 

 

    

 

 

    

 

 

    

 

 

 

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


Hartford Funds Master Fund (the “Trust”)

Notes to the Schedule of Investments

Investment Valuation and Fair Value Measurements:

For purposes of calculating the net asset value (“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 (the “Board of Trustees”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the close of the New York Stock Exchange (“NYSE Close”), that materially affect the values of the Master Portfolio’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 Trustees 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. 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 interest), 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 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 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 New York Stock Exchange (“NYSE”) is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of the Master Portfolio.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on each day that the NYSE is open (the “Valuation Date”). Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

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

U.S. Generally Accepted Accounting Principles (“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.

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 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. 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 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 Master Portfolio’s Schedule of Investments.

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


Item 2. Controls and Procedures.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

 

  (a) Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) are attached herewith.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

  THE HARTFORD MUTUAL FUNDS, INC.
Date: October 2, 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: October 2, 2017  

By:

 

/s/ James E. Davey

   

James E. Davey

   

President and Chief Executive Officer

Date: October 2, 2017

  By:  

/s/ Michael Flook

   

Michael Flook

   

Vice President, Treasurer and Controller